2016-11-03 |
MARKET DATA |
No 212 (2994) |
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 |
2 947,50 |
2 889,11 |
151 |
1 565,00 |
1 614,52 |
17 |
4 512,50 |
4 503,63 |
168 |
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 |
101,48 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,93 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,57 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,99 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,26 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,27 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,92 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,63 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,04 |
111,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,34 |
98,25 |
98,240 |
98,340 |
98,200 |
98,280 |
98,276 |
115 000 |
114,25 |
10 |
PS0721 |
PL0000109153 |
96,78 |
96,64 |
96,680 |
96,780 |
96,640 |
96,750 |
96,729 |
590 000 |
573,67 |
28 |
DS1021 |
PL0000106670 |
115,02 |
114,96 |
114,970 |
115,000 |
114,970 |
115,000 |
114,985 |
20 000 |
23,04 |
2 |
PS0422 |
PL0000109492 |
98,06 |
98,00 |
97,990 |
97,990 |
97,990 |
97,990 |
97,990 |
25 000 |
24,80 |
1 |
WS0922 |
PL0000102646 |
116,63 |
116,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,23 |
107,09 |
107,050 |
107,200 |
107,010 |
107,200 |
107,047 |
105 000 |
112,55 |
9 |
DS0725 |
PL0000108197 |
101,73 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,21 |
94,87 |
94,900 |
95,230 |
94,850 |
95,150 |
95,097 |
305 000 |
292,24 |
19 |
DS0727 |
PL0000109427 |
93,30 |
92,85 |
93,000 |
93,300 |
92,830 |
93,250 |
93,010 |
440 000 |
412,41 |
35 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,57 |
124,40 |
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 |
100,07 |
100,07 |
100,080 |
100,080 |
100,060 |
100,060 |
100,077 |
220 000 |
221,29 |
4 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,90 |
99,850 |
99,850 |
99,840 |
99,840 |
99,843 |
15 000 |
15,05 |
2 |
WZ0120 |
PL0000108601 |
99,15 |
99,10 |
99,210 |
99,220 |
99,100 |
99,100 |
99,141 |
365 000 |
363,73 |
14 |
WZ0121 |
PL0000106068 |
98,50 |
98,42 |
98,500 |
98,500 |
98,400 |
98,400 |
98,434 |
660 000 |
653,03 |
17 |
WZ1122 |
PL0000109377 |
97,05 |
97,07 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
10 000 |
9,79 |
1 |
WZ0124 |
PL0000107454 |
95,91 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,05 |
94,000 |
94,050 |
94,000 |
94,000 |
94,019 |
77 500 |
73,26 |
9 |
TOTAL |
2 947 500 |
2 889,11 |
151 |
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 |
23 |
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 |
1,51 |
1,26 |
101,53 |
1,39 |
OK0717 |
PL0000108502 |
98,90 |
99,01 |
1,56 |
1,40 |
98,96 |
1,48 |
DS1017 |
PL0000104543 |
103,55 |
103,63 |
1,51 |
1,43 |
103,59 |
1,47 |
WZ0118 |
PL0000104717 |
100,11 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,97 |
103,11 |
1,67 |
1,58 |
103,04 |
1,63 |
PS0718 |
PL0000107595 |
101,23 |
101,35 |
1,76 |
1,69 |
101,29 |
1,73 |
OK1018 |
PL0000109062 |
96,52 |
96,61 |
1,82 |
1,77 |
96,57 |
1,79 |
WZ0119 |
PL0000107603 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,24 |
103,42 |
2,01 |
1,94 |
103,33 |
1,97 |
DS1019 |
PL0000105441 |
109,81 |
109,99 |
2,05 |
2,00 |
109,90 |
2,02 |
WZ0120 |
PL0000108601 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
97,56 |
97,81 |
2,24 |
2,16 |
97,69 |
2,20 |
DS1020 |
PL0000106126 |
110,94 |
111,16 |
2,33 |
2,27 |
111,05 |
2,30 |
WZ0121 |
PL0000106068 |
98,44 |
