2016-12-06 |
MARKET DATA |
No 234 (3016) |
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 |
1 595,00 |
1 555,51 |
119 |
240,00 |
235,04 |
6 |
1 835,00 |
1 790,55 |
125 |
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 |
101,17 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,06 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,20 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,59 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,44 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,62 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,91 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,86 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,64 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,85 |
96,76 |
96,900 |
96,900 |
96,880 |
96,880 |
96,894 |
35 000 |
34,35 |
4 |
PS0721 |
PL0000109153 |
95,42 |
95,20 |
95,250 |
95,420 |
95,250 |
95,420 |
95,345 |
265 000 |
254,39 |
19 |
DS1021 |
PL0000106670 |
112,87 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,97 |
95,80 |
95,800 |
95,900 |
95,800 |
95,870 |
95,872 |
70 000 |
68,09 |
6 |
WS0922 |
PL0000102646 |
113,57 |
113,30 |
113,550 |
113,550 |
113,550 |
113,550 |
113,550 |
20 000 |
22,95 |
2 |
DS1023 |
PL0000107264 |
104,00 |
103,69 |
103,500 |
104,000 |
103,500 |
103,970 |
103,976 |
162 500 |
169,74 |
10 |
DS0725 |
PL0000108197 |
97,69 |
97,33 |
97,460 |
97,640 |
97,450 |
97,450 |
97,495 |
27 500 |
27,14 |
4 |
DS0726 |
PL0000108866 |
90,95 |
90,20 |
90,200 |
91,120 |
90,200 |
91,120 |
90,700 |
505 000 |
462,74 |
43 |
DS0727 |
PL0000109427 |
89,52 |
89,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
89,95 |
91,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,38 |
119,87 |
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 |
108,50 |
108,40 |
108,500 |
108,500 |
108,200 |
108,200 |
108,262 |
65 000 |
80,80 |
7 |
WZ0117 |
PL0000106936 |
100,03 |
100,07 |
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 |
99,68 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,03 |
99,06 |
99,030 |
99,030 |
99,020 |
99,020 |
99,025 |
10 000 |
9,97 |
2 |
WZ0121 |
PL0000106068 |
98,01 |
98,15 |
98,000 |
98,010 |
98,000 |
98,000 |
98,000 |
350 000 |
345,32 |
16 |
WZ1122 |
PL0000109377 |
96,00 |
96,20 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
15 000 |
14,41 |
2 |
WZ0124 |
PL0000107454 |
94,95 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
92,95 |
93,05 |
93,050 |
93,050 |
93,050 |
93,050 |
93,050 |
70 000 |
65,60 |
4 |
TOTAL |
1 595 000 |
1 555,51 |
119 |
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 |
101,30 |
1,62 |
1,26 |
101,23 |
1,44 |
OK0717 |
PL0000108502 |
99,02 |
99,13 |
1,58 |
1,40 |
99,08 |
1,48 |
DS1017 |
PL0000104543 |
103,16 |
103,27 |
1,60 |
1,47 |
103,22 |
1,53 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,52 |
102,67 |
1,87 |
1,77 |
102,60 |
1,82 |
PS0718 |
PL0000107595 |
100,90 |
101,06 |
1,93 |
1,83 |
100,98 |
1,88 |
OK1018 |
PL0000109062 |
96,38 |
96,51 |
1,98 |
1,91 |
96,45 |
1,94 |
WZ0119 |
PL0000107603 |
99,58 |
99,86 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,74 |
2,24 |
2,16 |
102,64 |
2,20 |
DS1019 |
PL0000105441 |
108,81 |
109,00 |
2,30 |
2,24 |
108,91 |
2,27 |
WZ0120 |
PL0000108601 |
98,90 |
99,17 |
--- |
--- |
99,04 |
--- |
PS0420 |
PL0000108510 |
96,73 |
