2016-11-22 |
MARKET DATA |
No 224 (3006) |
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 |
1 262,50 |
1 251,50 |
72 |
280,00 |
289,70 |
7 |
1 542,50 |
1 541,20 |
79 |
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 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,99 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,34 |
103,33 |
103,340 |
103,340 |
103,330 |
103,330 |
103,337 |
35 000 |
36,32 |
2 |
PS0418 |
PL0000107314 |
102,77 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,10 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,56 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,09 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,50 |
109,40 |
109,450 |
109,450 |
109,450 |
109,450 |
109,450 |
100 000 |
109,90 |
1 |
PS0420 |
PL0000108510 |
97,34 |
97,37 |
97,330 |
97,330 |
97,320 |
97,320 |
97,323 |
60 000 |
58,92 |
2 |
DS1020 |
PL0000106126 |
110,24 |
110,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,40 |
97,20 |
97,400 |
97,400 |
97,200 |
97,210 |
97,251 |
492 500 |
484,71 |
20 |
PS0721 |
PL0000109153 |
95,79 |
95,52 |
95,800 |
95,800 |
95,520 |
95,650 |
95,654 |
100 000 |
96,24 |
10 |
DS1021 |
PL0000106670 |
113,50 |
113,30 |
113,400 |
113,450 |
113,300 |
113,300 |
113,356 |
45 000 |
51,22 |
3 |
PS0422 |
PL0000109492 |
96,55 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,38 |
114,27 |
114,330 |
114,330 |
114,330 |
114,330 |
114,330 |
10 000 |
11,53 |
1 |
DS1023 |
PL0000107264 |
104,83 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,63 |
98,63 |
98,510 |
98,510 |
98,500 |
98,500 |
98,502 |
45 000 |
44,81 |
3 |
DS0726 |
PL0000108866 |
92,08 |
91,80 |
91,860 |
92,180 |
91,800 |
91,900 |
91,942 |
130 000 |
120,61 |
13 |
DS0727 |
PL0000109427 |
90,36 |
90,10 |
90,010 |
90,450 |
90,010 |
90,100 |
90,239 |
40 000 |
36,43 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,57 |
121,74 |
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 |
109,25 |
111,10 |
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 |
100,13 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,76 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
98,98 |
99,100 |
99,100 |
99,080 |
99,080 |
99,093 |
75 000 |
74,76 |
5 |
WZ0121 |
PL0000106068 |
98,05 |
98,17 |
98,050 |
98,050 |
98,030 |
98,030 |
98,037 |
85 000 |
83,84 |
3 |
WZ1122 |
PL0000109377 |
96,23 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,26 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,20 |
92,95 |
93,200 |
93,200 |
93,170 |
93,170 |
93,183 |
45 000 |
42,20 |
4 |
TOTAL |
1 262 500 |
1 251,50 |
72 |
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 |
6 |
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 |
101,27 |
101,42 |
1,63 |
1,29 |
101,35 |
1,45 |
OK0717 |
PL0000108502 |
98,96 |
99,07 |
1,58 |
1,41 |
99,02 |
1,49 |
DS1017 |
PL0000104543 |
103,31 |
103,43 |
1,58 |
1,46 |
103,37 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
102,74 |
102,89 |
1,77 |
1,66 |
102,82 |
1,71 |
PS0718 |
PL0000107595 |
101,06 |
101,22 |
1,84 |
1,75 |
101,14 |
1,80 |
OK1018 |
PL0000109062 |
96,53 |
96,67 |
1,86 |
