2016-12-29 |
MARKET DATA |
No 250 (3032) |
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 |
562,50 |
544,44 |
29 |
0,00 |
0,00 |
0 |
562,50 |
544,44 |
29 |
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 |
101,00 |
101,01 |
101,000 |
101,000 |
101,000 |
101,000 |
101,000 |
45 000 |
46,93 |
1 |
OK0717 |
PL0000108502 |
99,19 |
99,20 |
99,190 |
99,190 |
99,190 |
99,190 |
99,190 |
15 000 |
14,88 |
1 |
DS1017 |
PL0000104543 |
103,05 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,53 |
96,56 |
96,560 |
96,560 |
96,560 |
96,560 |
96,560 |
90 000 |
86,90 |
2 |
OK0419 |
PL0000109633 |
95,14 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,78 |
108,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,03 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,75 |
109,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,25 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,80 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,33 |
113,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,80 |
96,60 |
96,800 |
96,800 |
96,540 |
96,540 |
96,607 |
190 000 |
186,50 |
9 |
WS0922 |
PL0000102646 |
114,35 |
114,06 |
114,070 |
114,070 |
114,070 |
114,070 |
114,070 |
2 500 |
2,89 |
1 |
DS1023 |
PL0000107264 |
104,95 |
104,88 |
104,700 |
104,700 |
104,700 |
104,700 |
104,700 |
10 000 |
10,55 |
1 |
DS0725 |
PL0000108197 |
98,92 |
98,70 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
10 000 |
10,03 |
1 |
DS0726 |
PL0000108866 |
92,20 |
91,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,09 |
90,55 |
91,050 |
91,100 |
90,700 |
90,700 |
90,920 |
150 000 |
138,03 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,19 |
121,28 |
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 |
108,80 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,89 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,32 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,40 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,60 |
95,600 |
95,600 |
95,600 |
95,600 |
95,600 |
25 000 |
24,10 |
2 |
WZ0126 |
PL0000108817 |
93,75 |
93,82 |
93,750 |
93,750 |
93,750 |
93,750 |
93,750 |
25 000 |
23,63 |
1 |
TOTAL |
562 500 |
544,44 |
29 |
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 |
100,97 |
101,06 |
1,55 |
1,27 |
101,02 |
1,40 |
OK0717 |
PL0000108502 |
99,13 |
99,23 |
1,57 |
1,39 |
99,18 |
1,48 |
DS1017 |
PL0000104543 |
103,01 |
103,15 |
1,48 |
1,31 |
103,08 |
1,40 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,63 |
1,82 |
1,70 |
102,55 |
1,76 |
PS0718 |
PL0000107595 |
100,86 |
101,02 |
1,93 |
1,83 |
100,94 |
1,88 |
OK1018 |
PL0000109062 |
96,49 |
96,59 |
1,99 |
1,93 |
96,54 |
1,96 |
WZ0119 |
PL0000107603 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,46 |
102,63 |
2,25 |
2,18 |
102,55 |
2,21 |
DS1019 |
PL0000105441 |
108,69 |
108,87 |
2,27 |
2,21 |
108,78 |
2,24 |
WZ0120 |
PL0000108601 |
99,22 |
99,46 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
96,98 |
97,25 |
2,46 |
2,37 |
97,12 |
2,41 |
DS1020 |
PL0000106126 |
109,67 |
