2016-11-07 |
MARKET DATA |
No 214 (2996) |
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 |
345,00 |
367,73 |
24 |
4 185,00 |
4 231,06 |
24 |
4 530,00 |
4 598,79 |
48 |
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 |
101,45 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,88 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,45 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,93 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,23 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,56 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,32 |
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 |
97,69 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,10 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,41 |
98,41 |
98,380 |
98,380 |
98,370 |
98,370 |
98,373 |
35 000 |
34,81 |
2 |
PS0721 |
PL0000109153 |
96,85 |
96,83 |
96,840 |
96,840 |
96,840 |
96,840 |
96,840 |
50 000 |
48,68 |
1 |
DS1021 |
PL0000106670 |
115,06 |
115,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,15 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,68 |
116,62 |
116,620 |
116,670 |
116,620 |
116,630 |
116,636 |
155 000 |
181,93 |
14 |
DS1023 |
PL0000107264 |
107,40 |
107,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,03 |
102,030 |
102,030 |
102,030 |
102,030 |
102,030 |
10 000 |
10,30 |
1 |
DS0726 |
PL0000108866 |
95,47 |
95,42 |
95,460 |
95,470 |
95,450 |
95,450 |
95,467 |
65 000 |
62,53 |
3 |
DS0727 |
PL0000109427 |
93,56 |
93,45 |
93,450 |
93,450 |
93,450 |
93,450 |
93,450 |
10 000 |
9,42 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,63 |
124,90 |
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 |
111,35 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,82 |
99,83 |
99,820 |
99,820 |
99,810 |
99,810 |
99,815 |
20 000 |
20,07 |
2 |
WZ0120 |
PL0000108601 |
99,13 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,85 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,91 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,96 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
367,73 |
24 |
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 |
21 |
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 |
101,41 |
101,51 |
1,60 |
1,39 |
101,46 |
1,50 |
OK0717 |
PL0000108502 |
98,86 |
98,97 |
1,63 |
1,47 |
98,92 |
1,54 |
DS1017 |
PL0000104543 |
103,43 |
103,55 |
1,61 |
1,49 |
103,49 |
1,55 |
WZ0118 |
PL0000104717 |
100,08 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,91 |
103,07 |
1,71 |
1,60 |
102,99 |
1,65 |
PS0718 |
PL0000107595 |
101,18 |
101,30 |
1,79 |
1,72 |
101,24 |
1,75 |
OK1018 |
PL0000109062 |
96,51 |
96,60 |
1,83 |
1,78 |
96,56 |
1,80 |
WZ0119 |
PL0000107603 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,28 |
103,42 |
1,99 |
1,94 |
103,35 |
1,96 |
DS1019 |
PL0000105441 |
109,82 |
109,98 |
2,05 |
1,99 |
109,90 |
2,02 |
WZ0120 |
PL0000108601 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,66 |
97,88 |
2,21 |
2,14 |
97,77 |
2,17 |
DS1020 |
PL0000106126 |
111,04 |
111,32 |
2,30 |
2,23 |
111,18 |
2,26 |
WZ0121 |
PL0000106068 |
98,32 |
98,49 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,31 |
98,48 |
2,40 |
2,36 |
98,40 |
2,38 |
PS0721 |
PL0000109153 |
96,73 |
96,90 |
2,49 |
2,45 |
96,82 |
2,47 |
DS1021 |
PL0000106670 |
114,96 |
115,25 |
2,50 |
2,45 |
115,11 |
2,47 |
WS0922 |
PL0000102646 |
116,49 |
116,74 |
2,67 |
2,63 |
116,62 |
2,65 |
WZ1122 |
PL0000109377 |
96,76 |
97,11 |
--- |
--- |
96,94 |
--- |
IZ0823 |
PL0000105359 |
110,99 |
112,25 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,56 |
2,84 |
2,79 |
107,38 |
2,82 |
WZ0124 |
PL0000107454 |
95,83 |
96,20 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,06 |
3,03 |
2,97 |
101,87 |
3,00 |
WZ0126 |
PL0000108817 |
93,78 |
94,16 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,51 |
3,08 |
3,04 |
95,34 |
3,06 |
WS0429 |
PL0000105391 |
123,86 |
125,33 |
3,37 |
3,24 |
124,60 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,41 |
101,50 |
1,60 |
1,41 |
101,46 |
1,50 |
OK0717 |
PL0000108502 |
98,86 |
98,96 |
1,63 |
1,49 |
98,91 |
1,56 |
DS1017 |
PL0000104543 |
103,43 |
103,54 |
1,61 |
1,50 |
103,49 |
1,55 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,91 |
103,08 |
1,71 |
1,59 |
103,00 |
1,64 |
PS0718 |
PL0000107595 |
101,20 |
101,29 |
1,78 |
1,72 |
101,25 |
1,75 |
OK1018 |
PL0000109062 |
96,52 |
96,60 |
1,82 |
1,78 |
96,56 |
1,80 |
WZ0119 |
PL0000107603 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,29 |
103,43 |
1,99 |
1,93 |
103,36 |
1,96 |
DS1019 |
PL0000105441 |
109,87 |
109,99 |
2,03 |
1,99 |
109,93 |
2,01 |
WZ0120 |
PL0000108601 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,89 |
2,20 |
2,14 |
97,78 |
2,17 |
DS1020 |
PL0000106126 |
111,06 |
111,32 |
2,29 |
2,23 |
111,19 |
2,26 |
WZ0121 |
PL0000106068 |
98,33 |
98,50 |
--- |
--- |
98,42 |
--- |
PS0421 |
PL0000108916 |
98,33 |
98,47 |
2,40 |
2,36 |
98,40 |
2,38 |
PS0721 |
PL0000109153 |
96,74 |
96,87 |
2,49 |
2,46 |
96,81 |
2,47 |
DS1021 |
PL0000106670 |
114,98 |
115,27 |
2,50 |
2,44 |
115,13 |
2,47 |
WS0922 |
PL0000102646 |
116,52 |
116,74 |
2,67 |
2,63 |
116,63 |
2,65 |
WZ1122 |
PL0000109377 |
96,79 |
97,06 |
--- |
--- |
96,93 |
--- |
IZ0823 |
PL0000105359 |
110,99 |
112,25 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,66 |
2,83 |
2,77 |
107,48 |
2,80 |
WZ0124 |
PL0000107454 |
95,85 |
96,19 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,18 |
3,00 |
2,96 |
102,02 |
2,98 |
WZ0126 |
PL0000108817 |
93,85 |
94,14 |
--- |
--- |
94,00 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,55 |
3,07 |
3,03 |
95,41 |
3,05 |
WS0429 |
PL0000105391 |
124,14 |
125,14 |
3,34 |
3,26 |
124,64 |
3,30 |
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 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
310 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
110 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
30 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
120 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
200 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
120 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
705 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
65 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
110 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
435 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,480 |
1,478 |
210 |
TOTAL |
4 185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.