2016-11-17 |
MARKET DATA |
No 221 (3003) |
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 |
2 105,00 |
2 044,06 |
132 |
0,00 |
0,00 |
0 |
2 105,00 |
2 044,06 |
132 |
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 |
101,34 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,99 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,41 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,85 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,22 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,62 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,29 |
103,19 |
103,270 |
103,270 |
103,260 |
103,260 |
103,265 |
200 000 |
208,65 |
3 |
DS1019 |
PL0000105441 |
109,63 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,23 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,14 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,13 |
96,90 |
97,030 |
97,050 |
96,800 |
96,800 |
97,007 |
170 000 |
166,87 |
7 |
PS0721 |
PL0000109153 |
95,52 |
95,19 |
95,510 |
95,540 |
95,200 |
95,260 |
95,412 |
195 000 |
187,17 |
13 |
DS1021 |
PL0000106670 |
113,35 |
113,07 |
113,270 |
113,270 |
113,270 |
113,270 |
113,270 |
10 000 |
11,37 |
1 |
PS0422 |
PL0000109492 |
113,85 |
95,94 |
96,200 |
96,280 |
95,900 |
95,900 |
96,102 |
495 000 |
482,11 |
34 |
WS0922 |
PL0000102646 |
114,31 |
113,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,70 |
104,19 |
104,550 |
104,550 |
104,190 |
104,190 |
104,370 |
20 000 |
20,93 |
2 |
DS0725 |
PL0000108197 |
98,41 |
97,72 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
10 000 |
9,90 |
1 |
DS0726 |
PL0000108866 |
91,78 |
90,90 |
91,710 |
91,710 |
90,600 |
90,600 |
91,166 |
535 000 |
492,10 |
43 |
DS0727 |
PL0000109427 |
89,76 |
88,67 |
89,550 |
89,550 |
88,620 |
88,620 |
88,872 |
100 000 |
89,69 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,79 |
119,00 |
119,250 |
119,250 |
119,250 |
119,250 |
119,250 |
40 000 |
49,02 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
111,60 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
10 000 |
12,66 |
1 |
WZ0117 |
PL0000106936 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,83 |
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 |
98,29 |
98,27 |
98,300 |
98,300 |
98,230 |
98,230 |
98,289 |
230 000 |
227,40 |
8 |
WZ1122 |
PL0000109377 |
96,64 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,63 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,58 |
93,65 |
93,700 |
93,700 |
93,650 |
93,650 |
93,677 |
65 000 |
61,27 |
6 |
TOTAL |
2 105 000 |
2 044,06 |
132 |
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 |
9 |
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 |
101,32 |
101,45 |
1,58 |
1,28 |
101,39 |
1,42 |
OK0717 |
PL0000108502 |
98,91 |
99,03 |
1,64 |
1,45 |
98,97 |
1,54 |
DS1017 |
PL0000104543 |
103,39 |
103,51 |
1,53 |
1,41 |
103,45 |
1,47 |
WZ0118 |
PL0000104717 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,82 |
102,96 |
1,72 |
1,63 |
102,89 |
1,67 |
PS0718 |
PL0000107595 |
101,15 |
101,30 |
1,79 |
1,70 |
101,23 |
1,75 |
OK1018 |
PL0000109062 |
96,58 |
96,73 |
1,82 |
1,74 |
96,66 |
1,78 |
WZ0119 |
