2016-11-29 |
MARKET DATA |
No 229 (3011) |
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 |
1 332,50 |
1 320,35 |
89 |
0,00 |
0,00 |
0 |
1 332,50 |
1 320,35 |
89 |
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 |
101,22 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,99 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,29 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,70 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,06 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,48 |
96,50 |
96,480 |
96,480 |
96,480 |
96,480 |
96,480 |
200 000 |
192,96 |
5 |
PS0719 |
PL0000108148 |
102,81 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
109,08 |
109,12 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
7 500 |
8,22 |
1 |
PS0420 |
PL0000108510 |
97,11 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,10 |
110,00 |
110,090 |
110,100 |
110,090 |
110,100 |
110,099 |
180 000 |
199,14 |
6 |
PS0421 |
PL0000108916 |
97,04 |
96,84 |
97,000 |
97,000 |
96,950 |
96,950 |
96,978 |
100 000 |
98,18 |
4 |
PS0721 |
PL0000109153 |
95,50 |
95,33 |
95,400 |
95,500 |
95,330 |
95,470 |
95,441 |
465 000 |
446,68 |
35 |
DS1021 |
PL0000106670 |
113,24 |
113,08 |
113,210 |
113,210 |
113,210 |
113,210 |
113,210 |
20 000 |
22,76 |
2 |
PS0422 |
PL0000109492 |
96,20 |
96,02 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
10 000 |
9,75 |
1 |
WS0922 |
PL0000102646 |
114,10 |
113,81 |
114,100 |
114,100 |
114,060 |
114,060 |
114,082 |
45 000 |
51,83 |
5 |
DS1023 |
PL0000107264 |
104,55 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,39 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,83 |
91,28 |
91,550 |
91,650 |
91,200 |
91,350 |
91,439 |
145 000 |
133,87 |
16 |
DS0727 |
PL0000109427 |
90,11 |
89,69 |
89,650 |
89,650 |
89,650 |
89,650 |
89,650 |
15 000 |
13,58 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,34 |
119,65 |
119,650 |
119,650 |
119,650 |
119,650 |
119,650 |
5 000 |
6,16 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,25 |
108,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,84 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
15 000 |
15,05 |
1 |
WZ0120 |
PL0000108601 |
99,07 |
99,07 |
99,050 |
99,070 |
99,050 |
99,070 |
99,059 |
55 000 |
54,83 |
6 |
WZ0121 |
PL0000106068 |
98,08 |
98,14 |
98,050 |
98,080 |
98,050 |
98,080 |
98,059 |
35 000 |
34,54 |
2 |
WZ1122 |
PL0000109377 |
96,10 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,00 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,15 |
93,20 |
93,150 |
93,150 |
93,150 |
93,150 |
93,150 |
35 000 |
32,82 |
3 |
TOTAL |
1 332 500 |
1 320,35 |
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 |
1,64 |
1,30 |
101,28 |
1,47 |
OK0717 |
PL0000108502 |
98,97 |
99,10 |
1,61 |
1,40 |
99,04 |
1,50 |
DS1017 |
PL0000104543 |
103,25 |
103,37 |
1,57 |
1,44 |
103,31 |
1,51 |
WZ0118 |
PL0000104717 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,68 |
102,81 |
1,79 |
1,69 |
102,75 |
1,74 |
PS0718 |
PL0000107595 |
101,01 |
101,14 |
1,87 |
1,79 |
101,08 |
1,82 |
OK1018 |
PL0000109062 |
96,42 |
96,58 |
1,94 |
1,85 |
96,50 |
1,89 |
WZ0119 |
