2016-11-08 |
MARKET DATA |
No 215 (2997) |
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 |
930,00 |
920,88 |
57 |
2 065,00 |
2 106,94 |
15 |
2 995,00 |
3 027,82 |
72 |
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 |
101,42 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,88 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,48 |
103,53 |
103,480 |
103,480 |
103,480 |
103,480 |
103,480 |
17 500 |
18,15 |
1 |
PS0418 |
PL0000107314 |
102,93 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,22 |
101,22 |
101,220 |
101,220 |
101,200 |
101,200 |
101,207 |
30 000 |
30,58 |
3 |
OK1018 |
PL0000109062 |
96,54 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,32 |
103,32 |
103,340 |
103,340 |
103,310 |
103,310 |
103,334 |
12 500 |
13,04 |
2 |
DS1019 |
PL0000105441 |
109,83 |
109,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,69 |
97,79 |
97,690 |
97,690 |
97,690 |
97,690 |
97,690 |
30 000 |
29,55 |
1 |
DS1020 |
PL0000106126 |
111,06 |
111,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,39 |
98,24 |
98,390 |
98,390 |
98,180 |
98,200 |
98,258 |
210 000 |
208,63 |
11 |
PS0721 |
PL0000109153 |
96,80 |
96,62 |
96,750 |
96,790 |
96,570 |
96,570 |
96,713 |
295 000 |
286,83 |
25 |
DS1021 |
PL0000106670 |
114,96 |
114,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,07 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,60 |
116,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,89 |
101,83 |
101,890 |
101,890 |
101,890 |
101,890 |
101,890 |
10 000 |
10,29 |
1 |
DS0726 |
PL0000108866 |
95,40 |
95,03 |
95,300 |
95,350 |
95,170 |
95,170 |
95,296 |
50 000 |
48,02 |
5 |
DS0727 |
PL0000109427 |
93,53 |
93,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,38 |
124,44 |
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 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
225 000 |
226,27 |
4 |
WZ0118 |
PL0000104717 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,81 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,42 |
98,380 |
98,380 |
98,380 |
98,380 |
98,380 |
30 000 |
29,67 |
2 |
WZ1122 |
PL0000109377 |
96,82 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,91 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,95 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
910 000 |
901,03 |
55 |
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 |
20 |
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 |
101,50 |
1,59 |
1,39 |
101,46 |
1,48 |
OK0717 |
PL0000108502 |
98,87 |
98,97 |
1,62 |
1,48 |
98,92 |
1,55 |
DS1017 |
PL0000104543 |
103,43 |
103,54 |
1,60 |
1,49 |
103,49 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,91 |
103,08 |
1,70 |
1,59 |
103,00 |
1,64 |
PS0718 |
PL0000107595 |
101,18 |
101,29 |
1,79 |
1,72 |
101,24 |
1,75 |
OK1018 |
PL0000109062 |
96,51 |
96,61 |
1,83 |
1,78 |
96,56 |
1,81 |
WZ0119 |
PL0000107603 |
99,75 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,27 |
103,41 |
1,99 |
1,94 |
103,34 |
1,97 |
DS1019 |
PL0000105441 |
109,80 |
109,96 |
2,05 |
2,00 |
109,88 |
2,02 |
WZ0120 |
PL0000108601 |
99,08 |
99,23 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,87 |
2,20 |
2,14 |
97,77 |
2,17 |
DS1020 |
PL0000106126 |
111,00 |
111,27 |
2,31 |
2,24 |
111,14 |
2,27 |
WZ0121 |
PL0000106068 |
98,32 |
98,49 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,28 |
98,43 |
2,41 |
2,37 |
98,36 |
2,39 |
PS0721 |
PL0000109153 |
96,69 |
96,84 |
2,50 |
2,47 |
96,77 |
2,48 |
DS1021 |
PL0000106670 |
114,89 |
115,19 |
2,51 |
2,46 |
115,04 |
2,49 |
WS0922 |
PL0000102646 |
116,37 |
116,65 |
2,69 |
2,65 |
116,51 |
2,67 |
WZ1122 |
PL0000109377 |
96,77 |
97,10 |
--- |
--- |
96,94 |
--- |
IZ0823 |
PL0000105359 |
110,97 |
112,21 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,55 |
2,84 |
2,79 |
107,38 |
2,82 |
WZ0124 |
PL0000107454 |
95,86 |
96,21 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
101,62 |
101,99 |
3,03 |
2,98 |
101,81 |
3,01 |
WZ0126 |
PL0000108817 |
93,87 |
94,19 |
--- |
--- |
94,03 |
--- |
DS0726 |
PL0000108866 |
95,12 |
95,38 |
3,09 |
3,05 |
95,25 |
3,07 |
WS0429 |
PL0000105391 |
123,91 |
124,91 |
3,36 |
3,28 |
124,41 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,41 |
101,50 |
1,59 |
1,39 |
101,46 |
1,48 |
OK0717 |
PL0000108502 |
98,86 |
98,97 |
1,64 |
1,48 |
98,92 |
1,55 |
DS1017 |
PL0000104543 |
103,45 |
103,54 |
1,58 |
1,49 |
103,50 |
1,53 |
WZ0118 |
PL0000104717 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,91 |
103,07 |
1,70 |
1,59 |
102,99 |
1,65 |
PS0718 |
PL0000107595 |
101,16 |
101,27 |
1,80 |
1,73 |
101,22 |
1,76 |
OK1018 |
PL0000109062 |
96,50 |
96,59 |
1,84 |
1,79 |
96,55 |
1,81 |
WZ0119 |
PL0000107603 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0719 |
PL0000108148 |
103,27 |
103,39 |
1,99 |
1,95 |
103,33 |
1,97 |
DS1019 |
PL0000105441 |
109,79 |
109,93 |
2,05 |
2,01 |
109,86 |
2,03 |
WZ0120 |
PL0000108601 |
99,10 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,61 |
97,81 |
2,22 |
2,16 |
97,71 |
2,19 |
DS1020 |
PL0000106126 |
110,95 |
111,22 |
2,32 |
2,25 |
111,09 |
2,28 |
WZ0121 |
PL0000106068 |
98,32 |
98,46 |
--- |
--- |
98,39 |
--- |
PS0421 |
PL0000108916 |
98,22 |
98,37 |
2,42 |
2,39 |
98,30 |
2,40 |
PS0721 |
PL0000109153 |
96,62 |
96,74 |
2,52 |
2,49 |
96,68 |
2,50 |
DS1021 |
PL0000106670 |
114,81 |
115,09 |
2,53 |
2,48 |
114,95 |
2,50 |
WS0922 |
PL0000102646 |
116,38 |
116,60 |
2,69 |
2,66 |
116,49 |
2,67 |
WZ1122 |
PL0000109377 |
96,75 |
97,08 |
--- |
--- |
96,92 |
--- |
IZ0823 |
PL0000105359 |
110,97 |
112,21 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,43 |
2,85 |
2,81 |
107,28 |
2,83 |
WZ0124 |
PL0000107454 |
95,81 |
96,15 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,94 |
3,04 |
2,99 |
101,76 |
3,01 |
WZ0126 |
PL0000108817 |
93,82 |
94,15 |
--- |
--- |
93,99 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,35 |
3,10 |
3,06 |
95,20 |
3,08 |
WS0429 |
PL0000105391 |
123,82 |
124,81 |
3,37 |
3,29 |
124,32 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
370 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
120 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
175 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
15 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
800 |
TOTAL |
2 065 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.