2016-12-14 |
MARKET DATA |
No 240 (3022) |
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 |
857,50 |
849,84 |
77 |
235,00 |
248,56 |
7 |
1 092,50 |
1 098,40 |
84 |
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 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,07 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,17 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,58 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,02 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,46 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,75 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,92 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,22 |
97,21 |
97,110 |
97,110 |
97,090 |
97,090 |
97,097 |
60 000 |
58,84 |
4 |
DS1020 |
PL0000106126 |
109,92 |
109,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,23 |
97,26 |
97,320 |
97,350 |
97,320 |
97,350 |
97,334 |
35 000 |
34,52 |
3 |
PS0721 |
PL0000109153 |
95,89 |
95,70 |
95,700 |
95,880 |
95,700 |
95,880 |
95,753 |
120 000 |
115,73 |
13 |
DS1021 |
PL0000106670 |
113,53 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,86 |
96,47 |
96,560 |
96,880 |
96,510 |
96,880 |
96,720 |
355 000 |
348,50 |
28 |
WS0922 |
PL0000102646 |
114,74 |
114,40 |
114,740 |
114,740 |
114,650 |
114,650 |
114,678 |
75 000 |
87,00 |
9 |
DS1023 |
PL0000107264 |
105,32 |
104,88 |
105,010 |
105,010 |
105,010 |
105,010 |
105,010 |
5 000 |
5,28 |
1 |
DS0725 |
PL0000108197 |
99,20 |
98,72 |
98,750 |
98,960 |
98,750 |
98,960 |
98,918 |
75 000 |
75,15 |
6 |
DS0726 |
PL0000108866 |
92,22 |
91,80 |
91,900 |
92,450 |
91,900 |
92,450 |
92,168 |
55 000 |
51,23 |
6 |
DS0727 |
PL0000109427 |
91,15 |
90,77 |
91,220 |
91,270 |
91,220 |
91,270 |
91,243 |
50 000 |
46,11 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,35 |
121,75 |
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 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
12 500 |
12,59 |
1 |
WZ0118 |
PL0000104717 |
100,11 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,07 |
99,20 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
5 000 |
5,00 |
1 |
WZ0121 |
PL0000106068 |
98,15 |
98,15 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
10 000 |
9,89 |
1 |
WZ1122 |
PL0000109377 |
96,27 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,35 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,45 |
93,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
857 500 |
849,84 |
77 |
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 |
101,11 |
101,22 |
1,57 |
1,27 |
101,17 |
1,41 |
OK0717 |
PL0000108502 |
99,05 |
99,18 |
1,58 |
1,37 |
99,12 |
1,47 |
DS1017 |
PL0000104543 |
103,14 |
103,23 |
1,53 |
1,43 |
103,19 |
1,47 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,52 |
102,68 |
1,85 |
1,73 |
102,60 |
1,79 |
PS0718 |
PL0000107595 |
100,91 |
101,08 |
1,92 |
1,81 |
101,00 |
1,86 |
OK1018 |
PL0000109062 |
96,42 |
96,61 |
1,98 |
1,87 |
96,52 |
1,93 |
WZ0119 |
PL0000107603 |
99,70 |
99,92 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
102,61 |
102,80 |
2,20 |
2,13 |
102,71 |
2,17 |
DS1019 |
PL0000105441 |
108,80 |
108,99 |
2,28 |
2,22 |
108,90 |
2,25 |
WZ0120 |
PL0000108601 |
99,04 |
99,33 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
97,02 |
97,27 |
2,43 |
2,35 |
97,15 |
