2016-12-05 |
MARKET DATA |
No 233 (3015) |
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 |
1 345,00 |
1 262,65 |
104 |
765,00 |
749,24 |
14 |
2 110,00 |
2 011,90 |
118 |
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 |
101,18 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,05 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,20 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,61 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,40 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,64 |
102,60 |
102,660 |
102,660 |
102,660 |
102,660 |
102,660 |
50 000 |
51,93 |
1 |
DS1019 |
PL0000105441 |
108,88 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,76 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,49 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,55 |
96,40 |
96,400 |
96,600 |
96,400 |
96,600 |
96,447 |
162 500 |
158,74 |
8 |
PS0721 |
PL0000109153 |
95,10 |
94,87 |
95,020 |
95,100 |
95,000 |
95,000 |
95,044 |
55 000 |
52,63 |
5 |
DS1021 |
PL0000106670 |
113,58 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,65 |
95,39 |
95,600 |
95,660 |
95,480 |
95,480 |
95,513 |
60 000 |
58,14 |
4 |
WS0922 |
PL0000102646 |
113,14 |
112,80 |
113,000 |
113,060 |
113,000 |
113,050 |
113,039 |
80 000 |
91,38 |
7 |
DS1023 |
PL0000107264 |
103,24 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,77 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,10 |
89,35 |
89,350 |
90,060 |
89,350 |
89,950 |
89,883 |
835 000 |
758,25 |
67 |
DS0727 |
PL0000109427 |
88,55 |
87,80 |
87,800 |
88,650 |
87,800 |
88,650 |
88,424 |
102 500 |
91,58 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,01 |
118,50 |
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 |
108,00 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
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 |
99,73 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,02 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,02 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
95,97 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
94,90 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
92,90 |
93,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 345 000 |
1 262,65 |
104 |
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 |
101,16 |
101,31 |
1,64 |
1,26 |
101,24 |
1,43 |
OK0717 |
PL0000108502 |
98,96 |
99,10 |
1,67 |
1,44 |
99,03 |
1,55 |
DS1017 |
PL0000104543 |
103,14 |
103,26 |
1,63 |
1,50 |
103,20 |
1,56 |
WZ0118 |
PL0000104717 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,50 |
102,67 |
1,89 |
1,77 |
102,59 |
1,83 |
PS0718 |
PL0000107595 |
100,88 |
101,04 |
1,94 |
1,84 |
100,96 |
1,89 |
OK1018 |
PL0000109062 |
96,34 |
96,48 |
2,00 |
1,92 |
96,41 |
1,96 |
WZ0119 |
PL0000107603 |
99,57 |
99,87 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
102,45 |
102,64 |
2,28 |
2,20 |
102,55 |
2,24 |
DS1019 |
PL0000105441 |
108,72 |
108,91 |
2,33 |
2,27 |
108,82 |
2,30 |
WZ0120 |
PL0000108601 |
98,78 |
99,13 |
--- |
--- |
98,96 |
--- |
PS0420 |
PL0000108510 |
96,57 |
96,86 |
2,57 |
2,48 |
96,72 |
2,52 |
DS1020 |
PL0000106126 |
109,23 |
109,53 |
2,71 |
2,63 |
109,38 |
2,67 |
WZ0121 |
PL0000106068 |
97,82 |
98,21 |
--- |
--- |
98,02 |
--- |
PS0421 |
PL0000108916 |
96,15 |
96,43 |
2,95 |
