2016-11-30 |
MARKET DATA |
No 230 (3012) |
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 |
1 070,00 |
1 086,40 |
83 |
225,00 |
224,28 |
1 |
1 295,00 |
1 310,68 |
84 |
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 |
99,08 |
99,09 |
99,060 |
99,060 |
99,060 |
99,060 |
99,060 |
30 000 |
29,72 |
1 |
DS1017 |
PL0000104543 |
103,29 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,71 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,05 |
101,05 |
101,050 |
101,050 |
101,050 |
101,050 |
101,050 |
40 000 |
40,78 |
2 |
OK1018 |
PL0000109062 |
96,46 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,90 |
102,78 |
102,900 |
102,900 |
102,790 |
102,800 |
102,858 |
75 000 |
78,01 |
6 |
DS1019 |
PL0000105441 |
109,16 |
109,07 |
109,150 |
109,160 |
109,100 |
109,100 |
109,141 |
50 000 |
54,86 |
3 |
PS0420 |
PL0000108510 |
97,05 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,87 |
109,94 |
110,020 |
110,020 |
110,000 |
110,000 |
110,003 |
100 000 |
110,55 |
6 |
PS0421 |
PL0000108916 |
96,98 |
96,82 |
96,850 |
96,900 |
96,800 |
96,850 |
96,851 |
110 000 |
107,87 |
7 |
PS0721 |
PL0000109153 |
95,55 |
95,20 |
95,550 |
95,550 |
95,200 |
95,300 |
95,350 |
100 000 |
95,97 |
10 |
DS1021 |
PL0000106670 |
113,21 |
112,91 |
113,200 |
113,210 |
113,200 |
113,210 |
113,203 |
30 000 |
34,14 |
3 |
PS0422 |
PL0000109492 |
96,25 |
95,88 |
96,150 |
96,250 |
95,880 |
96,010 |
96,025 |
295 000 |
287,29 |
22 |
WS0922 |
PL0000102646 |
113,97 |
113,62 |
113,950 |
113,950 |
113,630 |
113,630 |
113,817 |
65 000 |
74,70 |
5 |
DS1023 |
PL0000107264 |
104,30 |
103,90 |
104,300 |
104,310 |
104,300 |
104,310 |
104,305 |
40 000 |
41,89 |
3 |
DS0725 |
PL0000108197 |
98,15 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,45 |
90,75 |
91,250 |
91,250 |
90,750 |
90,800 |
90,900 |
70 000 |
64,25 |
7 |
DS0727 |
PL0000109427 |
90,00 |
89,35 |
90,000 |
90,000 |
90,000 |
90,000 |
90,000 |
17 500 |
15,91 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,73 |
119,62 |
119,200 |
119,200 |
119,200 |
119,200 |
119,200 |
20 000 |
24,54 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,40 |
108,70 |
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 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,07 |
98,10 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
2 500 |
2,47 |
1 |
WZ1122 |
PL0000109377 |
96,12 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,05 |
95,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,20 |
93,20 |
93,200 |
93,200 |
93,200 |
93,200 |
93,200 |
25 000 |
23,46 |
3 |
TOTAL |
1 070 000 |
1 086,40 |
83 |
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 |
101,20 |
101,34 |
1,64 |
1,30 |
101,27 |
1,47 |
OK0717 |
PL0000108502 |
98,97 |
99,10 |
1,62 |
1,41 |
99,04 |
1,51 |
DS1017 |
PL0000104543 |
103,24 |
103,36 |
1,57 |
1,44 |
103,30 |
1,51 |
WZ0118 |
PL0000104717 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,69 |
102,82 |
1,77 |
1,68 |
102,76 |
1,72 |
PS0718 |
PL0000107595 |
101,01 |
101,14 |
1,87 |
1,79 |
101,08 |
1,82 |
OK1018 |
PL0000109062 |
96,43 |
96,57 |
1,94 |
1,86 |
96,50 |
1,90 |
WZ0119 |
PL0000107603 |
99,63 |
99,87 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,77 |
102,93 |
