2016-12-01 |
MARKET DATA |
No 231 (3013) |
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 |
1 325,00 |
1 314,84 |
105 |
1 720,00 |
1 713,51 |
10 |
3 045,00 |
3 028,35 |
115 |
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 |
101,21 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,07 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,27 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,70 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,02 |
101,00 |
101,020 |
101,020 |
101,000 |
101,000 |
101,009 |
195 000 |
198,74 |
5 |
OK1018 |
PL0000109062 |
96,42 |
96,45 |
96,420 |
96,420 |
96,410 |
96,410 |
96,413 |
80 000 |
77,13 |
3 |
PS0719 |
PL0000108148 |
102,70 |
102,57 |
102,720 |
102,720 |
102,670 |
102,670 |
102,687 |
15 000 |
15,58 |
2 |
DS1019 |
PL0000105441 |
108,95 |
108,96 |
108,940 |
108,940 |
108,940 |
108,940 |
108,940 |
17 500 |
19,17 |
2 |
PS0420 |
PL0000108510 |
96,92 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,75 |
109,64 |
109,680 |
109,680 |
109,680 |
109,680 |
109,680 |
100 000 |
110,27 |
1 |
PS0421 |
PL0000108916 |
96,72 |
96,53 |
96,700 |
96,700 |
96,700 |
96,700 |
96,700 |
35 000 |
34,27 |
4 |
PS0721 |
PL0000109153 |
95,30 |
94,95 |
95,200 |
95,250 |
94,950 |
95,090 |
95,101 |
277 500 |
265,68 |
25 |
DS1021 |
PL0000106670 |
112,81 |
112,51 |
112,730 |
112,760 |
112,650 |
112,650 |
112,743 |
70 000 |
79,37 |
7 |
PS0422 |
PL0000109492 |
95,92 |
95,56 |
95,760 |
95,820 |
95,650 |
95,660 |
95,740 |
105 000 |
101,98 |
13 |
WS0922 |
PL0000102646 |
113,47 |
113,02 |
113,410 |
113,500 |
113,020 |
113,020 |
113,374 |
75 000 |
85,89 |
7 |
DS1023 |
PL0000107264 |
103,71 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,55 |
96,87 |
97,550 |
97,550 |
97,400 |
97,400 |
97,438 |
40 000 |
39,45 |
4 |
DS0726 |
PL0000108866 |
90,80 |
89,80 |
90,800 |
90,800 |
89,800 |
89,900 |
90,347 |
285 000 |
260,09 |
29 |
DS0727 |
PL0000109427 |
89,26 |
88,47 |
89,000 |
89,000 |
88,350 |
88,350 |
88,740 |
25 000 |
22,41 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,96 |
118,42 |
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 |
107,50 |
109,50 |
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 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,05 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,03 |
96,20 |
96,030 |
96,030 |
96,030 |
96,030 |
96,030 |
5 000 |
4,80 |
1 |
WZ0124 |
PL0000107454 |
94,89 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
92,99 |
93,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 325 000 |
1 314,84 |
105 |
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 |
1,58 |
1,23 |
101,27 |
1,40 |
OK0717 |
PL0000108502 |
99,01 |
99,13 |
1,57 |
1,38 |
99,07 |
1,48 |
DS1017 |
PL0000104543 |
103,22 |
103,34 |
1,56 |
1,43 |
103,28 |
1,50 |
WZ0118 |
PL0000104717 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,68 |
102,81 |
1,77 |
1,68 |
102,75 |
1,72 |
PS0718 |
PL0000107595 |
100,99 |
101,11 |
1,88 |
1,80 |
101,05 |
1,84 |
OK1018 |
PL0000109062 |
96,39 |
96,49 |
1,97 |
1,91 |
96,44 |
1,94 |
WZ0119 |
PL0000107603 |
99,62 |
99,88 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,63 |
102,82 |
2,21 |
2,14 |
102,73 |
2,17 |
DS1019 |
PL0000105441 |
108,91 |
109,10 |
2,27 |
2,21 |
109,01 |
2,24 |
WZ0120 |
PL0000108601 |
98,93 |
99,17 |
--- |
--- |
99,05 |
--- |
PS0420 |
PL0000108510 |
96,89 |
97,18 |
2,47 |
2,37 |
97,04 |
2,42 |
DS1020 |
PL0000106126 |
109,72 |
