2016-12-15 |
MARKET DATA |
No 241 (3023) |
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 |
1 550,00 |
1 531,48 |
119 |
785,00 |
826,51 |
9 |
2 335,00 |
2 357,99 |
128 |
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 |
101,13 |
101,13 |
101,130 |
101,130 |
101,130 |
101,130 |
101,130 |
145 000 |
151,13 |
2 |
OK0717 |
PL0000108502 |
99,07 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,16 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,52 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,92 |
100,920 |
100,920 |
100,880 |
100,880 |
100,890 |
225 000 |
229,27 |
11 |
OK1018 |
PL0000109062 |
96,44 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,74 |
108,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,02 |
97,02 |
97,010 |
97,020 |
96,960 |
97,020 |
96,985 |
117 500 |
115,11 |
9 |
DS1020 |
PL0000106126 |
109,70 |
109,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,98 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,70 |
95,51 |
95,600 |
95,700 |
95,500 |
95,680 |
95,643 |
310 000 |
298,68 |
24 |
DS1021 |
PL0000106670 |
113,25 |
113,14 |
113,250 |
113,250 |
113,250 |
113,250 |
113,250 |
20 000 |
22,82 |
2 |
PS0422 |
PL0000109492 |
96,50 |
96,28 |
96,500 |
96,500 |
96,190 |
96,480 |
96,379 |
155 000 |
151,66 |
13 |
WS0922 |
PL0000102646 |
114,30 |
114,11 |
114,230 |
114,300 |
114,000 |
114,300 |
114,176 |
82 500 |
95,33 |
10 |
DS1023 |
PL0000107264 |
104,88 |
104,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,83 |
98,44 |
98,860 |
98,860 |
98,600 |
98,750 |
98,705 |
107 500 |
107,52 |
12 |
DS0726 |
PL0000108866 |
91,81 |
91,39 |
91,800 |
91,880 |
91,390 |
91,400 |
91,660 |
150 000 |
139,00 |
17 |
DS0727 |
PL0000109427 |
90,79 |
90,12 |
90,120 |
90,790 |
90,120 |
90,790 |
90,382 |
120 000 |
109,67 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,75 |
121,00 |
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 |
108,60 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,20 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
12 500 |
12,36 |
2 |
WZ1122 |
PL0000109377 |
96,20 |
96,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,45 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,53 |
93,53 |
93,530 |
93,530 |
93,490 |
93,490 |
93,518 |
105 000 |
98,94 |
5 |
TOTAL |
1 550 000 |
1 531,48 |
119 |
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 |
101,09 |
101,23 |
1,55 |
1,17 |
101,16 |
1,36 |
OK0717 |
PL0000108502 |
99,05 |
99,20 |
1,61 |
1,35 |
99,13 |
1,47 |
DS1017 |
PL0000104543 |
103,07 |
103,25 |
1,57 |
1,37 |
103,16 |
1,47 |
WZ0118 |
PL0000104717 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
OK1018 |
PL0000109062 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0119 |
PL0000107603 |
99,67 |
99,92 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
102,51 |
102,75 |
2,24 |
2,15 |
102,63 |
2,19 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0120 |
PL0000108601 |
98,98 |
99,28 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
98,04 |
98,28 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0721 |
PL0000109153 |
95,45 |
95,71 |
2,82 |
2,75 |
95,58 |
2,78 |
DS1021 |
PL0000106670 |
112,96 |
113,46 |
2,85 |
2,74 |
113,21 |
2,80 |
PS0422 |
PL0000109492 |
96,20 |
96,53 |
3,03 |
2,96 |
96,37 |
2,99 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ1122 |
PL0000109377 |
96,11 |
96,59 |
--- |
--- |
96,35 |
--- |
IZ0823 |
PL0000105359 |
106,27 |
109,95 |
--- |
--- |
108,11 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
95,13 |
95,66 |
--- |
--- |
95,40 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
93,08 |
93,69 |
--- |
--- |
93,39 |
--- |
DS0726 |
PL0000108866 |
91,32 |
91,77 |
3,58 |
3,52 |
91,55 |
3,55 |
DS0727 |
PL0000109427 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,06 |
101,15 |
1,64 |
1,39 |
101,11 |
1,50 |
OK0717 |
PL0000108502 |
99,02 |
99,17 |
1,66 |
1,40 |
99,10 |
1,52 |
DS1017 |
PL0000104543 |
103,11 |
103,23 |
1,53 |
1,39 |
103,17 |
1,46 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,61 |
1,87 |
1,77 |
102,54 |
1,82 |
PS0718 |
PL0000107595 |
100,85 |
100,95 |
1,95 |
1,89 |
100,90 |
1,92 |
OK1018 |
PL0000109062 |
96,41 |
96,55 |
2,00 |
1,92 |
96,48 |
1,96 |
WZ0119 |
PL0000107603 |
99,71 |
99,92 |
--- |
--- |
99,82 |
--- |
PS0719 |
PL0000108148 |
102,49 |
102,68 |
2,25 |
2,17 |
102,59 |
2,21 |
DS1019 |
PL0000105441 |
108,69 |
108,86 |
2,31 |
2,25 |
108,78 |
2,28 |
WZ0120 |
PL0000108601 |
99,01 |
99,26 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,17 |
2,46 |
2,39 |
97,06 |
2,42 |
DS1020 |
PL0000106126 |
109,66 |
109,92 |
2,58 |
2,51 |
109,79 |
2,54 |
WZ0121 |
PL0000106068 |
98,06 |
98,26 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
96,94 |
97,18 |
2,75 |
2,69 |
97,06 |
2,72 |
PS0721 |
PL0000109153 |
95,56 |
95,78 |
2,79 |
2,74 |
95,67 |
2,76 |
DS1021 |
PL0000106670 |
113,13 |
113,40 |
2,81 |
2,76 |
113,27 |
2,78 |
PS0422 |
PL0000109492 |
96,35 |
96,53 |
3,00 |
2,96 |
96,44 |
2,98 |
WS0922 |
PL0000102646 |
114,15 |
114,39 |
3,03 |
2,99 |
114,27 |
3,01 |
WZ1122 |
PL0000109377 |
96,13 |
96,64 |
--- |
--- |
96,39 |
--- |
IZ0823 |
PL0000105359 |
107,37 |
110,03 |
--- |
--- |
108,70 |
--- |
DS1023 |
PL0000107264 |
104,78 |
105,17 |
3,21 |
3,15 |
104,98 |
3,18 |
WZ0124 |
PL0000107454 |
95,37 |
95,74 |
--- |
--- |
95,56 |
--- |
DS0725 |
PL0000108197 |
98,63 |
98,93 |
3,43 |
3,39 |
98,78 |
3,41 |
WZ0126 |
PL0000108817 |
93,37 |
93,68 |
--- |
--- |
93,53 |
--- |
DS0726 |
PL0000108866 |
91,63 |
91,96 |
3,54 |
3,50 |
91,80 |
3,52 |
DS0727 |
PL0000109427 |
90,57 |
90,84 |
3,58 |
3,55 |
90,71 |
3,56 |
WS0429 |
PL0000105391 |
118,83 |
122,29 |
3,81 |
3,49 |
120,56 |
3,65 |
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 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
205 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
65 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
75 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
370 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.