2016-12-13 |
MARKET DATA |
No 239 (3021) |
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 |
977,50 |
986,46 |
75 |
0,00 |
0,00 |
0 |
977,50 |
986,46 |
75 |
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 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,10 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,18 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,55 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,44 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,66 |
102,69 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
25 000 |
25,99 |
1 |
DS1019 |
PL0000105441 |
108,81 |
108,84 |
108,840 |
108,860 |
108,840 |
108,860 |
108,850 |
20 000 |
21,92 |
2 |
PS0420 |
PL0000108510 |
96,94 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,73 |
109,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,98 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,64 |
95,50 |
95,580 |
95,690 |
95,580 |
95,690 |
95,631 |
70 000 |
67,42 |
4 |
DS1021 |
PL0000106670 |
113,15 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,35 |
96,13 |
96,250 |
96,430 |
96,250 |
96,430 |
96,390 |
200 000 |
195,66 |
15 |
WS0922 |
PL0000102646 |
114,20 |
113,99 |
114,000 |
114,250 |
114,000 |
114,150 |
114,139 |
157 500 |
181,83 |
13 |
DS1023 |
PL0000107264 |
104,65 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,43 |
98,23 |
98,250 |
98,480 |
98,250 |
98,380 |
98,369 |
75 000 |
74,73 |
11 |
DS0726 |
PL0000108866 |
91,55 |
91,30 |
91,300 |
91,680 |
91,300 |
91,600 |
91,561 |
185 000 |
171,20 |
19 |
DS0727 |
PL0000109427 |
90,40 |
90,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,10 |
120,88 |
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 |
109,00 |
109,50 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
5 000 |
6,27 |
1 |
WZ0117 |
PL0000106936 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
225 000 |
226,84 |
7 |
WZ0119 |
PL0000107603 |
99,72 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,17 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
10 000 |
9,88 |
1 |
WZ1122 |
PL0000109377 |
96,25 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,30 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,40 |
93,45 |
93,450 |
93,450 |
93,450 |
93,450 |
93,450 |
5 000 |
4,71 |
1 |
TOTAL |
977 500 |
986,46 |
75 |
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 |
101,13 |
101,27 |
1,54 |
1,16 |
101,20 |
1,35 |
OK0717 |
PL0000108502 |
99,06 |
99,18 |
1,56 |
1,36 |
99,12 |
1,46 |
DS1017 |
PL0000104543 |
103,15 |
103,25 |
1,53 |
1,42 |
103,20 |
1,47 |
WZ0118 |
PL0000104717 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,64 |
1,86 |
1,76 |
102,58 |
1,81 |
PS0718 |
PL0000107595 |
100,90 |
101,05 |
1,92 |
1,83 |
100,98 |
1,87 |
OK1018 |
PL0000109062 |
96,39 |
96,56 |
2,00 |
1,90 |
96,48 |
1,94 |
WZ0119 |
PL0000107603 |
99,64 |
99,90 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,73 |
2,23 |
2,16 |
102,64 |
2,19 |
DS1019 |
PL0000105441 |
108,73 |
108,89 |
2,31 |
2,25 |
108,81 |
2,28 |
WZ0120 |
PL0000108601 |
99,01 |
99,28 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
96,83 |
97,11 |