PL0000107603 |
99,66 |
99,88 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,79 |
102,97 |
2,15 |
2,08 |
102,88 |
2,12 |
DS1019 |
PL0000105441 |
109,04 |
109,23 |
2,24 |
2,18 |
109,14 |
2,21 |
WZ0120 |
PL0000108601 |
99,00 |
99,18 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,30 |
2,42 |
2,33 |
97,17 |
2,37 |
DS1020 |
PL0000106126 |
109,90 |
110,17 |
2,55 |
2,48 |
110,04 |
2,51 |
WZ0121 |
PL0000106068 |
98,01 |
98,17 |
--- |
--- |
98,09 |
--- |
PS0421 |
PL0000108916 |
96,86 |
97,09 |
2,77 |
2,71 |
96,98 |
2,74 |
PS0721 |
PL0000109153 |
95,30 |
95,58 |
2,84 |
2,77 |
95,44 |
2,81 |
DS1021 |
PL0000106670 |
113,12 |
113,38 |
2,84 |
2,79 |
113,25 |
2,81 |
WS0922 |
PL0000102646 |
113,93 |
114,13 |
3,09 |
3,06 |
114,03 |
3,07 |
WZ1122 |
PL0000109377 |
95,99 |
96,28 |
--- |
--- |
96,14 |
--- |
IZ0823 |
PL0000105359 |
106,58 |
109,88 |
--- |
--- |
108,23 |
--- |
DS1023 |
PL0000107264 |
104,38 |
104,61 |
3,28 |
3,24 |
104,50 |
3,26 |
WZ0124 |
PL0000107454 |
94,93 |
95,37 |
--- |
--- |
95,15 |
--- |
DS0725 |
PL0000108197 |
98,25 |
98,49 |
3,48 |
3,45 |
98,37 |
3,47 |
WZ0126 |
PL0000108817 |
93,00 |
93,37 |
--- |
--- |
93,19 |
--- |
DS0726 |
PL0000108866 |
91,65 |
91,90 |
3,53 |
3,50 |
91,78 |
3,52 |
WS0429 |
PL0000105391 |
119,45 |
121,03 |
3,75 |
3,61 |
120,24 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,21 |
101,35 |
1,64 |
1,30 |
101,28 |
1,47 |
OK0717 |
PL0000108502 |
98,97 |
99,10 |
1,61 |
1,40 |
99,04 |
1,50 |
DS1017 |
PL0000104543 |
103,26 |
103,36 |
1,56 |
1,45 |
103,31 |
1,51 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,67 |
102,80 |
1,79 |
1,70 |
102,74 |
1,74 |
PS0718 |
PL0000107595 |
101,02 |
101,13 |
1,86 |
1,79 |
101,08 |
1,82 |
OK1018 |
PL0000109062 |
96,43 |
96,56 |
1,93 |
1,86 |
96,50 |
1,89 |
WZ0119 |
PL0000107603 |
99,65 |
99,86 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
102,72 |
102,91 |
2,18 |
2,10 |
102,82 |
2,14 |
DS1019 |
PL0000105441 |
109,02 |
109,16 |
2,25 |
2,20 |
109,09 |
2,22 |
WZ0120 |
PL0000108601 |
98,99 |
99,14 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,20 |
2,45 |
2,36 |
97,07 |
2,41 |
DS1020 |
PL0000106126 |
109,82 |
110,11 |
2,57 |
2,49 |
109,97 |
2,53 |
WZ0121 |
PL0000106068 |
98,02 |
98,20 |
--- |
--- |
98,11 |
--- |
PS0421 |
PL0000108916 |
96,89 |
97,07 |
2,76 |
2,71 |
96,98 |
2,74 |
PS0721 |
PL0000109153 |
95,33 |
95,49 |
2,83 |
2,80 |
95,41 |
2,81 |
DS1021 |
PL0000106670 |
112,91 |
113,19 |
2,88 |
2,83 |
113,05 |
2,85 |
WS0922 |
PL0000102646 |
113,67 |
113,92 |
3,14 |
3,09 |
113,80 |
3,11 |
WZ1122 |
PL0000109377 |
95,98 |
96,25 |
--- |
--- |
96,12 |
--- |
IZ0823 |
PL0000105359 |
107,54 |
109,61 |
--- |
--- |
108,58 |
--- |
DS1023 |
PL0000107264 |
103,97 |
104,35 |
3,34 |
3,28 |
104,16 |
3,31 |
WZ0124 |
PL0000107454 |
94,86 |
95,32 |
--- |
--- |
95,09 |
--- |
DS0725 |
PL0000108197 |
97,93 |
98,26 |
3,53 |
3,48 |
98,10 |
3,50 |
WZ0126 |
PL0000108817 |
92,97 |
93,28 |
--- |
--- |
93,13 |
--- |
DS0726 |
PL0000108866 |
91,15 |
91,42 |
3,60 |
3,56 |
91,29 |
3,58 |
WS0429 |
PL0000105391 |
118,34 |
121,13 |
3,86 |
3,60 |
119,74 |
3,73 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.