98,59 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,18 |
98,37 |
2,43 |
2,39 |
98,28 |
2,41 |
PS0721 |
PL0000109153 |
96,60 |
96,73 |
2,52 |
2,49 |
96,67 |
2,51 |
DS1021 |
PL0000106670 |
114,85 |
115,06 |
2,53 |
2,49 |
114,96 |
2,51 |
WS0922 |
PL0000102646 |
116,42 |
116,66 |
2,69 |
2,65 |
116,54 |
2,67 |
WZ1122 |
PL0000109377 |
96,95 |
97,19 |
--- |
--- |
97,07 |
--- |
IZ0823 |
PL0000105359 |
110,97 |
112,26 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,34 |
2,89 |
2,82 |
107,13 |
2,86 |
WZ0124 |
PL0000107454 |
95,81 |
96,23 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,76 |
3,07 |
3,01 |
101,55 |
3,04 |
WZ0126 |
PL0000108817 |
93,92 |
94,26 |
--- |
--- |
94,09 |
--- |
DS0726 |
PL0000108866 |
94,80 |
95,11 |
3,13 |
3,09 |
94,96 |
3,11 |
WS0429 |
PL0000105391 |
123,87 |
124,75 |
3,37 |
3,29 |
124,31 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,45 |
101,54 |
1,56 |
1,37 |
101,50 |
1,45 |
OK0717 |
PL0000108502 |
98,89 |
98,99 |
1,58 |
1,43 |
98,94 |
1,50 |
DS1017 |
PL0000104543 |
103,51 |
103,59 |
1,55 |
1,47 |
103,55 |
1,51 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,95 |
103,10 |
1,69 |
1,58 |
103,03 |
1,63 |
PS0718 |
PL0000107595 |
101,22 |
101,35 |
1,77 |
1,69 |
101,29 |
1,73 |
OK1018 |
PL0000109062 |
96,50 |
96,59 |
1,83 |
1,78 |
96,55 |
1,80 |
WZ0119 |
PL0000107603 |
99,78 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
103,24 |
103,42 |
2,01 |
1,94 |
103,33 |
1,97 |
DS1019 |
PL0000105441 |
109,87 |
110,03 |
2,03 |
1,98 |
109,95 |
2,01 |
WZ0120 |
PL0000108601 |
99,02 |
99,18 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
97,58 |
97,80 |
2,23 |
2,16 |
97,69 |
2,20 |
DS1020 |
PL0000106126 |
110,95 |
111,25 |
2,32 |
2,25 |
111,10 |
2,29 |
WZ0121 |
PL0000106068 |
98,33 |
98,48 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,21 |
98,35 |
2,43 |
2,39 |
98,28 |
2,41 |
PS0721 |
PL0000109153 |
96,68 |
96,81 |
2,50 |
2,47 |
96,75 |
2,49 |
DS1021 |
PL0000106670 |
114,92 |
115,15 |
2,51 |
2,47 |
115,04 |
2,49 |
WS0922 |
PL0000102646 |
116,45 |
116,74 |
2,68 |
2,64 |
116,60 |
2,66 |
WZ1122 |
PL0000109377 |
96,89 |
97,13 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
110,84 |
112,19 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,45 |
2,87 |
2,81 |
107,26 |
2,84 |
WZ0124 |
PL0000107454 |
95,74 |
96,21 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
101,66 |
102,02 |
3,03 |
2,98 |
101,84 |
3,00 |
WZ0126 |
PL0000108817 |
93,88 |
94,15 |
--- |
--- |
94,02 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,31 |
3,09 |
3,06 |
95,19 |
3,08 |
WS0429 |
PL0000105391 |
123,98 |
124,95 |
3,36 |
3,27 |
124,47 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
130 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,460 |
1,470 |
1,464 |
175 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
40 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
75 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
120 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
110 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
155 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
50 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
60 |
DS1021 |
PL0000106670 |
1/11 |
10 |
1,460 |
1,490 |
1,488 |
130 |
DS1023 |
PL0000107264 |
1/11 |
10 |
1,460 |
1,460 |
1,460 |
10 |
PS0719 |
PL0000108148 |
1/11 |
10 |
1,490 |
1,490 |
1,490 |
60 |
PS0721 |
PL0000109153 |
1/11 |
10 |
1,460 |
1,460 |
1,460 |
400 |
TOTAL |
1 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.