2017-01-09 |
MARKET DATA |
No 5 (3038) |
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 |
1 307,50 |
1 255,14 |
82 |
155,00 |
150,94 |
2 |
1 462,50 |
1 406,08 |
84 |
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 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,15 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,88 |
102,90 |
102,870 |
102,870 |
102,870 |
102,870 |
102,870 |
90 000 |
93,59 |
1 |
PS0418 |
PL0000107314 |
102,41 |
102,40 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
25 000 |
26,27 |
2 |
PS0718 |
PL0000107595 |
100,74 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,45 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
94,91 |
94,92 |
94,920 |
94,920 |
94,920 |
94,920 |
94,920 |
100 000 |
94,92 |
2 |
PS0719 |
PL0000108148 |
102,14 |
102,16 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
25 000 |
25,93 |
1 |
DS1019 |
PL0000105441 |
108,26 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,55 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,92 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,45 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,00 |
94,89 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
20 000 |
19,14 |
1 |
DS1021 |
PL0000106670 |
112,33 |
112,14 |
112,320 |
112,330 |
112,320 |
112,330 |
112,323 |
20 000 |
22,71 |
3 |
PS0422 |
PL0000109492 |
95,74 |
95,45 |
95,560 |
95,770 |
95,560 |
95,770 |
95,662 |
450 000 |
437,72 |
28 |
WS0922 |
PL0000102646 |
113,05 |
112,88 |
113,000 |
113,000 |
112,990 |
112,990 |
112,993 |
40 000 |
45,89 |
3 |
DS1023 |
PL0000107264 |
103,49 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,50 |
97,30 |
97,200 |
97,500 |
97,200 |
97,490 |
97,409 |
52 500 |
51,93 |
4 |
DS0726 |
PL0000108866 |
90,69 |
90,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,25 |
88,85 |
88,850 |
89,250 |
88,840 |
89,200 |
88,946 |
485 000 |
437,03 |
37 |
WS0428 |
PL0000107611 |
89,97 |
91,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,17 |
119,00 |
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 |
109,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,42 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,36 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,55 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,50 |
93,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 307 500 |
1 255,14 |
82 |
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 |
100,97 |
1,59 |
1,29 |
100,93 |
1,42 |
OK0717 |
PL0000108502 |
99,12 |
99,25 |
1,66 |
1,41 |
99,19 |
1,53 |
DS1017 |
PL0000104543 |
102,83 |
102,97 |
1,59 |
1,41 |
102,90 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,44 |
1,89 |
1,81 |
102,39 |
1,84 |
PS0718 |
PL0000107595 |
100,69 |
100,84 |
2,03 |
1,94 |
100,77 |
1,98 |
OK1018 |
PL0000109062 |
96,32 |
96,49 |
2,12 |
2,02 |
96,41 |
2,07 |
WZ0119 |
PL0000107603 |
99,81 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
101,99 |
102,18 |
2,43 |
2,35 |
102,09 |
2,39 |
DS1019 |
PL0000105441 |
108,02 |
108,22 |
2,48 |
2,41 |
108,12 |
2,45 |
WZ0120 |
PL0000108601 |
99,29 |
99,62 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
96,29 |
96,57 |
2,69 |
2,60 |
96,43 |
2,65 |
DS1020 |
