2016-10-17 |
MARKET DATA |
No 200 (2982) |
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 |
70,00 |
69,15 |
8 |
1 165,00 |
1 283,12 |
18 |
1 235,00 |
1 352,27 |
26 |
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 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,41 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
100,92 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,70 |
103,74 |
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 |
101,34 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,57 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,21 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,77 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,38 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,41 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,81 |
96,80 |
96,740 |
96,740 |
96,740 |
96,740 |
96,740 |
20 000 |
19,43 |
1 |
DS1021 |
PL0000106670 |
115,18 |
115,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,02 |
117,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,47 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,88 |
101,89 |
101,760 |
101,760 |
101,760 |
101,760 |
101,760 |
25 000 |
25,63 |
3 |
DS0726 |
PL0000108866 |
95,30 |
95,20 |
95,360 |
95,360 |
95,360 |
95,360 |
95,360 |
20 000 |
19,19 |
3 |
DS0727 |
PL0000109427 |
93,60 |
93,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,10 |
125,26 |
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 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,21 |
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 |
99,39 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,40 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
5 000 |
4,90 |
1 |
WZ0124 |
PL0000107454 |
96,31 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,27 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
69,15 |
8 |
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 |
42 |
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 |
101,60 |
101,72 |
1,58 |
1,36 |
101,66 |
1,47 |
OK0717 |
PL0000108502 |
98,79 |
98,90 |
1,60 |
1,46 |
98,85 |
1,52 |
DS1017 |
PL0000104543 |
103,68 |
103,78 |
1,57 |
1,47 |
103,73 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,25 |
1,64 |
1,56 |
103,19 |
1,60 |
PS0718 |
PL0000107595 |
101,32 |
101,48 |
1,73 |
1,64 |
101,40 |
1,69 |
OK1018 |
PL0000109062 |
96,49 |
96,62 |
1,79 |
1,72 |
96,56 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,54 |
103,67 |
1,92 |
1,87 |
103,61 |
1,90 |
DS1019 |
PL0000105441 |
110,15 |
110,35 |
2,00 |
1,93 |
110,25 |
1,97 |
WZ0120 |
PL0000108601 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,73 |
97,92 |
2,18 |
2,12 |
97,83 |
2,14 |
DS1020 |
PL0000106126 |
111,33 |
111,55 |
2,27 |
2,21 |
111,44 |
2,24 |
WZ0121 |
PL0000106068 |
98,53 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,49 |
2,39 |
2,35 |
98,41 |
2,37 |
PS0721 |
PL0000109153 |
96,70 |
96,90 |
2,49 |
2,45 |
96,80 |
2,47 |
DS1021 |
PL0000106670 |
115,09 |
115,38 |
2,51 |
2,45 |
115,24 |
2,48 |
WS0922 |
PL0000102646 |
116,90 |
117,19 |
2,63 |
2,58 |
117,05 |
2,61 |
WZ1122 |
PL0000109377 |
97,21 |
97,44 |
--- |
--- |
97,33 |
--- |
IZ0823 |
PL0000105359 |
111,04 |
112,26 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,33 |
107,74 |
2,83 |
2,77 |
107,54 |
2,80 |
WZ0124 |
PL0000107454 |
96,18 |
96,42 |
--- |
--- |
96,30 |
--- |
DS0725 |
PL0000108197 |
101,66 |
101,96 |
3,03 |
2,99 |
101,81 |
3,01 |
WZ0126 |
PL0000108817 |
94,18 |
94,40 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,06 |
95,44 |
3,09 |
3,04 |
95,25 |
3,07 |
WS0429 |
PL0000105391 |
124,66 |
125,70 |
3,31 |
3,22 |
125,18 |
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 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,60 |
101,72 |
1,58 |
1,36 |
101,66 |
1,47 |
OK0717 |
PL0000108502 |
98,79 |
98,90 |
1,60 |
1,46 |
98,85 |
1,52 |
DS1017 |
PL0000104543 |
103,68 |
103,77 |
1,57 |
1,48 |
103,73 |
1,52 |
WZ0118 |
PL0000104717 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,13 |
103,25 |
1,64 |
1,56 |
103,19 |
1,60 |
PS0718 |
PL0000107595 |
101,33 |
101,49 |
1,73 |
1,63 |
101,41 |
1,68 |
OK1018 |
PL0000109062 |
96,51 |
96,62 |
1,78 |
1,72 |
96,57 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,54 |
103,66 |
1,92 |
1,88 |
103,60 |
1,90 |
DS1019 |
PL0000105441 |
110,19 |
110,32 |
1,99 |
1,94 |
110,26 |
1,96 |
WZ0120 |
PL0000108601 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,74 |
97,90 |
2,17 |
2,12 |
97,82 |
2,15 |
DS1020 |
PL0000106126 |
111,36 |
111,53 |
2,26 |
2,22 |
111,45 |
2,24 |
WZ0121 |
PL0000106068 |
98,55 |
98,76 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
98,36 |
98,47 |
2,38 |
2,36 |
98,42 |
2,37 |
PS0721 |
PL0000109153 |
96,74 |
96,87 |
2,48 |
2,45 |
96,81 |
2,47 |
DS1021 |
PL0000106670 |
115,16 |
115,41 |
2,50 |
2,45 |
115,29 |
2,47 |
WS0922 |
PL0000102646 |
116,93 |
117,21 |
2,63 |
2,58 |
117,07 |
2,60 |
WZ1122 |
PL0000109377 |
97,24 |
97,44 |
--- |
--- |
97,34 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,26 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,70 |
2,82 |
2,78 |
107,57 |
2,80 |
WZ0124 |
PL0000107454 |
96,18 |
96,42 |
--- |
--- |
96,30 |
--- |
DS0725 |
PL0000108197 |
101,79 |
102,03 |
3,01 |
2,98 |
101,91 |
3,00 |
WZ0126 |
PL0000108817 |
94,19 |
94,39 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,22 |
95,44 |
3,07 |
3,04 |
95,33 |
3,06 |
WS0429 |
PL0000105391 |
124,80 |
125,72 |
3,30 |
3,22 |
125,26 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
80 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
70 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
365 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
90 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
20 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
165 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
50 |
DS1021 |
PL0000106670 |
2/3 |
1 |
1,500 |
1,500 |
1,500 |
150 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
80 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
TOTAL |
1 165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.