2016-12-08 |
MARKET DATA |
No 236 (3018) |
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 |
985,00 |
936,29 |
81 |
425,00 |
440,09 |
4 |
1 410,00 |
1 376,38 |
85 |
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 |
101,16 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,05 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,17 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,55 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
101,00 |
100,940 |
100,940 |
100,940 |
100,940 |
100,940 |
50 000 |
50,95 |
1 |
OK1018 |
PL0000109062 |
96,43 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,61 |
102,61 |
102,630 |
102,630 |
102,630 |
102,630 |
102,630 |
10 000 |
10,39 |
1 |
DS1019 |
PL0000105441 |
108,85 |
108,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,94 |
96,95 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
5 000 |
4,89 |
1 |
DS1020 |
PL0000106126 |
109,73 |
109,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,95 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,60 |
95,41 |
95,530 |
95,600 |
95,460 |
95,560 |
95,531 |
270 000 |
259,75 |
10 |
DS1021 |
PL0000106670 |
113,02 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,15 |
95,93 |
96,100 |
96,130 |
96,030 |
96,130 |
96,078 |
60 000 |
58,50 |
6 |
WS0922 |
PL0000102646 |
113,95 |
113,67 |
113,850 |
113,850 |
113,850 |
113,850 |
113,850 |
10 000 |
11,51 |
1 |
DS1023 |
PL0000107264 |
104,50 |
104,18 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
60 000 |
62,99 |
3 |
DS0725 |
PL0000108197 |
98,32 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,65 |
90,99 |
91,600 |
91,650 |
90,900 |
91,300 |
91,260 |
285 000 |
262,82 |
32 |
DS0727 |
PL0000109427 |
90,35 |
89,76 |
90,350 |
90,450 |
89,660 |
89,940 |
90,095 |
217 500 |
198,04 |
24 |
WS0428 |
PL0000107611 |
90,60 |
92,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,33 |
120,52 |
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 |
109,30 |
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 |
99,71 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,03 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,02 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,02 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,20 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,28 |
93,28 |
93,280 |
93,300 |
93,280 |
93,300 |
93,291 |
17 500 |
16,45 |
2 |
TOTAL |
985 000 |
936,29 |
81 |
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 |
101,14 |
101,29 |
1,58 |
1,19 |
101,22 |
1,37 |
OK0717 |
PL0000108502 |
99,02 |
99,14 |
1,61 |
1,41 |
99,08 |
1,51 |
DS1017 |
PL0000104543 |
103,14 |
103,27 |
1,57 |
1,43 |
103,21 |
1,50 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,53 |
102,66 |
1,85 |
1,76 |
102,60 |
1,80 |
PS0718 |
PL0000107595 |
100,89 |
101,06 |
1,93 |
1,83 |
100,98 |
1,88 |
OK1018 |
PL0000109062 |
96,40 |
96,54 |
1,98 |
1,90 |
96,47 |
1,94 |
WZ0119 |
PL0000107603 |
99,62 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
102,55 |
102,74 |
2,23 |
2,16 |
102,65 |
2,19 |
DS1019 |
PL0000105441 |
108,83 |
109,03 |
2,28 |
2,21 |
108,93 |
2,25 |
WZ0120 |
PL0000108601 |
98,91 |
99,22 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,21 |
2,46 |
2,37 |
97,07 |
2,41 |
DS1020 |
PL0000106126 |
109,70 |
