2016-10-31 |
MARKET DATA |
No 210 (2992) |
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 |
467,50 |
453,58 |
40 |
430,00 |
454,57 |
4 |
897,50 |
908,16 |
44 |
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 |
101,50 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,89 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,57 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,03 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,29 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,36 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,98 |
110,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,70 |
97,76 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,85 |
1 |
DS1020 |
PL0000106126 |
111,14 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,35 |
98,35 |
98,360 |
98,360 |
98,330 |
98,330 |
98,349 |
45 000 |
44,73 |
5 |
PS0721 |
PL0000109153 |
96,81 |
96,74 |
96,830 |
96,830 |
96,750 |
96,750 |
96,805 |
40 000 |
38,92 |
5 |
DS1021 |
PL0000106670 |
115,11 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,17 |
98,10 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
10 000 |
9,93 |
1 |
WS0922 |
PL0000102646 |
116,70 |
116,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,51 |
107,37 |
107,510 |
107,510 |
107,510 |
107,510 |
107,510 |
5 000 |
5,38 |
1 |
DS0725 |
PL0000108197 |
101,83 |
101,81 |
101,830 |
101,830 |
101,810 |
101,810 |
101,817 |
55 000 |
56,49 |
5 |
DS0726 |
PL0000108866 |
95,24 |
95,00 |
95,080 |
95,260 |
95,080 |
95,200 |
95,226 |
200 000 |
191,84 |
12 |
DS0727 |
PL0000109427 |
93,30 |
93,25 |
93,250 |
93,350 |
93,250 |
93,270 |
93,274 |
100 000 |
93,97 |
9 |
WS0428 |
PL0000107611 |
94,95 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,70 |
124,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,64 |
124,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,18 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,55 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
2 500 |
2,48 |
1 |
WZ1122 |
PL0000109377 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,08 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
467 500 |
453,58 |
40 |
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 |
27 |
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 |
101,48 |
101,60 |
1,56 |
1,32 |
101,54 |
1,44 |
OK0717 |
PL0000108502 |
98,87 |
98,98 |
1,58 |
1,42 |
98,93 |
1,50 |
DS1017 |
PL0000104543 |
103,54 |
103,66 |
1,56 |
1,44 |
103,60 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,96 |
103,13 |
1,69 |
1,58 |
103,05 |
1,63 |
PS0718 |
PL0000107595 |
101,23 |
101,39 |
1,77 |
1,67 |
101,31 |
1,72 |
OK1018 |
PL0000109062 |
96,49 |
96,63 |
1,83 |
1,75 |
96,56 |
1,79 |
WZ0119 |
PL0000107603 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,29 |
103,47 |
1,99 |
1,93 |
103,38 |
1,96 |
DS1019 |
PL0000105441 |
109,87 |
110,10 |
2,05 |
1,97 |
109,99 |
2,01 |
WZ0120 |
PL0000108601 |
99,13 |
99,28 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,80 |
2,25 |
2,16 |
97,66 |
2,20 |
DS1020 |
PL0000106126 |
110,96 |
111,26 |
2,33 |
2,26 |
111,11 |
2,29 |
WZ0121 |
PL0000106068 |
98,43 |
98,64 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,17 |
98,39 |
2,43 |
2,38 |
98,28 |
2,41 |
PS0721 |
PL0000109153 |
96,63 |
96,79 |
2,51 |
2,48 |
96,71 |
2,49 |
DS1021 |
PL0000106670 |
114,88 |
115,18 |
2,53 |
2,47 |
115,03 |
2,50 |
WS0922 |
PL0000102646 |
116,40 |
116,69 |
2,70 |
2,65 |
116,55 |
2,67 |
WZ1122 |
PL0000109377 |
96,98 |
97,22 |
--- |
--- |
97,10 |
--- |
IZ0823 |
PL0000105359 |
111,09 |
112,30 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,43 |
2,87 |
2,81 |
107,25 |
2,84 |
WZ0124 |
PL0000107454 |
95,84 |
96,29 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
101,43 |
101,87 |
3,06 |
3,00 |
101,65 |
3,03 |
WZ0126 |
PL0000108817 |
93,95 |
94,35 |
--- |
--- |
94,15 |
--- |
DS0726 |
PL0000108866 |
94,77 |
95,11 |
3,13 |
3,09 |
94,94 |
3,11 |
WS0429 |
PL0000105391 |
123,87 |
125,08 |
3,37 |
3,27 |
124,48 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,48 |
101,58 |
1,56 |
1,36 |
101,53 |
1,46 |
OK0717 |
PL0000108502 |
98,87 |
98,98 |
1,58 |
1,42 |
98,93 |
1,50 |
DS1017 |
PL0000104543 |
103,55 |
103,64 |
1,55 |
1,46 |
103,60 |
1,50 |
WZ0118 |
PL0000104717 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,99 |
103,09 |
1,67 |
1,61 |
103,04 |
1,64 |
PS0718 |
PL0000107595 |
101,26 |
101,38 |
1,75 |
1,68 |
101,32 |
1,71 |
OK1018 |
PL0000109062 |
96,51 |
96,64 |
1,81 |
1,75 |
96,58 |
1,78 |
WZ0119 |
PL0000107603 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,31 |
103,45 |
1,99 |
1,94 |
103,38 |
1,96 |
DS1019 |
PL0000105441 |
109,93 |
110,06 |
2,03 |
1,98 |
110,00 |
2,00 |
WZ0120 |
PL0000108601 |
99,12 |
99,27 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,81 |
2,21 |
2,16 |
97,72 |
2,19 |
DS1020 |
PL0000106126 |
111,05 |
111,27 |
2,31 |
2,25 |
111,16 |
2,28 |
WZ0121 |
PL0000106068 |
98,45 |
98,62 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,27 |
98,41 |
2,41 |
2,38 |
98,34 |
2,39 |
PS0721 |
PL0000109153 |
96,69 |
96,82 |
2,50 |
2,47 |
96,76 |
2,48 |
DS1021 |
PL0000106670 |
115,04 |
115,22 |
2,50 |
2,46 |
115,13 |
2,48 |
WS0922 |
PL0000102646 |
116,60 |
116,83 |
2,66 |
2,62 |
116,72 |
2,64 |
WZ1122 |
PL0000109377 |
97,00 |
97,21 |
--- |
--- |
97,11 |
--- |
IZ0823 |
PL0000105359 |
111,08 |
112,30 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,48 |
2,85 |
2,80 |
107,34 |
2,82 |
WZ0124 |
PL0000107454 |
95,92 |
96,27 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
101,74 |
101,98 |
3,02 |
2,99 |
101,86 |
3,00 |
WZ0126 |
PL0000108817 |
93,95 |
94,31 |
--- |
--- |
94,13 |
--- |
DS0726 |
PL0000108866 |
95,06 |
95,26 |
3,09 |
3,07 |
95,16 |
3,08 |
WS0429 |
PL0000105391 |
124,17 |
125,34 |
3,34 |
3,24 |
124,76 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
2/3 |
1 |
1,250 |
1,250 |
1,250 |
30 |
DS1021 |
PL0000106670 |
2/4 |
2 |
1,250 |
1,250 |
1,250 |
165 |
PS0719 |
PL0000108148 |
2/4 |
2 |
1,250 |
1,250 |
1,250 |
60 |
OK1018 |
PL0000109062 |
2/9 |
7 |
1,350 |
1,350 |
1,350 |
175 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.