2,16 |
2,10 |
102,85 |
2,13 |
DS1019 |
PL0000105441 |
109,05 |
109,22 |
2,24 |
2,18 |
109,14 |
2,21 |
WZ0120 |
PL0000108601 |
98,99 |
99,19 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,00 |
97,29 |
2,43 |
2,34 |
97,15 |
2,38 |
DS1020 |
PL0000106126 |
109,91 |
110,21 |
2,54 |
2,47 |
110,06 |
2,50 |
WZ0121 |
PL0000106068 |
97,99 |
98,19 |
--- |
--- |
98,09 |
--- |
PS0421 |
PL0000108916 |
96,93 |
97,20 |
2,75 |
2,68 |
97,07 |
2,71 |
PS0721 |
PL0000109153 |
95,45 |
95,72 |
2,81 |
2,74 |
95,59 |
2,77 |
DS1021 |
PL0000106670 |
113,15 |
113,43 |
2,83 |
2,78 |
113,29 |
2,80 |
WS0922 |
PL0000102646 |
113,88 |
114,16 |
3,10 |
3,05 |
114,02 |
3,07 |
WZ1122 |
PL0000109377 |
95,94 |
96,26 |
--- |
--- |
96,10 |
--- |
IZ0823 |
PL0000105359 |
107,51 |
109,66 |
--- |
--- |
108,59 |
--- |
DS1023 |
PL0000107264 |
104,15 |
104,44 |
3,31 |
3,27 |
104,30 |
3,29 |
WZ0124 |
PL0000107454 |
94,84 |
95,29 |
--- |
--- |
95,07 |
--- |
DS0725 |
PL0000108197 |
98,09 |
98,47 |
3,51 |
3,45 |
98,28 |
3,48 |
WZ0126 |
PL0000108817 |
92,90 |
93,35 |
--- |
--- |
93,13 |
--- |
DS0726 |
PL0000108866 |
91,35 |
91,71 |
3,57 |
3,53 |
91,53 |
3,55 |
WS0429 |
PL0000105391 |
117,93 |
121,34 |
3,89 |
3,58 |
119,64 |
3,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,20 |
101,35 |
1,64 |
1,27 |
101,28 |
1,45 |
OK0717 |
PL0000108502 |
99,02 |
99,11 |
1,54 |
1,39 |
99,07 |
1,46 |
DS1017 |
PL0000104543 |
103,26 |
103,36 |
1,55 |
1,44 |
103,31 |
1,50 |
WZ0118 |
PL0000104717 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
102,68 |
102,81 |
1,78 |
1,69 |
102,75 |
1,73 |
PS0718 |
PL0000107595 |
101,01 |
101,11 |
1,87 |
1,81 |
101,06 |
1,84 |
OK1018 |
PL0000109062 |
96,41 |
96,54 |
1,95 |
1,87 |
96,48 |
1,91 |
WZ0119 |
PL0000107603 |
99,66 |
99,87 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,67 |
102,83 |
2,20 |
2,13 |
102,75 |
2,17 |
DS1019 |
PL0000105441 |
108,98 |
109,15 |
2,26 |
2,20 |
109,07 |
2,23 |
WZ0120 |
PL0000108601 |
99,01 |
99,15 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,17 |
2,45 |
2,37 |
97,05 |
2,41 |
DS1020 |
PL0000106126 |
109,78 |
110,03 |
2,58 |
2,51 |
109,91 |
2,54 |
WZ0121 |
PL0000106068 |
98,02 |
98,17 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
96,77 |
96,90 |
2,79 |
2,76 |
96,84 |
2,77 |
PS0721 |
PL0000109153 |
95,23 |
95,38 |
2,86 |
2,82 |
95,31 |
2,84 |
DS1021 |
PL0000106670 |
112,79 |
113,02 |
2,91 |
2,86 |
112,91 |
2,88 |
WS0922 |
PL0000102646 |
113,56 |
113,76 |
3,15 |
3,12 |
113,66 |
3,14 |
WZ1122 |
PL0000109377 |
96,03 |
96,24 |
--- |
--- |
96,14 |
--- |
IZ0823 |
PL0000105359 |
107,28 |
109,67 |
--- |
--- |
108,48 |
--- |
DS1023 |
PL0000107264 |
103,72 |
103,96 |
3,38 |
3,35 |
103,84 |
3,36 |
WZ0124 |
PL0000107454 |
94,88 |
95,23 |
--- |
--- |
95,06 |
--- |
DS0725 |
PL0000108197 |
97,46 |
97,87 |
3,59 |
3,54 |
97,67 |
3,56 |
WZ0126 |
PL0000108817 |
92,96 |
93,30 |
--- |
--- |
93,13 |
--- |
DS0726 |
PL0000108866 |
90,76 |
91,03 |
3,65 |
3,62 |
90,90 |
3,63 |
WS0429 |
PL0000105391 |
118,56 |
120,19 |
3,84 |
3,69 |
119,38 |
3,76 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0120 |
PL0000108601 |
0/5 |
5 |
1,000 |
1,000 |
1,000 |
225 |
TOTAL |
225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.