2016-11-23 |
MARKET DATA |
No 225 (3007) |
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 |
2 090,00 |
2 111,05 |
143 |
130,00 |
139,38 |
4 |
2 220,00 |
2 250,44 |
147 |
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 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,98 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,32 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,77 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,09 |
101,11 |
101,080 |
101,080 |
101,070 |
101,070 |
101,072 |
250 000 |
254,79 |
5 |
OK1018 |
PL0000109062 |
96,48 |
96,52 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
10 000 |
9,65 |
1 |
PS0719 |
PL0000108148 |
103,04 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,32 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,25 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,26 |
109,90 |
110,250 |
110,290 |
110,250 |
110,260 |
110,270 |
90 000 |
99,64 |
7 |
PS0421 |
PL0000108916 |
97,25 |
96,76 |
96,950 |
96,950 |
96,850 |
96,850 |
96,900 |
20 000 |
19,61 |
2 |
PS0721 |
PL0000109153 |
95,77 |
95,00 |
95,750 |
95,770 |
95,000 |
95,000 |
95,609 |
240 000 |
230,88 |
22 |
DS1021 |
PL0000106670 |
113,43 |
112,73 |
113,190 |
113,200 |
112,700 |
112,700 |
112,838 |
105 000 |
118,99 |
5 |
PS0422 |
PL0000109492 |
96,51 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,38 |
113,50 |
114,160 |
114,160 |
113,710 |
113,710 |
113,905 |
62 500 |
71,81 |
4 |
DS1023 |
PL0000107264 |
104,81 |
103,96 |
104,710 |
104,710 |
104,700 |
104,700 |
104,705 |
20 000 |
21,01 |
2 |
DS0725 |
PL0000108197 |
98,68 |
97,50 |
97,790 |
97,790 |
97,790 |
97,790 |
97,790 |
15 000 |
14,83 |
2 |
DS0726 |
PL0000108866 |
92,15 |
90,00 |
92,150 |
92,160 |
90,750 |
90,750 |
91,396 |
200 000 |
184,48 |
21 |
DS0727 |
PL0000109427 |
90,39 |
88,95 |
90,070 |
90,070 |
89,910 |
89,910 |
90,019 |
110 000 |
99,95 |
10 |
WS0428 |
PL0000107611 |
89,88 |
90,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,43 |
121,03 |
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 |
109,10 |
108,49 |
109,000 |
109,000 |
107,750 |
108,500 |
108,550 |
100 000 |
124,39 |
11 |
WZ0117 |
PL0000106936 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,11 |
100,130 |
100,130 |
100,090 |
100,090 |
100,110 |
250 000 |
251,77 |
12 |
WZ0119 |
PL0000107603 |
99,75 |
99,77 |
99,750 |
99,750 |
99,700 |
99,700 |
99,738 |
55 000 |
55,18 |
4 |
WZ0120 |
PL0000108601 |
99,05 |
99,09 |
99,050 |
99,050 |
99,030 |
99,050 |
99,044 |
80 000 |
79,71 |
6 |
WZ0121 |
PL0000106068 |
98,05 |
98,02 |
98,050 |
98,050 |
98,000 |
98,000 |
98,046 |
447 500 |
441,43 |
25 |
WZ1122 |
PL0000109377 |
96,25 |
96,07 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
5 000 |
4,81 |
1 |
WZ0124 |
PL0000107454 |
95,01 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,16 |
93,29 |
93,160 |
93,160 |
93,150 |
93,150 |
93,157 |
30 000 |
28,13 |
3 |
TOTAL |
2 090 000 |
2 111,05 |
143 |
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 |
5 |
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 |
101,41 |
1,61 |
1,29 |
101,34 |
1,45 |
OK0717 |
PL0000108502 |
98,96 |
99,07 |
1,59 |
1,42 |
99,02 |
1,49 |
DS1017 |
PL0000104543 |
103,29 |
103,39 |
1,59 |
1,49 |
103,34 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,75 |
102,88 |
1,76 |
1,67 |
102,82 |
1,71 |
PS0718 |
PL0000107595 |
101,06 |
101,20 |
1,84 |
1,76 |
101,13 |