2,88 |
96,29 |
2,91 |
PS0721 |
PL0000109153 |
94,60 |
94,90 |
3,01 |
2,94 |
94,75 |
2,98 |
DS1021 |
PL0000106670 |
112,03 |
112,33 |
3,06 |
2,99 |
112,18 |
3,03 |
PS0422 |
PL0000109492 |
95,11 |
95,41 |
3,25 |
3,19 |
95,26 |
3,22 |
WS0922 |
PL0000102646 |
112,51 |
112,82 |
3,34 |
3,28 |
112,67 |
3,31 |
WZ1122 |
PL0000109377 |
95,69 |
96,21 |
--- |
--- |
95,95 |
--- |
IZ0823 |
PL0000105359 |
105,69 |
109,14 |
--- |
--- |
107,42 |
--- |
DS1023 |
PL0000107264 |
102,64 |
103,08 |
3,56 |
3,49 |
102,86 |
3,52 |
WZ0124 |
PL0000107454 |
94,61 |
95,22 |
--- |
--- |
94,92 |
--- |
DS0725 |
PL0000108197 |
95,97 |
96,42 |
3,80 |
3,74 |
96,20 |
3,77 |
WZ0126 |
PL0000108817 |
92,60 |
93,18 |
--- |
--- |
92,89 |
--- |
DS0726 |
PL0000108866 |
89,16 |
89,48 |
3,87 |
3,82 |
89,32 |
3,84 |
DS0727 |
PL0000109427 |
87,58 |
87,99 |
3,95 |
3,90 |
87,79 |
3,92 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,17 |
101,31 |
1,61 |
1,26 |
101,24 |
1,43 |
OK0717 |
PL0000108502 |
99,02 |
99,11 |
1,57 |
1,43 |
99,07 |
1,49 |
DS1017 |
PL0000104543 |
103,18 |
103,27 |
1,59 |
1,49 |
103,23 |
1,53 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,55 |
102,66 |
1,86 |
1,78 |
102,61 |
1,81 |
PS0718 |
PL0000107595 |
100,90 |
101,05 |
1,93 |
1,84 |
100,98 |
1,88 |
OK1018 |
PL0000109062 |
96,38 |
96,50 |
1,98 |
1,91 |
96,44 |
1,94 |
WZ0119 |
PL0000107603 |
99,65 |
99,87 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
102,52 |
102,71 |
2,25 |
2,18 |
102,62 |
2,21 |
DS1019 |
PL0000105441 |
108,82 |
108,96 |
2,30 |
2,25 |
108,89 |
2,28 |
WZ0120 |
PL0000108601 |
98,95 |
99,15 |
--- |
--- |
99,05 |
--- |
PS0420 |
PL0000108510 |
96,66 |
96,95 |
2,54 |
2,45 |
96,81 |
2,49 |
DS1020 |
PL0000106126 |
109,35 |
109,54 |
2,68 |
2,63 |
109,45 |
2,65 |
WZ0121 |
PL0000106068 |
97,95 |
98,22 |
--- |
--- |
98,09 |
--- |
PS0421 |
PL0000108916 |
96,47 |
96,61 |
2,87 |
2,83 |
96,54 |
2,85 |
PS0721 |
PL0000109153 |
94,86 |
95,05 |
2,95 |
2,91 |
94,96 |
2,93 |
DS1021 |
PL0000106670 |
112,37 |
112,61 |
2,99 |
2,94 |
112,49 |
2,96 |
PS0422 |
PL0000109492 |
95,47 |
95,64 |
3,18 |
3,14 |
95,56 |
3,16 |
WS0922 |
PL0000102646 |
112,88 |
113,08 |
3,27 |
3,23 |
112,98 |
3,25 |
WZ1122 |
PL0000109377 |
95,86 |
96,21 |
--- |
--- |
96,04 |
--- |
IZ0823 |
PL0000105359 |
106,50 |
109,19 |
--- |
--- |
107,85 |
--- |
DS1023 |
PL0000107264 |
102,95 |
103,35 |
3,51 |
3,44 |
103,15 |
3,47 |
WZ0124 |
PL0000107454 |
94,80 |
95,12 |
--- |
--- |
94,96 |
--- |
DS0725 |
PL0000108197 |
96,54 |
96,95 |
3,72 |
3,66 |
96,75 |
3,69 |
WZ0126 |
PL0000108817 |
92,81 |
93,18 |
--- |
--- |
93,00 |
--- |
DS0726 |
PL0000108866 |
89,84 |
90,09 |
3,77 |
3,74 |
89,97 |
3,76 |
DS0727 |
PL0000109427 |
88,36 |
88,70 |
3,85 |
3,81 |
88,53 |
3,83 |
WS0429 |
PL0000105391 |
116,41 |
119,95 |
4,03 |
3,71 |
118,18 |
3,87 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
15 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
15 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
15 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
110 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
45 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
180 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,430 |
1,429 |
150 |
TOTAL |
765 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.