2017-01-05 |
MARKET DATA |
No 4 (3037) |
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 |
1 702,50 |
1 686,77 |
108 |
210,00 |
217,95 |
4 |
1 912,50 |
1 904,72 |
112 |
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 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,11 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,89 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,38 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,72 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,39 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
94,90 |
94,87 |
94,880 |
94,880 |
94,870 |
94,880 |
94,878 |
225 000 |
213,48 |
6 |
PS0719 |
PL0000108148 |
102,12 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,24 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,41 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,04 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,42 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,01 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,25 |
112,25 |
112,090 |
112,310 |
112,090 |
112,310 |
112,151 |
160 000 |
181,38 |
9 |
PS0422 |
PL0000109492 |
95,70 |
95,60 |
95,620 |
95,700 |
95,620 |
95,660 |
95,639 |
295 000 |
286,86 |
23 |
WS0922 |
PL0000102646 |
113,05 |
113,02 |
113,000 |
113,050 |
112,950 |
113,050 |
112,996 |
125 000 |
143,39 |
12 |
DS1023 |
PL0000107264 |
103,68 |
103,60 |
103,600 |
103,650 |
103,470 |
103,650 |
103,564 |
157 500 |
164,44 |
12 |
DS0725 |
PL0000108197 |
97,55 |
97,30 |
97,350 |
97,560 |
97,330 |
97,560 |
97,439 |
115 000 |
113,79 |
9 |
DS0726 |
PL0000108866 |
90,70 |
90,62 |
90,710 |
90,710 |
90,580 |
90,580 |
90,645 |
20 000 |
18,36 |
2 |
DS0727 |
PL0000109427 |
89,25 |
89,05 |
89,100 |
89,310 |
89,050 |
89,310 |
89,183 |
260 000 |
234,89 |
22 |
WS0428 |
PL0000107611 |
90,11 |
91,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,30 |
119,20 |
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 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,22 |
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 |
99,38 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,45 |
98,50 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
5 000 |
4,96 |
1 |
WZ1122 |
PL0000109377 |
96,45 |
96,40 |
96,400 |
96,450 |
96,400 |
96,450 |
96,403 |
195 000 |
188,43 |
5 |
WZ0124 |
PL0000107454 |
95,55 |
95,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,55 |
93,41 |
93,410 |
93,570 |
93,410 |
93,570 |
93,513 |
145 000 |
136,79 |
7 |
TOTAL |
1 702 500 |
1 686,77 |
108 |
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 |
100,88 |
100,99 |
1,62 |
1,25 |
100,94 |
1,42 |
OK0717 |
PL0000108502 |
99,10 |
99,24 |
1,69 |
1,43 |
99,17 |
1,56 |
DS1017 |
PL0000104543 |
102,84 |
102,97 |
1,59 |
1,43 |
102,91 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,43 |
1,90 |
1,82 |
102,38 |
1,86 |
PS0718 |
PL0000107595 |
100,68 |
100,83 |
2,04 |
1,94 |
100,76 |
1,99 |
OK1018 |
PL0000109062 |
96,30 |
96,48 |
2,13 |
2,02 |
96,39 |
2,08 |
WZ0119 |
PL0000107603 |
99,81 |
100,04 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
102,04 |
102,24 |
2,41 |
2,33 |
102,14 |
2,37 |
DS1019 |
PL0000105441 |
108,10 |
108,29 |
2,46 |
2,39 |
108,20 |
2,42 |
WZ0120 |
PL0000108601 |
99,23 |
99,53 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
96,36 |
96,64 |
2,67 |
2,58 |
96,50 |
2,62 |
DS1020 |
PL0000106126 |
108,92 |
