2016-11-10 |
MARKET DATA |
No 217 (2999) |
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 |
2 432,50 |
2 363,28 |
170 |
1 960,00 |
1 977,53 |
18 |
4 392,50 |
4 340,81 |
188 |
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 |
101,39 |
101,43 |
101,390 |
101,390 |
101,390 |
101,390 |
101,390 |
100 000 |
104,05 |
1 |
OK0717 |
PL0000108502 |
98,95 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,44 |
103,44 |
103,440 |
103,440 |
103,440 |
103,440 |
103,440 |
100 000 |
103,74 |
2 |
PS0418 |
PL0000107314 |
102,88 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,11 |
101,10 |
101,100 |
101,100 |
101,100 |
101,100 |
101,100 |
25 000 |
25,47 |
1 |
OK1018 |
PL0000109062 |
96,50 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,17 |
103,08 |
103,080 |
103,080 |
103,080 |
103,080 |
103,080 |
25 000 |
26,02 |
1 |
DS1019 |
PL0000105441 |
109,55 |
109,55 |
109,520 |
109,520 |
109,520 |
109,520 |
109,520 |
25 000 |
27,46 |
1 |
PS0420 |
PL0000108510 |
97,33 |
97,27 |
97,250 |
97,250 |
97,230 |
97,230 |
97,234 |
50 000 |
49,04 |
4 |
DS1020 |
PL0000106126 |
110,56 |
110,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,81 |
97,46 |
97,810 |
97,810 |
97,510 |
97,620 |
97,688 |
105 000 |
103,75 |
8 |
PS0721 |
PL0000109153 |
96,18 |
95,84 |
96,200 |
96,200 |
95,850 |
96,000 |
96,002 |
952 500 |
919,58 |
71 |
DS1021 |
PL0000106670 |
114,22 |
113,92 |
113,920 |
113,920 |
113,920 |
113,920 |
113,920 |
10 000 |
11,43 |
1 |
PS0422 |
PL0000109492 |
97,32 |
97,01 |
97,140 |
97,140 |
96,970 |
96,970 |
97,095 |
40 000 |
39,34 |
3 |
WS0922 |
PL0000102646 |
115,64 |
115,15 |
115,220 |
115,350 |
115,220 |
115,350 |
115,307 |
30 000 |
34,84 |
3 |
DS1023 |
PL0000107264 |
106,23 |
105,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,61 |
99,80 |
100,060 |
100,060 |
100,050 |
100,050 |
100,055 |
20 000 |
20,21 |
2 |
DS0726 |
PL0000108866 |
94,10 |
92,90 |
94,100 |
94,100 |
92,900 |
93,300 |
93,519 |
360 000 |
339,46 |
31 |
DS0727 |
PL0000109427 |
91,94 |
90,87 |
92,000 |
92,000 |
90,800 |
91,220 |
91,188 |
425 000 |
390,84 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,21 |
121,29 |
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 |
111,20 |
111,10 |
111,200 |
111,200 |
111,100 |
111,100 |
111,150 |
20 000 |
25,45 |
3 |
WZ0117 |
PL0000106936 |
100,03 |
100,05 |
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 |
99,80 |
99,83 |
99,780 |
99,800 |
99,780 |
99,790 |
99,786 |
50 000 |
50,17 |
4 |
WZ0120 |
PL0000108601 |
99,13 |
99,13 |
99,130 |
99,130 |
99,130 |
99,130 |
99,130 |
25 000 |
24,92 |
1 |
WZ0121 |
PL0000106068 |
98,32 |
98,37 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
5 000 |
4,94 |
1 |
WZ1122 |
PL0000109377 |
96,78 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,76 |
95,95 |
95,760 |
95,760 |
95,720 |
95,720 |
95,725 |
65 000 |
62,58 |
3 |
WZ0126 |
PL0000108817 |
93,75 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 432 500 |
2 363,28 |
170 |
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 |
15 |
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 |
101,34 |
101,49 |
1,65 |
1,32 |
101,42 |
1,47 |
OK0717 |
PL0000108502 |
98,84 |
98,98 |
1,70 |
1,49 |
98,91 |
1,60 |
DS1017 |
PL0000104543 |
103,32 |
103,48 |
1,67 |
1,50 |
103,40 |
1,58 |
WZ0118 |
PL0000104717 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,82 |
103,00 |
1,75 |
1,62 |
102,91 |
1,68 |
PS0718 |
PL0000107595 |
101,04 |
101,21 |
1,87 |
1,76 |
101,13 |
1,81 |
OK1018 |
PL0000109062 |
96,42 |
96,59 |
1,89 |
1,80 |
96,51 |
1,85 |
WZ0119 |
PL0000107603 |
99,70 |
99,90 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
103,12 |
103,33 |
2,04 |
1,96 |
103,23 |
2,00 |
DS1019 |
PL0000105441 |
109,52 |
109,74 |
2,13 |
2,05 |
109,63 |
2,09 |
WZ0120 |
PL0000108601 |
99,02 |
99,24 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,29 |
