2016-12-09 |
MARKET DATA |
No 237 (3019) |
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 |
1 202,50 |
1 169,14 |
87 |
980,00 |
1 002,54 |
12 |
2 182,50 |
2 171,68 |
99 |
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 |
101,15 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,05 |
99,13 |
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 |
102,63 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,43 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,77 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,05 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,82 |
109,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,10 |
97,05 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
15 000 |
14,76 |
1 |
PS0721 |
PL0000109153 |
95,62 |
95,48 |
95,660 |
95,660 |
95,470 |
95,480 |
95,532 |
207 500 |
199,63 |
12 |
DS1021 |
PL0000106670 |
113,09 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,21 |
96,07 |
96,190 |
96,210 |
96,000 |
96,110 |
96,120 |
635 000 |
619,44 |
37 |
WS0922 |
PL0000102646 |
113,92 |
113,85 |
113,800 |
113,820 |
113,790 |
113,790 |
113,801 |
70 000 |
80,55 |
9 |
DS1023 |
PL0000107264 |
104,34 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,12 |
98,08 |
97,950 |
98,000 |
97,940 |
97,970 |
97,966 |
45 000 |
44,65 |
5 |
DS0726 |
PL0000108866 |
91,28 |
91,16 |
91,130 |
91,300 |
91,130 |
91,300 |
91,272 |
60 000 |
55,34 |
7 |
DS0727 |
PL0000109427 |
90,08 |
89,89 |
90,070 |
90,080 |
90,070 |
90,080 |
90,071 |
170 000 |
154,76 |
16 |
WS0428 |
PL0000107611 |
90,22 |
91,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,88 |
120,30 |
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 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,70 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,07 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,08 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,19 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,23 |
93,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 202 500 |
1 169,14 |
87 |
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 |
101,28 |
1,56 |
1,19 |
101,21 |
1,37 |
OK0717 |
PL0000108502 |
99,03 |
99,16 |
1,60 |
1,38 |
99,10 |
1,48 |
DS1017 |
PL0000104543 |
103,15 |
103,26 |
1,55 |
1,43 |
103,21 |
1,48 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,67 |
1,86 |
1,75 |
102,59 |
1,81 |
PS0718 |
PL0000107595 |
100,87 |
101,04 |
1,94 |
1,84 |
100,96 |
1,89 |
OK1018 |
PL0000109062 |
96,40 |
96,54 |
1,98 |
1,91 |
96,47 |
1,94 |
WZ0119 |
PL0000107603 |
99,60 |
99,87 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,55 |
102,74 |
2,23 |
2,16 |
102,65 |
2,19 |
DS1019 |
PL0000105441 |
108,75 |
108,93 |
2,31 |
2,25 |
108,84 |
2,28 |
WZ0120 |
PL0000108601 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,90 |
97,18 |
2,47 |
2,38 |
97,04 |
2,42 |
DS1020 |
PL0000106126 |
109,68 |
109,97 |
2,58 |
2,51 |
109,83 |
2,54 |
WZ0121 |
PL0000106068 |
97,96 |
98,27 |
--- |
--- |
98,12 |
--- |
PS0421 |
PL0000108916 |
96,96 |
97,23 |
2,75 |
2,68 |
97,10 |
2,71 |
PS0721 |
PL0000109153 |
95,57 |
95,76 |
2,78 |
2,74 |
95,67 |
2,76 |
DS1021 |
PL0000106670 |
113,02 |
113,30 |
2,84 |
2,79 |
113,16 |
2,81 |
PS0422 |
