2016-10-28 |
MARKET DATA |
No 209 (2991) |
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 |
1 485,00 |
1 511,60 |
104 |
200,00 |
207,36 |
1 |
1 685,00 |
1 718,96 |
105 |
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 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,88 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,59 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,00 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,30 |
101,32 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
10 000 |
10,20 |
2 |
OK1018 |
PL0000109062 |
96,64 |
96,54 |
96,560 |
96,570 |
96,560 |
96,570 |
96,566 |
25 000 |
24,14 |
2 |
PS0719 |
PL0000108148 |
103,35 |
103,28 |
103,280 |
103,390 |
103,280 |
103,390 |
103,332 |
155 000 |
161,54 |
7 |
DS1019 |
PL0000105441 |
109,95 |
109,94 |
109,990 |
109,990 |
109,990 |
109,990 |
109,990 |
100 000 |
110,11 |
1 |
PS0420 |
PL0000108510 |
97,64 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,41 |
111,03 |
111,080 |
111,150 |
111,080 |
111,140 |
111,108 |
120 000 |
133,47 |
7 |
PS0421 |
PL0000108916 |
98,35 |
98,05 |
98,150 |
98,200 |
98,150 |
98,200 |
98,183 |
30 000 |
29,77 |
2 |
PS0721 |
PL0000109153 |
99,68 |
96,45 |
96,450 |
96,730 |
96,450 |
96,620 |
96,613 |
125 000 |
121,37 |
8 |
DS1021 |
PL0000106670 |
117,61 |
114,72 |
114,720 |
114,730 |
114,720 |
114,730 |
114,728 |
50 000 |
57,43 |
4 |
PS0422 |
PL0000109492 |
98,03 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,91 |
116,36 |
116,600 |
116,600 |
116,520 |
116,530 |
116,569 |
60 000 |
70,32 |
7 |
DS1023 |
PL0000107264 |
109,99 |
106,95 |
106,950 |
106,950 |
106,950 |
106,950 |
106,950 |
10 000 |
10,70 |
1 |
DS0725 |
PL0000108197 |
101,82 |
101,30 |
101,630 |
101,800 |
101,470 |
101,600 |
101,625 |
220 000 |
225,53 |
20 |
DS0726 |
PL0000108866 |
95,12 |
94,63 |
94,680 |
95,220 |
94,680 |
95,060 |
94,933 |
400 000 |
382,47 |
27 |
DS0727 |
PL0000109427 |
93,36 |
92,90 |
92,750 |
93,510 |
92,700 |
93,510 |
93,154 |
85 000 |
79,76 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,64 |
124,09 |
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 |
111,80 |
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 |
99,89 |
99,90 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
10 000 |
10,04 |
1 |
WZ0120 |
PL0000108601 |
99,20 |
99,21 |
99,220 |
99,220 |
99,210 |
99,210 |
99,212 |
85 000 |
84,74 |
4 |
WZ0121 |
PL0000106068 |
98,51 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 485 000 |
1 511,60 |
104 |
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 |
EUR1028 |
XS1508566392 |
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 |
EUR1046 |
XS1508566558 |
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 |
28 |
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 |
101,50 |
101,61 |
1,54 |
1,32 |
101,56 |
1,42 |
OK0717 |
PL0000108502 |
98,86 |
98,98 |
1,59 |
1,42 |
98,92 |
1,50 |
DS1017 |
PL0000104543 |
103,52 |
103,65 |
1,59 |
1,46 |
103,59 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,14 |
1,68 |
1,58 |
103,06 |
1,63 |
PS0718 |
PL0000107595 |
101,17 |
101,33 |
1,80 |
1,71 |
101,25 |
1,76 |
OK1018 |
PL0000109062 |
96,43 |
96,56 |
1,85 |
1,79 |
96,50 |
1,82 |
WZ0119 |
PL0000107603 |
