2016-11-28 |
MARKET DATA |
No 228 (3010) |
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 |
1 127,50 |
1 091,27 |
89 |
860,00 |
868,77 |
3 |
1 987,50 |
1 960,05 |
92 |
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 |
101,24 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,03 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,30 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,72 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,04 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,49 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,92 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,20 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,17 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,14 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,17 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,66 |
95,44 |
95,600 |
95,660 |
95,440 |
95,550 |
95,599 |
235 000 |
226,10 |
17 |
DS1021 |
PL0000106670 |
113,35 |
113,35 |
113,330 |
113,330 |
113,330 |
113,330 |
113,330 |
20 000 |
22,78 |
2 |
PS0422 |
PL0000109492 |
96,40 |
96,28 |
96,300 |
96,400 |
96,290 |
96,310 |
96,326 |
200 000 |
195,35 |
7 |
WS0922 |
PL0000102646 |
114,17 |
114,09 |
114,110 |
114,110 |
114,100 |
114,100 |
114,105 |
20 000 |
23,04 |
2 |
DS1023 |
PL0000107264 |
104,80 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,75 |
98,38 |
98,600 |
98,850 |
98,380 |
98,750 |
98,655 |
197 500 |
197,09 |
19 |
DS0726 |
PL0000108866 |
92,16 |
91,86 |
92,030 |
92,200 |
91,770 |
91,940 |
92,022 |
415 000 |
385,53 |
38 |
DS0727 |
PL0000109427 |
90,40 |
90,16 |
90,300 |
90,300 |
90,300 |
90,300 |
90,300 |
25 000 |
22,79 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,61 |
121,14 |
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 |
108,35 |
108,75 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
15 000 |
18,59 |
2 |
WZ0117 |
PL0000106936 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,05 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,10 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,00 |
93,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 127 500 |
1 091,27 |
89 |
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 |
101,21 |
101,35 |
1,66 |
1,32 |
101,28 |
1,49 |
OK0717 |
PL0000108502 |
98,95 |
99,07 |
1,63 |
1,45 |
99,01 |
1,54 |
DS1017 |
PL0000104543 |
103,22 |
103,35 |
1,62 |
1,48 |
103,29 |
1,54 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,66 |
102,79 |
1,80 |
1,71 |
102,73 |
1,75 |
PS0718 |
PL0000107595 |
100,98 |
101,11 |
1,89 |
1,81 |
101,05 |
1,84 |
OK1018 |
PL0000109062 |
96,43 |
96,59 |
1,93 |
1,84 |
96,51 |
1,89 |
WZ0119 |
PL0000107603 |
99,64 |
99,86 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,80 |
102,99 |
2,15 |
2,08 |
102,90 |
2,11 |
DS1019 |
PL0000105441 |
109,11 |
109,30 |
2,22 |
2,16 |
109,21 |
2,19 |
WZ0120 |
PL0000108601 |
98,89 |
99,18 |
--- |
--- |
99,04 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,29 |
2,42 |
2,34 |
97,15 |
2,38 |
DS1020 |
PL0000106126 |
109,94 |
110,22 |
2,54 |
2,47 |
110,08 |
2,50 |
WZ0121 |
PL0000106068 |
97,91 |
98,17 |
--- |
--- |
98,04 |
--- |
PS0421 |
PL0000108916 |
96,98 |
97,21 |
2,73 |
2,68 |
97,10 |
2,70 |
PS0721 |
PL0000109153 |
95,34 |
95,61 |
2,83 |
2,77 |
95,48 |
2,80 |
DS1021 |
PL0000106670 |
113,10 |
113,39 |
2,85 |
2,79 |
113,25 |
2,81 |
WS0922 |
PL0000102646 |
113,95 |
114,14 |
3,09 |
3,05 |
114,05 |
3,07 |
WZ1122 |
PL0000109377 |
95,92 |
96,28 |
--- |
--- |
96,10 |
--- |
IZ0823 |
PL0000105359 |
106,25 |
111,20 |
--- |
--- |
108,73 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,68 |
3,30 |
3,23 |
104,47 |
3,26 |
WZ0124 |
PL0000107454 |
94,86 |
95,36 |
--- |
--- |
95,11 |
--- |
DS0725 |
PL0000108197 |
98,24 |
98,67 |
3,49 |
3,43 |
98,46 |
3,46 |
WZ0126 |
PL0000108817 |
92,88 |
93,35 |
--- |
--- |
93,12 |
--- |
DS0726 |
PL0000108866 |
91,69 |
92,01 |
3,53 |
3,49 |
91,85 |
3,51 |
WS0429 |
PL0000105391 |
118,19 |
122,15 |
3,87 |
3,51 |
120,17 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,22 |
101,35 |
1,63 |
1,32 |
101,29 |
1,46 |
OK0717 |
PL0000108502 |
98,99 |
99,09 |
1,57 |
1,41 |
99,04 |
1,49 |
DS1017 |
PL0000104543 |
103,27 |
103,36 |
1,56 |
1,47 |
103,32 |
1,51 |
WZ0118 |
PL0000104717 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,69 |
102,81 |
1,78 |
1,70 |
102,75 |
1,74 |
PS0718 |
PL0000107595 |
101,01 |
101,14 |
1,87 |
1,79 |
101,08 |
1,83 |
OK1018 |
PL0000109062 |
96,45 |
96,60 |
1,92 |
1,84 |
96,53 |
1,87 |
WZ0119 |
PL0000107603 |
99,69 |
99,88 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
102,86 |
103,00 |
2,13 |
2,07 |
102,93 |
2,10 |
DS1019 |
PL0000105441 |
109,13 |
109,28 |
2,21 |
2,16 |
109,21 |
2,19 |
WZ0120 |
PL0000108601 |
99,00 |
99,18 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,11 |
97,34 |
2,39 |
2,32 |
97,23 |
2,35 |
DS1020 |
PL0000106126 |
110,05 |
110,29 |
2,51 |
2,45 |
110,17 |
2,48 |
WZ0121 |
PL0000106068 |
98,00 |
98,19 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
97,04 |
97,21 |
2,72 |
2,68 |
97,13 |
2,70 |
PS0721 |
PL0000109153 |
95,46 |
95,65 |
2,80 |
2,76 |
95,56 |
2,78 |
DS1021 |
PL0000106670 |
113,17 |
113,45 |
2,83 |
2,77 |
113,31 |
2,80 |
WS0922 |
PL0000102646 |
114,03 |
114,26 |
3,07 |
3,03 |
114,15 |
3,05 |
WZ1122 |
PL0000109377 |
95,99 |
96,27 |
--- |
--- |
96,13 |
--- |
IZ0823 |
PL0000105359 |
107,62 |
109,71 |
--- |
--- |
108,67 |
--- |
DS1023 |
PL0000107264 |
104,41 |
104,82 |
3,27 |
3,21 |
104,62 |
3,24 |
WZ0124 |
PL0000107454 |
94,92 |
95,36 |
--- |
--- |
95,14 |
--- |
DS0725 |
PL0000108197 |
98,36 |
98,77 |
3,47 |
3,41 |
98,57 |
3,44 |
WZ0126 |
PL0000108817 |
92,91 |
93,33 |
--- |
--- |
93,12 |
--- |
DS0726 |
PL0000108866 |
91,87 |
92,18 |
3,50 |
3,46 |
92,03 |
3,48 |
WS0429 |
PL0000105391 |
118,46 |
121,98 |
3,84 |
3,53 |
120,22 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
60 |
TOTAL |
60 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.