2017-01-04 |
MARKET DATA |
No 3 (3036) |
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 |
1 675,00 |
1 611,45 |
125 |
420,00 |
430,79 |
5 |
2 095,00 |
2 042,24 |
130 |
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 |
100,91 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,93 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,36 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,70 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,33 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
94,80 |
94,84 |
94,800 |
94,800 |
94,790 |
94,790 |
94,795 |
55 000 |
52,14 |
2 |
PS0719 |
PL0000108148 |
102,13 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,22 |
108,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,44 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,36 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,04 |
94,90 |
95,040 |
95,040 |
94,900 |
94,930 |
94,954 |
110 000 |
105,34 |
7 |
DS1021 |
PL0000106670 |
112,20 |
112,07 |
112,080 |
112,090 |
112,030 |
112,090 |
112,053 |
65 000 |
73,61 |
7 |
PS0422 |
PL0000109492 |
95,65 |
95,50 |
95,630 |
95,650 |
95,450 |
95,530 |
95,561 |
865 000 |
840,41 |
54 |
WS0922 |
PL0000102646 |
112,95 |
112,87 |
112,900 |
112,950 |
112,900 |
112,950 |
112,914 |
35 000 |
40,12 |
2 |
DS1023 |
PL0000107264 |
103,52 |
103,40 |
103,350 |
103,350 |
103,350 |
103,350 |
103,350 |
5 000 |
5,21 |
1 |
DS0725 |
PL0000108197 |
97,25 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,45 |
90,24 |
90,230 |
90,480 |
90,230 |
90,480 |
90,249 |
65 000 |
59,41 |
3 |
DS0727 |
PL0000109427 |
88,96 |
88,77 |
88,700 |
89,060 |
88,600 |
89,000 |
88,936 |
315 000 |
283,77 |
34 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,80 |
118,70 |
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 |
108,60 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,30 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,43 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,38 |
93,29 |
93,300 |
93,400 |
93,290 |
93,400 |
93,354 |
150 000 |
141,26 |
14 |
TOTAL |
1 665 000 |
1 601,26 |
124 |
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 |
100,89 |
100,99 |
1,62 |
1,28 |
100,94 |
1,45 |
OK0717 |
PL0000108502 |
99,09 |
99,22 |
1,70 |
1,46 |
99,16 |
1,57 |
DS1017 |
PL0000104543 |
102,85 |
102,98 |
1,59 |
1,43 |
102,92 |
1,50 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,42 |
1,91 |
1,83 |
102,37 |
1,87 |
PS0718 |
PL0000107595 |
100,65 |
100,80 |
2,06 |
1,96 |
100,73 |
2,01 |
OK1018 |
PL0000109062 |
96,26 |
96,44 |
2,15 |
2,04 |
96,35 |
2,10 |
WZ0119 |
PL0000107603 |
99,78 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
102,08 |
102,28 |
2,39 |
2,31 |
102,18 |
2,35 |
DS1019 |
PL0000105441 |
108,10 |
108,29 |
2,46 |
2,39 |
108,20 |
2,42 |
WZ0120 |
PL0000108601 |
99,22 |
99,48 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
96,35 |
96,63 |
2,67 |
2,58 |
96,49 |
2,62 |
DS1020 |
PL0000106126 |
108,81 |
109,10 |
2,77 |
2,69 |
108,96 |
2,73 |
WZ0121 |
PL0000106068 |
98,21 |
98,52 |
--- |
--- |
98,37 |
--- |
PS0421 |
PL0000108916 |
96,23 |
96,52 |
2,94 |
2,87 |
96,38 |
2,91 |
PS0721 |
PL0000109153 |