1,80 |
OK1018 |
PL0000109062 |
96,46 |
96,63 |
1,90 |
1,81 |
96,55 |
1,85 |
WZ0119 |
PL0000107603 |
99,64 |
99,85 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,98 |
103,17 |
2,09 |
2,01 |
103,08 |
2,05 |
DS1019 |
PL0000105441 |
109,28 |
109,47 |
2,18 |
2,11 |
109,38 |
2,14 |
WZ0120 |
PL0000108601 |
98,96 |
99,20 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,19 |
97,48 |
2,36 |
2,27 |
97,34 |
2,32 |
DS1020 |
PL0000106126 |
110,08 |
110,29 |
2,51 |
2,46 |
110,19 |
2,48 |
WZ0121 |
PL0000106068 |
97,97 |
98,21 |
--- |
--- |
98,09 |
--- |
PS0421 |
PL0000108916 |
97,14 |
97,40 |
2,69 |
2,63 |
97,27 |
2,66 |
PS0721 |
PL0000109153 |
95,60 |
95,80 |
2,77 |
2,72 |
95,70 |
2,74 |
DS1021 |
PL0000106670 |
113,29 |
113,59 |
2,81 |
2,75 |
113,44 |
2,78 |
WS0922 |
PL0000102646 |
114,17 |
114,46 |
3,05 |
3,00 |
114,32 |
3,03 |
WZ1122 |
PL0000109377 |
96,09 |
96,53 |
--- |
--- |
96,31 |
--- |
IZ0823 |
PL0000105359 |
108,55 |
111,38 |
--- |
--- |
109,97 |
--- |
DS1023 |
PL0000107264 |
104,58 |
104,91 |
3,25 |
3,20 |
104,75 |
3,22 |
WZ0124 |
PL0000107454 |
94,89 |
95,49 |
--- |
--- |
95,19 |
--- |
DS0725 |
PL0000108197 |
98,40 |
98,82 |
3,46 |
3,41 |
98,61 |
3,43 |
WZ0126 |
PL0000108817 |
92,87 |
93,38 |
--- |
--- |
93,13 |
--- |
DS0726 |
PL0000108866 |
91,72 |
92,17 |
3,52 |
3,46 |
91,95 |
3,49 |
WS0429 |
PL0000105391 |
117,82 |
123,09 |
3,91 |
3,43 |
120,46 |
3,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,26 |
101,39 |
1,64 |
1,33 |
101,33 |
1,47 |
OK0717 |
PL0000108502 |
98,95 |
99,06 |
1,60 |
1,43 |
99,01 |
1,51 |
DS1017 |
PL0000104543 |
103,29 |
103,38 |
1,59 |
1,50 |
103,34 |
1,54 |
WZ0118 |
PL0000104717 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,71 |
102,85 |
1,79 |
1,69 |
102,78 |
1,74 |
PS0718 |
PL0000107595 |
101,01 |
101,14 |
1,87 |
1,80 |
101,08 |
1,83 |
OK1018 |
PL0000109062 |
96,40 |
96,56 |
1,93 |
1,84 |
96,48 |
1,89 |
WZ0119 |
PL0000107603 |
99,67 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,91 |
103,05 |
2,11 |
2,06 |
102,98 |
2,09 |
DS1019 |
PL0000105441 |
109,11 |
109,28 |
2,24 |
2,18 |
109,20 |
2,21 |
WZ0120 |
PL0000108601 |
98,89 |
99,15 |
--- |
--- |
99,02 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,10 |
2,45 |
2,39 |
97,01 |
2,42 |
DS1020 |
PL0000106126 |
109,75 |
110,05 |
2,60 |
2,52 |
109,90 |
2,56 |
WZ0121 |
PL0000106068 |
97,94 |
98,14 |
--- |
--- |
98,04 |
--- |
PS0421 |
PL0000108916 |
96,79 |
96,98 |
2,78 |
2,73 |
96,89 |
2,75 |
PS0721 |
PL0000109153 |
95,05 |
95,24 |
2,90 |
2,85 |
95,15 |
2,87 |
DS1021 |
PL0000106670 |
112,70 |
113,00 |
2,93 |
2,87 |
112,85 |
2,90 |
WS0922 |
PL0000102646 |
113,52 |
113,74 |
3,17 |
3,13 |
113,63 |
3,15 |
WZ1122 |
PL0000109377 |
95,87 |
96,27 |
--- |
--- |
96,07 |
--- |
IZ0823 |
PL0000105359 |
106,44 |
109,40 |
--- |
--- |
107,92 |
--- |
DS1023 |
PL0000107264 |
103,92 |
104,20 |
3,35 |
3,31 |
104,06 |
3,33 |
WZ0124 |
PL0000107454 |
94,84 |
95,42 |
--- |
--- |
95,13 |
--- |
DS0725 |
PL0000108197 |
97,47 |
97,82 |
3,59 |
3,54 |
97,65 |
3,57 |
WZ0126 |
PL0000108817 |
92,87 |
93,37 |
--- |
--- |
93,12 |
--- |
DS0726 |
PL0000108866 |
90,75 |
91,15 |
3,65 |
3,60 |
90,95 |
3,62 |
WS0429 |
PL0000105391 |
115,19 |
122,81 |
4,15 |
3,45 |
119,00 |
3,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
70 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
TOTAL |
130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.