2016-11-14 |
MARKET DATA |
No 218 (3000) |
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 |
2 280,00 |
2 191,91 |
179 |
0,00 |
0,00 |
0 |
2 280,00 |
2 191,91 |
179 |
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 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,93 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,40 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,79 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,06 |
101,08 |
101,050 |
101,050 |
101,050 |
101,050 |
101,050 |
25 000 |
25,46 |
1 |
OK1018 |
PL0000109062 |
96,44 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,00 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,43 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,03 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,30 |
110,06 |
110,150 |
110,150 |
110,150 |
110,150 |
110,150 |
10 000 |
11,05 |
1 |
PS0421 |
PL0000108916 |
97,26 |
97,03 |
97,180 |
97,210 |
97,050 |
97,050 |
97,115 |
312 500 |
306,99 |
21 |
PS0721 |
PL0000109153 |
95,57 |
95,33 |
95,450 |
95,580 |
95,300 |
95,400 |
95,436 |
597 500 |
573,50 |
43 |
DS1021 |
PL0000106670 |
113,47 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,61 |
96,40 |
96,520 |
96,520 |
96,350 |
96,500 |
96,483 |
85 000 |
83,08 |
5 |
WS0922 |
PL0000102646 |
114,59 |
114,36 |
114,460 |
114,460 |
114,360 |
114,360 |
114,430 |
115 000 |
132,57 |
8 |
DS1023 |
PL0000107264 |
105,00 |
104,86 |
104,950 |
104,950 |
104,940 |
104,940 |
104,942 |
25 000 |
26,30 |
3 |
DS0725 |
PL0000108197 |
98,93 |
98,66 |
98,410 |
98,410 |
98,410 |
98,410 |
98,410 |
10 000 |
9,94 |
1 |
DS0726 |
PL0000108866 |
92,25 |
91,60 |
92,320 |
92,330 |
91,600 |
91,960 |
91,907 |
670 000 |
621,01 |
60 |
DS0727 |
PL0000109427 |
90,14 |
89,60 |
90,290 |
90,290 |
89,600 |
89,770 |
89,923 |
375 000 |
340,14 |
32 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,03 |
119,77 |
119,910 |
120,000 |
119,800 |
119,800 |
119,903 |
30 000 |
36,94 |
3 |
WS0437 |
PL0000104857 |
117,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,40 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,78 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,15 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
25 000 |
24,93 |
1 |
WZ0121 |
PL0000106068 |
98,32 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,80 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 280 000 |
2 191,91 |
179 |
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 |
14 |
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 |
101,46 |
1,63 |
1,36 |
101,40 |
1,49 |
OK0717 |
PL0000108502 |
98,87 |
98,99 |
1,66 |
1,48 |
98,93 |
1,57 |
DS1017 |
PL0000104543 |
103,35 |
103,47 |
1,63 |
1,50 |
103,41 |
1,56 |
WZ0118 |
PL0000104717 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,77 |
102,92 |
1,78 |
1,67 |
102,85 |
1,72 |
PS0718 |
PL0000107595 |
101,02 |
101,15 |
1,88 |
1,80 |
101,09 |
1,84 |
OK1018 |
PL0000109062 |
96,37 |
96,54 |
1,92 |
1,83 |
96,46 |
1,88 |
WZ0119 |
PL0000107603 |
99,71 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
102,96 |
