2016-12-20 |
MARKET DATA |
No 244 (3026) |
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 |
400,00 |
394,74 |
31 |
170,00 |
169,91 |
1 |
570,00 |
564,64 |
32 |
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 |
99,14 |
99,17 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
65 000 |
64,44 |
2 |
DS1017 |
PL0000104543 |
103,08 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,51 |
102,63 |
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 |
96,45 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,15 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,56 |
102,71 |
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 |
97,10 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,85 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,43 |
97,38 |
97,360 |
97,370 |
97,360 |
97,370 |
97,367 |
35 000 |
34,54 |
4 |
PS0721 |
PL0000109153 |
95,94 |
95,88 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
5 000 |
4,83 |
1 |
DS1021 |
PL0000106670 |
113,52 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,75 |
96,78 |
96,850 |
96,850 |
96,750 |
96,750 |
96,793 |
140 000 |
137,59 |
11 |
WS0922 |
PL0000102646 |
114,71 |
114,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,50 |
105,45 |
105,360 |
105,360 |
105,360 |
105,360 |
105,360 |
10 000 |
10,60 |
1 |
DS0725 |
PL0000108197 |
99,55 |
98,83 |
99,450 |
99,550 |
99,450 |
99,480 |
99,480 |
60 000 |
60,49 |
6 |
DS0726 |
PL0000108866 |
92,65 |
92,43 |
92,450 |
92,450 |
92,450 |
92,450 |
92,450 |
10 000 |
9,35 |
1 |
DS0727 |
PL0000109427 |
91,47 |
91,26 |
91,260 |
91,260 |
91,260 |
91,260 |
91,260 |
10 000 |
9,23 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,67 |
122,65 |
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 |
109,80 |
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 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,84 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,21 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,24 |
98,22 |
98,240 |
98,240 |
98,220 |
98,220 |
98,233 |
40 000 |
39,59 |
2 |
WZ1122 |
PL0000109377 |
96,44 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,64 |
95,600 |
95,600 |
95,600 |
95,600 |
95,600 |
25 000 |
24,08 |
2 |
WZ0126 |
PL0000108817 |
93,60 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
400 000 |
394,74 |
31 |
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 |
1,57 |
1,25 |
101,12 |
1,39 |
OK0717 |
PL0000108502 |
99,09 |
99,20 |
1,56 |
1,37 |
99,15 |
1,46 |
DS1017 |
PL0000104543 |
103,04 |
103,22 |
1,57 |
1,37 |
103,13 |
1,47 |
WZ0118 |
PL0000104717 |
100,10 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,64 |
1,86 |
1,73 |
102,56 |
1,79 |
PS0718 |
PL0000107595 |
100,87 |
101,03 |
1,94 |
1,83 |
100,95 |
1,88 |
OK1018 |
PL0000109062 |
96,35 |
96,54 |
2,04 |
1,93 |
96,45 |
1,98 |
WZ0119 |
PL0000107603 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,73 |
2,23 |
2,15 |
102,64 |
2,19 |
DS1019 |
PL0000105441 |
108,76 |
108,95 |
2,28 |
2,21 |
108,86 |
2,24 |
WZ0120 |
PL0000108601 |
99,09 |
99,43 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,18 |
2,47 |
2,39 |
97,06 |
2,42 |
DS1020 |
PL0000106126 |
109,78 |
110,07 |
