2017-01-03 |
MARKET DATA |
No 2 (3035) |
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 |
2 490,00 |
2 409,51 |
170 |
345,00 |
352,13 |
6 |
2 835,00 |
2 761,64 |
176 |
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 |
100,93 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,18 |
99,18 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
100 000 |
99,18 |
3 |
DS1017 |
PL0000104543 |
102,92 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,38 |
102,39 |
102,380 |
102,380 |
102,380 |
102,380 |
102,380 |
100 000 |
105,00 |
1 |
PS0718 |
PL0000107595 |
100,73 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,34 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
94,83 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,19 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,30 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,51 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,13 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,54 |
96,43 |
96,400 |
96,440 |
96,400 |
96,440 |
96,429 |
35 000 |
34,24 |
4 |
PS0721 |
PL0000109153 |
95,29 |
94,80 |
95,050 |
95,080 |
94,900 |
94,900 |
95,036 |
370 000 |
354,54 |
26 |
DS1021 |
PL0000106670 |
112,60 |
112,27 |
112,450 |
112,450 |
112,200 |
112,200 |
112,327 |
35 000 |
39,71 |
5 |
PS0422 |
PL0000109492 |
95,87 |
95,46 |
95,790 |
95,870 |
95,550 |
95,550 |
95,663 |
757 500 |
736,56 |
51 |
WS0922 |
PL0000102646 |
113,36 |
112,75 |
113,150 |
113,150 |
112,920 |
112,950 |
112,993 |
40 000 |
45,85 |
4 |
DS1023 |
PL0000107264 |
103,80 |
103,44 |
103,790 |
103,800 |
103,550 |
103,550 |
103,735 |
110 000 |
114,98 |
11 |
DS0725 |
PL0000108197 |
97,65 |
97,18 |
97,350 |
97,350 |
97,230 |
97,230 |
97,272 |
55 000 |
54,30 |
5 |
DS0726 |
PL0000108866 |
90,75 |
90,28 |
90,750 |
90,750 |
90,450 |
90,550 |
90,654 |
115 000 |
105,54 |
11 |
DS0727 |
PL0000109427 |
89,28 |
88,80 |
89,020 |
89,350 |
88,750 |
88,750 |
89,022 |
292 500 |
263,67 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,30 |
118,60 |
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 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,99 |
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 |
98,36 |
98,42 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
10 000 |
9,91 |
1 |
WZ1122 |
PL0000109377 |
96,34 |
96,36 |
96,310 |
96,390 |
96,300 |
96,340 |
96,331 |
160 000 |
154,46 |
8 |
WZ0124 |
PL0000107454 |
95,40 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,30 |
93,30 |
93,300 |
93,300 |
93,200 |
93,240 |
93,254 |
310 000 |
291,56 |
11 |
TOTAL |
2 490 000 |
2 409,51 |
170 |
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 |
100,91 |
101,04 |
1,66 |
1,25 |
100,98 |
1,44 |
OK0717 |
PL0000108502 |
99,09 |
99,22 |
1,67 |
1,43 |
99,16 |
1,54 |
DS1017 |
PL0000104543 |
102,88 |
103,01 |
1,60 |
1,44 |
102,95 |
1,51 |
WZ0118 |
PL0000104717 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,47 |
1,91 |
1,81 |
102,40 |
1,86 |
PS0718 |
PL0000107595 |
100,71 |
100,83 |
2,03 |
1,95 |
100,77 |
1,99 |
OK1018 |
PL0000109062 |
96,26 |
96,44 |
2,14 |
2,03 |
96,35 |
2,08 |
WZ0119 |
PL0000107603 |
99,82 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
102,11 |
102,30 |
2,38 |
2,31 |
102,21 |
2,34 |
DS1019 |
PL0000105441 |
108,14 |
108,35 |
2,46 |
2,38 |
108,25 |
2,42 |
WZ0120 |
PL0000108601 |
99,15 |
99,47 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
96,42 |
96,67 |
2,64 |
2,56 |
96,55 |
2,60 |