PL0000106126 |
108,72 |
109,01 |
2,79 |
2,71 |
108,87 |
2,75 |
WZ0121 |
PL0000106068 |
98,33 |
98,71 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
96,16 |
96,45 |
2,96 |
2,89 |
96,31 |
2,93 |
PS0721 |
PL0000109153 |
94,70 |
94,98 |
3,01 |
2,95 |
94,84 |
2,98 |
DS1021 |
PL0000106670 |
111,90 |
112,18 |
3,04 |
2,98 |
112,04 |
3,01 |
PS0422 |
PL0000109492 |
95,30 |
95,53 |
3,23 |
3,18 |
95,42 |
3,20 |
WS0922 |
PL0000102646 |
112,63 |
112,93 |
3,28 |
3,22 |
112,78 |
3,25 |
WZ1122 |
PL0000109377 |
96,31 |
96,69 |
--- |
--- |
96,50 |
--- |
IZ0823 |
PL0000105359 |
107,03 |
110,30 |
--- |
--- |
108,67 |
--- |
DS1023 |
PL0000107264 |
103,12 |
103,56 |
3,47 |
3,40 |
103,34 |
3,44 |
WZ0124 |
PL0000107454 |
95,38 |
95,83 |
--- |
--- |
95,61 |
--- |
DS0725 |
PL0000108197 |
97,08 |
97,36 |
3,65 |
3,61 |
97,22 |
3,63 |
WZ0126 |
PL0000108817 |
93,35 |
93,79 |
--- |
--- |
93,57 |
--- |
DS0726 |
PL0000108866 |
90,18 |
90,58 |
3,74 |
3,69 |
90,38 |
3,71 |
DS0727 |
PL0000109427 |
88,71 |
89,00 |
3,82 |
3,78 |
88,86 |
3,80 |
WS0429 |
PL0000105391 |
117,14 |
119,76 |
3,96 |
3,71 |
118,45 |
3,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,88 |
100,96 |
1,59 |
1,32 |
100,92 |
1,46 |
OK0717 |
PL0000108502 |
99,13 |
99,27 |
1,64 |
1,38 |
99,20 |
1,51 |
DS1017 |
PL0000104543 |
102,85 |
102,98 |
1,56 |
1,40 |
102,92 |
1,48 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,38 |
102,47 |
1,85 |
1,78 |
102,43 |
1,81 |
PS0718 |
PL0000107595 |
100,73 |
100,88 |
2,01 |
1,91 |
100,81 |
1,96 |
OK1018 |
PL0000109062 |
96,40 |
96,51 |
2,07 |
2,01 |
96,46 |
2,04 |
WZ0119 |
PL0000107603 |
99,85 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
102,09 |
102,27 |
2,39 |
2,31 |
102,18 |
2,35 |
DS1019 |
PL0000105441 |
108,21 |
108,35 |
2,41 |
2,36 |
108,28 |
2,39 |
WZ0120 |
PL0000108601 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
96,43 |
96,67 |
2,65 |
2,57 |
96,55 |
2,61 |
DS1020 |
PL0000106126 |
108,89 |
109,15 |
2,74 |
2,67 |
109,02 |
2,71 |
WZ0121 |
PL0000106068 |
98,40 |
98,72 |
--- |
--- |
98,56 |
--- |
PS0421 |
PL0000108916 |
96,40 |
96,56 |
2,90 |
2,86 |
96,48 |
2,88 |
PS0721 |
PL0000109153 |
94,93 |
95,11 |
2,96 |
2,91 |
95,02 |
2,94 |
DS1021 |
PL0000106670 |
112,27 |
112,44 |
2,96 |
2,92 |
112,36 |
2,94 |
PS0422 |
PL0000109492 |
95,66 |
95,80 |
3,15 |
3,12 |
95,73 |
3,14 |
WS0922 |
PL0000102646 |
112,96 |
113,12 |
3,22 |
3,19 |
113,04 |
3,20 |
WZ1122 |
PL0000109377 |
96,31 |
96,69 |
--- |
--- |
96,50 |
--- |
IZ0823 |
PL0000105359 |
107,95 |
110,14 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
103,44 |
103,85 |
3,42 |
3,35 |
103,65 |
3,39 |
WZ0124 |
PL0000107454 |
95,45 |
95,70 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
97,35 |
97,68 |
3,61 |
3,57 |
97,52 |
3,59 |
WZ0126 |
PL0000108817 |
93,42 |
93,81 |
--- |
--- |
93,62 |
--- |
DS0726 |
PL0000108866 |
90,59 |
90,83 |
3,68 |
3,65 |
90,71 |
3,67 |
DS0727 |
PL0000109427 |
89,06 |
89,30 |
3,77 |
3,74 |
89,18 |
3,76 |
WS0429 |
PL0000105391 |
117,49 |
120,00 |
3,92 |
3,69 |
118,75 |
3,81 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
55 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
100 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.