2016-11-25 |
MARKET DATA |
No 227 (3009) |
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 |
517,50 |
515,61 |
45 |
0,00 |
0,00 |
0 |
517,50 |
515,61 |
45 |
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 |
101,26 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,02 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,32 |
103,32 |
103,310 |
103,320 |
103,310 |
103,320 |
103,311 |
47 500 |
49,31 |
2 |
PS0418 |
PL0000107314 |
102,69 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,03 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,47 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,90 |
102,90 |
102,910 |
102,910 |
102,910 |
102,910 |
102,910 |
5 000 |
5,20 |
1 |
DS1019 |
PL0000105441 |
109,20 |
109,25 |
109,170 |
109,170 |
109,170 |
109,170 |
109,170 |
22 500 |
24,68 |
2 |
PS0420 |
PL0000108510 |
97,05 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,96 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,95 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,40 |
95,29 |
95,390 |
95,430 |
95,390 |
95,410 |
95,406 |
80 000 |
76,81 |
7 |
DS1021 |
PL0000106670 |
113,02 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,15 |
96,03 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
10 000 |
9,75 |
1 |
WS0922 |
PL0000102646 |
113,85 |
113,77 |
113,920 |
113,930 |
113,920 |
113,920 |
113,922 |
95 000 |
109,23 |
7 |
DS1023 |
PL0000107264 |
104,25 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,05 |
97,96 |
97,860 |
97,880 |
97,830 |
97,880 |
97,860 |
50 000 |
49,50 |
5 |
DS0726 |
PL0000108866 |
91,62 |
90,83 |
91,470 |
91,620 |
91,150 |
91,550 |
91,285 |
202 500 |
186,61 |
19 |
DS0727 |
PL0000109427 |
89,73 |
89,55 |
89,450 |
89,450 |
89,450 |
89,450 |
89,450 |
5 000 |
4,52 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,48 |
119,70 |
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 |
107,30 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,05 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,10 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,00 |
94,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,00 |
93,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
517 500 |
515,61 |
45 |
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 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,22 |
101,35 |
1,65 |
1,34 |
101,29 |
1,49 |
OK0717 |
PL0000108502 |
98,99 |
99,08 |
1,56 |
1,42 |
99,04 |
1,49 |
DS1017 |
PL0000104543 |
103,26 |
103,35 |
1,59 |
1,49 |
103,31 |
1,53 |
WZ0118 |
PL0000104717 |
100,04 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,67 |
102,80 |
1,80 |
1,71 |
102,74 |
1,75 |
PS0718 |
PL0000107595 |
100,96 |
101,10 |
1,90 |
1,81 |
101,03 |
1,86 |
OK1018 |
PL0000109062 |
96,42 |
96,57 |
1,93 |
1,85 |
96,50 |
1,89 |
WZ0119 |
PL0000107603 |
99,62 |
99,86 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,81 |
103,00 |
2,15 |
2,07 |
102,91 |
2,11 |
DS1019 |
PL0000105441 |
109,09 |
109,29 |
2,23 |
2,16 |
109,19 |
