2016-12-07 |
MARKET DATA |
No 235 (3017) |
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 |
1 530,00 |
1 472,82 |
132 |
60,00 |
58,52 |
1 |
1 590,00 |
1 531,35 |
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 |
101,17 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,05 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,20 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,61 |
102,65 |
102,610 |
102,610 |
102,610 |
102,610 |
102,610 |
10 000 |
10,50 |
1 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
100,960 |
100,960 |
100,950 |
100,950 |
100,951 |
85 000 |
86,61 |
2 |
OK1018 |
PL0000109062 |
96,46 |
96,50 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
30 000 |
28,94 |
1 |
PS0719 |
PL0000108148 |
102,70 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,97 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,07 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,86 |
109,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,15 |
97,06 |
97,130 |
97,130 |
97,130 |
97,130 |
97,130 |
10 000 |
9,84 |
1 |
PS0721 |
PL0000109153 |
95,74 |
95,50 |
95,560 |
95,720 |
95,550 |
95,560 |
95,591 |
310 000 |
298,37 |
33 |
DS1021 |
PL0000106670 |
113,26 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,47 |
96,20 |
96,250 |
96,470 |
96,250 |
96,290 |
96,327 |
130 000 |
127,05 |
14 |
WS0922 |
PL0000102646 |
114,15 |
113,82 |
113,900 |
114,150 |
113,900 |
114,100 |
114,070 |
50 000 |
57,64 |
5 |
DS1023 |
PL0000107264 |
104,59 |
104,30 |
104,450 |
104,520 |
104,450 |
104,520 |
104,489 |
100 000 |
104,98 |
6 |
DS0725 |
PL0000108197 |
98,59 |
98,12 |
98,250 |
98,550 |
98,250 |
98,550 |
98,338 |
40 000 |
39,82 |
4 |
DS0726 |
PL0000108866 |
91,90 |
91,15 |
91,380 |
91,900 |
91,380 |
91,800 |
91,671 |
450 000 |
416,74 |
44 |
DS0727 |
PL0000109427 |
90,51 |
89,92 |
89,920 |
90,700 |
89,920 |
90,490 |
90,457 |
135 000 |
123,38 |
11 |
WS0428 |
PL0000107611 |
90,96 |
92,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,27 |
120,87 |
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 |
108,40 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,70 |
99,78 |
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 |
98,10 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,05 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,20 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,23 |
93,10 |
93,100 |
93,290 |
93,100 |
93,230 |
93,197 |
180 000 |
168,95 |
10 |
TOTAL |
1 530 000 |
1 472,82 |
132 |
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 |
101,15 |
101,29 |
1,62 |
1,26 |
101,22 |
1,44 |
OK0717 |
PL0000108502 |
99,02 |
99,13 |
1,58 |
1,40 |
99,08 |
1,49 |
DS1017 |
PL0000104543 |
103,15 |
103,27 |
1,60 |
1,46 |
103,21 |
1,53 |
WZ0118 |
PL0000104717 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,56 |
102,68 |
1,84 |
1,76 |
102,62 |
1,80 |
PS0718 |
PL0000107595 |
100,90 |
101,07 |
1,93 |
1,82 |
100,99 |
1,87 |
OK1018 |
PL0000109062 |
96,42 |
96,53 |
1,96 |
1,90 |
96,48 |
1,93 |
WZ0119 |
PL0000107603 |
99,63 |
99,90 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,59 |
102,78 |
2,22 |
2,15 |
102,69 |
2,18 |
DS1019 |
PL0000105441 |
108,89 |
109,07 |
2,27 |
2,21 |
108,98 |
2,24 |
WZ0120 |
PL0000108601 |
98,95 |
