2016-11-04 |
MARKET DATA |
No 213 (2995) |
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 |
1 622,50 |
1 611,12 |
89 |
2 410,00 |
2 422,44 |
17 |
4 032,50 |
4 033,56 |
106 |
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 |
101,46 |
101,51 |
101,460 |
101,460 |
101,450 |
101,450 |
101,450 |
310 000 |
322,44 |
4 |
OK0717 |
PL0000108502 |
98,89 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,51 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,99 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,25 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,56 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,35 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,97 |
109,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,76 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,19 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,44 |
98,42 |
98,430 |
98,440 |
98,430 |
98,440 |
98,435 |
20 000 |
19,90 |
2 |
PS0721 |
PL0000109153 |
96,93 |
96,85 |
96,900 |
96,930 |
96,840 |
96,870 |
96,887 |
307 500 |
299,49 |
19 |
DS1021 |
PL0000106670 |
115,12 |
115,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,21 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,75 |
116,76 |
116,750 |
116,750 |
116,750 |
116,750 |
116,750 |
30 000 |
35,24 |
4 |
DS1023 |
PL0000107264 |
107,42 |
107,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,08 |
102,08 |
102,000 |
102,000 |
101,970 |
101,970 |
101,988 |
40 000 |
41,17 |
3 |
DS0726 |
PL0000108866 |
95,56 |
95,40 |
95,490 |
95,600 |
95,490 |
95,600 |
95,535 |
105 000 |
101,07 |
13 |
DS0727 |
PL0000109427 |
93,65 |
93,50 |
93,600 |
93,660 |
93,600 |
93,630 |
93,629 |
75 000 |
70,77 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,76 |
124,85 |
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 |
111,50 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,84 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,39 |
98,39 |
98,390 |
98,390 |
98,380 |
98,380 |
98,386 |
470 000 |
464,84 |
20 |
WZ1122 |
PL0000109377 |
96,90 |
97,07 |
96,900 |
96,900 |
96,870 |
96,870 |
96,879 |
162 500 |
158,71 |
5 |
WZ0124 |
PL0000107454 |
95,98 |
96,00 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
30 000 |
28,95 |
3 |
WZ0126 |
PL0000108817 |
94,00 |
94,00 |
94,000 |
94,000 |
94,000 |
94,000 |
94,000 |
72 500 |
68,52 |
7 |
TOTAL |
1 622 500 |
1 611,12 |
89 |
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 |
22 |
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 |
101,42 |
101,53 |
1,60 |
1,37 |
101,48 |
1,47 |
OK0717 |
PL0000108502 |
98,87 |
98,98 |
1,61 |
1,45 |
98,93 |
1,52 |
DS1017 |
PL0000104543 |
103,48 |
103,59 |
1,57 |
1,46 |
103,54 |
1,51 |
WZ0118 |
PL0000104717 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
102,93 |
103,10 |
1,70 |
1,58 |
103,02 |
1,63 |
PS0718 |
PL0000107595 |
101,20 |
101,35 |
1,78 |
1,69 |
101,28 |
1,73 |
OK1018 |
PL0000109062 |
96,49 |
96,60 |
1,84 |
1,78 |
96,55 |
1,81 |
WZ0119 |
PL0000107603 |
99,78 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,24 |
103,43 |
2,01 |
1,94 |
103,34 |
1,97 |
DS1019 |
PL0000105441 |
109,80 |
109,99 |
2,05 |
1,99 |
109,90 |
2,02 |
WZ0120 |
PL0000108601 |
99,05 |
99,19 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,91 |
2,20 |
2,13 |
97,79 |
2,17 |
DS1020 |
PL0000106126 |
111,08 |
111,29 |
2,29 |
2,24 |
111,19 |
2,26 |
WZ0121 |
PL0000106068 |
98,32 |
98,48 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,50 |
2,40 |
2,36 |
98,41 |
2,38 |
PS0721 |
PL0000109153 |
96,78 |
96,94 |
2,48 |
2,44 |
96,86 |
2,46 |
DS1021 |
PL0000106670 |
115,03 |
115,32 |
2,49 |
2,43 |
115,18 |
2,46 |
WS0922 |
PL0000102646 |
116,62 |
116,88 |
2,65 |
2,61 |
116,75 |
2,63 |
WZ1122 |
PL0000109377 |
96,81 |
97,16 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
110,78 |
112,20 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,68 |
2,84 |
2,77 |
107,47 |
2,80 |
WZ0124 |
PL0000107454 |
95,73 |
96,21 |
--- |
--- |
95,97 |
--- |
DS0725 |
PL0000108197 |
101,88 |
102,24 |
3,00 |
2,95 |
102,06 |
2,97 |
WZ0126 |
PL0000108817 |
93,85 |
94,15 |
--- |
--- |
94,00 |
--- |
DS0726 |
PL0000108866 |
95,27 |
95,59 |
3,07 |
3,03 |
95,43 |
3,05 |
WS0429 |
PL0000105391 |
124,19 |
125,24 |
3,34 |
3,25 |
124,72 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,44 |
101,52 |
1,56 |
1,39 |
101,48 |
1,47 |
OK0717 |
PL0000108502 |
98,88 |
98,98 |
1,60 |
1,45 |
98,93 |
1,52 |
DS1017 |
PL0000104543 |
103,49 |
103,57 |
1,56 |
1,48 |
103,53 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,92 |
103,09 |
1,70 |
1,59 |
103,01 |
1,64 |
PS0718 |
PL0000107595 |
101,21 |
101,32 |
1,77 |
1,71 |
101,27 |
1,74 |
OK1018 |
PL0000109062 |
96,52 |
96,60 |
1,82 |
1,78 |
96,56 |
1,80 |
WZ0119 |
PL0000107603 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,30 |
103,43 |
1,98 |
1,94 |
103,37 |
1,96 |
DS1019 |
PL0000105441 |
109,92 |
110,02 |
2,02 |
1,98 |
109,97 |
2,00 |
WZ0120 |
PL0000108601 |
99,08 |
99,20 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,91 |
2,19 |
2,13 |
97,82 |
2,16 |
DS1020 |
PL0000106126 |
111,10 |
111,36 |
2,29 |
2,22 |
111,23 |
2,25 |
WZ0121 |
PL0000106068 |
98,32 |
98,46 |
--- |
--- |
98,39 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,52 |
2,38 |
2,35 |
98,45 |
2,37 |
PS0721 |
PL0000109153 |
96,81 |
96,93 |
2,47 |
2,45 |
96,87 |
2,46 |
DS1021 |
PL0000106670 |
115,05 |
115,33 |
2,49 |
2,43 |
115,19 |
2,46 |
WS0922 |
PL0000102646 |
116,62 |
116,82 |
2,65 |
2,62 |
116,72 |
2,64 |
WZ1122 |
PL0000109377 |
96,79 |
97,13 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
111,04 |
112,17 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,72 |
2,83 |
2,76 |
107,52 |
2,79 |
WZ0124 |
PL0000107454 |
95,83 |
96,14 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,19 |
2,99 |
2,96 |
102,05 |
2,98 |
WZ0126 |
PL0000108817 |
93,87 |
94,17 |
--- |
--- |
94,02 |
--- |
DS0726 |
PL0000108866 |
95,36 |
95,59 |
3,06 |
3,03 |
95,48 |
3,04 |
WS0429 |
PL0000105391 |
124,41 |
125,40 |
3,32 |
3,24 |
124,91 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
75 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
110 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
120 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
1 035 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
30 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
135 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,470 |
1,490 |
1,486 |
100 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
60 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
80 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
135 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
495 |
TOTAL |
2 410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.