99,81 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,21 |
103,36 |
2,03 |
1,97 |
103,29 |
2,00 |
DS1019 |
PL0000105441 |
109,72 |
109,96 |
2,10 |
2,02 |
109,84 |
2,06 |
WZ0120 |
PL0000108601 |
99,07 |
99,28 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
97,33 |
97,62 |
2,30 |
2,22 |
97,48 |
2,26 |
DS1020 |
PL0000106126 |
110,86 |
111,06 |
2,36 |
2,31 |
110,96 |
2,33 |
WZ0121 |
PL0000106068 |
98,34 |
98,64 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
97,89 |
98,10 |
2,50 |
2,45 |
98,00 |
2,47 |
PS0721 |
PL0000109153 |
96,36 |
96,51 |
2,58 |
2,54 |
96,44 |
2,56 |
DS1021 |
PL0000106670 |
114,54 |
114,79 |
2,60 |
2,55 |
114,67 |
2,57 |
WS0922 |
PL0000102646 |
116,08 |
116,39 |
2,75 |
2,70 |
116,24 |
2,73 |
WZ1122 |
PL0000109377 |
96,94 |
97,18 |
--- |
--- |
97,06 |
--- |
IZ0823 |
PL0000105359 |
110,97 |
112,25 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
106,69 |
107,04 |
2,92 |
2,87 |
106,87 |
2,90 |
WZ0124 |
PL0000107454 |
95,78 |
96,27 |
--- |
--- |
96,03 |
--- |
DS0725 |
PL0000108197 |
100,90 |
101,34 |
3,13 |
3,07 |
101,12 |
3,10 |
WZ0126 |
PL0000108817 |
93,81 |
94,29 |
--- |
--- |
94,05 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,70 |
3,18 |
3,14 |
94,52 |
3,16 |
WS0429 |
PL0000105391 |
123,28 |
124,36 |
3,42 |
3,33 |
123,82 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,49 |
101,60 |
1,56 |
1,34 |
101,55 |
1,44 |
OK0717 |
PL0000108502 |
98,86 |
98,98 |
1,59 |
1,42 |
98,92 |
1,50 |
DS1017 |
PL0000104543 |
103,56 |
103,64 |
1,55 |
1,47 |
103,60 |
1,51 |
WZ0118 |
PL0000104717 |
100,12 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,12 |
1,68 |
1,59 |
103,05 |
1,64 |
PS0718 |
PL0000107595 |
101,25 |
101,39 |
1,76 |
1,67 |
101,32 |
1,71 |
OK1018 |
PL0000109062 |
96,50 |
96,64 |
1,82 |
1,74 |
96,57 |
1,78 |
WZ0119 |
PL0000107603 |
99,84 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,27 |
103,43 |
2,00 |
1,94 |
103,35 |
1,97 |
DS1019 |
PL0000105441 |
109,92 |
110,06 |
2,03 |
1,99 |
109,99 |
2,01 |
WZ0120 |
PL0000108601 |
99,13 |
99,26 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,77 |
2,22 |
2,17 |
97,69 |
2,19 |
DS1020 |
PL0000106126 |
110,97 |
111,22 |
2,33 |
2,27 |
111,10 |
2,30 |
WZ0121 |
PL0000106068 |
98,45 |
98,62 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,13 |
98,33 |
2,44 |
2,39 |
98,23 |
2,42 |
PS0721 |
PL0000109153 |
96,59 |
96,78 |
2,52 |
2,48 |
96,69 |
2,50 |
DS1021 |
PL0000106670 |
114,86 |
115,10 |
2,53 |
2,49 |
114,98 |
2,51 |
WS0922 |
PL0000102646 |
116,40 |
116,64 |
2,70 |
2,66 |
116,52 |
2,68 |
WZ1122 |
PL0000109377 |
97,01 |
97,24 |
--- |
--- |
97,13 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
113,18 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,39 |
2,88 |
2,82 |
107,20 |
2,85 |
WZ0124 |
PL0000107454 |
95,88 |
96,28 |
--- |
--- |
96,08 |
--- |
DS0725 |
PL0000108197 |
101,45 |
101,72 |
3,06 |
3,02 |
101,59 |
3,04 |
WZ0126 |
PL0000108817 |
93,97 |
94,31 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
94,71 |
95,07 |
3,14 |
3,09 |
94,89 |
3,11 |
WS0429 |
PL0000105391 |
123,96 |
124,89 |
3,36 |
3,28 |
124,43 |
3,32 |
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 |
3/6 |
3 |
1,200 |
1,200 |
1,200 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.