2,39 |
DS1020 |
PL0000106126 |
109,73 |
110,01 |
2,56 |
2,49 |
109,87 |
2,53 |
WZ0121 |
PL0000106068 |
98,09 |
98,27 |
--- |
--- |
98,18 |
--- |
PS0421 |
PL0000108916 |
97,02 |
97,30 |
2,73 |
2,66 |
97,16 |
2,70 |
PS0721 |
PL0000109153 |
95,61 |
95,81 |
2,78 |
2,73 |
95,71 |
2,75 |
DS1021 |
PL0000106670 |
113,21 |
113,48 |
2,80 |
2,74 |
113,35 |
2,77 |
PS0422 |
PL0000109492 |
96,33 |
96,57 |
3,00 |
2,95 |
96,45 |
2,97 |
WS0922 |
PL0000102646 |
114,27 |
114,51 |
3,01 |
2,97 |
114,39 |
2,99 |
WZ1122 |
PL0000109377 |
96,14 |
96,62 |
--- |
--- |
96,38 |
--- |
IZ0823 |
PL0000105359 |
107,29 |
110,46 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
104,67 |
104,98 |
3,23 |
3,18 |
104,83 |
3,20 |
WZ0124 |
PL0000107454 |
95,16 |
95,65 |
--- |
--- |
95,41 |
--- |
DS0725 |
PL0000108197 |
98,52 |
98,85 |
3,45 |
3,40 |
98,69 |
3,42 |
WZ0126 |
PL0000108817 |
93,25 |
93,73 |
--- |
--- |
93,49 |
--- |
DS0726 |
PL0000108866 |
91,61 |
91,97 |
3,54 |
3,50 |
91,79 |
3,52 |
DS0727 |
PL0000109427 |
90,51 |
90,92 |
3,59 |
3,54 |
90,72 |
3,56 |
WS0429 |
PL0000105391 |
118,84 |
122,41 |
3,81 |
3,48 |
120,63 |
3,64 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,12 |
101,22 |
1,54 |
1,27 |
101,17 |
1,41 |
OK0717 |
PL0000108502 |
99,05 |
99,19 |
1,58 |
1,35 |
99,12 |
1,47 |
DS1017 |
PL0000104543 |
103,14 |
103,24 |
1,53 |
1,42 |
103,19 |
1,47 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,56 |
102,70 |
1,82 |
1,71 |
102,63 |
1,76 |
PS0718 |
PL0000107595 |
100,96 |
101,09 |
1,88 |
1,80 |
101,03 |
1,84 |
OK1018 |
PL0000109062 |
96,44 |
96,62 |
1,97 |
1,87 |
96,53 |
1,92 |
WZ0119 |
PL0000107603 |
99,71 |
99,92 |
--- |
--- |
99,82 |
--- |
PS0719 |
PL0000108148 |
102,68 |
102,87 |
2,18 |
2,10 |
102,78 |
2,14 |
DS1019 |
PL0000105441 |
108,86 |
109,05 |
2,26 |
2,20 |
108,96 |
2,23 |
WZ0120 |
PL0000108601 |
99,04 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,11 |
97,35 |
2,40 |
2,33 |
97,23 |
2,37 |
DS1020 |
PL0000106126 |
109,88 |
110,17 |
2,53 |
2,45 |
110,03 |
2,49 |
WZ0121 |
PL0000106068 |
98,08 |
98,25 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
97,17 |
97,39 |
2,69 |
2,64 |
97,28 |
2,67 |
PS0721 |
PL0000109153 |
95,78 |
95,99 |
2,73 |
2,68 |
95,89 |
2,71 |
DS1021 |
PL0000106670 |
113,44 |
113,74 |
2,75 |
2,69 |
113,59 |
2,72 |
PS0422 |
PL0000109492 |
96,67 |
96,82 |
2,93 |
2,90 |
96,75 |
2,91 |
WS0922 |
PL0000102646 |
114,55 |
114,82 |
2,97 |
2,92 |
114,69 |
2,94 |
WZ1122 |
PL0000109377 |
96,16 |
96,63 |
--- |
--- |
96,40 |
--- |
IZ0823 |
PL0000105359 |
107,86 |
110,33 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
105,04 |
105,47 |
3,17 |
3,10 |
105,26 |
3,13 |
WZ0124 |
PL0000107454 |
95,29 |
95,70 |
--- |
--- |
95,50 |
--- |
DS0725 |
PL0000108197 |
99,04 |
99,39 |
3,38 |
3,33 |
99,22 |
3,35 |
WZ0126 |
PL0000108817 |
93,37 |
93,75 |
--- |
--- |
93,56 |
--- |
DS0726 |
PL0000108866 |
92,10 |
92,42 |
3,48 |
3,44 |
92,26 |
3,46 |
DS0727 |
PL0000109427 |
91,06 |
91,39 |
3,52 |
3,48 |
91,23 |
3,50 |
WS0429 |
PL0000105391 |
119,63 |
123,05 |
3,73 |
3,43 |
121,34 |
3,58 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
65 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
15 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
TOTAL |
235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.