2016-11-21 |
MARKET DATA |
No 223 (3005) |
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 |
1 467,50 |
1 437,76 |
95 |
615,00 |
609,85 |
8 |
2 082,50 |
2 047,61 |
103 |
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 |
101,29 |
101,41 |
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 |
103,32 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,75 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,11 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,10 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,41 |
109,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,15 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,02 |
109,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,13 |
96,73 |
96,750 |
97,100 |
96,750 |
97,060 |
96,995 |
75 000 |
73,62 |
6 |
PS0721 |
PL0000109153 |
95,50 |
95,05 |
95,050 |
95,500 |
95,050 |
95,500 |
95,320 |
217 500 |
208,58 |
14 |
DS1021 |
PL0000106670 |
113,23 |
112,72 |
112,730 |
113,230 |
112,730 |
113,230 |
112,818 |
110 000 |
124,60 |
7 |
PS0422 |
PL0000109492 |
96,17 |
95,66 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
65 000 |
63,31 |
5 |
WS0922 |
PL0000102646 |
114,04 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,42 |
103,74 |
104,000 |
104,050 |
103,980 |
104,050 |
104,025 |
315 000 |
328,68 |
17 |
DS0725 |
PL0000108197 |
98,20 |
97,00 |
97,690 |
97,750 |
97,690 |
97,750 |
97,709 |
45 000 |
44,45 |
4 |
DS0726 |
PL0000108866 |
91,50 |
90,68 |
90,830 |
91,650 |
90,830 |
91,600 |
91,047 |
305 000 |
280,22 |
22 |
DS0727 |
PL0000109427 |
89,70 |
88,74 |
88,920 |
89,700 |
88,920 |
89,700 |
89,093 |
195 000 |
175,35 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,00 |
119,50 |
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 |
109,40 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,77 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,06 |
99,05 |
99,050 |
99,070 |
99,050 |
99,070 |
99,068 |
130 000 |
129,55 |
3 |
WZ0121 |
PL0000106068 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,33 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,25 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,20 |
93,35 |
93,200 |
93,200 |
93,200 |
93,200 |
93,200 |
10 000 |
9,38 |
2 |
TOTAL |
1 467 500 |
1 437,76 |
95 |
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 |
7 |
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 |
101,28 |
101,42 |
1,63 |
1,31 |
101,35 |
1,47 |
OK0717 |
PL0000108502 |
98,93 |
99,02 |
1,62 |
1,48 |
98,98 |
1,54 |
DS1017 |
PL0000104543 |
103,29 |
103,44 |
1,62 |
1,46 |
103,37 |
1,53 |
WZ0118 |
PL0000104717 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,73 |
102,88 |
1,78 |
1,67 |
102,81 |
1,72 |
PS0718 |
PL0000107595 |
101,02 |
101,17 |
1,87 |
1,78 |
101,10 |
1,82 |
OK1018 |
PL0000109062 |
96,43 |
96,60 |
1,91 |
1,82 |
96,52 |
1,86 |
WZ0119 |
PL0000107603 |
99,59 |
99,87 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
102,88 |
103,09 |
2,13 |
2,05 |
102,99 |
2,08 |
DS1019 |
PL0000105441 |
109,21 |
109,44 |
2,21 |
2,13 |
109,33 |
2,17 |
WZ0120 |
PL0000108601 |
98,77 |
99,17 |
--- |
--- |
98,97 |
--- |
PS0420 |
PL0000108510 |
96,80 |
97,09 |
2,48 |
2,39 |
96,95 |
2,44 |
DS1020 |
