2016-12-21 |
MARKET DATA |
No 245 (3027) |
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 |
522,50 |
550,80 |
33 |
0,00 |
0,00 |
0 |
522,50 |
550,80 |
33 |
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 |
101,05 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,14 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,07 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,52 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,48 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,12 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,61 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,85 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,09 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,93 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,48 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,96 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,70 |
113,68 |
113,700 |
113,730 |
113,700 |
113,730 |
113,715 |
47 500 |
54,46 |
5 |
PS0422 |
PL0000109492 |
96,86 |
96,82 |
96,850 |
96,850 |
96,800 |
96,820 |
96,825 |
40 000 |
39,33 |
4 |
WS0922 |
PL0000102646 |
114,70 |
114,52 |
114,660 |
114,740 |
114,520 |
114,740 |
114,659 |
135 000 |
156,73 |
4 |
DS1023 |
PL0000107264 |
105,50 |
105,45 |
105,450 |
105,450 |
105,400 |
105,400 |
105,446 |
130 000 |
137,92 |
4 |
DS0725 |
PL0000108197 |
99,55 |
99,52 |
99,550 |
99,550 |
99,440 |
99,440 |
99,497 |
30 000 |
30,25 |
3 |
DS0726 |
PL0000108866 |
92,68 |
92,55 |
92,620 |
92,700 |
92,620 |
92,700 |
92,655 |
55 000 |
51,53 |
6 |
DS0727 |
PL0000109427 |
91,43 |
91,43 |
91,500 |
91,560 |
91,500 |
91,560 |
91,536 |
35 000 |
32,40 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,94 |
123,05 |
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 |
109,35 |
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 |
100,16 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,84 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,22 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,22 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,36 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,65 |
95,65 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
50 000 |
48,19 |
3 |
WZ0126 |
PL0000108817 |
93,66 |
93,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
522 500 |
550,80 |
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 |
101,04 |
101,17 |
1,60 |
1,23 |
101,11 |
1,40 |
OK0717 |
PL0000108502 |
99,08 |
99,20 |
1,58 |
1,38 |
99,14 |
1,48 |
DS1017 |
PL0000104543 |
103,05 |
103,20 |
1,55 |
1,38 |
103,13 |
1,46 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,65 |
1,85 |
1,72 |
102,57 |
1,78 |
PS0718 |
PL0000107595 |
100,90 |
101,06 |
1,92 |
1,81 |
100,98 |
1,86 |
OK1018 |
PL0000109062 |
96,41 |
96,57 |
2,01 |
1,92 |
96,49 |
1,96 |
WZ0119 |
PL0000107603 |
99,77 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,73 |
2,22 |
2,15 |
102,64 |
2,19 |
DS1019 |
PL0000105441 |
108,75 |
108,94 |
2,28 |
2,21 |
108,85 |
2,24 |
WZ0120 |
PL0000108601 |
99,13 |
99,35 |
--- |
--- |
99,24 |
--- |
PS0420 |
PL0000108510 |
97,02 |
97,27 |
2,44 |
