2016-10-25 |
MARKET DATA |
No 206 (2988) |
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 |
2 102,50 |
2 103,53 |
77 |
60,00 |
63,03 |
1 |
2 162,50 |
2 166,56 |
78 |
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 |
101,56 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,87 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,65 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,11 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,38 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,61 |
96,61 |
96,620 |
96,620 |
96,620 |
96,620 |
96,620 |
222 500 |
214,98 |
3 |
PS0719 |
PL0000108148 |
103,58 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,19 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,93 |
97,92 |
97,900 |
97,900 |
97,890 |
97,890 |
97,899 |
50 000 |
49,33 |
2 |
DS1020 |
PL0000106126 |
111,53 |
111,50 |
111,520 |
111,520 |
111,480 |
111,480 |
111,512 |
135 000 |
150,58 |
3 |
PS0421 |
PL0000108916 |
98,59 |
98,52 |
98,550 |
98,560 |
98,510 |
98,510 |
98,536 |
25 000 |
24,89 |
3 |
PS0721 |
PL0000109153 |
97,07 |
96,92 |
97,030 |
97,030 |
96,920 |
96,990 |
96,955 |
370 000 |
360,40 |
16 |
DS1021 |
PL0000106670 |
115,42 |
115,42 |
115,420 |
115,430 |
115,420 |
115,430 |
115,427 |
35 000 |
40,41 |
2 |
WS0922 |
PL0000102646 |
117,25 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,94 |
107,77 |
107,820 |
107,950 |
107,800 |
107,950 |
107,919 |
50 000 |
53,97 |
4 |
DS0725 |
PL0000108197 |
102,70 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,15 |
95,85 |
95,850 |
96,010 |
95,800 |
96,010 |
95,873 |
110 000 |
106,17 |
10 |
DS0727 |
PL0000109427 |
94,47 |
94,09 |
94,430 |
94,430 |
94,020 |
94,020 |
94,083 |
55 000 |
52,10 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,11 |
125,91 |
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 |
100,08 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
500 000 |
502,54 |
5 |
WZ0118 |
PL0000104717 |
100,15 |
100,18 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
20 000 |
20,12 |
2 |
WZ0119 |
PL0000107603 |
99,94 |
99,91 |
99,940 |
99,940 |
99,910 |
99,910 |
99,915 |
210 000 |
210,78 |
9 |
WZ0120 |
PL0000108601 |
99,31 |
99,28 |
99,310 |
99,310 |
99,280 |
99,280 |
99,299 |
55 000 |
54,87 |
4 |
WZ0121 |
PL0000106068 |
98,58 |
98,57 |
98,580 |
98,580 |
98,550 |
98,550 |
98,561 |
265 000 |
262,40 |
7 |
WZ1122 |
PL0000109377 |
97,18 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,13 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,28 |
94,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 102 500 |
2 103,53 |
77 |
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 |
34 |
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) |
(%) |
PS0417 |
PL0000107058 |
101,54 |
101,65 |
1,56 |
1,35 |
101,60 |
1,45 |
OK0717 |
PL0000108502 |
98,86 |
98,96 |
1,55 |
1,42 |
98,91 |
1,48 |
DS1017 |
PL0000104543 |
103,63 |
103,72 |
1,54 |
1,45 |
103,68 |
1,49 |
WZ0118 |
PL0000104717 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,10 |
103,22 |
1,63 |
1,55 |
103,16 |
1,59 |
PS0718 |
PL0000107595 |
101,36 |
101,48 |
1,70 |
1,63 |
101,42 |
1,66 |
OK1018 |
PL0000109062 |
96,57 |
96,66 |
1,77 |
1,72 |
96,62 |