PL0000106126 |
109,59 |
109,88 |
2,64 |
2,57 |
109,74 |
2,60 |
WZ0121 |
PL0000106068 |
97,89 |
98,27 |
--- |
--- |
98,08 |
--- |
PS0421 |
PL0000108916 |
96,47 |
96,75 |
2,86 |
2,79 |
96,61 |
2,82 |
PS0721 |
PL0000109153 |
94,80 |
95,07 |
2,96 |
2,89 |
94,94 |
2,92 |
DS1021 |
PL0000106670 |
112,46 |
112,75 |
2,99 |
2,93 |
112,61 |
2,96 |
WS0922 |
PL0000102646 |
113,16 |
113,45 |
3,23 |
3,18 |
113,31 |
3,21 |
WZ1122 |
PL0000109377 |
96,03 |
96,62 |
--- |
--- |
96,33 |
--- |
IZ0823 |
PL0000105359 |
108,44 |
111,48 |
--- |
--- |
109,96 |
--- |
DS1023 |
PL0000107264 |
103,48 |
103,82 |
3,42 |
3,37 |
103,65 |
3,40 |
WZ0124 |
PL0000107454 |
94,98 |
95,60 |
--- |
--- |
95,29 |
--- |
DS0725 |
PL0000108197 |
96,95 |
97,28 |
3,66 |
3,62 |
97,12 |
3,64 |
WZ0126 |
PL0000108817 |
92,99 |
93,59 |
--- |
--- |
93,29 |
--- |
DS0726 |
PL0000108866 |
90,25 |
90,71 |
3,72 |
3,65 |
90,48 |
3,69 |
WS0429 |
PL0000105391 |
116,13 |
119,83 |
4,06 |
3,72 |
117,98 |
3,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,28 |
101,42 |
1,63 |
1,31 |
101,35 |
1,47 |
OK0717 |
PL0000108502 |
98,96 |
99,06 |
1,57 |
1,42 |
99,01 |
1,50 |
DS1017 |
PL0000104543 |
103,30 |
103,44 |
1,61 |
1,46 |
103,37 |
1,53 |
WZ0118 |
PL0000104717 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,74 |
102,89 |
1,77 |
1,67 |
102,82 |
1,72 |
PS0718 |
PL0000107595 |
101,08 |
101,23 |
1,83 |
1,74 |
101,16 |
1,79 |
OK1018 |
PL0000109062 |
96,49 |
96,60 |
1,88 |
1,82 |
96,55 |
1,84 |
WZ0119 |
PL0000107603 |
99,68 |
99,88 |
--- |
--- |
99,78 |
--- |
PS0719 |
PL0000108148 |
103,06 |
103,23 |
2,06 |
1,99 |
103,15 |
2,02 |
DS1019 |
PL0000105441 |
109,38 |
109,54 |
2,15 |
2,10 |
109,46 |
2,12 |
WZ0120 |
PL0000108601 |
98,98 |
99,15 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
97,07 |
97,36 |
2,40 |
2,31 |
97,22 |
2,35 |
DS1020 |
PL0000106126 |
109,92 |
110,21 |
2,56 |
2,48 |
110,07 |
2,52 |
WZ0121 |
PL0000106068 |
98,03 |
98,22 |
--- |
--- |
98,13 |
--- |
PS0421 |
PL0000108916 |
97,00 |
97,19 |
2,73 |
2,68 |
97,10 |
2,70 |
PS0721 |
PL0000109153 |
95,37 |
95,52 |
2,82 |
2,78 |
95,45 |
2,80 |
DS1021 |
PL0000106670 |
113,04 |
113,23 |
2,87 |
2,83 |
113,14 |
2,85 |
WS0922 |
PL0000102646 |
113,89 |
114,13 |
3,11 |
3,06 |
114,01 |
3,08 |
WZ1122 |
PL0000109377 |
96,18 |
96,57 |
--- |
--- |
96,38 |
--- |
IZ0823 |
PL0000105359 |
108,82 |
111,41 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
104,20 |
104,61 |
3,31 |
3,24 |
104,41 |
3,28 |
WZ0124 |
PL0000107454 |
95,18 |
95,59 |
--- |
--- |
95,39 |
--- |
DS0725 |
PL0000108197 |
97,87 |
98,26 |
3,54 |
3,48 |
98,07 |
3,51 |
WZ0126 |
PL0000108817 |
93,10 |
93,45 |
--- |
--- |
93,28 |
--- |
DS0726 |
PL0000108866 |
91,31 |
91,57 |
3,58 |
3,54 |
91,44 |
3,56 |
WS0429 |
PL0000105391 |
117,51 |
121,63 |
3,93 |
3,56 |
119,57 |
3,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
45 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
170 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
90 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
35 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
100 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
TOTAL |
615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.