2016-11-15 |
MARKET DATA |
No 219 (3001) |
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 |
2 850,00 |
2 773,60 |
165 |
0,00 |
0,00 |
0 |
2 850,00 |
2 773,60 |
165 |
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 |
101,51 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,91 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,42 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,83 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,19 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,60 |
96,54 |
96,590 |
96,600 |
96,590 |
96,600 |
96,600 |
210 000 |
202,86 |
4 |
PS0719 |
PL0000108148 |
103,25 |
103,09 |
103,150 |
103,190 |
103,150 |
103,190 |
103,162 |
110 000 |
114,60 |
3 |
DS1019 |
PL0000105441 |
109,66 |
109,45 |
109,660 |
109,660 |
109,640 |
109,640 |
109,649 |
65 000 |
71,50 |
3 |
PS0420 |
PL0000108510 |
97,26 |
92,50 |
97,310 |
97,340 |
97,310 |
97,330 |
97,331 |
165 000 |
161,99 |
7 |
DS1020 |
PL0000106126 |
110,34 |
110,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,42 |
97,17 |
97,480 |
97,480 |
97,170 |
97,170 |
97,284 |
355 000 |
349,37 |
16 |
PS0721 |
PL0000109153 |
95,77 |
95,53 |
95,750 |
95,850 |
95,530 |
95,550 |
95,690 |
330 000 |
317,60 |
21 |
DS1021 |
PL0000106670 |
113,73 |
113,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,78 |
96,39 |
96,750 |
96,760 |
96,420 |
96,420 |
96,682 |
235 000 |
230,19 |
18 |
WS0922 |
PL0000102646 |
114,86 |
114,44 |
114,820 |
114,850 |
114,820 |
114,850 |
114,837 |
45 000 |
52,07 |
4 |
DS1023 |
PL0000107264 |
105,32 |
104,94 |
105,140 |
105,140 |
105,140 |
105,140 |
105,140 |
20 000 |
21,08 |
2 |
DS0725 |
PL0000108197 |
99,44 |
98,81 |
99,390 |
99,390 |
99,060 |
99,060 |
99,225 |
20 000 |
20,05 |
2 |
DS0726 |
PL0000108866 |
92,70 |
91,97 |
92,510 |
92,650 |
91,970 |
92,110 |
92,229 |
800 000 |
744,13 |
60 |
DS0727 |
PL0000109427 |
90,67 |
89,93 |
90,500 |
90,500 |
90,030 |
90,050 |
90,171 |
95 000 |
86,41 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,04 |
120,40 |
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 |
111,00 |
111,60 |
111,000 |
111,000 |
110,800 |
110,800 |
110,900 |
20 000 |
25,40 |
2 |
WZ0117 |
PL0000106936 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,83 |
99,830 |
99,840 |
99,800 |
99,800 |
99,834 |
110 000 |
110,43 |
3 |
WZ0120 |
PL0000108601 |
99,15 |
99,17 |
99,200 |
99,200 |
99,150 |
99,150 |
99,183 |
75 000 |
74,81 |
3 |
WZ0121 |
PL0000106068 |
98,32 |
98,31 |
98,310 |
98,310 |
98,300 |
98,300 |
98,307 |
95 000 |
93,92 |
2 |
WZ1122 |
PL0000109377 |
96,83 |
96,86 |
96,800 |
96,800 |
96,800 |
96,800 |
96,800 |
70 000 |
68,34 |
1 |
WZ0124 |
PL0000107454 |
95,79 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
93,85 |
93,850 |
93,850 |
93,840 |
93,840 |
93,845 |
20 000 |
18,88 |
2 |
TOTAL |
2 840 000 |
2 763,63 |
164 |
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 |
13 |
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 |
1,61 |
1,34 |
101,40 |
1,48 |
OK0717 |
PL0000108502 |
98,89 |
99,00 |
1,64 |
1,47 |
98,95 |
1,55 |
DS1017 |
PL0000104543 |
103,37 |
103,47 |
1,59 |
1,49 |
103,42 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,76 |
102,91 |
1,78 |
1,68 |
102,84 |
1,72 |
PS0718 |
PL0000107595 |
101,02 |
101,18 |
1,88 |
