2016-10-26 |
MARKET DATA |
No 207 (2989) |
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 |
990,00 |
983,72 |
60 |
195,00 |
222,84 |
2 |
1 185,00 |
1 206,56 |
62 |
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 |
101,52 |
101,58 |
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 |
103,63 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,08 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,35 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,57 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,49 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,08 |
110,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,85 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,44 |
111,37 |
111,370 |
111,370 |
111,370 |
111,370 |
111,370 |
10 000 |
11,14 |
1 |
PS0421 |
PL0000108916 |
98,58 |
98,34 |
98,580 |
98,580 |
98,340 |
98,340 |
98,469 |
110 000 |
109,44 |
8 |
PS0721 |
PL0000109153 |
97,00 |
96,75 |
96,900 |
96,910 |
96,750 |
96,750 |
96,856 |
250 000 |
243,28 |
11 |
DS1021 |
PL0000106670 |
115,36 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,48 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,20 |
116,92 |
117,200 |
117,200 |
116,910 |
116,910 |
117,055 |
20 000 |
23,52 |
2 |
DS1023 |
PL0000107264 |
107,82 |
107,60 |
107,760 |
107,770 |
107,550 |
107,550 |
107,685 |
40 000 |
43,09 |
3 |
DS0725 |
PL0000108197 |
102,46 |
101,97 |
102,140 |
102,140 |
101,970 |
101,970 |
102,094 |
50 000 |
51,47 |
5 |
DS0726 |
PL0000108866 |
95,90 |
95,45 |
95,900 |
95,900 |
95,350 |
95,350 |
95,606 |
230 000 |
221,39 |
21 |
DS0727 |
PL0000109427 |
94,21 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,80 |
125,35 |
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 |
100,07 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
210 000 |
211,08 |
3 |
WZ0118 |
PL0000104717 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,26 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
5 000 |
4,99 |
1 |
WZ0121 |
PL0000106068 |
98,59 |
98,55 |
98,590 |
98,590 |
98,510 |
98,510 |
98,522 |
65 000 |
64,34 |
5 |
WZ1122 |
PL0000109377 |
97,15 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,03 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
990 000 |
983,72 |
60 |
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 |
33 |
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 |
101,51 |
101,62 |
1,61 |
1,39 |
101,57 |
1,49 |
OK0717 |
PL0000108502 |
98,85 |
98,96 |
1,57 |
1,42 |
98,91 |
1,49 |
DS1017 |
PL0000104543 |
103,60 |
103,70 |
1,56 |
1,46 |
103,65 |
1,51 |
WZ0118 |
PL0000104717 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,07 |
103,21 |
1,64 |
1,55 |
103,14 |
1,60 |
PS0718 |
PL0000107595 |
101,32 |
101,45 |
1,72 |
1,65 |
101,39 |
1,68 |
OK1018 |
PL0000109062 |
96,55 |
96,66 |
1,78 |
1,72 |
96,61 |
1,75 |
WZ0119 |
PL0000107603 |
99,85 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,46 |
103,67 |
1,94 |
1,86 |
103,57 |
1,90 |
DS1019 |
PL0000105441 |
110,07 |
110,29 |
2,00 |
1,93 |
110,18 |
1,96 |
WZ0120 |
PL0000108601 |
99,20 |
