2016-11-02 |
MARKET DATA |
No 211 (2993) |
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 |
1 790,00 |
1 777,92 |
91 |
3 140,00 |
3 176,13 |
31 |
4 930,00 |
4 954,05 |
122 |
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 |
101,51 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,89 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,60 |
103,59 |
103,600 |
103,600 |
103,580 |
103,580 |
103,584 |
250 000 |
259,32 |
6 |
PS0418 |
PL0000107314 |
103,01 |
103,06 |
103,060 |
103,060 |
103,060 |
103,060 |
103,060 |
40 000 |
42,02 |
2 |
PS0718 |
PL0000107595 |
101,28 |
101,30 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
40 000 |
40,80 |
3 |
OK1018 |
PL0000109062 |
96,57 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,29 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,95 |
110,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,67 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,07 |
111,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,35 |
98,30 |
98,300 |
98,350 |
98,250 |
98,350 |
98,311 |
70 000 |
69,56 |
7 |
PS0721 |
PL0000109153 |
96,81 |
96,72 |
96,800 |
96,800 |
96,720 |
96,770 |
96,786 |
495 000 |
481,51 |
29 |
DS1021 |
PL0000106670 |
115,03 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,11 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,63 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,30 |
107,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,14 |
95,12 |
95,190 |
95,190 |
95,080 |
95,160 |
95,140 |
45 000 |
43,13 |
5 |
DS0727 |
PL0000109427 |
93,30 |
93,15 |
93,240 |
93,300 |
93,030 |
93,180 |
93,192 |
280 000 |
262,90 |
31 |
WS0428 |
PL0000107611 |
94,98 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,67 |
124,60 |
124,650 |
124,650 |
124,560 |
124,600 |
124,593 |
20 000 |
25,53 |
3 |
WS0437 |
PL0000104857 |
123,67 |
124,83 |
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 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
550 000 |
553,17 |
5 |
WZ0118 |
PL0000104717 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,16 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,06 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,86 |
96,15 |
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 |
1 790 000 |
1 777,92 |
91 |
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 |
26 |
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 |
101,47 |
101,59 |
1,57 |
1,32 |
101,53 |
1,44 |
OK0717 |
PL0000108502 |
98,88 |
99,00 |
1,57 |
1,40 |
98,94 |
1,49 |
DS1017 |
PL0000104543 |
103,55 |
103,65 |
1,54 |
1,44 |
103,60 |
1,49 |
WZ0118 |
PL0000104717 |
100,12 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,12 |
1,68 |
1,58 |
103,05 |
1,63 |
PS0718 |
PL0000107595 |
101,24 |
101,40 |
1,76 |
1,67 |
101,32 |
1,71 |
OK1018 |
PL0000109062 |
96,49 |
96,63 |
1,83 |
1,75 |
96,56 |
1,79 |
WZ0119 |
PL0000107603 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
103,28 |
103,46 |
2,00 |
1,93 |
103,37 |
1,96 |
DS1019 |
PL0000105441 |
109,85 |
110,04 |
2,05 |
1,99 |
109,95 |
2,02 |
WZ0120 |
PL0000108601 |
99,10 |
99,27 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,84 |
2,22 |
2,15 |
97,72 |
2,19 |
DS1020 |
PL0000106126 |
111,02 |
111,29 |
2,31 |
2,25 |
111,16 |
2,28 |
WZ0121 |
PL0000106068 |
98,42 |
98,61 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,26 |
98,48 |
2,41 |
2,36 |
98,37 |
2,39 |
PS0721 |
PL0000109153 |
96,71 |
96,85 |
2,50 |
2,46 |
96,78 |
2,48 |
DS1021 |
PL0000106670 |
114,99 |
115,24 |
2,50 |
2,45 |
115,12 |
2,48 |
WS0922 |
PL0000102646 |
116,59 |
116,88 |
2,66 |
2,62 |
116,74 |
2,64 |
WZ1122 |
PL0000109377 |
96,96 |
97,21 |
--- |
--- |
97,09 |
--- |
IZ0823 |
PL0000105359 |
111,01 |
112,30 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,52 |
2,86 |
2,80 |
107,33 |
2,83 |
WZ0124 |
PL0000107454 |
95,83 |
96,28 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,94 |
3,03 |
2,99 |
101,78 |
3,01 |
WZ0126 |
PL0000108817 |
93,95 |
94,33 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,33 |
3,09 |
3,06 |
95,20 |
3,08 |
WS0429 |
PL0000105391 |
124,41 |
125,36 |
3,32 |
3,24 |
124,89 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,49 |
101,56 |
1,53 |
1,38 |
101,53 |
1,44 |
OK0717 |
PL0000108502 |
98,88 |
99,00 |
1,57 |
1,40 |
98,94 |
1,49 |
DS1017 |
PL0000104543 |
103,56 |
103,63 |
1,53 |
1,46 |
103,60 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,09 |
1,68 |
1,60 |
103,04 |
1,64 |
PS0718 |
PL0000107595 |
101,26 |
101,36 |
1,75 |
1,69 |
101,31 |
1,72 |
OK1018 |
PL0000109062 |
96,54 |
96,62 |
1,80 |
1,76 |
96,58 |
1,78 |
WZ0119 |
PL0000107603 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,26 |
103,43 |
2,00 |
1,94 |
103,35 |
1,97 |
DS1019 |
PL0000105441 |
109,91 |
110,05 |
2,03 |
1,98 |
109,98 |
2,01 |
WZ0120 |
PL0000108601 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,81 |
2,22 |
2,16 |
97,71 |
2,19 |
DS1020 |
PL0000106126 |
110,99 |
111,27 |
2,32 |
2,25 |
111,13 |
2,29 |
WZ0121 |
PL0000106068 |
98,44 |
98,61 |
--- |
--- |
98,53 |
--- |
PS0421 |
PL0000108916 |
98,28 |
98,42 |
2,41 |
2,37 |
98,35 |
2,39 |
PS0721 |
PL0000109153 |
96,69 |
96,83 |
2,50 |
2,47 |
96,76 |
2,48 |
DS1021 |
PL0000106670 |
114,95 |
115,22 |
2,51 |
2,46 |
115,09 |
2,48 |
WS0922 |
PL0000102646 |
116,55 |
116,85 |
2,67 |
2,62 |
116,70 |
2,65 |
WZ1122 |
PL0000109377 |
97,00 |
97,22 |
--- |
--- |
97,11 |
--- |
IZ0823 |
PL0000105359 |
111,00 |
112,30 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,50 |
2,85 |
2,80 |
107,35 |
2,82 |
WZ0124 |
PL0000107454 |
95,81 |
96,23 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
101,66 |
101,97 |
3,03 |
2,99 |
101,82 |
3,01 |
WZ0126 |
PL0000108817 |
93,95 |
94,28 |
--- |
--- |
94,12 |
--- |
DS0726 |
PL0000108866 |
94,97 |
95,24 |
3,10 |
3,07 |
95,11 |
3,09 |
WS0429 |
PL0000105391 |
124,13 |
125,00 |
3,35 |
3,27 |
124,57 |
3,31 |
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 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
90 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
30 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
20 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
110 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
50 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
105 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,470 |
1,422 |
360 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
165 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
75 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
110 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
120 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
330 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
160 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
TOTAL |
2 540 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.