1,78 |
101,10 |
1,83 |
OK1018 |
PL0000109062 |
96,41 |
96,57 |
1,91 |
1,82 |
96,49 |
1,86 |
WZ0119 |
PL0000107603 |
99,75 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
102,94 |
103,14 |
2,11 |
2,03 |
103,04 |
2,07 |
DS1019 |
PL0000105441 |
109,30 |
109,52 |
2,19 |
2,12 |
109,41 |
2,16 |
WZ0120 |
PL0000108601 |
99,06 |
99,26 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,00 |
97,27 |
2,42 |
2,33 |
97,14 |
2,37 |
DS1020 |
PL0000106126 |
110,08 |
110,36 |
2,53 |
2,45 |
110,22 |
2,49 |
WZ0121 |
PL0000106068 |
98,25 |
98,44 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
97,21 |
97,41 |
2,67 |
2,62 |
97,31 |
2,65 |
PS0721 |
PL0000109153 |
95,60 |
95,84 |
2,76 |
2,70 |
95,72 |
2,73 |
DS1021 |
PL0000106670 |
113,55 |
113,80 |
2,77 |
2,72 |
113,68 |
2,75 |
WS0922 |
PL0000102646 |
114,60 |
114,84 |
2,99 |
2,95 |
114,72 |
2,97 |
WZ1122 |
PL0000109377 |
96,72 |
97,10 |
--- |
--- |
96,91 |
--- |
IZ0823 |
PL0000105359 |
110,21 |
112,46 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
105,12 |
105,52 |
3,16 |
3,10 |
105,32 |
3,13 |
WZ0124 |
PL0000107454 |
95,61 |
96,09 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
99,16 |
99,56 |
3,36 |
3,31 |
99,36 |
3,33 |
WZ0126 |
PL0000108817 |
93,58 |
94,08 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
92,47 |
92,73 |
3,42 |
3,39 |
92,60 |
3,41 |
WS0429 |
PL0000105391 |
119,18 |
122,82 |
3,78 |
3,46 |
121,00 |
3,62 |
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 |
1,61 |
1,34 |
101,40 |
1,48 |
OK0717 |
PL0000108502 |
98,90 |
99,01 |
1,62 |
1,46 |
98,96 |
1,53 |
DS1017 |
PL0000104543 |
103,40 |
103,52 |
1,56 |
1,44 |
103,46 |
1,50 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,81 |
102,96 |
1,75 |
1,64 |
102,89 |
1,69 |
PS0718 |
PL0000107595 |
101,16 |
101,28 |
1,79 |
1,72 |
101,22 |
1,76 |
OK1018 |
PL0000109062 |
96,56 |
96,68 |
1,82 |
1,76 |
96,62 |
1,79 |
WZ0119 |
PL0000107603 |
99,74 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
103,22 |
103,40 |
2,00 |
1,94 |
103,31 |
1,97 |
DS1019 |
PL0000105441 |
109,61 |
109,78 |
2,09 |
2,03 |
109,70 |
2,06 |
WZ0120 |
PL0000108601 |
99,10 |
99,24 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,18 |
97,37 |
2,36 |
2,30 |
97,28 |
2,33 |
DS1020 |
PL0000106126 |
110,20 |
110,47 |
2,49 |
2,43 |
110,34 |
2,46 |
WZ0121 |
PL0000106068 |
98,23 |
98,37 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
97,16 |
97,37 |
2,68 |
2,63 |
97,27 |
2,66 |
PS0721 |
PL0000109153 |
95,50 |
95,63 |
2,79 |
2,75 |
95,57 |
2,77 |
DS1021 |
PL0000106670 |
113,42 |
113,71 |
2,80 |
2,74 |
113,57 |
2,77 |
WS0922 |
PL0000102646 |
114,48 |
114,68 |
3,01 |
2,98 |
114,58 |
2,99 |
WZ1122 |
PL0000109377 |
96,67 |
96,94 |
--- |
--- |
96,81 |
--- |
IZ0823 |
PL0000105359 |
110,38 |
112,05 |
--- |
--- |
111,22 |
--- |
DS1023 |
PL0000107264 |
104,76 |
105,14 |
3,22 |
3,16 |
104,95 |
3,19 |
WZ0124 |
PL0000107454 |
95,53 |
95,98 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
98,65 |
99,05 |
3,43 |
3,37 |
98,85 |
3,40 |
WZ0126 |
PL0000108817 |
93,52 |
93,94 |
--- |
--- |
93,73 |
--- |
DS0726 |
PL0000108866 |
91,92 |
92,19 |
3,49 |
3,46 |
92,06 |
3,48 |
WS0429 |
PL0000105391 |
119,42 |
121,19 |
3,76 |
3,60 |
120,31 |
3,68 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.