99,17 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
96,91 |
97,20 |
2,46 |
2,37 |
97,06 |
2,41 |
DS1020 |
PL0000106126 |
109,71 |
109,96 |
2,58 |
2,52 |
109,84 |
2,55 |
WZ0121 |
PL0000106068 |
97,94 |
98,25 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
96,90 |
97,16 |
2,76 |
2,69 |
97,03 |
2,73 |
PS0721 |
PL0000109153 |
95,51 |
95,64 |
2,80 |
2,76 |
95,58 |
2,78 |
DS1021 |
PL0000106670 |
112,98 |
113,27 |
2,86 |
2,80 |
113,13 |
2,83 |
PS0422 |
PL0000109492 |
96,07 |
96,27 |
3,05 |
3,01 |
96,17 |
3,03 |
WS0922 |
PL0000102646 |
113,68 |
113,97 |
3,13 |
3,07 |
113,83 |
3,10 |
WZ1122 |
PL0000109377 |
95,87 |
96,25 |
--- |
--- |
96,06 |
--- |
IZ0823 |
PL0000105359 |
106,96 |
109,53 |
--- |
--- |
108,25 |
--- |
DS1023 |
PL0000107264 |
104,13 |
104,53 |
3,32 |
3,25 |
104,33 |
3,28 |
WZ0124 |
PL0000107454 |
94,79 |
95,30 |
--- |
--- |
95,05 |
--- |
DS0725 |
PL0000108197 |
97,94 |
98,38 |
3,53 |
3,47 |
98,16 |
3,50 |
WZ0126 |
PL0000108817 |
92,82 |
93,23 |
--- |
--- |
93,03 |
--- |
DS0726 |
PL0000108866 |
91,19 |
91,52 |
3,60 |
3,55 |
91,36 |
3,57 |
DS0727 |
PL0000109427 |
89,84 |
90,20 |
3,67 |
3,62 |
90,02 |
3,65 |
WS0429 |
PL0000105391 |
118,44 |
121,92 |
3,84 |
3,53 |
120,18 |
3,68 |
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 |
1,59 |
1,23 |
101,23 |
1,41 |
OK0717 |
PL0000108502 |
99,02 |
99,13 |
1,58 |
1,40 |
99,08 |
1,49 |
DS1017 |
PL0000104543 |
103,15 |
103,28 |
1,60 |
1,45 |
103,22 |
1,52 |
WZ0118 |
PL0000104717 |
100,03 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,53 |
102,69 |
1,86 |
1,75 |
102,61 |
1,81 |
PS0718 |
PL0000107595 |
100,93 |
101,07 |
1,91 |
1,82 |
101,00 |
1,87 |
OK1018 |
PL0000109062 |
96,42 |
96,55 |
1,96 |
1,89 |
96,49 |
1,92 |
WZ0119 |
PL0000107603 |
99,64 |
99,88 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
102,64 |
102,82 |
2,20 |
2,13 |
102,73 |
2,17 |
DS1019 |
PL0000105441 |
108,91 |
109,10 |
2,26 |
2,20 |
109,01 |
2,23 |
WZ0120 |
PL0000108601 |
98,97 |
99,22 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,29 |
2,43 |
2,34 |
97,15 |
2,39 |
DS1020 |
PL0000106126 |
109,81 |
110,11 |
2,56 |
2,48 |
109,96 |
2,52 |
WZ0121 |
PL0000106068 |
97,99 |
98,25 |
--- |
--- |
98,12 |
--- |
PS0421 |
PL0000108916 |
97,11 |
97,30 |
2,71 |
2,66 |
97,21 |
2,68 |
PS0721 |
PL0000109153 |
95,65 |
95,81 |
2,76 |
2,72 |
95,73 |
2,74 |
DS1021 |
PL0000106670 |
113,23 |
113,52 |
2,81 |
2,75 |
113,38 |
2,78 |
PS0422 |
PL0000109492 |
96,32 |
96,49 |
3,00 |
2,96 |
96,41 |
2,98 |
WS0922 |
PL0000102646 |
114,11 |
114,38 |
3,05 |
3,00 |
114,25 |
3,03 |
WZ1122 |
PL0000109377 |
95,98 |
96,38 |
--- |
--- |
96,18 |
--- |
IZ0823 |
PL0000105359 |
107,35 |
109,54 |
--- |
--- |
108,45 |
--- |
DS1023 |
PL0000107264 |
104,55 |
104,98 |
3,25 |
3,18 |
104,77 |
3,21 |
WZ0124 |
PL0000107454 |
95,16 |
95,61 |
--- |
--- |
95,39 |
--- |
DS0725 |
PL0000108197 |
98,54 |
98,93 |
3,44 |
3,39 |
98,74 |
3,42 |
WZ0126 |
PL0000108817 |
93,16 |
93,44 |
--- |
--- |
93,30 |
--- |
DS0726 |
PL0000108866 |
91,80 |
92,11 |
3,52 |
3,48 |
91,96 |
3,49 |
DS0727 |
PL0000109427 |
90,46 |
90,79 |
3,59 |
3,55 |
90,63 |
3,57 |
WS0429 |
PL0000105391 |
119,01 |
122,68 |
3,79 |
3,46 |
120,85 |
3,62 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
60 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.