2016-12-16 |
MARKET DATA |
No 242 (3024) |
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 |
1 757,50 |
1 809,96 |
128 |
395,00 |
431,38 |
5 |
2 152,50 |
2 241,34 |
133 |
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 |
101,08 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,04 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,12 |
103,17 |
103,170 |
103,170 |
103,170 |
103,170 |
103,170 |
10 000 |
10,40 |
1 |
PS0418 |
PL0000107314 |
102,54 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,92 |
100,920 |
100,930 |
100,920 |
100,930 |
100,926 |
170 000 |
173,30 |
5 |
OK1018 |
PL0000109062 |
96,44 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,62 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,83 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,15 |
97,10 |
97,010 |
97,150 |
97,000 |
97,060 |
97,063 |
50 000 |
49,02 |
5 |
DS1020 |
PL0000106126 |
109,92 |
109,98 |
110,000 |
110,010 |
110,000 |
110,010 |
110,008 |
45 000 |
49,87 |
3 |
PS0421 |
PL0000108916 |
97,41 |
97,31 |
97,400 |
97,410 |
97,260 |
97,260 |
97,384 |
380 000 |
375,04 |
15 |
PS0721 |
PL0000109153 |
95,95 |
95,78 |
95,890 |
95,950 |
95,720 |
95,750 |
95,831 |
160 000 |
154,47 |
18 |
DS1021 |
PL0000106670 |
113,50 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,82 |
96,65 |
96,750 |
96,800 |
96,630 |
96,630 |
96,712 |
65 000 |
63,82 |
7 |
WS0922 |
PL0000102646 |
114,75 |
104,60 |
114,550 |
114,770 |
114,500 |
114,500 |
114,643 |
215 000 |
249,46 |
14 |
DS1023 |
PL0000107264 |
105,48 |
105,35 |
105,350 |
105,540 |
105,250 |
105,250 |
105,373 |
480 000 |
508,74 |
38 |
DS0725 |
PL0000108197 |
99,45 |
99,13 |
99,250 |
99,250 |
99,150 |
99,150 |
99,225 |
40 000 |
40,22 |
4 |
DS0726 |
PL0000108866 |
92,55 |
92,18 |
92,400 |
92,500 |
92,350 |
92,500 |
92,423 |
95 000 |
88,76 |
12 |
DS0727 |
PL0000109427 |
91,36 |
91,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,02 |
92,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,63 |
121,63 |
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 |
108,00 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,18 |
99,22 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
10 000 |
10,00 |
1 |
WZ0121 |
PL0000106068 |
98,20 |
98,20 |
98,200 |
98,250 |
98,200 |
98,250 |
98,223 |
32 500 |
32,16 |
4 |
WZ1122 |
PL0000109377 |
96,40 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,55 |
95,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,52 |
93,60 |
93,600 |
93,600 |
93,600 |
93,600 |
93,600 |
5 000 |
4,72 |
1 |
TOTAL |
1 757 500 |
1 809,96 |
128 |
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 |
101,06 |
101,16 |
1,61 |
1,33 |
101,11 |
1,47 |
OK0717 |
PL0000108502 |
99,02 |
99,17 |
1,66 |
1,41 |
99,10 |
1,53 |
DS1017 |
PL0000104543 |
103,07 |
103,21 |
1,56 |
1,40 |
103,14 |
1,48 |
WZ0118 |
PL0000104717 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,60 |
1,90 |
1,77 |
102,52 |
1,83 |
PS0718 |
PL0000107595 |
100,82 |
100,95 |
1,97 |
1,89 |
100,89 |
1,92 |
OK1018 |
PL0000109062 |
96,42 |
96,56 |
1,99 |
1,91 |
96,49 |
1,95 |
WZ0119 |
PL0000107603 |
99,70 |
99,95 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
102,52 |
102,71 |
2,24 |
2,16 |
102,62 |
2,20 |
DS1019 |
PL0000105441 |
108,69 |
108,88 |
2,31 |
2,24 |
108,79 |
2,27 |
WZ0120 |
PL0000108601 |
99,00 |
99,36 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
