2016-10-19 |
MARKET DATA |
No 202 (2984) |
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 |
1 435,00 |
1 455,58 |
70 |
1 200,00 |
1 243,36 |
3 |
2 635,00 |
2 698,94 |
73 |
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 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,61 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,84 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,69 |
103,69 |
103,690 |
103,690 |
103,660 |
103,660 |
103,674 |
335 000 |
347,31 |
5 |
PS0418 |
PL0000107314 |
103,13 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,43 |
101,46 |
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 |
103,64 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,31 |
110,33 |
110,270 |
110,270 |
110,250 |
110,250 |
110,259 |
32 500 |
35,83 |
3 |
PS0420 |
PL0000108510 |
97,99 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,67 |
111,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,75 |
98,56 |
98,650 |
98,750 |
98,550 |
98,640 |
98,657 |
280 000 |
278,99 |
19 |
PS0721 |
PL0000109153 |
97,15 |
96,94 |
96,970 |
97,150 |
96,940 |
96,980 |
96,988 |
160 000 |
155,86 |
9 |
DS1021 |
PL0000106670 |
115,68 |
115,51 |
115,680 |
115,680 |
115,680 |
115,680 |
115,680 |
5 000 |
6,07 |
1 |
WS0922 |
PL0000102646 |
117,50 |
117,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,11 |
107,91 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
100 000 |
112,06 |
1 |
DS0725 |
PL0000108197 |
102,69 |
102,35 |
102,420 |
102,640 |
102,420 |
102,640 |
102,433 |
162 500 |
167,73 |
4 |
DS0726 |
PL0000108866 |
96,20 |
95,80 |
96,170 |
96,270 |
95,950 |
96,180 |
96,175 |
250 000 |
241,94 |
17 |
DS0727 |
PL0000109427 |
94,54 |
94,27 |
94,450 |
94,480 |
94,280 |
94,480 |
94,439 |
60 000 |
57,03 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,39 |
125,77 |
126,090 |
126,090 |
126,090 |
126,090 |
126,090 |
10 000 |
12,89 |
1 |
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 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,00 |
99,960 |
99,960 |
99,950 |
99,950 |
99,955 |
20 000 |
20,08 |
2 |
WZ0120 |
PL0000108601 |
99,40 |
99,42 |
99,400 |
99,400 |
99,380 |
99,380 |
99,393 |
15 000 |
14,97 |
2 |
WZ0121 |
PL0000106068 |
98,59 |
98,65 |
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 |
96,39 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
5 000 |
4,84 |
1 |
WZ0126 |
PL0000108817 |
94,32 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 435 000 |
1 455,58 |
70 |
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 |
40 |
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 |
101,70 |
1,57 |
1,36 |
101,65 |
1,46 |
OK0717 |
PL0000108502 |
98,80 |
98,91 |
1,60 |
1,45 |
98,86 |
1,52 |
DS1017 |
PL0000104543 |
103,64 |
103,72 |
1,54 |
1,46 |
103,68 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,23 |
1,64 |
1,56 |
103,17 |
1,60 |
PS0718 |
PL0000107595 |
101,37 |
101,48 |
1,70 |
1,64 |
101,43 |
1,67 |
OK1018 |
PL0000109062 |
96,51 |
96,62 |
1,78 |
1,72 |
96,57 |
1,75 |
WZ0119 |
PL0000107603 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,55 |
103,68 |
1,91 |
1,87 |
103,62 |
1,89 |
DS1019 |
PL0000105441 |
110,19 |
110,36 |
1,96 |
1,91 |
110,28 |
1,93 |
WZ0120 |
PL0000108601 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,84 |
98,03 |
2,14 |
2,09 |
97,94 |
2,11 |
DS1020 |
PL0000106126 |
111,48 |
111,64 |
2,22 |
2,19 |
111,56 |
2,21 |
WZ0121 |
PL0000106068 |
98,55 |
98,76 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
98,50 |
98,66 |
2,35 |
2,31 |
98,58 |
2,33 |
PS0721 |
PL0000109153 |
96,89 |
97,05 |
2,45 |
2,41 |
96,97 |
2,43 |
DS1021 |
PL0000106670 |
115,35 |
115,59 |
2,46 |
2,41 |
115,47 |
2,43 |
WS0922 |
PL0000102646 |
117,14 |
117,41 |
2,59 |
2,54 |
117,28 |
2,57 |
WZ1122 |
PL0000109377 |
97,25 |
97,45 |
--- |
--- |
97,35 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,27 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,72 |
107,98 |
2,77 |
2,73 |
107,85 |
2,75 |
WZ0124 |
PL0000107454 |
96,19 |
96,44 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,45 |
2,96 |
2,93 |
102,32 |
2,94 |
WZ0126 |
PL0000108817 |
94,22 |
94,41 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,65 |
95,94 |
3,02 |
2,98 |
95,80 |
3,00 |
WS0429 |
PL0000105391 |
125,35 |
126,13 |
3,25 |
3,18 |
125,74 |
3,21 |
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 |
101,59 |
101,68 |
1,57 |
1,40 |
101,64 |
1,47 |
OK0717 |
PL0000108502 |
98,82 |
98,89 |
1,57 |
1,48 |
98,86 |
1,52 |
DS1017 |
PL0000104543 |
103,63 |
103,70 |
1,55 |
1,48 |
103,67 |
1,51 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,64 |
1,57 |
103,17 |
1,60 |
PS0718 |
PL0000107595 |
101,38 |
101,48 |
1,69 |
1,64 |
101,43 |
1,67 |
OK1018 |
PL0000109062 |
96,53 |
96,62 |
1,77 |
1,72 |
96,58 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,70 |
1,91 |
1,86 |
103,63 |
1,89 |
DS1019 |
PL0000105441 |
110,24 |
110,38 |
1,94 |
1,90 |
110,31 |
1,92 |
WZ0120 |
PL0000108601 |
99,33 |
99,46 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
97,88 |
98,04 |
2,13 |
2,08 |
97,96 |
2,11 |
DS1020 |
PL0000106126 |
111,52 |
111,68 |
2,21 |
2,18 |
111,60 |
2,20 |
WZ0121 |
PL0000106068 |
98,50 |
98,69 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,72 |
2,33 |
2,30 |
98,66 |
2,31 |
PS0721 |
PL0000109153 |
96,96 |
97,09 |
2,43 |
2,40 |
97,03 |
2,42 |
DS1021 |
PL0000106670 |
115,46 |
115,69 |
2,43 |
2,39 |
115,58 |
2,41 |
WS0922 |
PL0000102646 |
117,28 |
117,56 |
2,57 |
2,52 |
117,42 |
2,54 |
WZ1122 |
PL0000109377 |
97,18 |
97,43 |
--- |
--- |
97,31 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,27 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,20 |
2,75 |
2,70 |
108,04 |
2,72 |
WZ0124 |
PL0000107454 |
96,20 |
96,47 |
--- |
--- |
96,34 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,84 |
2,91 |
2,88 |
102,70 |
2,89 |
WZ0126 |
PL0000108817 |
94,21 |
94,43 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,26 |
2,98 |
2,94 |
96,11 |
2,96 |
WS0429 |
PL0000105391 |
125,66 |
126,68 |
3,22 |
3,13 |
126,17 |
3,18 |
REPO MARKET |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
1 200 |
TOTAL |
1 200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.