103,13 |
2,10 |
2,04 |
103,05 |
2,07 |
DS1019 |
PL0000105441 |
109,24 |
109,46 |
2,22 |
2,14 |
109,35 |
2,18 |
WZ0120 |
PL0000108601 |
98,97 |
99,26 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,12 |
2,45 |
2,38 |
97,00 |
2,42 |
DS1020 |
PL0000106126 |
110,07 |
110,26 |
2,53 |
2,48 |
110,17 |
2,50 |
WZ0121 |
PL0000106068 |
98,21 |
98,48 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
97,01 |
97,26 |
2,72 |
2,66 |
97,14 |
2,69 |
PS0721 |
PL0000109153 |
95,38 |
95,55 |
2,81 |
2,77 |
95,47 |
2,79 |
DS1021 |
PL0000106670 |
113,30 |
113,59 |
2,82 |
2,77 |
113,45 |
2,79 |
WS0922 |
PL0000102646 |
114,36 |
114,74 |
3,03 |
2,97 |
114,55 |
3,00 |
WZ1122 |
PL0000109377 |
96,62 |
97,04 |
--- |
--- |
96,83 |
--- |
IZ0823 |
PL0000105359 |
109,05 |
111,98 |
--- |
--- |
110,52 |
--- |
DS1023 |
PL0000107264 |
104,77 |
105,23 |
3,22 |
3,15 |
105,00 |
3,18 |
WZ0124 |
PL0000107454 |
95,54 |
96,07 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
98,74 |
99,17 |
3,42 |
3,36 |
98,96 |
3,39 |
WZ0126 |
PL0000108817 |
93,53 |
94,08 |
--- |
--- |
93,81 |
--- |
DS0726 |
PL0000108866 |
91,95 |
92,37 |
3,49 |
3,44 |
92,16 |
3,46 |
WS0429 |
PL0000105391 |
118,69 |
122,31 |
3,83 |
3,50 |
120,50 |
3,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,34 |
101,46 |
1,63 |
1,36 |
101,40 |
1,49 |
OK0717 |
PL0000108502 |
98,87 |
98,99 |
1,66 |
1,48 |
98,93 |
1,57 |
DS1017 |
PL0000104543 |
103,38 |
103,47 |
1,59 |
1,50 |
103,43 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,76 |
102,91 |
1,78 |
1,68 |
102,84 |
1,73 |
PS0718 |
PL0000107595 |
101,03 |
101,18 |
1,87 |
1,78 |
101,11 |
1,82 |
OK1018 |
PL0000109062 |
96,40 |
96,52 |
1,91 |
1,84 |
96,46 |
1,88 |
WZ0119 |
PL0000107603 |
99,73 |
99,86 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
102,90 |
103,10 |
2,13 |
2,05 |
103,00 |
2,09 |
DS1019 |
PL0000105441 |
109,34 |
109,47 |
2,18 |
2,14 |
109,41 |
2,16 |
WZ0120 |
PL0000108601 |
99,08 |
99,23 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
96,87 |
97,08 |
2,46 |
2,39 |
96,98 |
2,42 |
DS1020 |
PL0000106126 |
109,90 |
110,18 |
2,57 |
2,50 |
110,04 |
2,54 |
WZ0121 |
PL0000106068 |
98,24 |
98,43 |
--- |
--- |
98,34 |
--- |
PS0421 |
PL0000108916 |
96,96 |
97,12 |
2,73 |
2,69 |
97,04 |
2,71 |
PS0721 |
PL0000109153 |
95,32 |
95,46 |
2,83 |
2,79 |
95,39 |
2,81 |
DS1021 |
PL0000106670 |
113,21 |
113,50 |
2,84 |
2,78 |
113,36 |
2,81 |
WS0922 |
PL0000102646 |
114,26 |
114,48 |
3,05 |
3,01 |
114,37 |
3,03 |
WZ1122 |
PL0000109377 |
96,71 |
97,10 |
--- |
--- |
96,91 |
--- |
IZ0823 |
PL0000105359 |
109,83 |
111,73 |
--- |
--- |
110,78 |
--- |
DS1023 |
PL0000107264 |
104,63 |
105,01 |
3,24 |
3,18 |
104,82 |
3,21 |
WZ0124 |
PL0000107454 |
95,62 |
96,08 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
98,56 |
98,97 |
3,44 |
3,39 |
98,77 |
3,41 |
WZ0126 |
PL0000108817 |
93,72 |
94,11 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
91,68 |
91,96 |
3,53 |
3,49 |
91,82 |
3,51 |
WS0429 |
PL0000105391 |
119,09 |
120,74 |
3,79 |
3,64 |
119,92 |
3,72 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.