PL0000109492 |
96,13 |
96,30 |
3,04 |
3,00 |
96,22 |
3,02 |
WS0922 |
PL0000102646 |
113,86 |
114,13 |
3,09 |
3,04 |
114,00 |
3,06 |
WZ1122 |
PL0000109377 |
95,97 |
96,32 |
--- |
--- |
96,15 |
--- |
IZ0823 |
PL0000105359 |
107,15 |
109,78 |
--- |
--- |
108,47 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,66 |
3,29 |
3,23 |
104,46 |
3,26 |
WZ0124 |
PL0000107454 |
95,03 |
95,47 |
--- |
--- |
95,25 |
--- |
DS0725 |
PL0000108197 |
97,99 |
98,40 |
3,52 |
3,46 |
98,20 |
3,49 |
WZ0126 |
PL0000108817 |
93,10 |
93,48 |
--- |
--- |
93,29 |
--- |
DS0726 |
PL0000108866 |
91,20 |
91,54 |
3,60 |
3,55 |
91,37 |
3,57 |
DS0727 |
PL0000109427 |
89,96 |
90,34 |
3,66 |
3,61 |
90,15 |
3,63 |
WS0429 |
PL0000105391 |
118,29 |
121,67 |
3,86 |
3,55 |
119,98 |
3,70 |
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 |
1,56 |
1,19 |
101,21 |
1,37 |
OK0717 |
PL0000108502 |
99,03 |
99,16 |
1,60 |
1,38 |
99,10 |
1,48 |
DS1017 |
PL0000104543 |
103,17 |
103,25 |
1,53 |
1,44 |
103,21 |
1,48 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,64 |
1,86 |
1,77 |
102,58 |
1,81 |
PS0718 |
PL0000107595 |
100,90 |
101,04 |
1,92 |
1,84 |
100,97 |
1,88 |
OK1018 |
PL0000109062 |
96,41 |
96,54 |
1,98 |
1,91 |
96,48 |
1,94 |
WZ0119 |
PL0000107603 |
99,64 |
99,88 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
102,53 |
102,72 |
2,24 |
2,17 |
102,63 |
2,20 |
DS1019 |
PL0000105441 |
108,71 |
108,91 |
2,32 |
2,25 |
108,81 |
2,29 |
WZ0120 |
PL0000108601 |
99,01 |
99,22 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,85 |
97,10 |
2,48 |
2,40 |
96,98 |
2,44 |
DS1020 |
PL0000106126 |
109,60 |
109,88 |
2,60 |
2,53 |
109,74 |
2,57 |
WZ0121 |
PL0000106068 |
98,02 |
98,23 |
--- |
--- |
98,13 |
--- |
PS0421 |
PL0000108916 |
96,82 |
97,09 |
2,78 |
2,71 |
96,96 |
2,75 |
PS0721 |
PL0000109153 |
95,38 |
95,56 |
2,83 |
2,79 |
95,47 |
2,81 |
DS1021 |
PL0000106670 |
112,87 |
113,14 |
2,87 |
2,82 |
113,01 |
2,85 |
PS0422 |
PL0000109492 |
95,95 |
96,15 |
3,08 |
3,04 |
96,05 |
3,06 |
WS0922 |
PL0000102646 |
113,71 |
113,89 |
3,12 |
3,08 |
113,80 |
3,10 |
WZ1122 |
PL0000109377 |
96,02 |
96,35 |
--- |
--- |
96,19 |
--- |
IZ0823 |
PL0000105359 |
107,58 |
109,83 |
--- |
--- |
108,71 |
--- |
DS1023 |
PL0000107264 |
104,10 |
104,45 |
3,32 |
3,26 |
104,28 |
3,29 |
WZ0124 |
PL0000107454 |
95,10 |
95,52 |
--- |
--- |
95,31 |
--- |
DS0725 |
PL0000108197 |
97,76 |
98,12 |
3,55 |
3,50 |
97,94 |
3,53 |
WZ0126 |
PL0000108817 |
93,11 |
93,45 |
--- |
--- |
93,28 |
--- |
DS0726 |
PL0000108866 |
91,03 |
91,31 |
3,62 |
3,58 |
91,17 |
3,60 |
DS0727 |
PL0000109427 |
89,93 |
90,16 |
3,66 |
3,63 |
90,05 |
3,64 |
WS0429 |
PL0000105391 |
118,13 |
121,00 |
3,87 |
3,61 |
119,57 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
40 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
90 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
100 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
55 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
140 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
100 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
220 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
225 |
TOTAL |
980 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.