2016-12-30 |
MARKET DATA |
No 251 (3033) |
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 |
757,50 |
749,78 |
60 |
0,00 |
0,00 |
0 |
757,50 |
749,78 |
60 |
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 |
100,97 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,19 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,07 |
103,06 |
103,080 |
103,080 |
103,080 |
103,080 |
103,080 |
100 000 |
104,09 |
1 |
PS0418 |
PL0000107314 |
102,47 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,11 |
95,00 |
95,000 |
95,000 |
95,000 |
95,000 |
95,000 |
10 000 |
9,50 |
1 |
PS0719 |
PL0000108148 |
102,48 |
102,41 |
102,440 |
102,440 |
102,440 |
102,440 |
102,440 |
10 000 |
10,39 |
1 |
DS1019 |
PL0000105441 |
108,67 |
108,49 |
108,550 |
108,550 |
108,520 |
108,520 |
108,533 |
35 000 |
38,36 |
2 |
PS0420 |
PL0000108510 |
97,04 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,70 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,08 |
96,69 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
10 000 |
9,83 |
1 |
PS0721 |
PL0000109153 |
95,65 |
95,19 |
95,400 |
95,400 |
95,280 |
95,300 |
95,348 |
85 000 |
81,71 |
8 |
DS1021 |
PL0000106670 |
113,15 |
112,52 |
112,650 |
112,650 |
112,650 |
112,650 |
112,650 |
5 000 |
5,69 |
1 |
PS0422 |
PL0000109492 |
96,49 |
95,84 |
96,200 |
96,200 |
95,920 |
96,050 |
96,089 |
85 000 |
83,00 |
9 |
WS0922 |
PL0000102646 |
114,12 |
113,16 |
114,000 |
114,000 |
113,450 |
113,450 |
113,879 |
80 000 |
92,39 |
8 |
DS1023 |
PL0000107264 |
107,10 |
103,85 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
10 000 |
10,48 |
1 |
DS0725 |
PL0000108197 |
98,56 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,87 |
90,81 |
90,980 |
91,150 |
90,940 |
91,120 |
90,999 |
60 000 |
55,27 |
6 |
DS0727 |
PL0000109427 |
90,67 |
89,42 |
90,370 |
90,400 |
89,420 |
89,860 |
89,724 |
192 500 |
174,86 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,20 |
119,46 |
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 |
109,25 |
109,45 |
109,500 |
109,500 |
109,500 |
109,500 |
109,500 |
5 000 |
6,32 |
1 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,32 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,36 |
98,360 |
98,360 |
98,330 |
98,330 |
98,345 |
10 000 |
9,91 |
2 |
WZ1122 |
PL0000109377 |
96,50 |
96,63 |
96,500 |
96,500 |
96,450 |
96,450 |
96,465 |
60 000 |
58,00 |
3 |
WZ0124 |
PL0000107454 |
95,65 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,70 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
757 500 |
749,78 |
60 |
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 |
100,95 |
101,05 |
1,59 |
1,27 |
101,00 |
1,43 |
OK0717 |
PL0000108502 |
99,14 |
99,22 |
1,56 |
1,41 |
99,18 |
1,49 |
DS1017 |
PL0000104543 |
102,99 |
103,14 |
1,49 |
1,31 |
103,07 |
1,39 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,62 |
1,82 |
1,70 |
102,54 |
1,76 |
PS0718 |
PL0000107595 |
100,86 |
101,01 |
1,93 |
1,83 |
100,94 |
1,88 |
OK1018 |
PL0000109062 |
96,48 |
96,60 |
2,00 |
1,93 |
96,54 |
1,97 |
WZ0119 |
PL0000107603 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,43 |
102,61 |
2,26 |
2,19 |
102,52 |
2,22 |
DS1019 |
PL0000105441 |
108,60 |
108,80 |
2,30 |
2,23 |
108,70 |
2,26 |
WZ0120 |
PL0000108601 |
