2016-12-12 |
MARKET DATA |
No 238 (3020) |
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 |
390,00 |
371,25 |
35 |
55,00 |
60,28 |
2 |
445,00 |
431,53 |
37 |
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 |
101,14 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,20 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,54 |
102,56 |
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 |
96,47 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,70 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,86 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,50 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,82 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,31 |
95,30 |
95,350 |
95,350 |
95,300 |
95,300 |
95,323 |
110 000 |
105,60 |
5 |
DS1021 |
PL0000106670 |
112,77 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,86 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,65 |
113,57 |
113,680 |
113,690 |
113,600 |
113,600 |
113,657 |
30 000 |
34,48 |
4 |
DS1023 |
PL0000107264 |
104,05 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,80 |
97,54 |
97,650 |
97,800 |
97,650 |
97,780 |
97,726 |
35 000 |
34,65 |
4 |
DS0726 |
PL0000108866 |
90,90 |
90,71 |
90,850 |
91,000 |
90,850 |
91,000 |
90,934 |
135 000 |
124,07 |
14 |
DS0727 |
PL0000109427 |
89,82 |
89,39 |
89,400 |
89,750 |
89,400 |
89,750 |
89,584 |
80 000 |
72,45 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,23 |
119,93 |
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 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,16 |
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 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,10 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,12 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,25 |
93,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
371,25 |
35 |
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 |
101,12 |
101,27 |
1,59 |
1,19 |
101,20 |
1,37 |
OK0717 |
PL0000108502 |
99,03 |
99,16 |
1,60 |
1,39 |
99,10 |
1,49 |
DS1017 |
PL0000104543 |
103,15 |
103,25 |
1,54 |
1,43 |
103,20 |
1,48 |
WZ0118 |
PL0000104717 |
100,02 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,50 |
102,63 |
1,87 |
1,77 |
102,57 |
1,82 |
PS0718 |
PL0000107595 |
100,85 |
101,02 |
1,95 |
1,85 |
100,94 |
1,90 |
OK1018 |
PL0000109062 |
96,36 |
96,54 |
2,01 |
1,91 |
96,45 |
1,96 |
WZ0119 |
PL0000107603 |
99,58 |
99,87 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
102,50 |
102,68 |
2,25 |
2,18 |
102,59 |
2,21 |
DS1019 |
PL0000105441 |
108,65 |
108,84 |
2,34 |
2,27 |
108,75 |
2,30 |
WZ0120 |
PL0000108601 |
98,99 |
99,24 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,72 |
97,01 |
2,53 |
2,43 |
96,87 |
2,48 |
DS1020 |
PL0000106126 |
109,40 |
109,69 |
2,65 |
2,58 |
109,55 |
2,61 |
WZ0121 |
PL0000106068 |
97,95 |
98,28 |
--- |
--- |
98,12 |
--- |
PS0421 |
PL0000108916 |
96,59 |
96,87 |
2,84 |
2,77 |
96,73 |
2,80 |
PS0721 |