99,38 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,82 |
98,00 |
2,15 |
2,10 |
97,91 |
2,12 |
DS1020 |
PL0000106126 |
111,41 |
111,62 |
2,23 |
2,18 |
111,52 |
2,20 |
WZ0121 |
PL0000106068 |
98,48 |
98,65 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,68 |
2,35 |
2,31 |
98,60 |
2,33 |
PS0721 |
PL0000109153 |
96,95 |
97,11 |
2,44 |
2,40 |
97,03 |
2,42 |
DS1021 |
PL0000106670 |
115,34 |
115,63 |
2,45 |
2,39 |
115,49 |
2,42 |
WS0922 |
PL0000102646 |
117,17 |
117,44 |
2,58 |
2,53 |
117,31 |
2,55 |
WZ1122 |
PL0000109377 |
97,05 |
97,31 |
--- |
--- |
97,18 |
--- |
IZ0823 |
PL0000105359 |
110,96 |
112,33 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,22 |
2,76 |
2,69 |
108,01 |
2,73 |
WZ0124 |
PL0000107454 |
95,97 |
96,38 |
--- |
--- |
96,18 |
--- |
DS0725 |
PL0000108197 |
102,43 |
102,85 |
2,93 |
2,87 |
102,64 |
2,90 |
WZ0126 |
PL0000108817 |
94,06 |
94,38 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,17 |
3,00 |
2,96 |
96,01 |
2,98 |
WS0429 |
PL0000105391 |
125,61 |
126,57 |
3,22 |
3,14 |
126,09 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,51 |
101,62 |
1,61 |
1,39 |
101,57 |
1,49 |
OK0717 |
PL0000108502 |
98,85 |
98,96 |
1,57 |
1,42 |
98,91 |
1,49 |
DS1017 |
PL0000104543 |
103,60 |
103,70 |
1,56 |
1,46 |
103,65 |
1,51 |
WZ0118 |
PL0000104717 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,05 |
103,20 |
1,66 |
1,56 |
103,13 |
1,60 |
PS0718 |
PL0000107595 |
101,32 |
101,44 |
1,72 |
1,65 |
101,38 |
1,69 |
OK1018 |
PL0000109062 |
96,54 |
96,63 |
1,78 |
1,74 |
96,59 |
1,76 |
WZ0119 |
PL0000107603 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,41 |
103,62 |
1,96 |
1,88 |
103,52 |
1,92 |
DS1019 |
PL0000105441 |
109,99 |
110,21 |
2,02 |
1,95 |
110,10 |
1,99 |
WZ0120 |
PL0000108601 |
99,17 |
99,33 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,58 |
97,88 |
2,23 |
2,13 |
97,73 |
2,18 |
DS1020 |
PL0000106126 |
111,16 |
111,42 |
2,29 |
2,23 |
111,29 |
2,26 |
WZ0121 |
PL0000106068 |
98,43 |
98,62 |
--- |
--- |
98,53 |
--- |
PS0421 |
PL0000108916 |
98,29 |
98,42 |
2,40 |
2,37 |
98,36 |
2,39 |
PS0721 |
PL0000109153 |
96,69 |
96,84 |
2,50 |
2,46 |
96,77 |
2,48 |
DS1021 |
PL0000106670 |
115,05 |
115,32 |
2,50 |
2,45 |
115,19 |
2,48 |
WS0922 |
PL0000102646 |
116,75 |
117,02 |
2,65 |
2,60 |
116,89 |
2,62 |
WZ1122 |
PL0000109377 |
97,08 |
97,26 |
--- |
--- |
97,17 |
--- |
IZ0823 |
PL0000105359 |
111,00 |
112,33 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,71 |
2,83 |
2,77 |
107,51 |
2,80 |
WZ0124 |
PL0000107454 |
95,98 |
96,36 |
--- |
--- |
96,17 |
--- |
DS0725 |
PL0000108197 |
101,90 |
102,27 |
3,00 |
2,95 |
102,09 |
2,97 |
WZ0126 |
PL0000108817 |
94,02 |
94,33 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
95,31 |
95,56 |
3,06 |
3,03 |
95,44 |
3,05 |
WS0429 |
PL0000105391 |
124,72 |
125,67 |
3,30 |
3,22 |
125,20 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/7 |
6 |
1,250 |
1,250 |
1,250 |
165 |
DS1023 |
PL0000107264 |
1/7 |
6 |
1,250 |
1,250 |
1,250 |
30 |
TOTAL |
195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.