2016-10-27 |
MARKET DATA |
No 208 (2990) |
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 |
1 432,50 |
1 416,50 |
87 |
625,00 |
644,90 |
3 |
2 057,50 |
2 061,39 |
90 |
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 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,89 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,59 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,08 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,31 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,52 |
96,530 |
96,530 |
96,520 |
96,520 |
96,524 |
25 000 |
24,13 |
2 |
PS0719 |
PL0000108148 |
103,41 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,14 |
109,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,64 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,29 |
111,07 |
111,030 |
111,030 |
111,000 |
111,000 |
111,015 |
50 000 |
55,55 |
2 |
PS0421 |
PL0000108916 |
98,31 |
98,10 |
98,280 |
98,280 |
98,020 |
98,100 |
98,158 |
50 000 |
49,60 |
5 |
PS0721 |
PL0000109153 |
96,77 |
96,46 |
96,730 |
96,730 |
96,440 |
96,460 |
96,614 |
542 500 |
526,68 |
30 |
DS1021 |
PL0000106670 |
115,14 |
114,76 |
114,930 |
114,930 |
114,760 |
114,760 |
114,906 |
70 000 |
80,50 |
3 |
PS0422 |
PL0000109492 |
98,19 |
97,89 |
98,110 |
98,110 |
98,060 |
98,080 |
98,088 |
85 000 |
84,37 |
5 |
WS0922 |
PL0000102646 |
116,71 |
116,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,39 |
107,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,98 |
101,40 |
101,600 |
101,640 |
101,400 |
101,400 |
101,534 |
95 000 |
97,29 |
9 |
DS0726 |
PL0000108866 |
95,27 |
94,65 |
95,200 |
95,200 |
94,530 |
94,560 |
94,807 |
270 000 |
257,79 |
22 |
DS0727 |
PL0000109427 |
93,79 |
92,86 |
93,550 |
93,550 |
92,860 |
92,860 |
93,085 |
50 000 |
46,88 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,85 |
124,42 |
124,630 |
124,630 |
124,630 |
124,630 |
124,630 |
10 000 |
12,76 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,41 |
111,80 |
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 |
100,15 |
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 |
99,22 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,47 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,12 |
97,22 |
97,120 |
97,120 |
97,050 |
97,050 |
97,062 |
185 000 |
180,96 |
4 |
WZ0124 |
PL0000107454 |
96,00 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 432 500 |
1 416,50 |
87 |
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 |
30 |
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 |
101,61 |
1,56 |
1,36 |
101,56 |
1,46 |
OK0717 |
PL0000108502 |
98,88 |
98,98 |
1,55 |
1,41 |
98,93 |
1,48 |
DS1017 |
PL0000104543 |
103,58 |
103,70 |
1,55 |
1,43 |
103,64 |
1,49 |
WZ0118 |
PL0000104717 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,04 |
103,20 |
1,65 |
1,54 |
103,12 |
1,60 |
PS0718 |
PL0000107595 |
101,28 |
101,44 |
1,74 |
1,65 |
101,36 |
1,69 |
OK1018 |
PL0000109062 |
96,53 |
96,64 |
1,80 |
1,74 |
96,59 |
1,76 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,37 |
103,58 |
1,97 |
1,89 |
103,48 |
1,93 |
DS1019 |
PL0000105441 |
109,94 |
110,15 |
2,03 |
1,96 |
110,05 |
2,00 |
WZ0120 |
PL0000108601 |
99,13 |
99,37 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,84 |
2,23 |
2,15 |
97,71 |
2,19 |
DS1020 |
PL0000106126 |
111,14 |
111,41 |
2,29 |
2,22 |
111,28 |
2,26 |
WZ0121 |
PL0000106068 |
98,43 |
98,65 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,27 |
98,42 |
2,41 |
2,37 |
98,35 |
2,39 |
PS0721 |
PL0000109153 |
96,70 |
96,89 |
2,50 |
2,45 |
96,80 |
2,47 |
DS1021 |
PL0000106670 |
115,02 |
115,27 |
2,50 |
2,46 |
115,15 |
2,48 |
WS0922 |
PL0000102646 |
116,67 |
116,96 |
2,66 |
2,61 |
116,82 |
2,63 |
WZ1122 |
PL0000109377 |
97,06 |
97,26 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
111,07 |
112,25 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,68 |
2,83 |
2,77 |
107,48 |
2,80 |
WZ0124 |
PL0000107454 |
95,96 |
96,34 |
--- |
--- |
96,15 |
--- |
DS0725 |
PL0000108197 |
101,75 |
102,14 |
3,02 |
2,97 |
101,95 |
2,99 |
WZ0126 |
PL0000108817 |
93,97 |
94,34 |
--- |
--- |
94,16 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,51 |
3,08 |
3,04 |
95,33 |
3,06 |
WS0429 |
PL0000105391 |
124,63 |
125,56 |
3,31 |
3,23 |
125,10 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,51 |
101,61 |
1,56 |
1,36 |
101,56 |
1,46 |
OK0717 |
PL0000108502 |
98,87 |
98,98 |
1,56 |
1,41 |
98,93 |
1,48 |
DS1017 |
PL0000104543 |
103,56 |
103,66 |
1,57 |
1,47 |
103,61 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,00 |
103,17 |
1,68 |
1,56 |
103,09 |
1,62 |
PS0718 |
PL0000107595 |
101,23 |
101,36 |
1,77 |
1,69 |
101,30 |
1,73 |
OK1018 |
PL0000109062 |
96,50 |
96,61 |
1,81 |
1,75 |
96,56 |
1,78 |
WZ0119 |
PL0000107603 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,24 |
103,43 |
2,02 |
1,95 |
103,34 |
1,98 |
DS1019 |
PL0000105441 |
109,83 |
110,05 |
2,07 |
2,00 |
109,94 |
2,03 |
WZ0120 |
PL0000108601 |
99,12 |
99,32 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
97,42 |
97,64 |
2,28 |
2,21 |
97,53 |
2,24 |
DS1020 |
PL0000106126 |
110,94 |
111,11 |
2,34 |
2,30 |
111,03 |
2,32 |
WZ0121 |
PL0000106068 |
98,42 |
98,65 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
97,95 |
98,17 |
2,49 |
2,43 |
98,06 |
2,46 |
PS0721 |
PL0000109153 |
96,38 |
96,52 |
2,57 |
2,54 |
96,45 |
2,55 |
DS1021 |
PL0000106670 |
114,67 |
114,89 |
2,57 |
2,53 |
114,78 |
2,55 |
WS0922 |
PL0000102646 |
116,20 |
116,48 |
2,73 |
2,69 |
116,34 |
2,71 |
WZ1122 |
PL0000109377 |
97,05 |
97,25 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
111,02 |
112,30 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
106,77 |
107,13 |
2,91 |
2,86 |
106,95 |
2,89 |
WZ0124 |
PL0000107454 |
95,96 |
96,32 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
101,26 |
101,57 |
3,08 |
3,04 |
101,42 |
3,06 |
WZ0126 |
PL0000108817 |
93,99 |
94,31 |
--- |
--- |
94,15 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,77 |
3,16 |
3,13 |
94,63 |
3,15 |
WS0429 |
PL0000105391 |
123,69 |
125,08 |
3,39 |
3,27 |
124,39 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/7 |
6 |
1,200 |
1,200 |
1,200 |
565 |
OK0717 |
PL0000108502 |
1/7 |
6 |
1,200 |
1,200 |
1,200 |
40 |
PS0721 |
PL0000109153 |
1/7 |
6 |
1,200 |
1,200 |
1,200 |
20 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.