2016-10-18 |
MARKET DATA |
No 201 (2983) |
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 |
755,00 |
743,39 |
45 |
625,00 |
636,74 |
11 |
1 380,00 |
1 380,12 |
56 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,61 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,80 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,69 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,42 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,56 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,59 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,26 |
110,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,94 |
97,88 |
97,920 |
97,920 |
97,920 |
97,920 |
97,920 |
50 000 |
49,33 |
2 |
DS1020 |
PL0000106126 |
111,52 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,55 |
98,46 |
98,480 |
98,550 |
98,470 |
98,550 |
98,492 |
250 000 |
248,67 |
11 |
PS0721 |
PL0000109153 |
96,92 |
96,82 |
96,790 |
96,950 |
96,790 |
96,950 |
96,877 |
245 000 |
238,37 |
10 |
DS1021 |
PL0000106670 |
115,37 |
115,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,16 |
117,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,85 |
107,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,26 |
102,01 |
102,020 |
102,260 |
102,020 |
102,250 |
102,163 |
75 000 |
77,20 |
9 |
DS0726 |
PL0000108866 |
95,68 |
95,45 |
95,600 |
95,730 |
95,570 |
95,730 |
95,628 |
130 000 |
125,09 |
12 |
DS0727 |
PL0000109427 |
94,00 |
93,93 |
93,950 |
93,950 |
93,950 |
93,950 |
93,950 |
5 000 |
4,73 |
1 |
WS0428 |
PL0000107611 |
95,76 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,61 |
125,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,75 |
130,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
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 |
100,16 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,58 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,33 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,32 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,32 |
94,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
755 000 |
743,39 |
45 |
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 |
41 |
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 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,59 |
101,71 |
1,59 |
1,36 |
101,65 |
1,47 |
OK0717 |
PL0000108502 |
98,78 |
98,90 |
1,62 |
1,46 |
98,84 |
1,54 |
DS1017 |
PL0000104543 |
103,66 |
103,76 |
1,58 |
1,48 |
103,71 |
1,53 |
WZ0118 |
PL0000104717 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,23 |
1,65 |
1,57 |
103,17 |
1,61 |
PS0718 |
PL0000107595 |
101,32 |
101,48 |
1,73 |
1,64 |
101,40 |
1,68 |
OK1018 |
PL0000109062 |
96,50 |
96,61 |
1,78 |
1,73 |
96,56 |
1,75 |
WZ0119 |
PL0000107603 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,66 |
1,92 |
1,88 |
103,60 |
1,90 |
DS1019 |
PL0000105441 |
110,18 |
110,32 |
1,99 |
1,94 |
110,25 |
1,96 |
WZ0120 |
PL0000108601 |
99,37 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
97,74 |
97,91 |
2,17 |
2,12 |
97,83 |
2,15 |
DS1020 |
PL0000106126 |
111,33 |
111,50 |
2,26 |
2,22 |
111,42 |
2,24 |
WZ0121 |
PL0000106068 |
98,55 |
98,77 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,49 |
2,39 |
2,35 |
98,42 |
2,37 |
PS0721 |
PL0000109153 |
96,73 |
96,86 |
2,48 |
2,45 |
96,80 |
2,47 |
DS1021 |
PL0000106670 |
115,15 |
115,40 |
2,50 |
2,45 |
115,28 |
2,47 |
WS0922 |
PL0000102646 |
116,91 |
117,20 |
2,63 |
2,58 |
117,06 |
2,60 |
WZ1122 |
PL0000109377 |
97,25 |
97,45 |
--- |
--- |
97,35 |
--- |
IZ0823 |
PL0000105359 |
110,87 |
112,37 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,73 |
2,82 |
2,77 |
107,57 |
2,80 |
WZ0124 |
PL0000107454 |
96,18 |
96,43 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
101,76 |
102,08 |
3,02 |
2,97 |
101,92 |
2,99 |
WZ0126 |
PL0000108817 |
94,19 |
94,39 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,51 |
3,07 |
3,04 |
95,39 |
3,05 |
WS0429 |
PL0000105391 |
124,87 |
125,82 |
3,29 |
3,21 |
125,35 |
3,25 |
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 |
101,59 |
101,71 |
1,59 |
1,36 |
101,65 |
1,47 |
OK0717 |
PL0000108502 |
98,78 |
98,90 |
1,62 |
1,46 |
98,84 |
1,54 |
DS1017 |
PL0000104543 |
103,67 |
103,75 |
1,57 |
1,49 |
103,71 |
1,53 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,65 |
1,57 |
103,17 |
1,61 |
PS0718 |
PL0000107595 |
101,40 |
101,49 |
1,68 |
1,63 |
101,45 |
1,66 |
OK1018 |
PL0000109062 |
96,53 |
96,61 |
1,77 |
1,73 |
96,57 |
1,75 |
WZ0119 |
PL0000107603 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,55 |
103,69 |
1,92 |
1,86 |
103,62 |
1,89 |
DS1019 |
PL0000105441 |
110,23 |
110,36 |
1,97 |
1,93 |
110,30 |
1,95 |
WZ0120 |
PL0000108601 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,80 |
97,95 |
2,15 |
2,11 |
97,88 |
2,13 |
DS1020 |
PL0000106126 |
111,47 |
111,61 |
2,23 |
2,19 |
111,54 |
2,21 |
WZ0121 |
PL0000106068 |
98,55 |
98,76 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
98,47 |
98,59 |
2,36 |
2,33 |
98,53 |
2,34 |
PS0721 |
PL0000109153 |
96,85 |
96,99 |
2,46 |
2,42 |
96,92 |
2,44 |
DS1021 |
PL0000106670 |
115,31 |
115,55 |
2,46 |
2,42 |
115,43 |
2,44 |
WS0922 |
PL0000102646 |
117,09 |
117,38 |
2,60 |
2,55 |
117,24 |
2,57 |
WZ1122 |
PL0000109377 |
97,27 |
97,45 |
--- |
--- |
97,36 |
--- |
IZ0823 |
PL0000105359 |
110,99 |
112,27 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
107,64 |
107,91 |
2,78 |
2,74 |
107,78 |
2,76 |
WZ0124 |
PL0000107454 |
96,23 |
96,43 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,32 |
2,97 |
2,94 |
102,23 |
2,95 |
WZ0126 |
PL0000108817 |
94,24 |
94,41 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
95,58 |
95,78 |
3,03 |
3,00 |
95,68 |
3,01 |
WS0429 |
PL0000105391 |
125,28 |
126,05 |
3,25 |
3,19 |
125,67 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
145 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
25 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
125 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
45 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
180 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.