2016-12-28 |
MARKET DATA |
No 249 (3031) |
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 |
1 240,00 |
1 265,64 |
67 |
455,00 |
474,55 |
5 |
1 695,00 |
1 740,19 |
72 |
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 |
101,03 |
101,030 |
101,030 |
101,020 |
101,030 |
101,025 |
195 000 |
203,32 |
4 |
OK0717 |
PL0000108502 |
99,16 |
99,18 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
25 000 |
24,80 |
2 |
DS1017 |
PL0000104543 |
103,05 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,50 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,56 |
96,56 |
96,560 |
96,560 |
96,560 |
96,560 |
96,560 |
20 000 |
19,31 |
2 |
OK0419 |
PL0000109633 |
95,18 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,80 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,07 |
97,10 |
97,110 |
97,110 |
97,100 |
97,110 |
97,105 |
95 000 |
93,22 |
3 |
DS1020 |
PL0000106126 |
109,85 |
109,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,37 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,87 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,50 |
113,46 |
113,460 |
113,480 |
113,450 |
113,480 |
113,454 |
100 000 |
114,49 |
5 |
PS0422 |
PL0000109492 |
96,87 |
96,69 |
96,870 |
96,870 |
96,670 |
96,690 |
96,731 |
105 000 |
103,18 |
10 |
WS0922 |
PL0000102646 |
114,46 |
114,28 |
114,300 |
114,300 |
114,260 |
114,260 |
114,286 |
105 000 |
121,62 |
6 |
DS1023 |
PL0000107264 |
105,20 |
105,11 |
105,070 |
105,070 |
105,070 |
105,070 |
105,070 |
10 000 |
10,58 |
1 |
DS0725 |
PL0000108197 |
99,22 |
98,99 |
99,220 |
99,220 |
98,830 |
98,830 |
99,039 |
120 000 |
120,54 |
12 |
DS0726 |
PL0000108866 |
92,45 |
92,05 |
92,390 |
92,390 |
92,140 |
92,140 |
92,184 |
145 000 |
135,24 |
12 |
DS0727 |
PL0000109427 |
91,36 |
90,90 |
91,350 |
91,350 |
91,020 |
91,020 |
91,226 |
55 000 |
50,77 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,51 |
122,00 |
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 |
109,50 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
5 000 |
6,29 |
1 |
WZ0117 |
PL0000106936 |
100,02 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
105 000 |
105,84 |
1 |
WZ0118 |
PL0000104717 |
100,15 |
100,17 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
155 000 |
156,46 |
4 |
WZ0119 |
PL0000107603 |
99,88 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,45 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,70 |
93,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 240 000 |
1 265,64 |
67 |
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 |
100,99 |
101,06 |
1,57 |
1,36 |
101,03 |
1,45 |
OK0717 |
PL0000108502 |
99,11 |
99,20 |
1,58 |
1,42 |
99,16 |
1,49 |
DS1017 |
PL0000104543 |
103,02 |
103,16 |
1,50 |
1,34 |
103,09 |
1,42 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,49 |
102,65 |
1,82 |
1,69 |
102,57 |
1,75 |
PS0718 |
PL0000107595 |
100,91 |
101,06 |
1,90 |
1,80 |
100,99 |
1,85 |
OK1018 |
PL0000109062 |
96,50 |
96,59 |
1,98 |
1,93 |
96,55 |
1,95 |
WZ0119 |
PL0000107603 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,52 |
102,68 |
2,23 |
2,16 |
102,60 |
2,19 |
DS1019 |
PL0000105441 |
108,73 |
108,92 |
2,26 |
2,20 |
108,83 |
2,23 |
WZ0120 |
PL0000108601 |
99,17 |
99,38 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,32 |
2,44 |
2,35 |
97,18 |
2,39 |
DS1020 |
PL0000106126 |
109,81 |
110,08 |
2,52 |
2,45 |
109,95 |
2,48 |
WZ0121 |
PL0000106068 |