1,78 |
96,60 |
1,82 |
WZ0119 |
PL0000107603 |
99,65 |
99,85 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
103,06 |
103,28 |
2,06 |
1,97 |
103,17 |
2,01 |
DS1019 |
PL0000105441 |
109,41 |
109,65 |
2,14 |
2,06 |
109,53 |
2,10 |
WZ0120 |
PL0000108601 |
99,00 |
99,22 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
98,01 |
98,23 |
--- |
--- |
98,12 |
--- |
PS0421 |
PL0000108916 |
97,30 |
97,59 |
2,65 |
2,58 |
97,45 |
2,62 |
PS0721 |
PL0000109153 |
95,59 |
95,86 |
2,77 |
2,70 |
95,73 |
2,73 |
DS1021 |
PL0000106670 |
113,35 |
113,65 |
2,80 |
2,74 |
113,50 |
2,77 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1122 |
PL0000109377 |
96,15 |
96,53 |
--- |
--- |
96,34 |
--- |
IZ0823 |
PL0000105359 |
108,77 |
111,71 |
--- |
--- |
110,24 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
95,20 |
95,65 |
--- |
--- |
95,43 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
93,07 |
93,45 |
--- |
--- |
93,26 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
117,10 |
123,42 |
3,97 |
3,40 |
120,26 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,28 |
101,41 |
1,61 |
1,31 |
101,35 |
1,45 |
OK0717 |
PL0000108502 |
98,96 |
99,06 |
1,58 |
1,43 |
99,01 |
1,50 |
DS1017 |
PL0000104543 |
103,30 |
103,40 |
1,59 |
1,49 |
103,35 |
1,54 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,74 |
102,84 |
1,77 |
1,70 |
102,79 |
1,73 |
PS0718 |
PL0000107595 |
101,06 |
101,21 |
1,84 |
1,75 |
101,14 |
1,80 |
OK1018 |
PL0000109062 |
96,48 |
96,62 |
1,89 |
1,81 |
96,55 |
1,85 |
WZ0119 |
PL0000107603 |
99,69 |
99,84 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
103,04 |
103,21 |
2,06 |
2,00 |
103,13 |
2,03 |
DS1019 |
PL0000105441 |
109,32 |
109,45 |
2,17 |
2,12 |
109,39 |
2,14 |
WZ0120 |
PL0000108601 |
98,89 |
99,13 |
--- |
--- |
99,01 |
--- |
PS0420 |
PL0000108510 |
97,19 |
97,42 |
2,36 |
2,29 |
97,31 |
2,33 |
DS1020 |
PL0000106126 |
110,04 |
110,25 |
2,52 |
2,47 |
110,15 |
2,50 |
WZ0121 |
PL0000106068 |
97,95 |
98,21 |
--- |
--- |
98,08 |
--- |
PS0421 |
PL0000108916 |
97,10 |
97,27 |
2,70 |
2,66 |
97,19 |
2,68 |
PS0721 |
PL0000109153 |
95,46 |
95,64 |
2,80 |
2,76 |
95,55 |
2,78 |
DS1021 |
PL0000106670 |
113,14 |
113,34 |
2,85 |
2,81 |
113,24 |
2,83 |
WS0922 |
PL0000102646 |
114,09 |
114,30 |
3,07 |
3,03 |
114,20 |
3,05 |
WZ1122 |
PL0000109377 |
96,03 |
96,52 |
--- |
--- |
96,28 |
--- |
IZ0823 |
PL0000105359 |
108,85 |
111,53 |
--- |
--- |
110,19 |
--- |
DS1023 |
PL0000107264 |
104,41 |
104,71 |
3,28 |
3,23 |
104,56 |
3,25 |
WZ0124 |
PL0000107454 |
95,06 |
95,55 |
--- |
--- |
95,31 |
--- |
DS0725 |
PL0000108197 |
98,21 |
98,65 |
3,49 |
3,43 |
98,43 |
3,46 |
WZ0126 |
PL0000108817 |
92,96 |
93,30 |
--- |
--- |
93,13 |
--- |
DS0726 |
PL0000108866 |
91,59 |
91,88 |
3,54 |
3,50 |
91,74 |
3,52 |
WS0429 |
PL0000105391 |
118,41 |
122,10 |
3,85 |
3,52 |
120,26 |
3,68 |
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 |
1/2 |
1 |
1,420 |
1,430 |
1,427 |
100 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
45 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
25 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.