2016-10-13 |
MARKET DATA |
No 198 (2980) |
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 |
545,00 |
540,97 |
41 |
3 990,00 |
4 181,11 |
26 |
4 535,00 |
4 722,08 |
67 |
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 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,76 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,80 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,73 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,33 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,65 |
103,65 |
103,650 |
103,650 |
103,650 |
103,650 |
103,650 |
30 000 |
31,32 |
1 |
DS1019 |
PL0000105441 |
110,25 |
110,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,82 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,57 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,61 |
98,56 |
98,610 |
98,610 |
98,550 |
98,610 |
98,568 |
95 000 |
94,55 |
7 |
PS0721 |
PL0000109153 |
96,95 |
96,92 |
96,920 |
96,960 |
96,920 |
96,960 |
96,949 |
35 000 |
34,07 |
2 |
DS1021 |
PL0000106670 |
115,50 |
115,55 |
115,370 |
115,370 |
115,370 |
115,370 |
115,370 |
7 500 |
9,07 |
1 |
WS0922 |
PL0000102646 |
117,30 |
117,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,85 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,15 |
102,22 |
102,060 |
102,290 |
102,060 |
102,290 |
102,215 |
102 500 |
105,54 |
8 |
DS0726 |
PL0000108866 |
95,60 |
95,58 |
95,600 |
95,620 |
95,580 |
95,580 |
95,595 |
85 000 |
81,74 |
9 |
DS0727 |
PL0000109427 |
94,00 |
93,90 |
94,000 |
94,000 |
93,900 |
94,000 |
93,981 |
80 000 |
75,65 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,50 |
125,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,42 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,70 |
98,700 |
98,710 |
98,700 |
98,710 |
98,709 |
110 000 |
109,03 |
2 |
WZ1122 |
PL0000109377 |
97,35 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
545 000 |
540,97 |
41 |
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 |
44 |
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 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,62 |
101,72 |
1,58 |
1,39 |
101,67 |
1,48 |
OK0717 |
PL0000108502 |
98,79 |
98,91 |
1,59 |
1,43 |
98,85 |
1,51 |
DS1017 |
PL0000104543 |
103,68 |
103,80 |
1,59 |
1,48 |
103,74 |
1,53 |
WZ0118 |
PL0000104717 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,66 |
1,59 |
103,17 |
1,62 |
PS0718 |
PL0000107595 |
101,32 |
101,49 |
1,73 |
1,64 |
101,41 |
1,68 |
OK1018 |
PL0000109062 |
96,49 |
96,61 |
1,78 |
1,72 |
96,55 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,54 |
103,70 |
1,92 |
1,86 |
103,62 |
1,89 |
DS1019 |
PL0000105441 |
110,19 |
110,41 |
1,99 |
1,92 |
110,30 |
1,96 |
WZ0120 |
PL0000108601 |
99,37 |
99,53 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
97,78 |
98,00 |
2,16 |
2,09 |
97,89 |
2,13 |
DS1020 |
PL0000106126 |
111,39 |
111,66 |
2,25 |
2,19 |
111,53 |
2,22 |
WZ0121 |
PL0000106068 |
98,52 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,68 |
2,35 |
2,31 |
98,60 |
2,33 |
PS0721 |
PL0000109153 |
96,86 |
97,01 |
2,45 |
2,42 |
96,94 |
2,44 |
DS1021 |
PL0000106670 |
115,38 |
115,63 |
2,46 |
2,41 |
115,51 |
2,43 |
WS0922 |
PL0000102646 |
117,17 |
117,44 |
2,59 |
2,54 |
117,31 |
2,57 |
IZ0823 |
PL0000105359 |
111,10 |
112,24 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,71 |
108,14 |
2,78 |
2,71 |
107,93 |
2,74 |
WZ0124 |
PL0000107454 |
96,23 |
96,49 |
--- |
--- |
96,36 |
--- |
DS0725 |
PL0000108197 |
102,01 |
102,43 |
2,98 |
2,93 |
102,22 |
2,96 |
WZ0126 |
PL0000108817 |
94,22 |
94,43 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
95,48 |
95,71 |
3,04 |
3,01 |
95,60 |
3,02 |
WS0429 |
PL0000105391 |
125,09 |
126,05 |
3,27 |
3,19 |
125,57 |
3,23 |
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 |
101,62 |
101,72 |
1,58 |
1,39 |
101,67 |
1,48 |
OK0717 |
PL0000108502 |
98,79 |
98,90 |
1,59 |
1,44 |
98,85 |
1,51 |
DS1017 |
PL0000104543 |
103,69 |
103,80 |
1,58 |
1,48 |
103,75 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,24 |
1,65 |
1,57 |
103,18 |
1,61 |
PS0718 |
PL0000107595 |
101,32 |
101,49 |
1,73 |
1,64 |
101,41 |
1,68 |
OK1018 |
PL0000109062 |
96,51 |
96,62 |
1,77 |
1,72 |
96,57 |
1,74 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,70 |
1,91 |
1,86 |
103,64 |
1,89 |
DS1019 |
PL0000105441 |
110,22 |
110,44 |
1,98 |
1,91 |
110,33 |
1,95 |
WZ0120 |
PL0000108601 |
99,36 |
99,48 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
97,80 |
98,03 |
2,15 |
2,08 |
97,92 |
2,12 |
DS1020 |
PL0000106126 |
111,48 |
111,70 |
2,23 |
2,18 |
111,59 |
2,21 |
WZ0121 |
PL0000106068 |
98,58 |
98,79 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,66 |
2,35 |
2,31 |
98,59 |
2,33 |
PS0721 |
PL0000109153 |
96,89 |
97,05 |
2,45 |
2,41 |
96,97 |
2,43 |
DS1021 |
PL0000106670 |
115,46 |
115,70 |
2,44 |
2,39 |
115,58 |
2,42 |
WS0922 |
PL0000102646 |
117,27 |
117,44 |
2,57 |
2,54 |
117,36 |
2,56 |
IZ0823 |
PL0000105359 |
111,10 |
112,24 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,04 |
2,76 |
2,73 |
107,92 |
2,74 |
WZ0124 |
PL0000107454 |
96,24 |
96,48 |
--- |
--- |
96,36 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,34 |
2,97 |
2,94 |
102,22 |
2,96 |
WZ0126 |
PL0000108817 |
94,22 |
94,42 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,54 |
95,76 |
3,03 |
3,00 |
95,65 |
3,02 |
WS0429 |
PL0000105391 |
125,23 |
126,12 |
3,26 |
3,18 |
125,68 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
400 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,470 |
1,500 |
1,494 |
250 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
280 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
200 |
DS1021 |
PL0000106670 |
4/5 |
1 |
1,500 |
1,500 |
1,500 |
205 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,480 |
1,500 |
1,489 |
195 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
240 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
120 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
240 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
80 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
200 |
DS0725 |
PL0000108197 |
4/11 |
7 |
1,480 |
1,480 |
1,480 |
120 |
DS0726 |
PL0000108866 |
4/11 |
7 |
1,300 |
1,300 |
1,300 |
300 |
TOTAL |
3 990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.