2016-10-20 |
MARKET DATA |
No 203 (2985) |
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 |
1 280,00 |
1 291,40 |
47 |
75,00 |
71,51 |
1 |
1 355,00 |
1 362,92 |
48 |
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) |
PS0417 |
PL0000107058 |
101,59 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,89 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,68 |
103,68 |
103,680 |
103,680 |
103,680 |
103,680 |
103,680 |
320 000 |
331,78 |
6 |
PS0418 |
PL0000107314 |
103,14 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,59 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,60 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,27 |
110,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,96 |
97,99 |
97,940 |
97,940 |
97,940 |
97,940 |
97,940 |
10 000 |
9,87 |
1 |
DS1020 |
PL0000106126 |
111,60 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,75 |
98,67 |
98,710 |
98,750 |
98,620 |
98,720 |
98,683 |
90 000 |
89,71 |
5 |
PS0721 |
PL0000109153 |
97,11 |
97,05 |
97,050 |
97,150 |
97,050 |
97,150 |
97,114 |
35 000 |
34,14 |
4 |
DS1021 |
PL0000106670 |
115,58 |
115,61 |
115,580 |
115,580 |
115,580 |
115,580 |
115,580 |
37 500 |
43,34 |
1 |
WS0922 |
PL0000102646 |
117,60 |
117,47 |
117,550 |
117,600 |
117,450 |
117,600 |
117,539 |
37 500 |
44,26 |
4 |
DS1023 |
PL0000107264 |
108,00 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,80 |
102,78 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
20 000 |
20,72 |
2 |
DS0726 |
PL0000108866 |
97,10 |
96,15 |
96,280 |
96,350 |
96,140 |
96,350 |
96,207 |
190 000 |
183,98 |
9 |
DS0727 |
PL0000109427 |
94,83 |
94,40 |
94,650 |
94,800 |
94,650 |
94,800 |
94,763 |
40 000 |
38,15 |
3 |
WS0428 |
PL0000107611 |
96,36 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,28 |
126,40 |
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 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,01 |
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 |
98,68 |
98,60 |
98,600 |
98,680 |
98,600 |
98,680 |
98,647 |
500 000 |
495,45 |
12 |
WZ1122 |
PL0000109377 |
97,21 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,33 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 280 000 |
1 291,40 |
47 |
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 |
37 |
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 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,57 |
101,65 |
1,56 |
1,40 |
101,61 |
1,48 |
OK0717 |
PL0000108502 |
98,84 |
98,92 |
1,56 |
1,45 |
98,88 |
1,51 |
DS1017 |
PL0000104543 |
103,61 |
103,71 |
1,58 |
1,48 |
103,66 |
1,53 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,09 |
103,22 |
1,64 |
1,56 |
103,16 |
1,60 |
PS0718 |
PL0000107595 |
101,36 |
101,47 |
1,70 |
1,64 |
101,42 |
1,67 |
OK1018 |
PL0000109062 |
96,53 |
96,64 |
1,78 |
1,72 |
96,59 |
1,75 |
WZ0119 |
PL0000107603 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,69 |
1,91 |
1,86 |
103,63 |
1,88 |
DS1019 |
PL0000105441 |
110,20 |
110,36 |
1,96 |
1,91 |
110,28 |
1,94 |
WZ0120 |
PL0000108601 |
99,28 |
99,46 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,04 |
2,13 |
2,08 |
97,97 |
2,10 |
DS1020 |
PL0000106126 |
111,51 |
111,67 |
2,21 |
2,17 |
111,59 |
2,19 |
WZ0121 |
PL0000106068 |
98,48 |
98,69 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,73 |
2,33 |
2,30 |
98,66 |
2,31 |
PS0721 |
PL0000109153 |
96,96 |
97,16 |
2,43 |
2,39 |
97,06 |
2,41 |
DS1021 |
PL0000106670 |
115,48 |
115,72 |
2,42 |
2,38 |
115,60 |
2,40 |
WS0922 |
PL0000102646 |
117,28 |
117,57 |
2,56 |
2,51 |
117,43 |
2,54 |
WZ1122 |
PL0000109377 |
97,17 |
97,42 |
--- |
--- |
97,30 |
--- |
IZ0823 |
PL0000105359 |
110,96 |
112,33 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,27 |
2,75 |
2,69 |
108,07 |
2,72 |
WZ0124 |
PL0000107454 |
96,17 |
96,47 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
102,52 |
102,93 |
2,92 |
2,86 |
102,73 |
2,89 |
WZ0126 |
PL0000108817 |
94,17 |
94,43 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
96,03 |
96,32 |
2,97 |
2,94 |
96,18 |
2,95 |
WS0429 |
PL0000105391 |
125,83 |
126,75 |
3,21 |
3,13 |
126,29 |
3,17 |
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 |
101,56 |
101,66 |
1,58 |
1,38 |
101,61 |
1,48 |
OK0717 |
PL0000108502 |
98,85 |
98,94 |
1,55 |
1,43 |
98,90 |
1,48 |
DS1017 |
PL0000104543 |
103,65 |
103,71 |
1,54 |
1,48 |
103,68 |
1,51 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,63 |
1,56 |
103,17 |
1,59 |
PS0718 |
PL0000107595 |
101,38 |
101,49 |
1,69 |
1,63 |
101,44 |
1,66 |
OK1018 |
PL0000109062 |
96,54 |
96,63 |
1,77 |
1,73 |
96,59 |
1,75 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,71 |
1,90 |
1,85 |
103,64 |
1,88 |
DS1019 |
PL0000105441 |
110,23 |
110,39 |
1,95 |
1,90 |
110,31 |
1,93 |
WZ0120 |
PL0000108601 |
99,34 |
99,50 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,08 |
2,12 |
2,07 |
98,00 |
2,10 |
DS1020 |
PL0000106126 |
111,54 |
111,72 |
2,20 |
2,16 |
111,63 |
2,18 |
WZ0121 |
PL0000106068 |
98,49 |
98,69 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,79 |
2,32 |
2,28 |
98,72 |
2,30 |
PS0721 |
PL0000109153 |
97,01 |
97,20 |
2,42 |
2,38 |
97,11 |
2,40 |
DS1021 |
PL0000106670 |
115,46 |
115,76 |
2,43 |
2,37 |
115,61 |
2,40 |
WS0922 |
PL0000102646 |
117,40 |
117,68 |
2,54 |
2,50 |
117,54 |
2,52 |
WZ1122 |
PL0000109377 |
97,15 |
97,42 |
--- |
--- |
97,29 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,26 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,26 |
2,74 |
2,69 |
108,10 |
2,71 |
WZ0124 |
PL0000107454 |
96,22 |
96,52 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,99 |
2,90 |
2,86 |
102,81 |
2,88 |
WZ0126 |
PL0000108817 |
94,26 |
94,48 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
96,13 |
96,40 |
2,96 |
2,93 |
96,27 |
2,94 |
WS0429 |
PL0000105391 |
125,96 |
126,91 |
3,19 |
3,11 |
126,44 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
75 |
TOTAL |
75 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.