99,18 |
99,46 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
96,91 |
97,15 |
2,48 |
2,40 |
97,03 |
2,44 |
DS1020 |
PL0000106126 |
109,51 |
109,80 |
2,59 |
2,51 |
109,66 |
2,55 |
WZ0121 |
PL0000106068 |
98,21 |
98,43 |
--- |
--- |
98,32 |
--- |
PS0421 |
PL0000108916 |
96,98 |
97,27 |
2,75 |
2,68 |
97,13 |
2,71 |
PS0721 |
PL0000109153 |
95,54 |
95,83 |
2,80 |
2,73 |
95,69 |
2,77 |
DS1021 |
PL0000106670 |
113,07 |
113,37 |
2,80 |
2,74 |
113,22 |
2,77 |
PS0422 |
PL0000109492 |
96,44 |
96,70 |
2,98 |
2,93 |
96,57 |
2,95 |
WS0922 |
PL0000102646 |
113,90 |
114,17 |
3,06 |
3,01 |
114,04 |
3,03 |
WZ1122 |
PL0000109377 |
96,30 |
96,66 |
--- |
--- |
96,48 |
--- |
IZ0823 |
PL0000105359 |
107,24 |
110,21 |
--- |
--- |
108,73 |
--- |
DS1023 |
PL0000107264 |
104,46 |
104,91 |
3,26 |
3,18 |
104,69 |
3,22 |
WZ0124 |
PL0000107454 |
95,41 |
95,83 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
98,38 |
98,82 |
3,47 |
3,41 |
98,60 |
3,44 |
WZ0126 |
PL0000108817 |
93,50 |
93,97 |
--- |
--- |
93,74 |
--- |
DS0726 |
PL0000108866 |
91,51 |
91,91 |
3,56 |
3,51 |
91,71 |
3,53 |
DS0727 |
PL0000109427 |
90,24 |
90,68 |
3,63 |
3,57 |
90,46 |
3,60 |
WS0429 |
PL0000105391 |
119,11 |
122,54 |
3,77 |
3,46 |
120,83 |
3,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,95 |
101,04 |
1,59 |
1,31 |
101,00 |
1,43 |
OK0717 |
PL0000108502 |
99,10 |
99,21 |
1,63 |
1,43 |
99,16 |
1,52 |
DS1017 |
PL0000104543 |
103,00 |
103,09 |
1,48 |
1,37 |
103,05 |
1,42 |
WZ0118 |
PL0000104717 |
100,09 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,59 |
1,87 |
1,72 |
102,50 |
1,79 |
PS0718 |
PL0000107595 |
100,77 |
100,89 |
1,99 |
1,91 |
100,83 |
1,95 |
OK1018 |
PL0000109062 |
96,40 |
96,51 |
2,05 |
1,98 |
96,46 |
2,01 |
WZ0119 |
PL0000107603 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
102,23 |
102,47 |
2,34 |
2,24 |
102,35 |
2,29 |
DS1019 |
PL0000105441 |
108,43 |
108,60 |
2,36 |
2,30 |
108,52 |
2,33 |
WZ0120 |
PL0000108601 |
99,25 |
99,46 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
96,66 |
96,94 |
2,56 |
2,47 |
96,80 |
2,52 |
DS1020 |
PL0000106126 |
109,18 |
109,37 |
2,68 |
2,63 |
109,28 |
2,65 |
WZ0121 |
PL0000106068 |
98,28 |
98,48 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
96,65 |
96,92 |
2,83 |
2,77 |
96,79 |
2,80 |
PS0721 |
PL0000109153 |
95,18 |
95,36 |
2,89 |
2,85 |
95,27 |
2,87 |
DS1021 |
PL0000106670 |
112,56 |
112,82 |
2,91 |
2,85 |
112,69 |
2,88 |
PS0422 |
PL0000109492 |
96,03 |
96,25 |
3,07 |
3,02 |
96,14 |
3,05 |
WS0922 |
PL0000102646 |
113,32 |
113,55 |
3,16 |
3,12 |
113,44 |
3,14 |
WZ1122 |
PL0000109377 |
96,39 |
96,71 |
--- |
--- |
96,55 |
--- |
IZ0823 |
PL0000105359 |
108,11 |
110,27 |
--- |
--- |
109,19 |
--- |
DS1023 |
PL0000107264 |
104,02 |
104,32 |
3,33 |
3,28 |
104,17 |
3,30 |
WZ0124 |
PL0000107454 |
95,52 |
95,86 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
97,68 |
98,10 |
3,57 |
3,51 |
97,89 |
3,54 |
WZ0126 |
PL0000108817 |
93,54 |
93,97 |
--- |
--- |
93,76 |
--- |
DS0726 |
PL0000108866 |
90,80 |
91,23 |
3,65 |
3,60 |
91,02 |
3,63 |
DS0727 |
PL0000109427 |
89,50 |
89,87 |
3,72 |
3,67 |
89,69 |
3,69 |
WS0429 |
PL0000105391 |
117,75 |
121,76 |
3,90 |
3,53 |
119,76 |
3,72 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.