2016-12-23 |
MARKET DATA |
No 247 (3029) |
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 |
450,00 |
453,55 |
5 |
0,00 |
0,00 |
0 |
450,00 |
453,55 |
5 |
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 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,16 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,04 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,18 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,60 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,76 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,12 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,85 |
110,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,40 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,91 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,57 |
113,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,88 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,50 |
114,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,26 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,24 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
92,39 |
92,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,17 |
91,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,30 |
93,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,41 |
122,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,85 |
121,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,94 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
450 000 |
453,55 |
5 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,26 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,45 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,55 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,65 |
93,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
450 000 |
453,55 |
5 |
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 |
101,14 |
1,56 |
1,17 |
101,08 |
1,35 |
OK0717 |
PL0000108502 |
99,12 |
99,23 |
1,55 |
1,36 |
99,18 |
1,44 |
DS1017 |
PL0000104543 |
103,02 |
103,17 |
1,53 |
1,35 |
103,10 |
1,43 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,64 |
1,83 |
1,71 |
102,56 |
1,77 |
PS0718 |
PL0000107595 |
100,93 |
101,06 |
1,89 |
1,81 |
101,00 |
1,85 |
OK1018 |
PL0000109062 |
96,48 |
96,62 |
1,98 |
1,90 |
96,55 |
1,94 |
WZ0119 |
PL0000107603 |
99,80 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,75 |
2,21 |
2,14 |
102,66 |
2,17 |
DS1019 |
PL0000105441 |
108,74 |
108,93 |
2,27 |
2,20 |
108,84 |
2,23 |
WZ0120 |
PL0000108601 |
99,15 |
99,40 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,08 |
97,31 |
2,42 |
2,35 |
97,20 |
2,38 |
DS1020 |
PL0000106126 |
109,81 |
110,10 |
2,52 |
2,45 |
109,96 |
2,48 |
WZ0121 |
PL0000106068 |
98,13 |
98,38 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
97,36 |
97,66 |
2,65 |
2,58 |
97,51 |
2,61 |
PS0721 |
PL0000109153 |
95,86 |
96,14 |
2,72 |
2,65 |
96,00 |
2,69 |
DS1021 |
PL0000106670 |
113,52 |
113,78 |
2,72 |
2,66 |
113,65 |
2,69 |
PS0422 |
PL0000109492 |
96,79 |
97,02 |
2,91 |
2,86 |
96,91 |
2,88 |
WS0922 |
PL0000102646 |
114,47 |
114,76 |
2,97 |
2,91 |
114,62 |
2,94 |
WZ1122 |
PL0000109377 |
96,31 |
96,61 |
--- |
--- |
96,46 |
--- |
IZ0823 |
PL0000105359 |
108,03 |
110,07 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
105,23 |
105,64 |
3,13 |
3,07 |
105,44 |
3,10 |
WZ0124 |
PL0000107454 |
95,49 |
95,84 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
99,20 |
99,57 |
3,36 |
3,30 |
99,39 |
3,33 |
WZ0126 |
PL0000108817 |
93,57 |
94,00 |
--- |
--- |
93,79 |
--- |
DS0726 |
PL0000108866 |
92,32 |
92,76 |
3,45 |
3,40 |
92,54 |
3,42 |
DS0727 |
PL0000109427 |
91,13 |
91,54 |
3,52 |
3,47 |
91,34 |
3,49 |
WS0429 |
PL0000105391 |
120,92 |
122,93 |
3,61 |
3,43 |
121,93 |
3,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,01 |
101,10 |
1,56 |
1,29 |
101,06 |
1,41 |
OK0717 |
PL0000108502 |
99,13 |
99,22 |
1,53 |
1,37 |
99,18 |
1,44 |
DS1017 |
PL0000104543 |
103,03 |
103,17 |
1,52 |
1,35 |
103,10 |
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 |
100,94 |
101,04 |
1,88 |
1,82 |
100,99 |
1,85 |
OK1018 |
PL0000109062 |
96,50 |
96,60 |
1,97 |
1,91 |
96,55 |
1,94 |
WZ0119 |
PL0000107603 |
99,82 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
102,58 |
102,75 |
2,20 |
2,14 |
102,67 |
2,17 |
DS1019 |
PL0000105441 |
108,75 |
108,92 |
2,26 |
2,21 |
108,84 |
2,23 |
WZ0120 |
PL0000108601 |
99,20 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,10 |
97,31 |
2,42 |
2,35 |
97,21 |
2,38 |
DS1020 |
PL0000106126 |
109,84 |
110,10 |
2,51 |
2,45 |
109,97 |
2,48 |
WZ0121 |
PL0000106068 |
98,19 |
98,34 |
--- |
--- |
98,27 |
--- |
PS0421 |
PL0000108916 |
97,38 |
97,62 |
2,65 |
2,59 |
97,50 |
2,62 |
PS0721 |
PL0000109153 |
95,89 |
96,13 |
2,71 |
2,66 |
96,01 |
2,69 |
DS1021 |
PL0000106670 |
113,55 |
113,81 |
2,71 |
2,66 |
113,68 |
2,69 |
PS0422 |
PL0000109492 |
96,84 |
97,00 |
2,90 |
2,86 |
96,92 |
2,88 |
WS0922 |
PL0000102646 |
114,48 |
114,78 |
2,96 |
2,91 |
114,63 |
2,94 |
WZ1122 |
PL0000109377 |
96,31 |
96,58 |
--- |
--- |
96,45 |
--- |
IZ0823 |
PL0000105359 |
108,09 |
110,02 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
105,24 |
105,65 |
3,13 |
3,07 |
105,45 |
3,10 |
WZ0124 |
PL0000107454 |
95,48 |
95,80 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
99,22 |
99,58 |
3,35 |
3,30 |
99,40 |
3,33 |
WZ0126 |
PL0000108817 |
93,55 |
93,98 |
--- |
--- |
93,77 |
--- |
DS0726 |
PL0000108866 |
92,37 |
92,72 |
3,45 |
3,40 |
92,55 |
3,42 |
DS0727 |
PL0000109427 |
91,14 |
91,54 |
3,51 |
3,47 |
91,34 |
3,49 |
WS0429 |
PL0000105391 |
120,44 |
123,42 |
3,66 |
3,39 |
121,93 |
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.