2016-11-09 |
MARKET DATA |
No 216 (2998) |
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 |
925,00 |
897,82 |
70 |
470,00 |
475,05 |
7 |
1 395,00 |
1 372,87 |
77 |
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 |
101,40 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,87 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,43 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,90 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,18 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,57 |
96,540 |
96,540 |
96,540 |
96,540 |
96,540 |
150 000 |
144,81 |
3 |
PS0719 |
PL0000108148 |
103,30 |
103,30 |
103,340 |
103,340 |
103,340 |
103,340 |
103,340 |
60 000 |
62,60 |
1 |
DS1019 |
PL0000105441 |
109,76 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,59 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,93 |
111,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,19 |
98,10 |
98,090 |
98,090 |
98,070 |
98,070 |
98,077 |
30 000 |
29,76 |
3 |
PS0721 |
PL0000109153 |
96,60 |
96,46 |
96,500 |
96,580 |
96,460 |
96,490 |
96,522 |
167 500 |
162,57 |
19 |
DS1021 |
PL0000106670 |
114,77 |
114,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,88 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,40 |
116,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,15 |
106,99 |
107,050 |
107,050 |
107,050 |
107,050 |
107,050 |
10 000 |
10,73 |
1 |
DS0725 |
PL0000108197 |
101,53 |
101,30 |
101,530 |
101,530 |
101,300 |
101,300 |
101,415 |
20 000 |
20,48 |
2 |
DS0726 |
PL0000108866 |
95,05 |
94,60 |
94,850 |
95,050 |
94,590 |
94,600 |
94,846 |
352 500 |
337,03 |
30 |
DS0727 |
PL0000109427 |
93,17 |
92,57 |
93,070 |
93,070 |
92,570 |
92,570 |
92,788 |
50 000 |
46,78 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
123,63 |
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 |
111,15 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,79 |
99,87 |
99,790 |
99,790 |
99,780 |
99,780 |
99,783 |
15 000 |
15,05 |
2 |
WZ0120 |
PL0000108601 |
99,13 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,20 |
98,350 |
98,350 |
98,350 |
98,350 |
98,350 |
25 000 |
24,72 |
1 |
WZ1122 |
PL0000109377 |
96,80 |
97,03 |
96,800 |
96,800 |
96,800 |
96,800 |
96,800 |
25 000 |
24,40 |
1 |
WZ0124 |
PL0000107454 |
95,76 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,00 |
93,850 |
93,850 |
93,850 |
93,850 |
93,850 |
20 000 |
18,88 |
2 |
TOTAL |
925 000 |
897,82 |
70 |
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 |
16 |
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 |
101,37 |
101,50 |
1,60 |
1,32 |
101,44 |
1,45 |
OK0717 |
PL0000108502 |
98,84 |
98,98 |
1,69 |
1,49 |
98,91 |
1,59 |
DS1017 |
PL0000104543 |
103,40 |
103,50 |
1,59 |
1,49 |
103,45 |
1,54 |
WZ0118 |
PL0000104717 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,88 |
103,04 |
1,71 |
1,60 |
102,96 |
1,65 |
PS0718 |
PL0000107595 |
101,10 |
101,24 |
1,83 |
1,75 |
101,17 |
1,79 |
OK1018 |
PL0000109062 |
96,45 |
96,62 |
1,88 |
1,78 |
96,54 |
1,83 |
WZ0119 |
PL0000107603 |
99,68 |
99,92 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
103,22 |
103,36 |
2,01 |
1,95 |
103,29 |
