2016-12-19 |
MARKET DATA |
No 243 (3025) |
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 |
410,00 |
401,60 |
33 |
240,00 |
254,01 |
6 |
650,00 |
655,62 |
39 |
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 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,12 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,09 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,42 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,58 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,82 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,11 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,86 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,40 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,96 |
95,85 |
95,800 |
95,800 |
95,750 |
95,750 |
95,760 |
70 000 |
67,53 |
4 |
DS1021 |
PL0000106670 |
113,48 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,90 |
96,60 |
96,700 |
96,900 |
96,700 |
96,900 |
96,780 |
50 000 |
49,13 |
5 |
WS0922 |
PL0000102646 |
114,80 |
114,60 |
114,600 |
114,620 |
114,600 |
114,620 |
114,613 |
15 000 |
17,40 |
2 |
DS1023 |
PL0000107264 |
105,65 |
105,42 |
105,400 |
105,400 |
105,350 |
105,350 |
105,368 |
40 000 |
42,40 |
4 |
DS0725 |
PL0000108197 |
99,65 |
99,30 |
99,400 |
99,590 |
99,360 |
99,590 |
99,422 |
25 000 |
25,19 |
3 |
DS0726 |
PL0000108866 |
92,65 |
92,30 |
92,380 |
92,730 |
92,380 |
92,730 |
92,604 |
150 000 |
140,44 |
11 |
DS0727 |
PL0000109427 |
91,50 |
91,20 |
91,250 |
91,250 |
91,250 |
91,250 |
91,250 |
10 000 |
9,23 |
1 |
WS0428 |
PL0000107611 |
92,33 |
93,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,75 |
122,34 |
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 |
108,80 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,87 |
99,880 |
99,880 |
99,850 |
99,850 |
99,860 |
50 000 |
50,29 |
3 |
WZ0120 |
PL0000108601 |
99,18 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,40 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
410 000 |
401,60 |
33 |
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 |
101,17 |
1,59 |
1,28 |
101,12 |
1,42 |
OK0717 |
PL0000108502 |
99,01 |
99,16 |
1,69 |
1,43 |
99,09 |
1,55 |
DS1017 |
PL0000104543 |
103,05 |
103,21 |
1,57 |
1,39 |
103,13 |
1,48 |
WZ0118 |
PL0000104717 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,65 |
1,86 |
1,73 |
102,57 |
1,79 |
PS0718 |
PL0000107595 |
100,88 |
101,04 |
1,93 |
1,83 |
100,96 |
1,88 |
OK1018 |
PL0000109062 |
96,37 |
96,56 |
2,03 |
1,92 |
96,47 |
1,97 |
WZ0119 |
PL0000107603 |
99,71 |
99,97 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
102,55 |
102,74 |
2,22 |
2,15 |
102,65 |
2,18 |
DS1019 |
PL0000105441 |
108,77 |
108,96 |
2,28 |
2,21 |
108,87 |
2,24 |
WZ0120 |
PL0000108601 |
99,06 |
99,39 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
96,97 |
97,18 |
2,45 |
2,38 |
97,08 |
2,42 |
DS1020 |
PL0000106126 |
109,75 |
110,04 |
2,55 |
2,48 |
109,90 |
2,51 |
WZ0121 |
PL0000106068 |
98,12 |
98,30 |
--- |
--- |
98,21 |
--- |
PS0421 |
PL0000108916 |
97,17 |
97,45 |
2,70 |
2,63 |
97,31 |
2,66 |
PS0721 |