2,36 |
97,15 |
2,40 |
DS1020 |
PL0000106126 |
109,82 |
110,09 |
2,53 |
2,46 |
109,96 |
2,49 |
WZ0121 |
PL0000106068 |
98,12 |
98,33 |
--- |
--- |
98,23 |
--- |
PS0421 |
PL0000108916 |
97,35 |
97,60 |
2,65 |
2,59 |
97,48 |
2,62 |
PS0721 |
PL0000109153 |
95,84 |
96,08 |
2,72 |
2,67 |
95,96 |
2,70 |
DS1021 |
PL0000106670 |
113,43 |
113,71 |
2,74 |
2,69 |
113,57 |
2,72 |
PS0422 |
PL0000109492 |
96,72 |
96,93 |
2,92 |
2,88 |
96,83 |
2,90 |
WS0922 |
PL0000102646 |
114,58 |
114,86 |
2,95 |
2,90 |
114,72 |
2,93 |
WZ1122 |
PL0000109377 |
96,23 |
96,66 |
--- |
--- |
96,45 |
--- |
IZ0823 |
PL0000105359 |
106,79 |
110,40 |
--- |
--- |
108,60 |
--- |
DS1023 |
PL0000107264 |
105,39 |
105,65 |
3,11 |
3,07 |
105,52 |
3,09 |
WZ0124 |
PL0000107454 |
95,52 |
95,81 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
99,31 |
99,67 |
3,34 |
3,29 |
99,49 |
3,32 |
WZ0126 |
PL0000108817 |
93,52 |
93,85 |
--- |
--- |
93,69 |
--- |
DS0726 |
PL0000108866 |
92,40 |
92,65 |
3,44 |
3,41 |
92,53 |
3,42 |
DS0727 |
PL0000109427 |
91,21 |
91,57 |
3,51 |
3,46 |
91,39 |
3,48 |
WS0429 |
PL0000105391 |
119,22 |
123,82 |
3,77 |
3,36 |
121,52 |
3,56 |
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 |
1,60 |
1,23 |
101,11 |
1,40 |
OK0717 |
PL0000108502 |
99,11 |
99,21 |
1,53 |
1,36 |
99,16 |
1,44 |
DS1017 |
PL0000104543 |
103,05 |
103,18 |
1,55 |
1,40 |
103,12 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,64 |
1,85 |
1,73 |
102,56 |
1,79 |
PS0718 |
PL0000107595 |
100,92 |
101,07 |
1,90 |
1,81 |
101,00 |
1,85 |
OK1018 |
PL0000109062 |
96,46 |
96,62 |
1,98 |
1,89 |
96,54 |
1,93 |
WZ0119 |
PL0000107603 |
99,78 |
99,96 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
102,58 |
102,77 |
2,21 |
2,13 |
102,68 |
2,17 |
DS1019 |
PL0000105441 |
108,81 |
108,94 |
2,26 |
2,21 |
108,88 |
2,23 |
WZ0120 |
PL0000108601 |
99,16 |
99,34 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,02 |
97,24 |
2,44 |
2,37 |
97,13 |
2,40 |
DS1020 |
PL0000106126 |
109,83 |
110,04 |
2,53 |
2,47 |
109,94 |
2,50 |
WZ0121 |
PL0000106068 |
98,17 |
98,36 |
--- |
--- |
98,27 |
--- |
PS0421 |
PL0000108916 |
97,42 |
97,59 |
2,63 |
2,59 |
97,51 |
2,61 |
PS0721 |
PL0000109153 |
95,82 |
96,01 |
2,73 |
2,68 |
95,92 |
2,70 |
DS1021 |
PL0000106670 |
113,54 |
113,73 |
2,72 |
2,68 |
113,64 |
2,70 |
PS0422 |
PL0000109492 |
96,79 |
96,94 |
2,90 |
2,87 |
96,87 |
2,89 |
WS0922 |
PL0000102646 |
114,48 |
114,76 |
2,97 |
2,92 |
114,62 |
2,94 |
WZ1122 |
PL0000109377 |
96,29 |
96,63 |
--- |
--- |
96,46 |
--- |
IZ0823 |
PL0000105359 |
107,87 |
110,02 |
--- |
--- |
108,95 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,62 |
3,12 |
3,07 |
105,46 |
3,10 |
WZ0124 |
PL0000107454 |
95,56 |
95,81 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
99,30 |
99,62 |
3,34 |
3,30 |
99,46 |
3,32 |
WZ0126 |
PL0000108817 |
93,57 |
93,91 |
--- |
--- |
93,74 |
--- |
DS0726 |
PL0000108866 |
92,43 |
92,72 |
3,44 |
3,40 |
92,58 |
3,42 |
DS0727 |
PL0000109427 |
91,26 |
91,58 |
3,50 |
3,46 |
91,42 |
3,48 |
WS0429 |
PL0000105391 |
120,20 |
123,61 |
3,68 |
3,37 |
121,91 |
3,52 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.