97,02 |
2,52 |
2,43 |
96,88 |
2,47 |
DS1020 |
PL0000106126 |
109,44 |
109,72 |
2,65 |
2,58 |
109,58 |
2,62 |
WZ0121 |
PL0000106068 |
97,87 |
98,23 |
--- |
--- |
98,05 |
--- |
PS0421 |
PL0000108916 |
96,55 |
96,83 |
2,85 |
2,78 |
96,69 |
2,81 |
PS0721 |
PL0000109153 |
95,03 |
95,25 |
2,91 |
2,86 |
95,14 |
2,88 |
DS1021 |
PL0000106670 |
112,50 |
112,80 |
2,96 |
2,90 |
112,65 |
2,93 |
PS0422 |
PL0000109492 |
95,61 |
95,91 |
3,15 |
3,08 |
95,76 |
3,12 |
WS0922 |
PL0000102646 |
113,03 |
113,35 |
3,24 |
3,19 |
113,19 |
3,21 |
WZ1122 |
PL0000109377 |
95,85 |
96,25 |
--- |
--- |
96,05 |
--- |
IZ0823 |
PL0000105359 |
106,50 |
110,00 |
--- |
--- |
108,25 |
--- |
DS1023 |
PL0000107264 |
103,26 |
103,70 |
3,46 |
3,39 |
103,48 |
3,42 |
WZ0124 |
PL0000107454 |
94,69 |
95,23 |
--- |
--- |
94,96 |
--- |
DS0725 |
PL0000108197 |
96,89 |
97,35 |
3,67 |
3,61 |
97,12 |
3,64 |
WZ0126 |
PL0000108817 |
92,81 |
93,23 |
--- |
--- |
93,02 |
--- |
DS0726 |
PL0000108866 |
90,15 |
90,42 |
3,73 |
3,70 |
90,29 |
3,71 |
DS0727 |
PL0000109427 |
88,64 |
89,08 |
3,82 |
3,76 |
88,86 |
3,79 |
WS0429 |
PL0000105391 |
115,63 |
121,39 |
4,11 |
3,58 |
118,51 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,16 |
101,30 |
1,62 |
1,26 |
101,23 |
1,44 |
OK0717 |
PL0000108502 |
99,03 |
99,13 |
1,56 |
1,40 |
99,08 |
1,48 |
DS1017 |
PL0000104543 |
103,17 |
103,28 |
1,59 |
1,46 |
103,23 |
1,52 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,56 |
102,67 |
1,85 |
1,77 |
102,62 |
1,80 |
PS0718 |
PL0000107595 |
100,90 |
101,07 |
1,93 |
1,82 |
100,99 |
1,87 |
OK1018 |
PL0000109062 |
96,41 |
96,51 |
1,96 |
1,91 |
96,46 |
1,94 |
WZ0119 |
PL0000107603 |
99,63 |
99,90 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,76 |
2,23 |
2,16 |
102,67 |
2,19 |
DS1019 |
PL0000105441 |
108,86 |
109,06 |
2,28 |
2,22 |
108,96 |
2,25 |
WZ0120 |
PL0000108601 |
98,97 |
99,13 |
--- |
--- |
99,05 |
--- |
PS0420 |
PL0000108510 |
96,81 |
97,10 |
2,49 |
2,40 |
96,96 |
2,45 |
DS1020 |
PL0000106126 |
109,58 |
109,86 |
2,62 |
2,54 |
109,72 |
2,58 |
WZ0121 |
PL0000106068 |
97,93 |
98,19 |
--- |
--- |
98,06 |
--- |
PS0421 |
PL0000108916 |
96,78 |
96,99 |
2,79 |
2,74 |
96,89 |
2,76 |
PS0721 |
PL0000109153 |
95,34 |
95,48 |
2,84 |
2,80 |
95,41 |
2,82 |
DS1021 |
PL0000106670 |
112,82 |
113,08 |
2,89 |
2,84 |
112,95 |
2,86 |
PS0422 |
PL0000109492 |
95,91 |
96,09 |
3,08 |
3,05 |
96,00 |
3,06 |
WS0922 |
PL0000102646 |
113,51 |
113,72 |
3,16 |
3,12 |
113,62 |
3,14 |
WZ1122 |
PL0000109377 |
95,87 |
96,24 |
--- |
--- |
96,06 |
--- |
IZ0823 |
PL0000105359 |
107,06 |
109,28 |
--- |
--- |
108,17 |
--- |
DS1023 |
PL0000107264 |
103,92 |
104,19 |
3,35 |
3,31 |
104,06 |
3,33 |
WZ0124 |
PL0000107454 |
94,85 |
95,27 |
--- |
--- |
95,06 |
--- |
DS0725 |
PL0000108197 |
97,61 |
98,01 |
3,57 |
3,52 |
97,81 |
3,55 |
WZ0126 |
PL0000108817 |
92,85 |
93,18 |
--- |
--- |
93,02 |
--- |
DS0726 |
PL0000108866 |
90,86 |
91,15 |
3,64 |
3,60 |
91,01 |
3,62 |
DS0727 |
PL0000109427 |
89,45 |
89,85 |
3,72 |
3,67 |
89,65 |
3,69 |
WS0429 |
PL0000105391 |
117,81 |
121,28 |
3,90 |
3,59 |
119,55 |
3,74 |
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 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
160 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
TOTAL |
240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.