2016-11-16 |
MARKET DATA |
No 220 (3002) |
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 |
1 740,00 |
1 664,11 |
111 |
0,00 |
0,00 |
0 |
1 740,00 |
1 664,11 |
111 |
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 |
101,35 |
101,44 |
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 |
103,41 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,83 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,22 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,62 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,23 |
103,22 |
103,220 |
103,230 |
103,220 |
103,230 |
103,226 |
80 000 |
83,41 |
2 |
DS1019 |
PL0000105441 |
109,58 |
109,58 |
109,540 |
109,540 |
109,540 |
109,540 |
109,540 |
42 500 |
46,71 |
1 |
PS0420 |
PL0000108510 |
97,13 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,05 |
110,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,01 |
96,91 |
96,920 |
96,920 |
96,910 |
96,910 |
96,914 |
192 500 |
188,74 |
6 |
PS0721 |
PL0000109153 |
95,35 |
95,21 |
95,280 |
95,370 |
95,240 |
95,300 |
95,288 |
342 500 |
328,27 |
23 |
DS1021 |
PL0000106670 |
113,16 |
113,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,06 |
96,00 |
96,080 |
96,100 |
96,000 |
96,000 |
96,046 |
190 000 |
184,91 |
17 |
WS0922 |
PL0000102646 |
114,10 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,55 |
104,35 |
104,350 |
104,350 |
104,340 |
104,340 |
104,344 |
25 000 |
26,15 |
3 |
DS0725 |
PL0000108197 |
98,20 |
97,95 |
97,970 |
98,060 |
97,950 |
98,060 |
97,979 |
45 000 |
44,56 |
3 |
DS0726 |
PL0000108866 |
91,50 |
91,00 |
91,500 |
91,500 |
90,940 |
91,200 |
91,103 |
400 000 |
367,59 |
21 |
DS0727 |
PL0000109427 |
89,45 |
88,99 |
89,500 |
89,500 |
88,800 |
89,150 |
89,057 |
237 500 |
213,40 |
24 |
WS0428 |
PL0000107611 |
90,23 |
90,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,00 |
119,45 |
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 |
110,40 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,77 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,30 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
115 000 |
113,64 |
6 |
WZ1122 |
PL0000109377 |
96,60 |
96,80 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
25 000 |
24,36 |
1 |
WZ0124 |
PL0000107454 |
95,59 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,65 |
93,70 |
93,650 |
93,650 |
93,570 |
93,570 |
93,616 |
45 000 |
42,38 |
4 |
TOTAL |
1 740 000 |
1 664,11 |
111 |
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 |
12 |
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 |
101,33 |
101,45 |
1,61 |
1,34 |
101,39 |
1,48 |
OK0717 |
PL0000108502 |
98,89 |
99,01 |
1,65 |
1,47 |
98,95 |
1,56 |
DS1017 |
PL0000104543 |
103,38 |
103,51 |
1,57 |
1,44 |
103,45 |
1,50 |
WZ0118 |
PL0000104717 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,79 |
102,95 |
1,76 |
1,64 |
102,87 |
1,70 |
PS0718 |
PL0000107595 |
101,13 |
101,28 |
1,81 |
1,72 |
101,21 |
1,76 |
OK1018 |
PL0000109062 |
96,52 |
96,69 |
1,85 |
1,76 |
96,61 |
1,80 |
WZ0119 |
PL0000107603 |
99,72 |
99,87 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
