2016-12-02 |
MARKET DATA |
No 232 (3014) |
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 |
1 590,00 |
1 523,39 |
113 |
2 330,00 |
2 351,89 |
20 |
3 920,00 |
3 875,28 |
133 |
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 |
101,20 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,04 |
99,10 |
99,030 |
99,030 |
99,020 |
99,020 |
99,026 |
132 500 |
131,21 |
2 |
DS1017 |
PL0000104543 |
103,24 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,67 |
102,68 |
102,650 |
102,650 |
102,650 |
102,650 |
102,650 |
82 500 |
86,59 |
2 |
PS0718 |
PL0000107595 |
100,98 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,40 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,64 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,93 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,83 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,66 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,66 |
96,45 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
10 000 |
9,77 |
1 |
PS0721 |
PL0000109153 |
95,20 |
94,95 |
95,150 |
95,150 |
94,950 |
95,030 |
95,037 |
515 000 |
492,75 |
35 |
DS1021 |
PL0000106670 |
112,65 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,72 |
95,53 |
95,600 |
95,600 |
95,480 |
95,480 |
95,530 |
165 000 |
159,91 |
14 |
WS0922 |
PL0000102646 |
113,24 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,36 |
102,95 |
103,080 |
103,080 |
102,900 |
102,900 |
102,968 |
75 000 |
77,57 |
7 |
DS0725 |
PL0000108197 |
96,90 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,05 |
89,63 |
90,100 |
90,100 |
89,570 |
89,600 |
89,830 |
430 000 |
390,21 |
40 |
DS0727 |
PL0000109427 |
88,55 |
88,25 |
88,500 |
88,500 |
88,460 |
88,460 |
88,480 |
20 000 |
17,88 |
2 |
WS0428 |
PL0000107611 |
89,79 |
90,39 |
89,790 |
89,790 |
89,790 |
89,790 |
89,790 |
5 000 |
4,57 |
1 |
WS0429 |
PL0000105391 |
117,40 |
118,00 |
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 |
107,75 |
109,25 |
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 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,70 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,06 |
99,04 |
99,050 |
99,060 |
99,050 |
99,050 |
99,053 |
75 000 |
74,78 |
3 |
WZ0121 |
PL0000106068 |
98,05 |
98,11 |
98,050 |
98,050 |
98,000 |
98,000 |
98,025 |
50 000 |
49,34 |
2 |
WZ1122 |
PL0000109377 |
95,97 |
96,15 |
95,970 |
95,970 |
95,920 |
95,920 |
95,938 |
25 000 |
24,00 |
3 |
WZ0124 |
PL0000107454 |
94,73 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
92,82 |
93,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 585 000 |
1 518,59 |
112 |
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 |
101,19 |
101,33 |
1,58 |
1,23 |
101,26 |
1,41 |
OK0717 |
PL0000108502 |
99,01 |
99,14 |
1,58 |
1,37 |
99,08 |
1,47 |
DS1017 |
PL0000104543 |
103,21 |
103,34 |
1,56 |
1,42 |
103,28 |
1,49 |
WZ0118 |
PL0000104717 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,64 |
102,81 |
1,79 |
1,67 |
102,73 |
1,73 |
PS0718 |
PL0000107595 |
100,93 |
101,08 |
1,91 |
1,82 |
101,01 |
1,86 |
OK1018 |
PL0000109062 |
96,38 |
96,52 |
1,98 |
1,90 |
96,45 |
1,94 |
WZ0119 |
PL0000107603 |
99,61 |
99,86 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,58 |
102,73 |
2,23 |
2,17 |
102,66 |
2,20 |
DS1019 |
PL0000105441 |
108,90 |
109,09 |
2,28 |
2,21 |
109,00 |
2,24 |
WZ0120 |
PL0000108601 |
98,93 |
99,18 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
96,78 |
97,07 |
2,50 |
2,41 |
96,93 |
2,45 |
DS1020 |
PL0000106126 |
109,55 |
109,82 |
2,63 |
2,56 |
109,69 |
2,59 |
WZ0121 |
PL0000106068 |
97,94 |
98,19 |
--- |
--- |
98,07 |
--- |
PS0421 |
PL0000108916 |
96,48 |
96,71 |
2,86 |
2,80 |
96,60 |
2,83 |
PS0721 |
PL0000109153 |
95,03 |
95,18 |
2,91 |
2,87 |
95,11 |
2,89 |
DS1021 |
