2016-12-22 |
MARKET DATA |
No 246 (3028) |
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 |
510,00 |
522,32 |
30 |
0,00 |
0,00 |
0 |
510,00 |
522,32 |
30 |
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 |
101,02 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,16 |
99,20 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
110 000 |
109,08 |
3 |
DS1017 |
PL0000104543 |
103,07 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,51 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,17 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,63 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,83 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,15 |
97,22 |
97,220 |
97,220 |
97,220 |
97,220 |
97,220 |
5 000 |
4,91 |
1 |
DS1020 |
PL0000106126 |
109,90 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,48 |
97,50 |
97,480 |
97,480 |
97,480 |
97,480 |
97,480 |
115 000 |
113,65 |
2 |
PS0721 |
PL0000109153 |
95,99 |
95,98 |
95,940 |
95,980 |
95,940 |
95,980 |
95,960 |
20 000 |
19,34 |
2 |
DS1021 |
PL0000106670 |
113,70 |
113,68 |
113,700 |
113,700 |
113,650 |
113,650 |
113,687 |
75 000 |
86,01 |
6 |
PS0422 |
PL0000109492 |
96,90 |
96,90 |
96,900 |
96,900 |
96,830 |
96,830 |
96,876 |
35 000 |
34,44 |
4 |
WS0922 |
PL0000102646 |
114,67 |
114,71 |
114,610 |
114,610 |
114,520 |
114,520 |
114,570 |
40 000 |
46,43 |
4 |
DS1023 |
PL0000107264 |
105,45 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
92,56 |
92,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,41 |
91,35 |
91,450 |
91,450 |
91,450 |
91,450 |
91,450 |
15 000 |
13,88 |
3 |
WS0428 |
PL0000107611 |
92,51 |
93,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,62 |
122,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,23 |
121,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,50 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
10 000 |
12,57 |
1 |
WZ0117 |
PL0000106936 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,22 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,45 |
96,45 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
35 000 |
33,81 |
2 |
WZ0124 |
PL0000107454 |
95,65 |
95,84 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
50 000 |
48,20 |
2 |
WZ0126 |
PL0000108817 |
93,70 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
510 000 |
522,32 |
30 |
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 |
101,01 |
101,15 |
1,59 |
1,17 |
101,08 |
1,38 |
OK0717 |
PL0000108502 |
99,13 |
99,23 |
1,53 |
1,35 |
99,18 |
1,44 |
DS1017 |
PL0000104543 |
103,03 |
103,19 |
1,53 |
1,34 |
103,11 |
1,43 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,64 |
1,83 |
1,71 |
102,56 |
1,77 |
PS0718 |
PL0000107595 |
100,92 |
101,07 |
1,90 |
1,80 |
101,00 |
1,85 |
OK1018 |
PL0000109062 |
96,48 |
96,63 |
1,98 |
1,89 |
96,56 |
1,93 |
WZ0119 |
PL0000107603 |
99,78 |
99,99 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,76 |
2,21 |
2,13 |
102,67 |
2,17 |
DS1019 |
PL0000105441 |
108,75 |
108,93 |
2,27 |
2,20 |
108,84 |
2,24 |
WZ0120 |
PL0000108601 |
99,17 |
99,38 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,05 |