96,97 |
97,22 |
2,45 |
2,37 |
97,10 |
2,41 |
DS1020 |
PL0000106126 |
109,77 |
110,04 |
2,55 |
2,48 |
109,91 |
2,51 |
WZ0121 |
PL0000106068 |
98,02 |
98,28 |
--- |
--- |
98,15 |
--- |
PS0421 |
PL0000108916 |
97,10 |
97,37 |
2,71 |
2,65 |
97,24 |
2,68 |
PS0721 |
PL0000109153 |
95,73 |
95,98 |
2,75 |
2,69 |
95,86 |
2,72 |
DS1021 |
PL0000106670 |
113,33 |
113,63 |
2,77 |
2,71 |
113,48 |
2,74 |
PS0422 |
PL0000109492 |
96,59 |
96,80 |
2,95 |
2,90 |
96,70 |
2,92 |
WS0922 |
PL0000102646 |
114,46 |
114,75 |
2,98 |
2,93 |
114,61 |
2,95 |
WZ1122 |
PL0000109377 |
96,16 |
96,65 |
--- |
--- |
96,41 |
--- |
IZ0823 |
PL0000105359 |
106,31 |
110,90 |
--- |
--- |
108,61 |
--- |
DS1023 |
PL0000107264 |
105,16 |
105,46 |
3,15 |
3,10 |
105,31 |
3,12 |
WZ0124 |
PL0000107454 |
95,40 |
95,83 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
99,01 |
99,41 |
3,38 |
3,33 |
99,21 |
3,35 |
WZ0126 |
PL0000108817 |
93,39 |
93,79 |
--- |
--- |
93,59 |
--- |
DS0726 |
PL0000108866 |
92,05 |
92,45 |
3,49 |
3,43 |
92,25 |
3,46 |
DS0727 |
PL0000109427 |
90,90 |
91,31 |
3,54 |
3,49 |
91,11 |
3,52 |
WS0429 |
PL0000105391 |
119,39 |
122,75 |
3,75 |
3,45 |
121,07 |
3,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,06 |
101,14 |
1,61 |
1,39 |
101,10 |
1,50 |
OK0717 |
PL0000108502 |
99,01 |
99,16 |
1,68 |
1,42 |
99,09 |
1,54 |
DS1017 |
PL0000104543 |
103,08 |
103,22 |
1,55 |
1,39 |
103,15 |
1,47 |
WZ0118 |
PL0000104717 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
102,51 |
102,65 |
1,84 |
1,73 |
102,58 |
1,79 |
PS0718 |
PL0000107595 |
100,90 |
101,02 |
1,92 |
1,84 |
100,96 |
1,88 |
OK1018 |
PL0000109062 |
96,42 |
96,57 |
1,99 |
1,91 |
96,50 |
1,95 |
WZ0119 |
PL0000107603 |
99,77 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,76 |
2,22 |
2,14 |
102,67 |
2,18 |
DS1019 |
PL0000105441 |
108,78 |
108,96 |
2,28 |
2,21 |
108,87 |
2,25 |
WZ0120 |
PL0000108601 |
99,11 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0420 |
PL0000108510 |
96,99 |
97,18 |
2,44 |
2,38 |
97,09 |
2,41 |
DS1020 |
PL0000106126 |
109,77 |
110,05 |
2,55 |
2,47 |
109,91 |
2,51 |
WZ0121 |
PL0000106068 |
98,13 |
98,31 |
--- |
--- |
98,22 |
--- |
PS0421 |
PL0000108916 |
97,20 |
97,39 |
2,69 |
2,64 |
97,30 |
2,66 |
PS0721 |
PL0000109153 |
95,70 |
95,89 |
2,76 |
2,71 |
95,80 |
2,73 |
DS1021 |
PL0000106670 |
113,25 |
113,54 |
2,79 |
2,73 |
113,40 |
2,75 |
PS0422 |
PL0000109492 |
96,55 |
96,76 |
2,95 |
2,91 |
96,66 |
2,93 |
WS0922 |
PL0000102646 |
114,44 |
114,71 |
2,98 |
2,93 |
114,58 |
2,96 |
WZ1122 |
PL0000109377 |
96,33 |
96,73 |
--- |
--- |
96,53 |
--- |
IZ0823 |
PL0000105359 |
106,85 |
109,96 |
--- |
--- |
108,41 |
--- |
DS1023 |
PL0000107264 |
105,21 |
105,42 |
3,14 |
3,11 |
105,32 |
3,12 |
WZ0124 |
PL0000107454 |
95,45 |
95,86 |
--- |
--- |
95,66 |
--- |
DS0725 |
PL0000108197 |
99,16 |
99,43 |
3,36 |
3,32 |
99,30 |
3,34 |
WZ0126 |
PL0000108817 |
93,44 |
93,85 |
--- |
--- |
93,65 |
--- |
DS0726 |
PL0000108866 |
92,23 |
92,58 |
3,46 |
3,42 |
92,41 |
3,44 |
DS0727 |
PL0000109427 |
91,09 |
91,51 |
3,52 |
3,47 |
91,30 |
3,49 |
WS0429 |
PL0000105391 |
119,75 |
123,19 |
3,72 |
3,41 |
121,47 |
3,56 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
80 |
DS1020 |
PL0000106126 |
3/11 |
8 |
1,450 |
1,450 |
1,450 |
130 |
DS1021 |
PL0000106670 |
3/11 |
8 |
1,450 |
1,450 |
1,450 |
155 |
TOTAL |
395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.