109,97 |
2,58 |
2,51 |
109,84 |
2,54 |
WZ0121 |
PL0000106068 |
97,91 |
98,28 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
96,92 |
97,20 |
2,75 |
2,68 |
97,06 |
2,72 |
PS0721 |
PL0000109153 |
95,49 |
95,71 |
2,80 |
2,75 |
95,60 |
2,78 |
DS1021 |
PL0000106670 |
113,00 |
113,30 |
2,85 |
2,79 |
113,15 |
2,82 |
PS0422 |
PL0000109492 |
96,08 |
96,32 |
3,05 |
3,00 |
96,20 |
3,02 |
WS0922 |
PL0000102646 |
113,89 |
114,17 |
3,09 |
3,04 |
114,03 |
3,06 |
WZ1122 |
PL0000109377 |
95,93 |
96,37 |
--- |
--- |
96,15 |
--- |
IZ0823 |
PL0000105359 |
107,30 |
109,93 |
--- |
--- |
108,62 |
--- |
DS1023 |
PL0000107264 |
104,32 |
104,73 |
3,28 |
3,22 |
104,53 |
3,25 |
WZ0124 |
PL0000107454 |
95,07 |
95,61 |
--- |
--- |
95,34 |
--- |
DS0725 |
PL0000108197 |
98,25 |
98,66 |
3,48 |
3,43 |
98,46 |
3,46 |
WZ0126 |
PL0000108817 |
93,04 |
93,42 |
--- |
--- |
93,23 |
--- |
DS0726 |
PL0000108866 |
91,46 |
91,90 |
3,56 |
3,50 |
91,68 |
3,53 |
DS0727 |
PL0000109427 |
90,25 |
90,61 |
3,62 |
3,58 |
90,43 |
3,60 |
WS0429 |
PL0000105391 |
118,90 |
122,09 |
3,80 |
3,51 |
120,50 |
3,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,14 |
101,28 |
1,58 |
1,21 |
101,21 |
1,40 |
OK0717 |
PL0000108502 |
99,01 |
99,15 |
1,62 |
1,39 |
99,08 |
1,51 |
DS1017 |
PL0000104543 |
103,13 |
103,25 |
1,59 |
1,45 |
103,19 |
1,52 |
WZ0118 |
PL0000104717 |
100,03 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,66 |
1,87 |
1,76 |
102,59 |
1,81 |
PS0718 |
PL0000107595 |
100,89 |
101,04 |
1,93 |
1,84 |
100,97 |
1,88 |
OK1018 |
PL0000109062 |
96,40 |
96,54 |
1,98 |
1,90 |
96,47 |
1,94 |
WZ0119 |
PL0000107603 |
99,59 |
99,87 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
102,53 |
102,72 |
2,24 |
2,17 |
102,63 |
2,20 |
DS1019 |
PL0000105441 |
108,74 |
108,92 |
2,31 |
2,25 |
108,83 |
2,28 |
WZ0120 |
PL0000108601 |
98,94 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
96,84 |
97,12 |
2,49 |
2,40 |
96,98 |
2,44 |
DS1020 |
PL0000106126 |
109,61 |
109,88 |
2,60 |
2,53 |
109,75 |
2,57 |
WZ0121 |
PL0000106068 |
97,94 |
98,25 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
96,88 |
97,13 |
2,76 |
2,70 |
97,01 |
2,73 |
PS0721 |
PL0000109153 |
95,42 |
95,60 |
2,82 |
2,78 |
95,51 |
2,80 |
DS1021 |
PL0000106670 |
112,89 |
113,16 |
2,87 |
2,82 |
113,03 |
2,84 |
PS0422 |
PL0000109492 |
95,97 |
96,16 |
3,07 |
3,03 |
96,07 |
3,05 |
WS0922 |
PL0000102646 |
113,71 |
113,96 |
3,12 |
3,07 |
113,84 |
3,09 |
WZ1122 |
PL0000109377 |
95,92 |
96,32 |
--- |
--- |
96,12 |
--- |
IZ0823 |
PL0000105359 |
107,52 |
110,12 |
--- |
--- |
108,82 |
--- |
DS1023 |
PL0000107264 |
104,10 |
104,51 |
3,32 |
3,25 |
104,31 |
3,29 |
WZ0124 |
PL0000107454 |
95,00 |
95,42 |
--- |
--- |
95,21 |
--- |
DS0725 |
PL0000108197 |
97,90 |
98,24 |
3,53 |
3,49 |
98,07 |
3,51 |
WZ0126 |
PL0000108817 |
93,04 |
93,39 |
--- |
--- |
93,22 |
--- |
DS0726 |
PL0000108866 |
91,07 |
91,43 |
3,61 |
3,57 |
91,25 |
3,59 |
DS0727 |
PL0000109427 |
89,76 |
90,18 |
3,68 |
3,63 |
89,97 |
3,65 |
WS0429 |
PL0000105391 |
118,33 |
121,51 |
3,85 |
3,56 |
119,92 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
205 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
75 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
TOTAL |
425 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.