1,74 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,55 |
103,71 |
1,91 |
1,85 |
103,63 |
1,88 |
DS1019 |
PL0000105441 |
110,16 |
110,34 |
1,97 |
1,91 |
110,25 |
1,94 |
WZ0120 |
PL0000108601 |
99,21 |
99,38 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,90 |
98,06 |
2,13 |
2,08 |
97,98 |
2,10 |
DS1020 |
PL0000106126 |
111,50 |
111,67 |
2,21 |
2,17 |
111,59 |
2,19 |
WZ0121 |
PL0000106068 |
98,52 |
98,66 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
98,50 |
98,73 |
2,35 |
2,30 |
98,62 |
2,32 |
PS0721 |
PL0000109153 |
96,96 |
97,14 |
2,43 |
2,39 |
97,05 |
2,41 |
DS1021 |
PL0000106670 |
115,38 |
115,64 |
2,44 |
2,39 |
115,51 |
2,41 |
WS0922 |
PL0000102646 |
117,22 |
117,48 |
2,57 |
2,52 |
117,35 |
2,55 |
WZ1122 |
PL0000109377 |
97,14 |
97,39 |
--- |
--- |
97,27 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,28 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,22 |
2,75 |
2,69 |
108,02 |
2,72 |
WZ0124 |
PL0000107454 |
96,09 |
96,41 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
102,58 |
102,99 |
2,91 |
2,86 |
102,79 |
2,88 |
WZ0126 |
PL0000108817 |
94,20 |
94,42 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,10 |
96,41 |
2,96 |
2,93 |
96,26 |
2,94 |
WS0429 |
PL0000105391 |
125,89 |
126,86 |
3,20 |
3,12 |
126,38 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,54 |
101,63 |
1,56 |
1,39 |
101,59 |
1,47 |
OK0717 |
PL0000108502 |
98,86 |
98,96 |
1,55 |
1,42 |
98,91 |
1,48 |
DS1017 |
PL0000104543 |
103,63 |
103,72 |
1,54 |
1,45 |
103,68 |
1,49 |
WZ0118 |
PL0000104717 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,07 |
103,20 |
1,65 |
1,56 |
103,14 |
1,60 |
PS0718 |
PL0000107595 |
101,34 |
101,46 |
1,71 |
1,64 |
101,40 |
1,68 |
OK1018 |
PL0000109062 |
96,55 |
96,64 |
1,78 |
1,73 |
96,60 |
1,75 |
WZ0119 |
PL0000107603 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,46 |
103,64 |
1,94 |
1,87 |
103,55 |
1,91 |
DS1019 |
PL0000105441 |
110,12 |
110,29 |
1,99 |
1,93 |
110,21 |
1,96 |
WZ0120 |
PL0000108601 |
99,20 |
99,34 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
97,81 |
97,97 |
2,15 |
2,11 |
97,89 |
2,13 |
DS1020 |
PL0000106126 |
111,42 |
111,60 |
2,23 |
2,18 |
111,51 |
2,21 |
WZ0121 |
PL0000106068 |
98,49 |
98,62 |
--- |
--- |
98,56 |
--- |
PS0421 |
PL0000108916 |
98,46 |
98,66 |
2,36 |
2,31 |
98,56 |
2,34 |
PS0721 |
PL0000109153 |
96,92 |
97,05 |
2,44 |
2,41 |
96,99 |
2,43 |
DS1021 |
PL0000106670 |
115,36 |
115,55 |
2,44 |
2,41 |
115,46 |
2,42 |
WS0922 |
PL0000102646 |
117,09 |
117,40 |
2,59 |
2,54 |
117,25 |
2,56 |
WZ1122 |
PL0000109377 |
97,10 |
97,28 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,28 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,84 |
108,10 |
2,75 |
2,71 |
107,97 |
2,73 |
WZ0124 |
PL0000107454 |
96,00 |
96,42 |
--- |
--- |
96,21 |
--- |
DS0725 |
PL0000108197 |
102,37 |
102,79 |
2,94 |
2,88 |
102,58 |
2,91 |
WZ0126 |
PL0000108817 |
94,11 |
94,41 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
95,78 |
96,03 |
3,00 |
2,97 |
95,91 |
2,99 |
WS0429 |
PL0000105391 |
125,50 |
126,46 |
3,23 |
3,15 |
125,98 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
60 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.