109,99 |
2,59 |
2,52 |
109,86 |
2,55 |
WZ0121 |
PL0000106068 |
97,93 |
98,19 |
--- |
--- |
98,06 |
--- |
PS0421 |
PL0000108916 |
96,67 |
96,95 |
2,81 |
2,74 |
96,81 |
2,78 |
PS0721 |
PL0000109153 |
95,16 |
95,41 |
2,88 |
2,82 |
95,29 |
2,85 |
DS1021 |
PL0000106670 |
112,68 |
112,98 |
2,92 |
2,86 |
112,83 |
2,89 |
PS0422 |
PL0000109492 |
95,78 |
96,01 |
3,11 |
3,06 |
95,90 |
3,08 |
WS0922 |
PL0000102646 |
113,40 |
113,55 |
3,18 |
3,15 |
113,48 |
3,17 |
WZ1122 |
PL0000109377 |
95,93 |
96,24 |
--- |
--- |
96,09 |
--- |
IZ0823 |
PL0000105359 |
106,34 |
110,14 |
--- |
--- |
108,24 |
--- |
DS1023 |
PL0000107264 |
103,61 |
104,03 |
3,40 |
3,33 |
103,82 |
3,37 |
WZ0124 |
PL0000107454 |
94,80 |
95,26 |
--- |
--- |
95,03 |
--- |
DS0725 |
PL0000108197 |
97,37 |
97,81 |
3,61 |
3,54 |
97,59 |
3,58 |
WZ0126 |
PL0000108817 |
92,91 |
93,38 |
--- |
--- |
93,15 |
--- |
DS0726 |
PL0000108866 |
90,62 |
90,97 |
3,67 |
3,62 |
90,80 |
3,65 |
DS0727 |
PL0000109427 |
89,05 |
89,47 |
3,77 |
3,71 |
89,26 |
3,74 |
WS0429 |
PL0000105391 |
117,77 |
120,41 |
3,91 |
3,67 |
119,09 |
3,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,20 |
101,34 |
1,58 |
1,23 |
101,27 |
1,40 |
OK0717 |
PL0000108502 |
99,01 |
99,14 |
1,57 |
1,36 |
99,08 |
1,46 |
DS1017 |
PL0000104543 |
103,21 |
103,30 |
1,57 |
1,47 |
103,26 |
1,52 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,62 |
102,78 |
1,81 |
1,70 |
102,70 |
1,76 |
PS0718 |
PL0000107595 |
100,93 |
101,07 |
1,91 |
1,83 |
101,00 |
1,87 |
OK1018 |
PL0000109062 |
96,37 |
96,48 |
1,98 |
1,92 |
96,43 |
1,94 |
WZ0119 |
PL0000107603 |
99,67 |
99,87 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,53 |
102,71 |
2,25 |
2,18 |
102,62 |
2,21 |
DS1019 |
PL0000105441 |
108,87 |
109,01 |
2,29 |
2,24 |
108,94 |
2,26 |
WZ0120 |
PL0000108601 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
96,69 |
96,98 |
2,53 |
2,44 |
96,84 |
2,48 |
DS1020 |
PL0000106126 |
109,46 |
109,69 |
2,65 |
2,59 |
109,58 |
2,62 |
WZ0121 |
PL0000106068 |
98,00 |
98,21 |
--- |
--- |
98,11 |
--- |
PS0421 |
PL0000108916 |
96,45 |
96,65 |
2,87 |
2,82 |
96,55 |
2,84 |
PS0721 |
PL0000109153 |
94,88 |
95,05 |
2,94 |
2,90 |
94,97 |
2,92 |
DS1021 |
PL0000106670 |
112,29 |
112,58 |
3,01 |
2,95 |
112,44 |
2,97 |
PS0422 |
PL0000109492 |
95,42 |
95,62 |
3,19 |
3,14 |
95,52 |
3,16 |
WS0922 |
PL0000102646 |
112,84 |
113,13 |
3,28 |
3,23 |
112,99 |
3,25 |
WZ1122 |
PL0000109377 |
95,82 |
96,26 |
--- |
--- |
96,04 |
--- |
IZ0823 |
PL0000105359 |
106,35 |
110,26 |
--- |
--- |
108,31 |
--- |
DS1023 |
PL0000107264 |
102,95 |
103,39 |
3,51 |
3,44 |
103,17 |
3,47 |
WZ0124 |
PL0000107454 |
94,74 |
95,25 |
--- |
--- |
95,00 |
--- |
DS0725 |
PL0000108197 |
96,59 |
97,04 |
3,71 |
3,65 |
96,82 |
3,68 |
WZ0126 |
PL0000108817 |
92,83 |
93,37 |
--- |
--- |
93,10 |
--- |
DS0726 |
PL0000108866 |
89,76 |
90,04 |
3,78 |
3,75 |
89,90 |
3,77 |
DS0727 |
PL0000109427 |
88,30 |
88,67 |
3,86 |
3,81 |
88,49 |
3,84 |
WS0429 |
PL0000105391 |
115,09 |
121,42 |
4,16 |
3,57 |
118,26 |
3,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,380 |
1,375 |
480 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
45 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
270 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
55 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
40 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
400 |
TOTAL |
1 720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.