PL0000106670 |
112,45 |
112,75 |
2,97 |
2,91 |
112,60 |
2,94 |
PS0422 |
PL0000109492 |
95,55 |
95,72 |
3,16 |
3,12 |
95,64 |
3,14 |
WS0922 |
PL0000102646 |
113,05 |
113,33 |
3,24 |
3,19 |
113,19 |
3,22 |
WZ1122 |
PL0000109377 |
95,87 |
96,25 |
--- |
--- |
96,06 |
--- |
IZ0823 |
PL0000105359 |
106,32 |
110,00 |
--- |
--- |
108,16 |
--- |
DS1023 |
PL0000107264 |
103,13 |
103,55 |
3,48 |
3,41 |
103,34 |
3,44 |
WZ0124 |
PL0000107454 |
94,69 |
95,28 |
--- |
--- |
94,99 |
--- |
DS0725 |
PL0000108197 |
96,77 |
97,22 |
3,69 |
3,63 |
97,00 |
3,66 |
WZ0126 |
PL0000108817 |
92,73 |
93,26 |
--- |
--- |
93,00 |
--- |
DS0726 |
PL0000108866 |
89,77 |
90,13 |
3,78 |
3,74 |
89,95 |
3,76 |
DS0727 |
PL0000109427 |
88,42 |
88,79 |
3,84 |
3,80 |
88,61 |
3,82 |
WS0429 |
PL0000105391 |
113,90 |
120,07 |
4,27 |
3,70 |
116,99 |
3,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,18 |
101,33 |
1,61 |
1,23 |
101,26 |
1,41 |
OK0717 |
PL0000108502 |
98,98 |
99,12 |
1,63 |
1,40 |
99,05 |
1,52 |
DS1017 |
PL0000104543 |
103,19 |
103,29 |
1,59 |
1,47 |
103,24 |
1,53 |
WZ0118 |
PL0000104717 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,56 |
102,71 |
1,85 |
1,74 |
102,64 |
1,79 |
PS0718 |
PL0000107595 |
100,92 |
101,05 |
1,92 |
1,84 |
100,99 |
1,88 |
OK1018 |
PL0000109062 |
96,36 |
96,48 |
1,99 |
1,92 |
96,42 |
1,95 |
WZ0119 |
PL0000107603 |
99,63 |
99,87 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,51 |
102,69 |
2,25 |
2,18 |
102,60 |
2,22 |
DS1019 |
PL0000105441 |
108,85 |
108,99 |
2,29 |
2,24 |
108,92 |
2,27 |
WZ0120 |
PL0000108601 |
98,93 |
99,09 |
--- |
--- |
99,01 |
--- |
PS0420 |
PL0000108510 |
96,69 |
96,97 |
2,53 |
2,44 |
96,83 |
2,48 |
DS1020 |
PL0000106126 |
109,42 |
109,64 |
2,66 |
2,61 |
109,53 |
2,63 |
WZ0121 |
PL0000106068 |
97,93 |
98,20 |
--- |
--- |
98,07 |
--- |
PS0421 |
PL0000108916 |
96,48 |
96,65 |
2,86 |
2,82 |
96,57 |
2,84 |
PS0721 |
PL0000109153 |
94,97 |
95,11 |
2,92 |
2,89 |
95,04 |
2,91 |
DS1021 |
PL0000106670 |
112,34 |
112,63 |
2,99 |
2,93 |
112,49 |
2,96 |
PS0422 |
PL0000109492 |
95,49 |
95,67 |
3,17 |
3,13 |
95,58 |
3,15 |
WS0922 |
PL0000102646 |
112,90 |
113,17 |
3,27 |
3,22 |
113,04 |
3,24 |
WZ1122 |
PL0000109377 |
95,83 |
96,21 |
--- |
--- |
96,02 |
--- |
IZ0823 |
PL0000105359 |
106,46 |
109,94 |
--- |
--- |
108,20 |
--- |
DS1023 |
PL0000107264 |
103,07 |
103,43 |
3,49 |
3,43 |
103,25 |
3,46 |
WZ0124 |
PL0000107454 |
94,63 |
95,23 |
--- |
--- |
94,93 |
--- |
DS0725 |
PL0000108197 |
96,55 |
96,80 |
3,72 |
3,69 |
96,68 |
3,70 |
WZ0126 |
PL0000108817 |
92,65 |
93,17 |
--- |
--- |
92,91 |
--- |
DS0726 |
PL0000108866 |
89,76 |
89,98 |
3,78 |
3,76 |
89,87 |
3,77 |
DS0727 |
PL0000109427 |
88,23 |
88,66 |
3,87 |
3,81 |
88,45 |
3,84 |
WS0429 |
PL0000105391 |
115,54 |
120,30 |
4,12 |
3,67 |
117,92 |
3,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
10 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
60 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
80 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
400 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
400 |
WZ0120 |
PL0000108601 |
0/3 |
3 |
1,460 |
1,470 |
1,460 |
420 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
60 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
125 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
15 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
5 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
25 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
40 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
70 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
30 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,430 |
1,470 |
1,453 |
525 |
TOTAL |
2 330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.