97,32 |
2,43 |
2,34 |
97,19 |
2,39 |
DS1020 |
PL0000106126 |
109,86 |
110,12 |
2,51 |
2,44 |
109,99 |
2,48 |
WZ0121 |
PL0000106068 |
98,19 |
98,38 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
97,43 |
97,67 |
2,63 |
2,57 |
97,55 |
2,60 |
PS0721 |
PL0000109153 |
95,90 |
96,13 |
2,71 |
2,66 |
96,02 |
2,68 |
DS1021 |
PL0000106670 |
113,65 |
113,81 |
2,69 |
2,66 |
113,73 |
2,68 |
PS0422 |
PL0000109492 |
96,81 |
96,97 |
2,90 |
2,87 |
96,89 |
2,89 |
WS0922 |
PL0000102646 |
114,62 |
114,89 |
2,94 |
2,89 |
114,76 |
2,92 |
WZ1122 |
PL0000109377 |
96,34 |
96,64 |
--- |
--- |
96,49 |
--- |
IZ0823 |
PL0000105359 |
108,06 |
110,14 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
105,36 |
105,77 |
3,11 |
3,05 |
105,57 |
3,08 |
WZ0124 |
PL0000107454 |
95,56 |
95,88 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
99,37 |
99,75 |
3,33 |
3,28 |
99,56 |
3,31 |
WZ0126 |
PL0000108817 |
93,63 |
93,97 |
--- |
--- |
93,80 |
--- |
DS0726 |
PL0000108866 |
92,51 |
92,91 |
3,43 |
3,38 |
92,71 |
3,40 |
DS0727 |
PL0000109427 |
91,34 |
91,70 |
3,49 |
3,45 |
91,52 |
3,47 |
WS0429 |
PL0000105391 |
120,39 |
123,90 |
3,66 |
3,35 |
122,15 |
3,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,01 |
101,14 |
1,59 |
1,20 |
101,08 |
1,38 |
OK0717 |
PL0000108502 |
99,14 |
99,24 |
1,51 |
1,33 |
99,19 |
1,42 |
DS1017 |
PL0000104543 |
103,04 |
103,18 |
1,52 |
1,35 |
103,11 |
1,43 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,62 |
1,83 |
1,73 |
102,55 |
1,78 |
PS0718 |
PL0000107595 |
100,94 |
101,04 |
1,88 |
1,82 |
100,99 |
1,85 |
OK1018 |
PL0000109062 |
96,49 |
96,60 |
1,97 |
1,91 |
96,55 |
1,94 |
WZ0119 |
PL0000107603 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,73 |
2,21 |
2,15 |
102,65 |
2,18 |
DS1019 |
PL0000105441 |
108,78 |
108,90 |
2,26 |
2,21 |
108,84 |
2,24 |
WZ0120 |
PL0000108601 |
99,18 |
99,40 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,10 |
97,25 |
2,41 |
2,37 |
97,18 |
2,39 |
DS1020 |
PL0000106126 |
109,81 |
110,03 |
2,52 |
2,47 |
109,92 |
2,50 |
WZ0121 |
PL0000106068 |
98,16 |
98,35 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
97,36 |
97,61 |
2,65 |
2,59 |
97,49 |
2,62 |
PS0721 |
PL0000109153 |
95,86 |
96,06 |
2,72 |
2,67 |
95,96 |
2,70 |
DS1021 |
PL0000106670 |
113,56 |
113,74 |
2,71 |
2,67 |
113,65 |
2,69 |
PS0422 |
PL0000109492 |
96,81 |
96,98 |
2,90 |
2,87 |
96,90 |
2,88 |
WS0922 |
PL0000102646 |
114,49 |
114,77 |
2,96 |
2,91 |
114,63 |
2,94 |
WZ1122 |
PL0000109377 |
96,36 |
96,56 |
--- |
--- |
96,46 |
--- |
IZ0823 |
PL0000105359 |
108,18 |
110,12 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
105,26 |
105,63 |
3,13 |
3,07 |
105,45 |
3,10 |
WZ0124 |
PL0000107454 |
95,48 |
95,88 |
--- |
--- |
95,68 |
--- |
DS0725 |
PL0000108197 |
99,24 |
99,56 |
3,35 |
3,31 |
99,40 |
3,33 |
WZ0126 |
PL0000108817 |
93,63 |
93,89 |
--- |
--- |
93,76 |
--- |
DS0726 |
PL0000108866 |
92,33 |
92,71 |
3,45 |
3,40 |
92,52 |
3,43 |
DS0727 |
PL0000109427 |
91,15 |
91,42 |
3,51 |
3,48 |
91,29 |
3,50 |
WS0429 |
PL0000105391 |
120,01 |
123,99 |
3,69 |
3,34 |
122,00 |
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.