PL0000107603 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
103,22 |
103,39 |
2,00 |
1,93 |
103,31 |
1,96 |
DS1019 |
PL0000105441 |
109,54 |
109,74 |
2,10 |
2,04 |
109,64 |
2,07 |
WZ0120 |
PL0000108601 |
99,08 |
99,26 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,17 |
97,45 |
2,37 |
2,28 |
97,31 |
2,32 |
DS1020 |
PL0000106126 |
110,05 |
110,33 |
2,53 |
2,46 |
110,19 |
2,49 |
WZ0121 |
PL0000106068 |
98,22 |
98,35 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
96,99 |
97,24 |
2,73 |
2,67 |
97,12 |
2,70 |
PS0721 |
PL0000109153 |
95,35 |
95,56 |
2,82 |
2,77 |
95,46 |
2,80 |
DS1021 |
PL0000106670 |
113,20 |
113,50 |
2,84 |
2,78 |
113,35 |
2,81 |
WS0922 |
PL0000102646 |
114,15 |
114,43 |
3,06 |
3,01 |
114,29 |
3,04 |
WZ1122 |
PL0000109377 |
96,57 |
96,97 |
--- |
--- |
96,77 |
--- |
IZ0823 |
PL0000105359 |
109,88 |
112,48 |
--- |
--- |
111,18 |
--- |
DS1023 |
PL0000107264 |
104,46 |
104,90 |
3,27 |
3,20 |
104,68 |
3,23 |
WZ0124 |
PL0000107454 |
95,55 |
95,98 |
--- |
--- |
95,77 |
--- |
DS0725 |
PL0000108197 |
98,21 |
98,63 |
3,49 |
3,43 |
98,42 |
3,46 |
WZ0126 |
PL0000108817 |
93,48 |
93,84 |
--- |
--- |
93,66 |
--- |
DS0726 |
PL0000108866 |
91,62 |
91,95 |
3,53 |
3,49 |
91,79 |
3,51 |
WS0429 |
PL0000105391 |
118,52 |
120,94 |
3,84 |
3,62 |
119,73 |
3,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,32 |
101,45 |
1,58 |
1,28 |
101,39 |
1,42 |
OK0717 |
PL0000108502 |
98,96 |
99,04 |
1,56 |
1,44 |
99,00 |
1,50 |
DS1017 |
PL0000104543 |
103,35 |
103,48 |
1,57 |
1,44 |
103,42 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,78 |
102,94 |
1,75 |
1,64 |
102,86 |
1,70 |
PS0718 |
PL0000107595 |
101,15 |
101,27 |
1,79 |
1,72 |
101,21 |
1,76 |
OK1018 |
PL0000109062 |
96,54 |
96,66 |
1,85 |
1,78 |
96,60 |
1,81 |
WZ0119 |
PL0000107603 |
99,72 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
103,14 |
103,27 |
2,03 |
1,98 |
103,21 |
2,00 |
DS1019 |
PL0000105441 |
109,45 |
109,58 |
2,13 |
2,09 |
109,52 |
2,11 |
WZ0120 |
PL0000108601 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,00 |
97,29 |
2,42 |
2,33 |
97,15 |
2,37 |
DS1020 |
PL0000106126 |
109,86 |
110,13 |
2,57 |
2,51 |
110,00 |
2,54 |
WZ0121 |
PL0000106068 |
98,17 |
98,34 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
96,80 |
97,03 |
2,78 |
2,72 |
96,92 |
2,75 |
PS0721 |
PL0000109153 |
95,20 |
95,36 |
2,86 |
2,82 |
95,28 |
2,84 |
DS1021 |
PL0000106670 |
112,94 |
113,23 |
2,89 |
2,83 |
113,09 |
2,86 |
WS0922 |
PL0000102646 |
113,79 |
113,98 |
3,13 |
3,09 |
113,89 |
3,11 |
WZ1122 |
PL0000109377 |
96,46 |
96,78 |
--- |
--- |
96,62 |
--- |
IZ0823 |
PL0000105359 |
109,22 |
112,18 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
104,09 |
104,33 |
3,33 |
3,29 |
104,21 |
3,31 |
WZ0124 |
PL0000107454 |
95,43 |
95,91 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
97,66 |
97,97 |
3,56 |
3,52 |
97,82 |
3,54 |
WZ0126 |
PL0000108817 |
93,32 |
93,78 |
--- |
--- |
93,55 |
--- |
DS0726 |
PL0000108866 |
90,79 |
91,15 |
3,64 |
3,60 |
90,97 |
3,62 |
WS0429 |
PL0000105391 |
118,16 |
119,84 |
3,88 |
3,72 |
119,00 |
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.