2,49 |
2,40 |
96,97 |
2,45 |
DS1020 |
PL0000106126 |
109,56 |
109,85 |
2,61 |
2,54 |
109,71 |
2,57 |
WZ0121 |
PL0000106068 |
97,99 |
98,32 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
96,82 |
97,11 |
2,78 |
2,71 |
96,97 |
2,74 |
PS0721 |
PL0000109153 |
95,39 |
95,61 |
2,83 |
2,77 |
95,50 |
2,80 |
DS1021 |
PL0000106670 |
112,90 |
113,20 |
2,87 |
2,80 |
113,05 |
2,83 |
PS0422 |
PL0000109492 |
95,96 |
96,24 |
3,08 |
3,02 |
96,10 |
3,05 |
WS0922 |
PL0000102646 |
113,89 |
114,10 |
3,08 |
3,05 |
114,00 |
3,06 |
WZ1122 |
PL0000109377 |
95,99 |
96,49 |
--- |
--- |
96,24 |
--- |
IZ0823 |
PL0000105359 |
106,68 |
110,12 |
--- |
--- |
108,40 |
--- |
DS1023 |
PL0000107264 |
104,17 |
104,59 |
3,31 |
3,24 |
104,38 |
3,27 |
WZ0124 |
PL0000107454 |
95,06 |
95,56 |
--- |
--- |
95,31 |
--- |
DS0725 |
PL0000108197 |
97,97 |
98,36 |
3,52 |
3,47 |
98,17 |
3,50 |
WZ0126 |
PL0000108817 |
93,16 |
93,64 |
--- |
--- |
93,40 |
--- |
DS0726 |
PL0000108866 |
91,11 |
91,41 |
3,61 |
3,57 |
91,26 |
3,59 |
DS0727 |
PL0000109427 |
89,89 |
90,31 |
3,66 |
3,61 |
90,10 |
3,64 |
WS0429 |
PL0000105391 |
117,96 |
121,57 |
3,89 |
3,56 |
119,77 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,12 |
101,21 |
1,56 |
1,32 |
101,17 |
1,43 |
OK0717 |
PL0000108502 |
99,06 |
99,19 |
1,56 |
1,34 |
99,13 |
1,44 |
DS1017 |
PL0000104543 |
103,15 |
103,22 |
1,53 |
1,45 |
103,19 |
1,48 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,53 |
102,67 |
1,84 |
1,74 |
102,60 |
1,79 |
PS0718 |
PL0000107595 |
100,93 |
101,07 |
1,90 |
1,82 |
101,00 |
1,86 |
OK1018 |
PL0000109062 |
96,42 |
96,60 |
1,98 |
1,88 |
96,51 |
1,93 |
WZ0119 |
PL0000107603 |
99,68 |
99,91 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
102,60 |
102,79 |
2,21 |
2,14 |
102,70 |
2,17 |
DS1019 |
PL0000105441 |
108,79 |
108,98 |
2,29 |
2,22 |
108,89 |
2,25 |
WZ0120 |
PL0000108601 |
99,05 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,21 |
2,46 |
2,37 |
97,07 |
2,42 |
DS1020 |
PL0000106126 |
109,69 |
109,98 |
2,58 |
2,50 |
109,84 |
2,54 |
WZ0121 |
PL0000106068 |
98,10 |
98,26 |
--- |
--- |
98,18 |
--- |
PS0421 |
PL0000108916 |
96,93 |
97,22 |
2,75 |
2,68 |
97,08 |
2,72 |
PS0721 |
PL0000109153 |
95,51 |
95,72 |
2,80 |
2,75 |
95,62 |
2,77 |
DS1021 |
PL0000106670 |
113,10 |
113,36 |
2,82 |
2,77 |
113,23 |
2,80 |
PS0422 |
PL0000109492 |
96,24 |
96,43 |
3,02 |
2,98 |
96,34 |
3,00 |
WS0922 |
PL0000102646 |
114,09 |
114,31 |
3,05 |
3,01 |
114,20 |
3,03 |
WZ1122 |
PL0000109377 |
96,13 |
96,59 |
--- |
--- |
96,36 |
--- |
IZ0823 |
PL0000105359 |
107,72 |
110,22 |
--- |
--- |
108,97 |
--- |
DS1023 |
PL0000107264 |
104,50 |
104,81 |
3,25 |
3,21 |
104,66 |
3,23 |
WZ0124 |
PL0000107454 |
95,25 |
95,61 |
--- |
--- |
95,43 |
--- |
DS0725 |
PL0000108197 |
98,30 |
98,55 |
3,48 |
3,44 |
98,43 |
3,46 |
WZ0126 |
PL0000108817 |
93,33 |
93,65 |
--- |
--- |
93,49 |
--- |
DS0726 |
PL0000108866 |
91,39 |
91,67 |
3,57 |
3,53 |
91,53 |
3,55 |
DS0727 |
PL0000109427 |
90,24 |
90,61 |
3,62 |
3,58 |
90,43 |
3,60 |
WS0429 |
PL0000105391 |
118,57 |
122,06 |
3,83 |
3,51 |
120,32 |
3,67 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.