2016-10-21 |
MARKET DATA |
No 204 (2986) |
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 |
765,00 |
802,87 |
33 |
45,00 |
45,68 |
2 |
810,00 |
848,55 |
35 |
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 |
101,58 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,88 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,67 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,41 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,59 |
96,60 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
10 000 |
9,66 |
1 |
PS0719 |
PL0000108148 |
103,61 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,26 |
110,25 |
110,240 |
110,240 |
110,240 |
110,240 |
110,240 |
70 000 |
77,17 |
1 |
PS0420 |
PL0000108510 |
97,96 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,60 |
111,58 |
111,570 |
111,570 |
111,570 |
111,570 |
111,570 |
45 000 |
50,21 |
1 |
PS0421 |
PL0000108916 |
98,73 |
98,68 |
98,710 |
98,730 |
98,640 |
98,640 |
98,687 |
60 000 |
59,81 |
6 |
PS0721 |
PL0000109153 |
97,10 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,55 |
115,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,50 |
117,40 |
117,430 |
117,560 |
117,430 |
117,440 |
117,445 |
165 000 |
194,62 |
6 |
DS1023 |
PL0000107264 |
108,14 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,81 |
102,81 |
102,670 |
102,670 |
102,660 |
102,660 |
102,664 |
25 000 |
25,87 |
2 |
DS0726 |
PL0000108866 |
96,35 |
96,18 |
96,250 |
96,260 |
96,250 |
96,250 |
96,253 |
40 000 |
38,75 |
3 |
DS0727 |
PL0000109427 |
94,70 |
94,60 |
94,600 |
94,610 |
94,600 |
94,610 |
94,605 |
20 000 |
19,05 |
2 |
WS0428 |
PL0000107611 |
96,53 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,25 |
126,44 |
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 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,04 |
1 |
WZ0120 |
PL0000108601 |
99,38 |
99,33 |
99,360 |
99,360 |
99,330 |
99,330 |
99,332 |
180 000 |
179,60 |
6 |
WZ0121 |
PL0000106068 |
98,66 |
98,58 |
98,660 |
98,660 |
98,600 |
98,600 |
98,611 |
115 000 |
113,92 |
3 |
WZ1122 |
PL0000109377 |
97,20 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,26 |
96,30 |
96,250 |
96,250 |
96,250 |
96,250 |
96,250 |
25 000 |
24,17 |
1 |
WZ0126 |
PL0000108817 |
94,30 |
94,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
765 000 |
802,87 |
33 |
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 |
36 |
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 |
101,56 |
101,65 |
1,56 |
1,38 |
101,61 |
1,46 |
OK0717 |
PL0000108502 |
98,85 |
98,95 |
1,56 |
1,42 |
98,90 |
1,49 |
DS1017 |
PL0000104543 |
103,63 |
103,72 |
1,56 |
1,48 |
103,68 |
1,51 |
WZ0118 |
PL0000104717 |
100,12 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,63 |
1,55 |
103,17 |
1,59 |
PS0718 |
PL0000107595 |
101,38 |
101,49 |
1,69 |
1,63 |
101,44 |
1,66 |
OK1018 |
PL0000109062 |
96,55 |
96,67 |
1,77 |
1,71 |
96,61 |
1,74 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,73 |
1,90 |
1,84 |
103,65 |
1,87 |
DS1019 |
PL0000105441 |
110,21 |
110,39 |
1,96 |
1,90 |
110,30 |
1,93 |
WZ0120 |
PL0000108601 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
97,90 |
98,05 |
2,13 |
2,08 |
97,98 |
2,10 |
DS1020 |
PL0000106126 |
111,52 |
111,71 |
2,21 |
2,16 |
111,62 |
2,18 |
WZ0121 |
PL0000106068 |
98,47 |
98,65 |
--- |
--- |
98,56 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,78 |
2,33 |
2,29 |
98,68 |
2,31 |
PS0721 |
PL0000109153 |
96,99 |
97,19 |
2,43 |
2,38 |
97,09 |
2,40 |
DS1021 |
PL0000106670 |
115,46 |
115,72 |
2,43 |
2,38 |
115,59 |
2,40 |
WS0922 |
PL0000102646 |
117,35 |
117,62 |
2,55 |
2,50 |
117,49 |
2,53 |
WZ1122 |
PL0000109377 |
97,14 |
97,36 |
--- |
--- |
97,25 |
--- |
IZ0823 |
PL0000105359 |
111,03 |
112,29 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,25 |
2,75 |
2,69 |
108,06 |
2,72 |
WZ0124 |
PL0000107454 |
96,16 |
96,48 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
102,64 |
102,98 |
2,90 |
2,86 |
102,81 |
2,88 |
WZ0126 |
PL0000108817 |
94,21 |
94,47 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,43 |
2,96 |
2,92 |
96,30 |
2,94 |
WS0429 |
PL0000105391 |
125,68 |
127,02 |
3,22 |
3,10 |
126,35 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,56 |
101,65 |
1,56 |
1,38 |
101,61 |
1,46 |
OK0717 |
PL0000108502 |
98,86 |
98,95 |
1,54 |
1,42 |
98,91 |
1,47 |
DS1017 |
PL0000104543 |
103,64 |
103,73 |
1,55 |
1,47 |
103,69 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,63 |
1,55 |
103,17 |
1,59 |
PS0718 |
PL0000107595 |
101,39 |
101,50 |
1,68 |
1,62 |
101,45 |
1,65 |
OK1018 |
PL0000109062 |
96,55 |
96,64 |
1,77 |
1,72 |
96,60 |
1,74 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,69 |
1,90 |
1,86 |
103,63 |
1,88 |
DS1019 |
PL0000105441 |
110,22 |
110,37 |
1,96 |
1,91 |
110,30 |
1,93 |
WZ0120 |
PL0000108601 |
99,25 |
99,39 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
97,91 |
98,08 |
2,12 |
2,07 |
98,00 |
2,10 |
DS1020 |
PL0000106126 |
111,47 |
111,70 |
2,22 |
2,16 |
111,59 |
2,19 |
WZ0121 |
PL0000106068 |
98,50 |
98,65 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,76 |
2,32 |
2,29 |
98,69 |
2,31 |
PS0721 |
PL0000109153 |
96,99 |
97,17 |
2,43 |
2,39 |
97,08 |
2,41 |
DS1021 |
PL0000106670 |
115,45 |
115,66 |
2,43 |
2,39 |
115,56 |
2,41 |
WS0922 |
PL0000102646 |
117,39 |
117,57 |
2,54 |
2,51 |
117,48 |
2,53 |
WZ1122 |
PL0000109377 |
97,15 |
97,40 |
--- |
--- |
97,28 |
--- |
IZ0823 |
PL0000105359 |
111,05 |
112,24 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,22 |
2,73 |
2,69 |
108,11 |
2,71 |
WZ0124 |
PL0000107454 |
96,11 |
96,44 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
102,62 |
103,02 |
2,90 |
2,85 |
102,82 |
2,88 |
WZ0126 |
PL0000108817 |
94,19 |
94,42 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,34 |
2,96 |
2,93 |
96,23 |
2,95 |
WS0429 |
PL0000105391 |
126,00 |
126,90 |
3,19 |
3,11 |
126,45 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
15 |
TOTAL |
45 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.