PL0000109153 |
95,68 |
95,91 |
2,76 |
2,71 |
95,80 |
2,73 |
DS1021 |
PL0000106670 |
113,27 |
113,57 |
2,78 |
2,72 |
113,42 |
2,75 |
PS0422 |
PL0000109492 |
96,59 |
96,81 |
2,95 |
2,90 |
96,70 |
2,92 |
WS0922 |
PL0000102646 |
114,48 |
114,75 |
2,97 |
2,92 |
114,62 |
2,95 |
WZ1122 |
PL0000109377 |
96,28 |
96,78 |
--- |
--- |
96,53 |
--- |
IZ0823 |
PL0000105359 |
107,28 |
110,30 |
--- |
--- |
108,79 |
--- |
DS1023 |
PL0000107264 |
105,23 |
105,61 |
3,14 |
3,08 |
105,42 |
3,11 |
WZ0124 |
PL0000107454 |
95,46 |
95,86 |
--- |
--- |
95,66 |
--- |
DS0725 |
PL0000108197 |
99,13 |
99,48 |
3,36 |
3,32 |
99,31 |
3,34 |
WZ0126 |
PL0000108817 |
93,45 |
93,85 |
--- |
--- |
93,65 |
--- |
DS0726 |
PL0000108866 |
92,12 |
92,52 |
3,48 |
3,42 |
92,32 |
3,45 |
DS0727 |
PL0000109427 |
91,06 |
91,43 |
3,52 |
3,48 |
91,25 |
3,50 |
WS0429 |
PL0000105391 |
119,73 |
123,12 |
3,72 |
3,42 |
121,43 |
3,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,06 |
101,17 |
1,59 |
1,28 |
101,12 |
1,42 |
OK0717 |
PL0000108502 |
99,09 |
99,19 |
1,55 |
1,38 |
99,14 |
1,47 |
DS1017 |
PL0000104543 |
103,07 |
103,22 |
1,55 |
1,38 |
103,15 |
1,46 |
WZ0118 |
PL0000104717 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,65 |
1,86 |
1,73 |
102,57 |
1,79 |
PS0718 |
PL0000107595 |
100,90 |
101,02 |
1,92 |
1,84 |
100,96 |
1,88 |
OK1018 |
PL0000109062 |
96,39 |
96,56 |
2,01 |
1,92 |
96,48 |
1,96 |
WZ0119 |
PL0000107603 |
99,74 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
102,56 |
102,75 |
2,22 |
2,14 |
102,66 |
2,18 |
DS1019 |
PL0000105441 |
108,80 |
108,98 |
2,27 |
2,20 |
108,89 |
2,24 |
WZ0120 |
PL0000108601 |
99,11 |
99,31 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,25 |
2,42 |
2,36 |
97,16 |
2,39 |
DS1020 |
PL0000106126 |
109,84 |
110,12 |
2,53 |
2,45 |
109,98 |
2,49 |
WZ0121 |
PL0000106068 |
98,14 |
98,31 |
--- |
--- |
98,23 |
--- |
PS0421 |
PL0000108916 |
97,31 |
97,57 |
2,66 |
2,60 |
97,44 |
2,63 |
PS0721 |
PL0000109153 |
95,90 |
96,09 |
2,71 |
2,66 |
96,00 |
2,68 |
DS1021 |
PL0000106670 |
113,47 |
113,77 |
2,74 |
2,68 |
113,62 |
2,71 |
PS0422 |
PL0000109492 |
96,84 |
97,01 |
2,89 |
2,86 |
96,93 |
2,88 |
WS0922 |
PL0000102646 |
114,70 |
114,97 |
2,93 |
2,89 |
114,84 |
2,91 |
WZ1122 |
PL0000109377 |
96,30 |
96,80 |
--- |
--- |
96,55 |
--- |
IZ0823 |
PL0000105359 |
107,69 |
110,16 |
--- |
--- |
108,93 |
--- |
DS1023 |
PL0000107264 |
105,54 |
105,83 |
3,09 |
3,04 |
105,69 |
3,06 |
WZ0124 |
PL0000107454 |
95,53 |
95,79 |
--- |
--- |
95,66 |
--- |
DS0725 |
PL0000108197 |
99,53 |
99,82 |
3,31 |
3,27 |
99,68 |
3,29 |
WZ0126 |
PL0000108817 |
93,52 |
93,86 |
--- |
--- |
93,69 |
--- |
DS0726 |
PL0000108866 |
92,60 |
92,92 |
3,41 |
3,37 |
92,76 |
3,39 |
DS0727 |
PL0000109427 |
91,46 |
91,74 |
3,47 |
3,44 |
91,60 |
3,46 |
WS0429 |
PL0000105391 |
120,20 |
123,61 |
3,68 |
3,37 |
121,91 |
3,53 |
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 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
70 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
TOTAL |
240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.