109,15 |
2,73 |
2,67 |
109,04 |
2,70 |
WZ0121 |
PL0000106068 |
98,34 |
98,60 |
--- |
--- |
98,47 |
--- |
PS0421 |
PL0000108916 |
96,30 |
96,59 |
2,93 |
2,85 |
96,45 |
2,89 |
PS0721 |
PL0000109153 |
94,86 |
95,15 |
2,97 |
2,90 |
95,01 |
2,94 |
DS1021 |
PL0000106670 |
112,16 |
112,43 |
2,98 |
2,93 |
112,30 |
2,95 |
PS0422 |
PL0000109492 |
95,52 |
95,71 |
3,18 |
3,14 |
95,62 |
3,16 |
WS0922 |
PL0000102646 |
112,95 |
113,20 |
3,22 |
3,18 |
113,08 |
3,20 |
WZ1122 |
PL0000109377 |
96,25 |
96,47 |
--- |
--- |
96,36 |
--- |
IZ0823 |
PL0000105359 |
107,42 |
110,36 |
--- |
--- |
108,89 |
--- |
DS1023 |
PL0000107264 |
103,52 |
103,84 |
3,41 |
3,35 |
103,68 |
3,38 |
WZ0124 |
PL0000107454 |
95,15 |
95,67 |
--- |
--- |
95,41 |
--- |
DS0725 |
PL0000108197 |
97,27 |
97,70 |
3,62 |
3,56 |
97,49 |
3,59 |
WZ0126 |
PL0000108817 |
93,20 |
93,52 |
--- |
--- |
93,36 |
--- |
DS0726 |
PL0000108866 |
90,48 |
90,81 |
3,70 |
3,66 |
90,65 |
3,68 |
DS0727 |
PL0000109427 |
88,97 |
89,34 |
3,79 |
3,74 |
89,16 |
3,76 |
WS0429 |
PL0000105391 |
117,56 |
120,12 |
3,92 |
3,68 |
118,84 |
3,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,88 |
100,97 |
1,62 |
1,32 |
100,93 |
1,45 |
OK0717 |
PL0000108502 |
99,10 |
99,24 |
1,69 |
1,43 |
99,17 |
1,56 |
DS1017 |
PL0000104543 |
102,85 |
102,97 |
1,58 |
1,43 |
102,91 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,43 |
1,88 |
1,82 |
102,39 |
1,85 |
PS0718 |
PL0000107595 |
100,70 |
100,84 |
2,03 |
1,94 |
100,77 |
1,98 |
OK1018 |
PL0000109062 |
96,35 |
96,48 |
2,10 |
2,02 |
96,42 |
2,06 |
WZ0119 |
PL0000107603 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
102,04 |
102,23 |
2,41 |
2,33 |
102,14 |
2,37 |
DS1019 |
PL0000105441 |
108,17 |
108,29 |
2,43 |
2,39 |
108,23 |
2,41 |
WZ0120 |
PL0000108601 |
99,33 |
99,57 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
96,36 |
96,64 |
2,67 |
2,58 |
96,50 |
2,62 |
DS1020 |
PL0000106126 |
108,83 |
109,11 |
2,76 |
2,68 |
108,97 |
2,72 |
WZ0121 |
PL0000106068 |
98,41 |
98,67 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
96,32 |
96,54 |
2,92 |
2,87 |
96,43 |
2,89 |
PS0721 |
PL0000109153 |
94,85 |
95,00 |
2,98 |
2,94 |
94,93 |
2,96 |
DS1021 |
PL0000106670 |
112,14 |
112,29 |
2,99 |
2,96 |
112,22 |
2,97 |
PS0422 |
PL0000109492 |
95,58 |
95,71 |
3,17 |
3,14 |
95,65 |
3,15 |
WS0922 |
PL0000102646 |
112,90 |
113,10 |
3,23 |
3,19 |
113,00 |
3,21 |
WZ1122 |
PL0000109377 |
96,39 |
96,66 |
--- |
--- |
96,53 |
--- |
IZ0823 |
PL0000105359 |
107,66 |
110,59 |
--- |
--- |
109,13 |
--- |
DS1023 |
PL0000107264 |
103,42 |
103,72 |
3,42 |
3,37 |
103,57 |
3,40 |
WZ0124 |
PL0000107454 |
95,42 |
95,82 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
97,35 |
97,60 |
3,61 |
3,58 |
97,48 |
3,59 |
WZ0126 |
PL0000108817 |
93,41 |
93,71 |
--- |
--- |
93,56 |
--- |
DS0726 |
PL0000108866 |
90,52 |
90,77 |
3,69 |
3,66 |
90,65 |
3,68 |
DS0727 |
PL0000109427 |
89,08 |
89,36 |
3,77 |
3,74 |
89,22 |
3,75 |
WS0429 |
PL0000105391 |
117,71 |
119,88 |
3,90 |
3,70 |
118,80 |
3,80 |
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 |
4/11 |
7 |
1,350 |
1,350 |
1,350 |
90 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,380 |
1,380 |
1,380 |
20 |
PS0719 |
PL0000108148 |
4/11 |
7 |
1,350 |
1,350 |
1,350 |
70 |
OK0717 |
PL0000108502 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
210 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.