97,54 |
2,33 |
2,25 |
97,42 |
2,29 |
DS1020 |
PL0000106126 |
110,53 |
110,82 |
2,42 |
2,34 |
110,68 |
2,38 |
WZ0121 |
PL0000106068 |
98,21 |
98,47 |
--- |
--- |
98,34 |
--- |
PS0421 |
PL0000108916 |
97,74 |
97,96 |
2,54 |
2,49 |
97,85 |
2,51 |
PS0721 |
PL0000109153 |
96,06 |
96,30 |
2,65 |
2,60 |
96,18 |
2,62 |
DS1021 |
PL0000106670 |
114,20 |
114,49 |
2,64 |
2,59 |
114,35 |
2,61 |
WS0922 |
PL0000102646 |
115,60 |
115,90 |
2,82 |
2,77 |
115,75 |
2,79 |
WZ1122 |
PL0000109377 |
96,59 |
97,05 |
--- |
--- |
96,82 |
--- |
IZ0823 |
PL0000105359 |
110,53 |
113,46 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
106,18 |
106,58 |
3,00 |
2,94 |
106,38 |
2,97 |
WZ0124 |
PL0000107454 |
95,60 |
96,08 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,91 |
3,18 |
3,13 |
100,72 |
3,15 |
WZ0126 |
PL0000108817 |
93,58 |
94,07 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
93,92 |
94,29 |
3,24 |
3,19 |
94,11 |
3,21 |
WS0429 |
PL0000105391 |
114,58 |
131,73 |
4,21 |
2,71 |
123,16 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,36 |
101,47 |
1,60 |
1,36 |
101,42 |
1,47 |
OK0717 |
PL0000108502 |
98,87 |
98,99 |
1,66 |
1,48 |
98,93 |
1,57 |
DS1017 |
PL0000104543 |
103,39 |
103,49 |
1,59 |
1,49 |
103,44 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,79 |
102,96 |
1,77 |
1,65 |
102,88 |
1,70 |
PS0718 |
PL0000107595 |
101,03 |
101,14 |
1,87 |
1,81 |
101,09 |
1,84 |
OK1018 |
PL0000109062 |
96,41 |
96,53 |
1,90 |
1,83 |
96,47 |
1,87 |
WZ0119 |
PL0000107603 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
102,99 |
103,17 |
2,09 |
2,02 |
103,08 |
2,06 |
DS1019 |
PL0000105441 |
109,45 |
109,62 |
2,15 |
2,09 |
109,54 |
2,12 |
WZ0120 |
PL0000108601 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,11 |
97,36 |
2,38 |
2,30 |
97,24 |
2,34 |
DS1020 |
PL0000106126 |
110,28 |
110,57 |
2,48 |
2,41 |
110,43 |
2,44 |
WZ0121 |
PL0000106068 |
98,24 |
98,44 |
--- |
--- |
98,34 |
--- |
PS0421 |
PL0000108916 |
97,48 |
97,67 |
2,61 |
2,56 |
97,58 |
2,58 |
PS0721 |
PL0000109153 |
95,87 |
96,02 |
2,70 |
2,66 |
95,95 |
2,68 |
DS1021 |
PL0000106670 |
113,84 |
114,12 |
2,72 |
2,66 |
113,98 |
2,69 |
WS0922 |
PL0000102646 |
115,12 |
115,37 |
2,90 |
2,86 |
115,25 |
2,88 |
WZ1122 |
PL0000109377 |
96,71 |
97,08 |
--- |
--- |
96,90 |
--- |
IZ0823 |
PL0000105359 |
110,28 |
112,70 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
105,53 |
105,97 |
3,10 |
3,03 |
105,75 |
3,07 |
WZ0124 |
PL0000107454 |
95,61 |
96,04 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
99,63 |
100,03 |
3,30 |
3,24 |
99,83 |
3,27 |
WZ0126 |
PL0000108817 |
93,64 |
94,06 |
--- |
--- |
93,85 |
--- |
DS0726 |
PL0000108866 |
92,97 |
93,23 |
3,36 |
3,33 |
93,10 |
3,34 |
WS0429 |
PL0000105391 |
120,70 |
121,89 |
3,65 |
3,54 |
121,30 |
3,59 |
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 |
4/5 |
1 |
1,450 |
1,450 |
1,450 |
80 |
OK0717 |
PL0000108502 |
4/5 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0721 |
PL0000109153 |
4/5 |
1 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
4/5 |
1 |
1,440 |
1,440 |
1,440 |
35 |
PS0422 |
PL0000109492 |
4/5 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS1021 |
PL0000106670 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,430 |
1,450 |
1,446 |
150 |
DS1023 |
PL0000107264 |
4/11 |
7 |
1,430 |
1,430 |
1,430 |
15 |
PS0719 |
PL0000108148 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0420 |
PL0000108510 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
20 |
OK1018 |
PL0000109062 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0721 |
PL0000109153 |
4/11 |
7 |
1,430 |
1,430 |
1,430 |
400 |
WZ0120 |
PL0000108601 |
4/11 |
7 |
1,430 |
1,440 |
1,436 |
495 |
TOTAL |
1 460 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/4 |
4 |
1,500 |
1,500 |
1,500 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.