2,20 |
WZ0120 |
PL0000108601 |
98,85 |
99,21 |
--- |
--- |
99,03 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,23 |
2,44 |
2,35 |
97,09 |
2,40 |
DS1020 |
PL0000106126 |
109,80 |
110,08 |
2,58 |
2,50 |
109,94 |
2,54 |
WZ0121 |
PL0000106068 |
97,82 |
98,19 |
--- |
--- |
98,01 |
--- |
PS0421 |
PL0000108916 |
96,76 |
97,02 |
2,79 |
2,72 |
96,89 |
2,76 |
PS0721 |
PL0000109153 |
95,13 |
95,39 |
2,88 |
2,82 |
95,26 |
2,85 |
DS1021 |
PL0000106670 |
112,83 |
113,10 |
2,90 |
2,85 |
112,97 |
2,87 |
WS0922 |
PL0000102646 |
113,55 |
113,83 |
3,16 |
3,11 |
113,69 |
3,13 |
WZ1122 |
PL0000109377 |
95,77 |
96,35 |
--- |
--- |
96,06 |
--- |
IZ0823 |
PL0000105359 |
104,61 |
113,51 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
103,87 |
104,28 |
3,36 |
3,29 |
104,08 |
3,33 |
WZ0124 |
PL0000107454 |
94,75 |
95,31 |
--- |
--- |
95,03 |
--- |
DS0725 |
PL0000108197 |
97,58 |
98,03 |
3,58 |
3,51 |
97,81 |
3,54 |
WZ0126 |
PL0000108817 |
92,80 |
93,37 |
--- |
--- |
93,09 |
--- |
DS0726 |
PL0000108866 |
91,01 |
91,43 |
3,62 |
3,56 |
91,22 |
3,59 |
WS0429 |
PL0000105391 |
117,18 |
120,59 |
3,96 |
3,65 |
118,89 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,24 |
101,36 |
1,61 |
1,32 |
101,30 |
1,46 |
OK0717 |
PL0000108502 |
98,97 |
99,08 |
1,60 |
1,42 |
99,03 |
1,50 |
DS1017 |
PL0000104543 |
103,28 |
103,35 |
1,56 |
1,49 |
103,32 |
1,52 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,67 |
102,80 |
1,80 |
1,71 |
102,74 |
1,75 |
PS0718 |
PL0000107595 |
100,99 |
101,09 |
1,88 |
1,82 |
101,04 |
1,85 |
OK1018 |
PL0000109062 |
96,42 |
96,57 |
1,93 |
1,85 |
96,50 |
1,89 |
WZ0119 |
PL0000107603 |
99,68 |
99,86 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,85 |
102,97 |
2,13 |
2,08 |
102,91 |
2,11 |
DS1019 |
PL0000105441 |
109,15 |
109,28 |
2,21 |
2,17 |
109,22 |
2,19 |
WZ0120 |
PL0000108601 |
98,98 |
99,22 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
97,00 |
97,17 |
2,43 |
2,37 |
97,09 |
2,40 |
DS1020 |
PL0000106126 |
109,93 |
110,17 |
2,54 |
2,48 |
110,05 |
2,51 |
WZ0121 |
PL0000106068 |
97,97 |
98,19 |
--- |
--- |
98,08 |
--- |
PS0421 |
PL0000108916 |
96,90 |
97,08 |
2,75 |
2,71 |
96,99 |
2,73 |
PS0721 |
PL0000109153 |
95,27 |
95,44 |
2,85 |
2,81 |
95,36 |
2,83 |
DS1021 |
PL0000106670 |
112,98 |
113,24 |
2,87 |
2,82 |
113,11 |
2,85 |
WS0922 |
PL0000102646 |
113,71 |
113,97 |
3,13 |
3,09 |
113,84 |
3,11 |
WZ1122 |
PL0000109377 |
95,97 |
96,37 |
--- |
--- |
96,17 |
--- |
IZ0823 |
PL0000105359 |
106,46 |
109,53 |
--- |
--- |
108,00 |
--- |
DS1023 |
PL0000107264 |
104,04 |
104,47 |
3,33 |
3,26 |
104,26 |
3,30 |
WZ0124 |
PL0000107454 |
94,87 |
95,33 |
--- |
--- |
95,10 |
--- |
DS0725 |
PL0000108197 |
97,93 |
98,22 |
3,53 |
3,49 |
98,08 |
3,51 |
WZ0126 |
PL0000108817 |
92,88 |
93,40 |
--- |
--- |
93,14 |
--- |
DS0726 |
PL0000108866 |
91,33 |
91,57 |
3,57 |
3,54 |
91,45 |
3,56 |
WS0429 |
PL0000105391 |
117,71 |
121,45 |
3,91 |
3,57 |
119,58 |
3,74 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.