94,86 |
95,03 |
2,97 |
2,93 |
94,95 |
2,95 |
DS1021 |
PL0000106670 |
112,08 |
112,36 |
3,00 |
2,94 |
112,22 |
2,97 |
PS0422 |
PL0000109492 |
95,52 |
95,69 |
3,18 |
3,14 |
95,61 |
3,16 |
WS0922 |
PL0000102646 |
112,76 |
113,05 |
3,26 |
3,21 |
112,91 |
3,23 |
WZ1122 |
PL0000109377 |
96,12 |
96,44 |
--- |
--- |
96,28 |
--- |
IZ0823 |
PL0000105359 |
107,42 |
110,39 |
--- |
--- |
108,91 |
--- |
DS1023 |
PL0000107264 |
103,29 |
103,63 |
3,45 |
3,39 |
103,46 |
3,42 |
WZ0124 |
PL0000107454 |
95,09 |
95,64 |
--- |
--- |
95,37 |
--- |
DS0725 |
PL0000108197 |
96,95 |
97,34 |
3,67 |
3,61 |
97,15 |
3,64 |
WZ0126 |
PL0000108817 |
93,02 |
93,44 |
--- |
--- |
93,23 |
--- |
DS0726 |
PL0000108866 |
90,07 |
90,46 |
3,75 |
3,70 |
90,27 |
3,73 |
DS0727 |
PL0000109427 |
88,64 |
89,03 |
3,83 |
3,78 |
88,84 |
3,80 |
WS0429 |
PL0000105391 |
116,88 |
119,88 |
3,98 |
3,70 |
118,38 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,89 |
100,99 |
1,62 |
1,28 |
100,94 |
1,45 |
OK0717 |
PL0000108502 |
99,08 |
99,22 |
1,72 |
1,46 |
99,15 |
1,59 |
DS1017 |
PL0000104543 |
102,86 |
102,96 |
1,58 |
1,45 |
102,91 |
1,51 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,34 |
102,43 |
1,89 |
1,82 |
102,39 |
1,85 |
PS0718 |
PL0000107595 |
100,68 |
100,81 |
2,04 |
1,96 |
100,75 |
2,00 |
OK1018 |
PL0000109062 |
96,30 |
96,46 |
2,13 |
2,03 |
96,38 |
2,08 |
WZ0119 |
PL0000107603 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
102,08 |
102,26 |
2,39 |
2,32 |
102,17 |
2,36 |
DS1019 |
PL0000105441 |
108,16 |
108,32 |
2,44 |
2,38 |
108,24 |
2,41 |
WZ0120 |
PL0000108601 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
96,40 |
96,64 |
2,65 |
2,57 |
96,52 |
2,61 |
DS1020 |
PL0000106126 |
108,92 |
109,16 |
2,74 |
2,67 |
109,04 |
2,70 |
WZ0121 |
PL0000106068 |
98,30 |
98,58 |
--- |
--- |
98,44 |
--- |
PS0421 |
PL0000108916 |
96,32 |
96,49 |
2,92 |
2,88 |
96,41 |
2,90 |
PS0721 |
PL0000109153 |
94,86 |
94,99 |
2,97 |
2,94 |
94,93 |
2,96 |
DS1021 |
PL0000106670 |
112,15 |
112,40 |
2,99 |
2,93 |
112,28 |
2,96 |
PS0422 |
PL0000109492 |
95,54 |
95,70 |
3,18 |
3,14 |
95,62 |
3,16 |
WS0922 |
PL0000102646 |
112,87 |
113,03 |
3,24 |
3,21 |
112,95 |
3,22 |
WZ1122 |
PL0000109377 |
96,23 |
96,44 |
--- |
--- |
96,34 |
--- |
IZ0823 |
PL0000105359 |
107,39 |
110,29 |
--- |
--- |
108,84 |
--- |
DS1023 |
PL0000107264 |
103,42 |
103,75 |
3,42 |
3,37 |
103,59 |
3,40 |
WZ0124 |
PL0000107454 |
95,27 |
95,67 |
--- |
--- |
95,47 |
--- |
DS0725 |
PL0000108197 |
97,14 |
97,45 |
3,64 |
3,60 |
97,30 |
3,62 |
WZ0126 |
PL0000108817 |
93,22 |
93,44 |
--- |
--- |
93,33 |
--- |
DS0726 |
PL0000108866 |
90,24 |
90,60 |
3,73 |
3,68 |
90,42 |
3,71 |
DS0727 |
PL0000109427 |
88,82 |
89,14 |
3,80 |
3,76 |
88,98 |
3,78 |
WS0429 |
PL0000105391 |
117,19 |
119,61 |
3,95 |
3,73 |
118,40 |
3,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
1/5 |
4 |
1,300 |
1,300 |
1,300 |
5 |
PS0721 |
PL0000109153 |
1/5 |
4 |
1,350 |
1,350 |
1,350 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,400 |
1,382 |
315 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,310 |
1,310 |
1,310 |
80 |
TOTAL |
420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.