98,17 |
98,34 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
97,34 |
97,63 |
2,66 |
2,58 |
97,49 |
2,62 |
PS0721 |
PL0000109153 |
95,84 |
96,12 |
2,73 |
2,66 |
95,98 |
2,69 |
DS1021 |
PL0000106670 |
113,47 |
113,77 |
2,73 |
2,66 |
113,62 |
2,69 |
PS0422 |
PL0000109492 |
96,79 |
96,98 |
2,91 |
2,87 |
96,89 |
2,89 |
WS0922 |
PL0000102646 |
114,41 |
114,71 |
2,97 |
2,92 |
114,56 |
2,95 |
WZ1122 |
PL0000109377 |
96,36 |
96,64 |
--- |
--- |
96,50 |
--- |
IZ0823 |
PL0000105359 |
106,84 |
111,16 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,14 |
105,50 |
3,15 |
3,09 |
105,32 |
3,12 |
WZ0124 |
PL0000107454 |
95,54 |
95,84 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
99,09 |
99,42 |
3,37 |
3,33 |
99,26 |
3,35 |
WZ0126 |
PL0000108817 |
93,62 |
94,01 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
92,35 |
92,70 |
3,45 |
3,40 |
92,53 |
3,43 |
DS0727 |
PL0000109427 |
91,03 |
91,41 |
3,53 |
3,48 |
91,22 |
3,51 |
WS0429 |
PL0000105391 |
120,95 |
122,97 |
3,61 |
3,43 |
121,96 |
3,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,99 |
101,05 |
1,57 |
1,39 |
101,02 |
1,48 |
OK0717 |
PL0000108502 |
99,12 |
99,21 |
1,57 |
1,40 |
99,17 |
1,48 |
DS1017 |
PL0000104543 |
103,03 |
103,17 |
1,49 |
1,33 |
103,10 |
1,41 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,48 |
102,65 |
1,82 |
1,69 |
102,57 |
1,75 |
PS0718 |
PL0000107595 |
100,88 |
101,04 |
1,92 |
1,82 |
100,96 |
1,87 |
OK1018 |
PL0000109062 |
96,50 |
96,58 |
1,98 |
1,93 |
96,54 |
1,95 |
WZ0119 |
PL0000107603 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,50 |
102,66 |
2,23 |
2,17 |
102,58 |
2,20 |
DS1019 |
PL0000105441 |
108,75 |
108,90 |
2,26 |
2,21 |
108,83 |
2,23 |
WZ0120 |
PL0000108601 |
99,20 |
99,40 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,20 |
2,44 |
2,38 |
97,12 |
2,41 |
DS1020 |
PL0000106126 |
109,80 |
110,02 |
2,52 |
2,46 |
109,91 |
2,49 |
WZ0121 |
PL0000106068 |
98,23 |
98,38 |
--- |
--- |
98,31 |
--- |
PS0421 |
PL0000108916 |
97,22 |
97,50 |
2,69 |
2,62 |
97,36 |
2,65 |
PS0721 |
PL0000109153 |
95,79 |
95,93 |
2,74 |
2,71 |
95,86 |
2,72 |
DS1021 |
PL0000106670 |
113,37 |
113,55 |
2,75 |
2,71 |
113,46 |
2,73 |
PS0422 |
PL0000109492 |
96,69 |
96,86 |
2,93 |
2,89 |
96,78 |
2,91 |
WS0922 |
PL0000102646 |
114,26 |
114,55 |
3,00 |
2,95 |
114,41 |
2,97 |
WZ1122 |
PL0000109377 |
96,39 |
96,65 |
--- |
--- |
96,52 |
--- |
IZ0823 |
PL0000105359 |
107,71 |
110,35 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
104,97 |
105,25 |
3,18 |
3,13 |
105,11 |
3,15 |
WZ0124 |
PL0000107454 |
95,54 |
95,83 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
98,82 |
99,23 |
3,41 |
3,35 |
99,03 |
3,38 |
WZ0126 |
PL0000108817 |
93,63 |
94,01 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
92,01 |
92,24 |
3,49 |
3,46 |
92,13 |
3,48 |
DS0727 |
PL0000109427 |
90,88 |
91,16 |
3,55 |
3,51 |
91,02 |
3,53 |
WS0429 |
PL0000105391 |
120,55 |
122,50 |
3,64 |
3,47 |
121,53 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
255 |
DS1021 |
PL0000106670 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
55 |
PS0719 |
PL0000108148 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
55 |
PS0421 |
PL0000108916 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
80 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
0,750 |
0,750 |
0,750 |
10 |
TOTAL |
455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.