2016-11-18 |
MARKET DATA |
No 222 (3004) |
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 |
1 905,00 |
1 880,44 |
124 |
195,00 |
214,86 |
3 |
2 100,00 |
2 095,30 |
127 |
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 |
101,32 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,98 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,34 |
103,42 |
103,340 |
103,340 |
103,340 |
103,340 |
103,340 |
20 000 |
20,75 |
1 |
PS0418 |
PL0000107314 |
102,80 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,11 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,50 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,10 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,47 |
109,30 |
109,280 |
109,280 |
109,270 |
109,270 |
109,271 |
70 000 |
76,79 |
4 |
PS0420 |
PL0000108510 |
97,08 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,93 |
109,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,82 |
96,55 |
96,470 |
96,820 |
96,440 |
96,720 |
96,539 |
225 000 |
219,81 |
14 |
PS0721 |
PL0000109153 |
95,18 |
94,85 |
94,950 |
95,180 |
94,850 |
95,120 |
94,949 |
125 000 |
119,41 |
9 |
DS1021 |
PL0000106670 |
112,77 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,79 |
95,51 |
95,600 |
95,790 |
95,500 |
95,780 |
95,624 |
265 000 |
256,85 |
21 |
WS0922 |
PL0000102646 |
113,60 |
113,40 |
113,540 |
113,700 |
113,540 |
113,540 |
113,570 |
260 000 |
297,74 |
9 |
DS1023 |
PL0000107264 |
103,95 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,54 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,82 |
89,90 |
90,150 |
90,800 |
90,150 |
90,370 |
90,482 |
110 000 |
100,43 |
12 |
DS0727 |
PL0000109427 |
91,04 |
88,04 |
87,950 |
89,000 |
87,890 |
88,900 |
88,428 |
310 000 |
276,67 |
28 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,60 |
118,37 |
118,370 |
118,400 |
118,370 |
118,400 |
118,390 |
30 000 |
36,51 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
110,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,74 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,06 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
50 000 |
49,84 |
2 |
WZ0121 |
PL0000106068 |
98,17 |
98,25 |
98,170 |
98,170 |
98,050 |
98,050 |
98,097 |
265 000 |
261,51 |
11 |
WZ1122 |
PL0000109377 |
96,40 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,23 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,30 |
93,21 |
93,300 |
93,300 |
93,130 |
93,210 |
93,204 |
175 000 |
164,13 |
10 |
TOTAL |
1 905 000 |
1 880,44 |
124 |
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 |
8 |
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 |
101,30 |
101,46 |
1,60 |
1,24 |
101,38 |
1,42 |
OK0717 |
PL0000108502 |
98,89 |
99,03 |
1,67 |
1,46 |
98,96 |
1,57 |
DS1017 |
PL0000104543 |
103,32 |
103,48 |
1,59 |
1,43 |
103,40 |
1,51 |
WZ0118 |
PL0000104717 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,75 |
102,92 |
1,77 |
1,65 |
102,84 |
1,71 |
PS0718 |
PL0000107595 |
101,07 |
101,24 |
1,84 |
1,74 |
101,16 |
1,79 |
OK1018 |
PL0000109062 |
96,44 |
96,64 |
1,90 |
1,79 |
96,54 |
1,85 |
WZ0119 |
PL0000107603 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0719 |
PL0000108148 |
102,98 |
103,14 |
2,09 |
2,03 |
103,06 |
2,06 |
DS1019 |
PL0000105441 |