1,98 |
DS1019 |
PL0000105441 |
109,73 |
109,90 |
2,06 |
2,00 |
109,82 |
2,03 |
WZ0120 |
PL0000108601 |
98,98 |
99,25 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,81 |
2,24 |
2,16 |
97,69 |
2,20 |
DS1020 |
PL0000106126 |
110,88 |
111,16 |
2,33 |
2,26 |
111,02 |
2,29 |
WZ0121 |
PL0000106068 |
98,09 |
98,35 |
--- |
--- |
98,22 |
--- |
PS0421 |
PL0000108916 |
98,12 |
98,34 |
2,45 |
2,40 |
98,23 |
2,42 |
PS0721 |
PL0000109153 |
96,51 |
96,72 |
2,55 |
2,50 |
96,62 |
2,52 |
DS1021 |
PL0000106670 |
114,73 |
115,01 |
2,54 |
2,48 |
114,87 |
2,51 |
WS0922 |
PL0000102646 |
116,17 |
116,47 |
2,72 |
2,67 |
116,32 |
2,70 |
WZ1122 |
PL0000109377 |
96,66 |
97,08 |
--- |
--- |
96,87 |
--- |
IZ0823 |
PL0000105359 |
110,62 |
112,37 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
106,86 |
107,23 |
2,89 |
2,84 |
107,05 |
2,86 |
WZ0124 |
PL0000107454 |
95,68 |
96,14 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,74 |
3,06 |
3,02 |
101,58 |
3,04 |
WZ0126 |
PL0000108817 |
93,66 |
94,15 |
--- |
--- |
93,91 |
--- |
DS0726 |
PL0000108866 |
94,77 |
95,17 |
3,13 |
3,08 |
94,97 |
3,11 |
WS0429 |
PL0000105391 |
123,21 |
125,79 |
3,42 |
3,20 |
124,50 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,37 |
101,50 |
1,60 |
1,32 |
101,44 |
1,45 |
OK0717 |
PL0000108502 |
98,85 |
98,98 |
1,68 |
1,49 |
98,92 |
1,58 |
DS1017 |
PL0000104543 |
103,41 |
103,50 |
1,58 |
1,49 |
103,46 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,88 |
103,04 |
1,71 |
1,60 |
102,96 |
1,65 |
PS0718 |
PL0000107595 |
101,12 |
101,24 |
1,82 |
1,75 |
101,18 |
1,78 |
OK1018 |
PL0000109062 |
96,49 |
96,61 |
1,85 |
1,79 |
96,55 |
1,82 |
WZ0119 |
PL0000107603 |
99,74 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,22 |
103,35 |
2,01 |
1,96 |
103,29 |
1,98 |
DS1019 |
PL0000105441 |
109,72 |
109,86 |
2,06 |
2,02 |
109,79 |
2,04 |
WZ0120 |
PL0000108601 |
99,08 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,68 |
2,28 |
2,20 |
97,57 |
2,24 |
DS1020 |
PL0000106126 |
110,77 |
111,05 |
2,36 |
2,29 |
110,91 |
2,32 |
WZ0121 |
PL0000106068 |
98,28 |
98,48 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
98,01 |
98,19 |
2,48 |
2,43 |
98,10 |
2,45 |
PS0721 |
PL0000109153 |
96,35 |
96,52 |
2,58 |
2,54 |
96,44 |
2,56 |
DS1021 |
PL0000106670 |
114,49 |
114,77 |
2,59 |
2,53 |
114,63 |
2,56 |
WS0922 |
PL0000102646 |
115,99 |
116,22 |
2,75 |
2,71 |
116,11 |
2,73 |
WZ1122 |
PL0000109377 |
96,68 |
97,08 |
--- |
--- |
96,88 |
--- |
IZ0823 |
PL0000105359 |
110,79 |
112,03 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,66 |
107,03 |
2,92 |
2,87 |
106,85 |
2,90 |
WZ0124 |
PL0000107454 |
95,67 |
96,03 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
101,04 |
101,36 |
3,11 |
3,07 |
101,20 |
3,09 |
WZ0126 |
PL0000108817 |
93,67 |
94,08 |
--- |
--- |
93,88 |
--- |
DS0726 |
PL0000108866 |
94,43 |
94,67 |
3,17 |
3,14 |
94,55 |
3,16 |
WS0429 |
PL0000105391 |
122,91 |
123,98 |
3,45 |
3,36 |
123,45 |
3,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
1/5 |
4 |
1,450 |
1,450 |
1,450 |
70 |
DS0726 |
PL0000108866 |
1/5 |
4 |
1,350 |
1,350 |
1,350 |
170 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.