DS1020 |
PL0000106126 |
108,89 |
109,15 |
2,75 |
2,68 |
109,02 |
2,72 |
WZ0121 |
PL0000106068 |
98,27 |
98,54 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
96,34 |
96,62 |
2,91 |
2,84 |
96,48 |
2,88 |
PS0721 |
PL0000109153 |
94,80 |
95,09 |
2,99 |
2,91 |
94,95 |
2,95 |
DS1021 |
PL0000106670 |
112,16 |
112,45 |
2,99 |
2,93 |
112,31 |
2,96 |
PS0422 |
PL0000109492 |
95,55 |
95,78 |
3,17 |
3,12 |
95,67 |
3,15 |
WS0922 |
PL0000102646 |
112,82 |
113,12 |
3,25 |
3,20 |
112,97 |
3,22 |
WZ1122 |
PL0000109377 |
96,15 |
96,50 |
--- |
--- |
96,33 |
--- |
IZ0823 |
PL0000105359 |
107,03 |
111,27 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
103,44 |
103,79 |
3,42 |
3,36 |
103,62 |
3,39 |
WZ0124 |
PL0000107454 |
95,31 |
95,81 |
--- |
--- |
95,56 |
--- |
DS0725 |
PL0000108197 |
97,10 |
97,54 |
3,65 |
3,58 |
97,32 |
3,62 |
WZ0126 |
PL0000108817 |
93,19 |
93,58 |
--- |
--- |
93,39 |
--- |
DS0726 |
PL0000108866 |
90,30 |
90,72 |
3,72 |
3,67 |
90,51 |
3,69 |
DS0727 |
PL0000109427 |
88,88 |
89,16 |
3,80 |
3,76 |
89,02 |
3,78 |
WS0429 |
PL0000105391 |
117,02 |
120,75 |
3,97 |
3,62 |
118,89 |
3,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,91 |
101,02 |
1,66 |
1,31 |
100,97 |
1,47 |
OK0717 |
PL0000108502 |
99,11 |
99,20 |
1,63 |
1,46 |
99,16 |
1,54 |
DS1017 |
PL0000104543 |
102,89 |
102,99 |
1,59 |
1,47 |
102,94 |
1,53 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,42 |
1,90 |
1,85 |
102,39 |
1,87 |
PS0718 |
PL0000107595 |
100,69 |
100,81 |
2,04 |
1,96 |
100,75 |
2,00 |
OK1018 |
PL0000109062 |
96,28 |
96,42 |
2,13 |
2,04 |
96,35 |
2,08 |
WZ0119 |
PL0000107603 |
99,81 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
102,12 |
102,31 |
2,38 |
2,30 |
102,22 |
2,34 |
DS1019 |
PL0000105441 |
108,17 |
108,34 |
2,44 |
2,38 |
108,26 |
2,41 |
WZ0120 |
PL0000108601 |
99,21 |
99,42 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
96,38 |
96,62 |
2,66 |
2,58 |
96,50 |
2,62 |
DS1020 |
PL0000106126 |
108,84 |
109,12 |
2,76 |
2,69 |
108,98 |
2,73 |
WZ0121 |
PL0000106068 |
98,30 |
98,49 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
96,31 |
96,49 |
2,92 |
2,88 |
96,40 |
2,90 |
PS0721 |
PL0000109153 |
94,83 |
94,99 |
2,98 |
2,94 |
94,91 |
2,96 |
DS1021 |
PL0000106670 |
112,20 |
112,38 |
2,98 |
2,94 |
112,29 |
2,96 |
PS0422 |
PL0000109492 |
95,55 |
95,71 |
3,17 |
3,14 |
95,63 |
3,15 |
WS0922 |
PL0000102646 |
112,68 |
112,90 |
3,28 |
3,24 |
112,79 |
3,26 |
WZ1122 |
PL0000109377 |
96,24 |
96,42 |
--- |
--- |
96,33 |
--- |
IZ0823 |
PL0000105359 |
107,62 |
110,50 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
103,22 |
103,60 |
3,46 |
3,40 |
103,41 |
3,43 |
WZ0124 |
PL0000107454 |
95,26 |
95,67 |
--- |
--- |
95,47 |
--- |
DS0725 |
PL0000108197 |
96,92 |
97,34 |
3,67 |
3,61 |
97,13 |
3,64 |
WZ0126 |
PL0000108817 |
93,09 |
93,43 |
--- |
--- |
93,26 |
--- |
DS0726 |
PL0000108866 |
90,07 |
90,48 |
3,75 |
3,70 |
90,28 |
3,72 |
DS0727 |
PL0000109427 |
88,66 |
88,95 |
3,82 |
3,79 |
88,81 |
3,80 |
WS0429 |
PL0000105391 |
117,53 |
119,68 |
3,92 |
3,72 |
118,61 |
3,82 |
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 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
185 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
110 |
WZ0126 |
PL0000108817 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
OK1018 |
PL0000109062 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
10 |
TOTAL |
345 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.