109,94 |
2,55 |
2,48 |
109,81 |
2,51 |
WZ0121 |
PL0000106068 |
98,23 |
98,42 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
97,21 |
97,50 |
2,69 |
2,62 |
97,36 |
2,65 |
PS0721 |
PL0000109153 |
95,78 |
96,06 |
2,74 |
2,68 |
95,92 |
2,71 |
DS1021 |
PL0000106670 |
113,30 |
113,57 |
2,76 |
2,70 |
113,44 |
2,73 |
PS0422 |
PL0000109492 |
96,70 |
96,93 |
2,93 |
2,88 |
96,82 |
2,90 |
WS0922 |
PL0000102646 |
114,30 |
114,54 |
2,99 |
2,95 |
114,42 |
2,97 |
WZ1122 |
PL0000109377 |
96,31 |
96,68 |
--- |
--- |
96,50 |
--- |
IZ0823 |
PL0000105359 |
105,59 |
111,13 |
--- |
--- |
108,36 |
--- |
DS1023 |
PL0000107264 |
104,91 |
105,31 |
3,18 |
3,12 |
105,11 |
3,15 |
WZ0124 |
PL0000107454 |
95,50 |
95,84 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
98,84 |
99,27 |
3,40 |
3,35 |
99,06 |
3,37 |
WZ0126 |
PL0000108817 |
93,57 |
93,99 |
--- |
--- |
93,78 |
--- |
DS0726 |
PL0000108866 |
92,04 |
92,45 |
3,49 |
3,44 |
92,25 |
3,46 |
DS0727 |
PL0000109427 |
90,89 |
91,33 |
3,55 |
3,49 |
91,11 |
3,52 |
WS0429 |
PL0000105391 |
120,63 |
122,67 |
3,64 |
3,45 |
121,65 |
3,54 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,97 |
101,05 |
1,55 |
1,30 |
101,01 |
1,43 |
OK0717 |
PL0000108502 |
99,12 |
99,22 |
1,59 |
1,41 |
99,17 |
1,50 |
DS1017 |
PL0000104543 |
103,02 |
103,12 |
1,47 |
1,35 |
103,07 |
1,41 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,64 |
1,82 |
1,69 |
102,56 |
1,75 |
PS0718 |
PL0000107595 |
100,87 |
101,01 |
1,92 |
1,83 |
100,94 |
1,88 |
OK1018 |
PL0000109062 |
96,51 |
96,60 |
1,98 |
1,93 |
96,56 |
1,95 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,47 |
102,62 |
2,24 |
2,18 |
102,55 |
2,21 |
DS1019 |
PL0000105441 |
108,72 |
108,83 |
2,26 |
2,22 |
108,78 |
2,24 |
WZ0120 |
PL0000108601 |
99,22 |
99,42 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
96,99 |
97,12 |
2,45 |
2,41 |
97,06 |
2,43 |
DS1020 |
PL0000106126 |
109,69 |
109,84 |
2,55 |
2,51 |
109,77 |
2,52 |
WZ0121 |
PL0000106068 |
98,26 |
98,39 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
97,06 |
97,32 |
2,73 |
2,66 |
97,19 |
2,70 |
PS0721 |
PL0000109153 |
95,60 |
95,78 |
2,79 |
2,74 |
95,69 |
2,77 |
DS1021 |
PL0000106670 |
113,27 |
113,43 |
2,76 |
2,73 |
113,35 |
2,75 |
PS0422 |
PL0000109492 |
96,60 |
96,75 |
2,95 |
2,92 |
96,68 |
2,93 |
WS0922 |
PL0000102646 |
114,02 |
114,24 |
3,04 |
3,00 |
114,13 |
3,02 |
WZ1122 |
PL0000109377 |
96,34 |
96,67 |
--- |
--- |
96,51 |
--- |
IZ0823 |
PL0000105359 |
107,92 |
110,12 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
104,72 |
105,02 |
3,21 |
3,17 |
104,87 |
3,19 |
WZ0124 |
PL0000107454 |
95,53 |
95,83 |
--- |
--- |
95,68 |
--- |
DS0725 |
PL0000108197 |
98,60 |
98,92 |
3,44 |
3,39 |
98,76 |
3,42 |
WZ0126 |
PL0000108817 |
93,54 |
93,95 |
--- |
--- |
93,75 |
--- |
DS0726 |
PL0000108866 |
91,70 |
91,96 |
3,54 |
3,50 |
91,83 |
3,52 |
DS0727 |
PL0000109427 |
90,46 |
90,78 |
3,60 |
3,56 |
90,62 |
3,58 |
WS0429 |
PL0000105391 |
119,56 |
121,97 |
3,73 |
3,52 |
120,77 |
3,62 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.