109,25 |
109,49 |
2,20 |
2,12 |
109,37 |
2,16 |
WZ0120 |
PL0000108601 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0420 |
PL0000108510 |
96,83 |
97,12 |
2,47 |
2,38 |
96,98 |
2,43 |
DS1020 |
PL0000106126 |
109,57 |
109,86 |
2,65 |
2,57 |
109,72 |
2,61 |
WZ0121 |
PL0000106068 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0421 |
PL0000108916 |
96,47 |
96,76 |
2,86 |
2,79 |
96,62 |
2,82 |
PS0721 |
PL0000109153 |
94,76 |
95,04 |
2,96 |
2,90 |
94,90 |
2,93 |
DS1021 |
PL0000106670 |
112,48 |
112,79 |
2,98 |
2,92 |
112,64 |
2,95 |
WS0922 |
PL0000102646 |
113,20 |
113,53 |
3,23 |
3,17 |
113,37 |
3,20 |
WZ1122 |
PL0000109377 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
107,48 |
112,42 |
--- |
--- |
109,95 |
--- |
DS1023 |
PL0000107264 |
103,38 |
103,83 |
3,44 |
3,37 |
103,61 |
3,40 |
WZ0124 |
PL0000107454 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS0725 |
PL0000108197 |
96,87 |
97,26 |
3,67 |
3,62 |
97,07 |
3,65 |
WZ0126 |
PL0000108817 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS0726 |
PL0000108866 |
89,94 |
90,40 |
3,76 |
3,70 |
90,17 |
3,73 |
WS0429 |
PL0000105391 |
114,95 |
120,08 |
4,18 |
3,70 |
117,52 |
3,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,28 |
101,43 |
1,65 |
1,31 |
101,36 |
1,47 |
OK0717 |
PL0000108502 |
98,95 |
99,04 |
1,58 |
1,44 |
99,00 |
1,50 |
DS1017 |
PL0000104543 |
103,31 |
103,44 |
1,61 |
1,47 |
103,38 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,74 |
102,90 |
1,78 |
1,66 |
102,82 |
1,72 |
PS0718 |
PL0000107595 |
101,08 |
101,22 |
1,83 |
1,75 |
101,15 |
1,79 |
OK1018 |
PL0000109062 |
96,45 |
96,62 |
1,90 |
1,80 |
96,54 |
1,85 |
WZ0119 |
PL0000107603 |
99,67 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
103,06 |
103,22 |
2,06 |
2,00 |
103,14 |
2,03 |
DS1019 |
PL0000105441 |
109,33 |
109,48 |
2,17 |
2,12 |
109,41 |
2,14 |
WZ0120 |
PL0000108601 |
98,95 |
99,16 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,14 |
2,45 |
2,38 |
97,03 |
2,41 |
DS1020 |
PL0000106126 |
109,78 |
110,06 |
2,59 |
2,52 |
109,92 |
2,56 |
WZ0121 |
PL0000106068 |
98,07 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
96,71 |
96,94 |
2,80 |
2,74 |
96,83 |
2,77 |
PS0721 |
PL0000109153 |
95,08 |
95,24 |
2,89 |
2,85 |
95,16 |
2,87 |
DS1021 |
PL0000106670 |
112,73 |
113,02 |
2,93 |
2,87 |
112,88 |
2,90 |
WS0922 |
PL0000102646 |
113,55 |
113,74 |
3,17 |
3,13 |
113,65 |
3,15 |
WZ1122 |
PL0000109377 |
96,26 |
96,64 |
--- |
--- |
96,45 |
--- |
IZ0823 |
PL0000105359 |
108,77 |
111,16 |
--- |
--- |
109,97 |
--- |
DS1023 |
PL0000107264 |
103,86 |
104,12 |
3,36 |
3,32 |
103,99 |
3,34 |
WZ0124 |
PL0000107454 |
95,04 |
95,64 |
--- |
--- |
95,34 |
--- |
DS0725 |
PL0000108197 |
97,39 |
97,83 |
3,60 |
3,54 |
97,61 |
3,57 |
WZ0126 |
PL0000108817 |
93,12 |
93,58 |
--- |
--- |
93,35 |
--- |
DS0726 |
PL0000108866 |
90,63 |
91,04 |
3,66 |
3,61 |
90,84 |
3,64 |
WS0429 |
PL0000105391 |
117,88 |
119,77 |
3,90 |
3,73 |
118,83 |
3,81 |
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 |
3/6 |
3 |
1,250 |
1,250 |
1,250 |
160 |
PS0420 |
PL0000108510 |
3/6 |
3 |
1,250 |
1,250 |
1,250 |
20 |
PS0721 |
PL0000109153 |
3/6 |
3 |
1,250 |
1,250 |
1,250 |
15 |
TOTAL |
195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.