2016-10-12 |
MARKET DATA |
No 197 (2979) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
740,00 |
733,19 |
56 |
1 465,00 |
1 537,14 |
21 |
2 205,00 |
2 270,33 |
77 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS1016 |
PL0000106795 |
100,09 |
100,09 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
110 000 |
115,17 |
2 |
PS0417 |
PL0000107058 |
101,66 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,80 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,75 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,14 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,33 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,52 |
96,520 |
96,520 |
96,520 |
96,520 |
96,520 |
40 000 |
38,61 |
1 |
PS0719 |
PL0000108148 |
103,55 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,23 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,80 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,45 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,55 |
98,43 |
98,550 |
98,550 |
98,430 |
98,430 |
98,492 |
90 000 |
89,49 |
9 |
PS0721 |
PL0000109153 |
96,95 |
96,80 |
96,910 |
96,950 |
96,800 |
96,840 |
96,880 |
215 000 |
209,13 |
19 |
DS1021 |
PL0000106670 |
115,42 |
115,40 |
115,500 |
115,500 |
115,500 |
115,500 |
115,500 |
25 000 |
30,27 |
1 |
WS0922 |
PL0000102646 |
117,17 |
117,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,74 |
107,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,47 |
95,27 |
95,400 |
95,520 |
95,350 |
95,360 |
95,420 |
220 000 |
211,14 |
19 |
DS0727 |
PL0000109427 |
93,78 |
93,65 |
93,650 |
93,690 |
93,650 |
93,650 |
93,659 |
35 000 |
32,97 |
4 |
WS0428 |
PL0000107611 |
95,11 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,37 |
125,24 |
125,400 |
125,400 |
125,400 |
125,400 |
125,400 |
5 000 |
6,41 |
1 |
WS0437 |
PL0000104857 |
119,57 |
129,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,54 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,30 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
740 000 |
733,19 |
56 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
30NOV16 |
PL0000004990 |
47 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,64 |
101,76 |
1,59 |
1,37 |
101,70 |
1,48 |
OK0717 |
PL0000108502 |
98,76 |
98,88 |
1,61 |
1,46 |
98,82 |
1,53 |
DS1017 |
PL0000104543 |
103,70 |
103,84 |
1,60 |
1,47 |
103,77 |
1,53 |
WZ0118 |
PL0000104717 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,24 |
1,66 |
1,58 |
103,18 |
1,62 |
PS0718 |
PL0000107595 |
101,30 |
101,47 |
1,75 |
1,65 |
101,39 |
1,70 |
OK1018 |
PL0000109062 |
96,47 |
96,59 |
1,79 |
1,72 |
96,53 |
1,75 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,49 |
103,65 |
1,95 |
1,89 |
103,57 |
1,92 |
DS1019 |
PL0000105441 |
110,15 |
110,37 |
2,01 |
1,94 |
110,26 |
1,98 |
WZ0120 |
PL0000108601 |
99,33 |
99,54 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,92 |
2,18 |
2,12 |
97,81 |
2,15 |
DS1020 |
PL0000106126 |
111,34 |
111,57 |
2,27 |
2,22 |
111,46 |
2,24 |
WZ0121 |
PL0000106068 |
98,51 |
98,75 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,55 |
2,38 |
2,34 |
98,47 |
2,36 |
PS0721 |
PL0000109153 |
96,70 |
96,89 |
2,49 |
2,45 |
96,80 |
2,47 |
DS1021 |
PL0000106670 |
115,19 |
115,46 |
2,50 |
2,44 |
115,33 |
2,47 |
WS0922 |
PL0000102646 |
116,97 |
117,25 |
2,63 |
2,58 |
117,11 |
2,60 |
IZ0823 |
PL0000105359 |
111,08 |
112,27 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
107,50 |
107,93 |
2,81 |
2,74 |
107,72 |
2,77 |
WZ0124 |
PL0000107454 |
96,18 |
96,48 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
101,83 |
102,18 |
3,01 |
2,96 |
102,01 |
2,98 |
WZ0126 |
PL0000108817 |
94,19 |
94,43 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,46 |
3,08 |
3,04 |
95,31 |
3,06 |
WS0429 |
PL0000105391 |
124,74 |
125,76 |
3,30 |
3,22 |
125,25 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,64 |
101,76 |
1,59 |
1,37 |
101,70 |
1,48 |
OK0717 |
PL0000108502 |
98,76 |
98,88 |
1,61 |
1,46 |
98,82 |
1,53 |
DS1017 |
PL0000104543 |
103,72 |
103,84 |
1,58 |
1,47 |
103,78 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,25 |
1,66 |
1,58 |
103,19 |
1,62 |
PS0718 |
PL0000107595 |
101,32 |
101,48 |
1,74 |
1,65 |
101,40 |
1,69 |
OK1018 |
PL0000109062 |
96,48 |
96,59 |
1,78 |
1,72 |
96,54 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,67 |
1,94 |
1,88 |
103,59 |
1,91 |
DS1019 |
PL0000105441 |
110,18 |
110,39 |
2,00 |
1,94 |
110,29 |
1,97 |
WZ0120 |
PL0000108601 |
99,37 |
99,48 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
97,71 |
97,94 |
2,18 |
2,11 |
97,83 |
2,14 |
DS1020 |
PL0000106126 |
111,37 |
111,60 |
2,26 |
2,21 |
111,49 |
2,23 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,36 |
98,50 |
2,38 |
2,35 |
98,43 |
2,37 |
PS0721 |
PL0000109153 |
96,74 |
96,88 |
2,48 |
2,45 |
96,81 |
2,46 |
DS1021 |
PL0000106670 |
115,27 |
115,45 |
2,48 |
2,45 |
115,36 |
2,46 |
WS0922 |
PL0000102646 |
116,96 |
117,26 |
2,63 |
2,58 |
117,11 |
2,60 |
IZ0823 |
PL0000105359 |
111,08 |
112,27 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
107,49 |
107,93 |
2,81 |
2,74 |
107,71 |
2,78 |
WZ0124 |
PL0000107454 |
96,24 |
96,43 |
--- |
--- |
96,34 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,14 |
3,01 |
2,97 |
101,97 |
2,99 |
WZ0126 |
PL0000108817 |
94,23 |
94,41 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,22 |
95,43 |
3,07 |
3,04 |
95,33 |
3,06 |
WS0429 |
PL0000105391 |
124,72 |
125,68 |
3,30 |
3,22 |
125,20 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
50 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,470 |
1,467 |
150 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
60 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
135 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,500 |
1,484 |
310 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
135 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
300 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
TOTAL |
1 465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.