PL0000109153 |
95,09 |
95,37 |
2,90 |
2,83 |
95,23 |
2,87 |
DS1021 |
PL0000106670 |
112,53 |
112,83 |
2,94 |
2,88 |
112,68 |
2,91 |
PS0422 |
PL0000109492 |
95,59 |
95,86 |
3,15 |
3,10 |
95,73 |
3,12 |
WS0922 |
PL0000102646 |
113,31 |
113,61 |
3,19 |
3,13 |
113,46 |
3,16 |
WZ1122 |
PL0000109377 |
95,90 |
96,40 |
--- |
--- |
96,15 |
--- |
IZ0823 |
PL0000105359 |
106,81 |
110,19 |
--- |
--- |
108,50 |
--- |
DS1023 |
PL0000107264 |
103,56 |
104,01 |
3,41 |
3,33 |
103,79 |
3,37 |
WZ0124 |
PL0000107454 |
94,97 |
95,48 |
--- |
--- |
95,23 |
--- |
DS0725 |
PL0000108197 |
97,17 |
97,59 |
3,63 |
3,58 |
97,38 |
3,61 |
WZ0126 |
PL0000108817 |
92,99 |
93,50 |
--- |
--- |
93,25 |
--- |
DS0726 |
PL0000108866 |
90,31 |
90,76 |
3,71 |
3,65 |
90,54 |
3,68 |
DS0727 |
PL0000109427 |
89,11 |
89,47 |
3,76 |
3,72 |
89,29 |
3,74 |
WS0429 |
PL0000105391 |
117,08 |
120,61 |
3,97 |
3,64 |
118,85 |
3,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,13 |
101,27 |
1,56 |
1,19 |
101,20 |
1,37 |
OK0717 |
PL0000108502 |
99,07 |
99,17 |
1,54 |
1,37 |
99,12 |
1,45 |
DS1017 |
PL0000104543 |
103,16 |
103,23 |
1,53 |
1,45 |
103,20 |
1,48 |
WZ0118 |
PL0000104717 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,62 |
1,86 |
1,78 |
102,57 |
1,82 |
PS0718 |
PL0000107595 |
100,90 |
101,03 |
1,92 |
1,84 |
100,97 |
1,88 |
OK1018 |
PL0000109062 |
96,43 |
96,56 |
1,97 |
1,90 |
96,50 |
1,93 |
WZ0119 |
PL0000107603 |
99,65 |
99,90 |
--- |
--- |
99,78 |
--- |
PS0719 |
PL0000108148 |
102,51 |
102,70 |
2,25 |
2,17 |
102,61 |
2,21 |
DS1019 |
PL0000105441 |
108,67 |
108,86 |
2,33 |
2,27 |
108,77 |
2,30 |
WZ0120 |
PL0000108601 |
99,01 |
99,24 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
96,81 |
97,06 |
2,50 |
2,42 |
96,94 |
2,46 |
DS1020 |
PL0000106126 |
109,48 |
109,71 |
2,63 |
2,57 |
109,60 |
2,60 |
WZ0121 |
PL0000106068 |
98,04 |
98,27 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
96,75 |
96,96 |
2,80 |
2,75 |
96,86 |
2,77 |
PS0721 |
PL0000109153 |
95,24 |
95,44 |
2,86 |
2,82 |
95,34 |
2,84 |
DS1021 |
PL0000106670 |
112,73 |
113,02 |
2,90 |
2,84 |
112,88 |
2,87 |
PS0422 |
PL0000109492 |
95,81 |
96,06 |
3,11 |
3,05 |
95,94 |
3,08 |
WS0922 |
PL0000102646 |
113,61 |
113,88 |
3,13 |
3,08 |
113,75 |
3,11 |
WZ1122 |
PL0000109377 |
96,04 |
96,47 |
--- |
--- |
96,26 |
--- |
IZ0823 |
PL0000105359 |
107,63 |
109,45 |
--- |
--- |
108,54 |
--- |
DS1023 |
PL0000107264 |
103,99 |
104,34 |
3,34 |
3,28 |
104,17 |
3,31 |
WZ0124 |
PL0000107454 |
95,03 |
95,53 |
--- |
--- |
95,28 |
--- |
DS0725 |
PL0000108197 |
97,74 |
98,06 |
3,56 |
3,51 |
97,90 |
3,53 |
WZ0126 |
PL0000108817 |
93,18 |
93,60 |
--- |
--- |
93,39 |
--- |
DS0726 |
PL0000108866 |
90,80 |
91,07 |
3,65 |
3,61 |
90,94 |
3,63 |
DS0727 |
PL0000109427 |
89,64 |
89,97 |
3,69 |
3,65 |
89,81 |
3,67 |
WS0429 |
PL0000105391 |
117,76 |
121,05 |
3,91 |
3,60 |
119,41 |
3,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
TOTAL |
55 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.