103,19 |
103,34 |
2,01 |
1,96 |
103,27 |
1,98 |
DS1019 |
PL0000105441 |
109,53 |
109,71 |
2,11 |
2,05 |
109,62 |
2,08 |
WZ0120 |
PL0000108601 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,11 |
97,36 |
2,38 |
2,31 |
97,24 |
2,34 |
DS1020 |
PL0000106126 |
110,02 |
110,31 |
2,54 |
2,47 |
110,17 |
2,50 |
WZ0121 |
PL0000106068 |
98,18 |
98,35 |
--- |
--- |
98,27 |
--- |
PS0421 |
PL0000108916 |
96,90 |
97,14 |
2,75 |
2,69 |
97,02 |
2,72 |
PS0721 |
PL0000109153 |
95,24 |
95,42 |
2,85 |
2,80 |
95,33 |
2,83 |
DS1021 |
PL0000106670 |
113,09 |
113,40 |
2,86 |
2,80 |
113,25 |
2,83 |
WS0922 |
PL0000102646 |
113,97 |
114,29 |
3,10 |
3,04 |
114,13 |
3,07 |
WZ1122 |
PL0000109377 |
96,53 |
96,89 |
--- |
--- |
96,71 |
--- |
IZ0823 |
PL0000105359 |
109,41 |
112,76 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
104,48 |
104,73 |
3,27 |
3,23 |
104,61 |
3,24 |
WZ0124 |
PL0000107454 |
95,50 |
95,95 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
98,18 |
98,64 |
3,49 |
3,43 |
98,41 |
3,46 |
WZ0126 |
PL0000108817 |
93,51 |
93,94 |
--- |
--- |
93,73 |
--- |
DS0726 |
PL0000108866 |
91,46 |
91,90 |
3,55 |
3,50 |
91,68 |
3,53 |
WS0429 |
PL0000105391 |
118,35 |
122,85 |
3,86 |
3,45 |
120,60 |
3,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,33 |
101,45 |
1,61 |
1,34 |
101,39 |
1,48 |
OK0717 |
PL0000108502 |
98,90 |
99,01 |
1,63 |
1,47 |
98,96 |
1,54 |
DS1017 |
PL0000104543 |
103,39 |
103,51 |
1,56 |
1,44 |
103,45 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,80 |
102,96 |
1,75 |
1,64 |
102,88 |
1,69 |
PS0718 |
PL0000107595 |
101,18 |
101,30 |
1,78 |
1,71 |
101,24 |
1,74 |
OK1018 |
PL0000109062 |
96,58 |
96,71 |
1,82 |
1,74 |
96,65 |
1,78 |
WZ0119 |
PL0000107603 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
103,20 |
103,31 |
2,01 |
1,97 |
103,26 |
1,99 |
DS1019 |
PL0000105441 |
109,53 |
109,69 |
2,11 |
2,06 |
109,61 |
2,09 |
WZ0120 |
PL0000108601 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,08 |
97,29 |
2,39 |
2,33 |
97,19 |
2,36 |
DS1020 |
PL0000106126 |
109,96 |
110,25 |
2,55 |
2,48 |
110,11 |
2,52 |
WZ0121 |
PL0000106068 |
98,19 |
98,35 |
--- |
--- |
98,27 |
--- |
PS0421 |
PL0000108916 |
96,91 |
97,10 |
2,75 |
2,70 |
97,01 |
2,72 |
PS0721 |
PL0000109153 |
95,23 |
95,36 |
2,85 |
2,82 |
95,30 |
2,83 |
DS1021 |
PL0000106670 |
113,08 |
113,37 |
2,87 |
2,81 |
113,23 |
2,84 |
WS0922 |
PL0000102646 |
114,01 |
114,22 |
3,09 |
3,05 |
114,12 |
3,07 |
WZ1122 |
PL0000109377 |
96,50 |
96,86 |
--- |
--- |
96,68 |
--- |
IZ0823 |
PL0000105359 |
109,85 |
112,15 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
104,20 |
104,62 |
3,31 |
3,24 |
104,41 |
3,28 |
WZ0124 |
PL0000107454 |
95,49 |
95,95 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
97,77 |
98,20 |
3,55 |
3,49 |
97,99 |
3,52 |
WZ0126 |
PL0000108817 |
93,46 |
93,89 |
--- |
--- |
93,68 |
--- |
DS0726 |
PL0000108866 |
91,00 |
91,33 |
3,62 |
3,57 |
91,17 |
3,59 |
WS0429 |
PL0000105391 |
117,86 |
120,22 |
3,90 |
3,69 |
119,04 |
3,80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.