2,54 |
2,47 |
109,93 |
2,50 |
WZ0121 |
PL0000106068 |
98,11 |
98,34 |
--- |
--- |
98,23 |
--- |
PS0421 |
PL0000108916 |
97,23 |
97,51 |
2,68 |
2,61 |
97,37 |
2,65 |
PS0721 |
PL0000109153 |
95,80 |
96,07 |
2,73 |
2,67 |
95,94 |
2,70 |
DS1021 |
PL0000106670 |
113,40 |
113,69 |
2,75 |
2,69 |
113,55 |
2,72 |
PS0422 |
PL0000109492 |
96,72 |
96,97 |
2,92 |
2,87 |
96,85 |
2,89 |
WS0922 |
PL0000102646 |
114,46 |
114,77 |
2,97 |
2,92 |
114,62 |
2,95 |
WZ1122 |
PL0000109377 |
96,29 |
96,80 |
--- |
--- |
96,55 |
--- |
IZ0823 |
PL0000105359 |
107,33 |
110,72 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,74 |
3,12 |
3,05 |
105,52 |
3,09 |
WZ0124 |
PL0000107454 |
95,53 |
95,81 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
98,97 |
99,43 |
3,39 |
3,32 |
99,20 |
3,35 |
WZ0126 |
PL0000108817 |
93,50 |
93,90 |
--- |
--- |
93,70 |
--- |
DS0726 |
PL0000108866 |
92,46 |
92,85 |
3,43 |
3,38 |
92,66 |
3,41 |
DS0727 |
PL0000109427 |
91,34 |
91,75 |
3,49 |
3,44 |
91,55 |
3,46 |
WS0429 |
PL0000105391 |
116,43 |
127,32 |
4,03 |
3,06 |
121,88 |
3,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,04 |
101,17 |
1,62 |
1,25 |
101,11 |
1,42 |
OK0717 |
PL0000108502 |
99,11 |
99,20 |
1,52 |
1,37 |
99,16 |
1,44 |
DS1017 |
PL0000104543 |
103,05 |
103,21 |
1,56 |
1,38 |
103,13 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,49 |
102,65 |
1,85 |
1,73 |
102,57 |
1,79 |
PS0718 |
PL0000107595 |
100,91 |
101,06 |
1,91 |
1,81 |
100,99 |
1,86 |
OK1018 |
PL0000109062 |
96,40 |
96,56 |
2,01 |
1,92 |
96,48 |
1,97 |
WZ0119 |
PL0000107603 |
99,77 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,73 |
2,23 |
2,15 |
102,64 |
2,19 |
DS1019 |
PL0000105441 |
108,79 |
108,91 |
2,27 |
2,23 |
108,85 |
2,25 |
WZ0120 |
PL0000108601 |
99,12 |
99,34 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
97,02 |
97,22 |
2,44 |
2,37 |
97,12 |
2,40 |
DS1020 |
PL0000106126 |
109,77 |
109,99 |
2,54 |
2,49 |
109,88 |
2,52 |
WZ0121 |
PL0000106068 |
98,16 |
98,33 |
--- |
--- |
98,25 |
--- |
PS0421 |
PL0000108916 |
97,32 |
97,46 |
2,66 |
2,62 |
97,39 |
2,64 |
PS0721 |
PL0000109153 |
95,78 |
95,92 |
2,74 |
2,70 |
95,85 |
2,72 |
DS1021 |
PL0000106670 |
113,41 |
113,62 |
2,75 |
2,71 |
113,52 |
2,73 |
PS0422 |
PL0000109492 |
96,69 |
96,87 |
2,93 |
2,89 |
96,78 |
2,91 |
WS0922 |
PL0000102646 |
114,53 |
114,76 |
2,96 |
2,92 |
114,65 |
2,94 |
WZ1122 |
PL0000109377 |
96,28 |
96,68 |
--- |
--- |
96,48 |
--- |
IZ0823 |
PL0000105359 |
107,67 |
110,23 |
--- |
--- |
108,95 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,58 |
3,12 |
3,08 |
105,44 |
3,10 |
WZ0124 |
PL0000107454 |
95,53 |
95,77 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
99,24 |
99,63 |
3,35 |
3,30 |
99,44 |
3,32 |
WZ0126 |
PL0000108817 |
93,52 |
93,87 |
--- |
--- |
93,70 |
--- |
DS0726 |
PL0000108866 |
92,30 |
92,57 |
3,45 |
3,42 |
92,44 |
3,44 |
DS0727 |
PL0000109427 |
91,18 |
91,42 |
3,51 |
3,48 |
91,30 |
3,49 |
WS0429 |
PL0000105391 |
119,85 |
123,24 |
3,71 |
3,41 |
121,55 |
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) |
(%) |
(%) |
(%) |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
170 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.