2016-12-27 |
MARKET DATA |
No 248 (3030) |
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 |
140,00 |
133,88 |
12 |
0,00 |
0,00 |
0 |
140,00 |
133,88 |
12 |
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 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,15 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,10 |
103,10 |
103,110 |
103,110 |
103,110 |
103,110 |
103,110 |
5 000 |
5,20 |
1 |
PS0418 |
PL0000107314 |
102,49 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,57 |
96,570 |
96,570 |
96,570 |
96,570 |
96,570 |
50 000 |
48,29 |
1 |
OK0419 |
PL0000109633 |
95,18 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,78 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,10 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,85 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,50 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,90 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,52 |
113,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,85 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,50 |
114,65 |
114,500 |
114,500 |
114,500 |
114,500 |
114,500 |
5 000 |
5,80 |
1 |
DS1023 |
PL0000107264 |
105,23 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,18 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
92,43 |
92,35 |
92,390 |
92,390 |
92,350 |
92,350 |
92,368 |
65 000 |
60,74 |
7 |
DS0727 |
PL0000109427 |
91,20 |
91,28 |
91,300 |
91,300 |
91,300 |
91,300 |
91,300 |
15 000 |
13,86 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,47 |
122,35 |
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 |
108,54 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,21 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,21 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,40 |
96,55 |
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 |
93,65 |
93,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
140 000 |
133,88 |
12 |
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 |
101,00 |
101,12 |
1,57 |
1,20 |
101,06 |
1,39 |
OK0717 |
PL0000108502 |
99,12 |
99,25 |
1,56 |
1,33 |
99,19 |
1,43 |
DS1017 |
PL0000104543 |
103,02 |
103,15 |
1,52 |
1,36 |
103,09 |
1,43 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,65 |
1,83 |
1,70 |
102,56 |
1,77 |
PS0718 |
PL0000107595 |
100,93 |
101,07 |
1,89 |
1,80 |
101,00 |
1,84 |
OK1018 |
PL0000109062 |
96,49 |
96,65 |
1,98 |
1,89 |
96,57 |
1,93 |
WZ0119 |
PL0000107603 |
99,80 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
102,51 |
102,81 |
2,23 |
2,11 |
102,66 |
2,17 |
DS1019 |
PL0000105441 |
108,67 |
108,97 |
2,29 |
2,18 |
108,82 |
2,24 |
WZ0120 |
PL0000108601 |
99,18 |
99,40 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,34 |
2,43 |
2,34 |
97,20 |
2,38 |
DS1020 |
PL0000106126 |
109,79 |
110,09 |
2,53 |
2,45 |
109,94 |
2,49 |
WZ0121 |
PL0000106068 |
98,18 |
98,34 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
97,35 |
97,64 |
2,65 |
2,58 |
97,50 |
2,62 |
PS0721 |
PL0000109153 |
95,86 |
96,15 |
2,72 |
2,65 |
96,01 |
2,69 |
DS1021 |
PL0000106670 |
113,48 |
113,77 |
2,72 |
2,66 |
113,63 |
2,69 |
PS0422 |
PL0000109492 |
96,71 |
97,01 |
2,92 |
2,86 |
96,86 |
2,89 |
WS0922 |
PL0000102646 |
114,46 |
114,69 |
2,97 |
2,93 |
114,58 |
2,94 |
WZ1122 |
PL0000109377 |
96,35 |
96,69 |
--- |
--- |
96,52 |
--- |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
105,18 |
105,60 |
3,14 |
3,07 |
105,39 |
3,11 |
WZ0124 |
PL0000107454 |
95,54 |
95,89 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
99,14 |
99,57 |
3,36 |
3,30 |
99,36 |
3,33 |
WZ0126 |
PL0000108817 |
93,59 |
94,04 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
92,31 |
92,75 |
3,45 |
3,40 |
92,53 |
3,43 |
DS0727 |
PL0000109427 |
91,13 |
91,56 |
3,52 |
3,46 |
91,35 |
3,49 |
WS0429 |
PL0000105391 |
120,68 |
123,11 |
3,63 |
3,42 |
121,90 |
3,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
101,00 |
101,08 |
1,57 |
1,32 |
101,04 |
1,45 |
OK0717 |
PL0000108502 |
99,11 |
99,20 |
1,58 |
1,42 |
99,16 |
1,49 |
DS1017 |
PL0000104543 |
103,04 |
103,16 |
1,49 |
1,35 |
103,10 |
1,42 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,65 |
1,83 |
1,70 |
102,57 |
1,76 |
PS0718 |
PL0000107595 |
100,91 |
101,06 |
1,90 |
1,81 |
100,99 |
1,85 |
OK1018 |
PL0000109062 |
96,51 |
96,59 |
1,97 |
1,92 |
96,55 |
1,95 |
WZ0119 |
PL0000107603 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
102,54 |
102,71 |
2,22 |
2,15 |
102,63 |
2,18 |
DS1019 |
PL0000105441 |
108,74 |
108,89 |
2,26 |
2,21 |
108,82 |
2,24 |
WZ0120 |
PL0000108601 |
99,18 |
99,39 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,29 |
2,44 |
2,35 |
97,17 |
2,39 |
DS1020 |
PL0000106126 |
109,80 |
110,10 |
2,52 |
2,45 |
109,95 |
2,48 |
WZ0121 |
PL0000106068 |
98,18 |
98,34 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
97,41 |
97,59 |
2,64 |
2,59 |
97,50 |
2,62 |
PS0721 |
PL0000109153 |
95,87 |
96,11 |
2,72 |
2,66 |
95,99 |
2,69 |
DS1021 |
PL0000106670 |
113,48 |
113,76 |
2,72 |
2,67 |
113,62 |
2,70 |
PS0422 |
PL0000109492 |
96,75 |
96,92 |
2,92 |
2,88 |
96,84 |
2,90 |
WS0922 |
PL0000102646 |
114,43 |
114,67 |
2,97 |
2,93 |
114,55 |
2,95 |
WZ1122 |
PL0000109377 |
96,36 |
96,62 |
--- |
--- |
96,49 |
--- |
IZ0823 |
PL0000105359 |
107,24 |
110,73 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
105,16 |
105,53 |
3,15 |
3,09 |
105,35 |
3,11 |
WZ0124 |
PL0000107454 |
95,55 |
95,78 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
99,04 |
99,49 |
3,38 |
3,32 |
99,27 |
3,35 |
WZ0126 |
PL0000108817 |
93,58 |
93,96 |
--- |
--- |
93,77 |
--- |
DS0726 |
PL0000108866 |
92,27 |
92,55 |
3,46 |
3,42 |
92,41 |
3,44 |
DS0727 |
PL0000109427 |
91,05 |
91,43 |
3,53 |
3,48 |
91,24 |
3,50 |
WS0429 |
PL0000105391 |
120,12 |
123,31 |
3,68 |
3,40 |
121,72 |
3,54 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.