2017-01-10 |
MARKET DATA |
No 6 (3039) |
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 |
2 692,50 |
2 621,02 |
182 |
210,00 |
218,08 |
3 |
2 902,50 |
2 839,11 |
185 |
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 |
100,88 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,15 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,86 |
102,93 |
102,860 |
102,860 |
102,860 |
102,860 |
102,860 |
25 000 |
26,00 |
1 |
PS0418 |
PL0000107314 |
102,43 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,78 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,50 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
15 000 |
14,48 |
2 |
OK0419 |
PL0000109633 |
95,05 |
95,03 |
95,070 |
95,070 |
95,070 |
95,070 |
95,070 |
20 000 |
19,01 |
2 |
PS0719 |
PL0000108148 |
102,24 |
102,24 |
102,250 |
102,250 |
102,250 |
102,250 |
102,250 |
5 000 |
5,19 |
1 |
DS1019 |
PL0000105441 |
108,40 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,30 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,89 |
96,54 |
96,820 |
96,860 |
96,820 |
96,830 |
96,841 |
60 000 |
58,97 |
5 |
PS0721 |
PL0000109153 |
95,45 |
95,10 |
95,350 |
95,450 |
95,350 |
95,430 |
95,403 |
210 000 |
202,07 |
13 |
DS1021 |
PL0000106670 |
112,72 |
112,34 |
112,460 |
112,840 |
112,460 |
112,840 |
112,738 |
110 000 |
125,38 |
8 |
PS0422 |
PL0000109492 |
96,20 |
95,68 |
95,680 |
96,230 |
95,680 |
96,230 |
96,001 |
1 117 500 |
1 090,86 |
60 |
WS0922 |
PL0000102646 |
113,59 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,30 |
103,69 |
104,250 |
104,300 |
104,250 |
104,300 |
104,267 |
30 000 |
31,54 |
3 |
DS0725 |
PL0000108197 |
98,50 |
97,46 |
97,660 |
98,500 |
97,600 |
98,500 |
97,893 |
385 000 |
382,75 |
31 |
DS0726 |
PL0000108866 |
91,55 |
90,33 |
90,720 |
91,550 |
90,720 |
91,500 |
91,229 |
70 000 |
64,68 |
6 |
DS0727 |
PL0000109427 |
90,20 |
89,10 |
89,100 |
90,370 |
89,100 |
90,370 |
89,861 |
540 000 |
491,57 |
41 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,26 |
119,50 |
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 |
109,50 |
109,50 |
109,500 |
109,500 |
109,500 |
109,500 |
109,500 |
25 000 |
31,64 |
4 |
WZ0117 |
PL0000106936 |
100,00 |
100,01 |
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 |
99,93 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,53 |
99,52 |
99,530 |
99,530 |
99,530 |
99,530 |
99,530 |
5 000 |
5,02 |
1 |
WZ0121 |
PL0000106068 |
98,60 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,55 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,74 |
95,63 |
95,630 |
95,650 |
95,630 |
95,650 |
95,646 |
50 000 |
48,24 |
2 |
WZ0126 |
PL0000108817 |
93,70 |
93,75 |
93,700 |
93,700 |
93,700 |
93,700 |
93,700 |
25 000 |
23,63 |
2 |
TOTAL |
2 692 500 |
2 621,02 |
182 |
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 |
100,87 |
100,96 |
1,60 |
1,29 |
100,92 |
1,43 |
OK0717 |
PL0000108502 |
99,13 |
99,26 |
1,65 |
1,40 |
99,20 |
1,52 |
DS1017 |
PL0000104543 |
102,83 |
102,97 |
1,58 |
1,40 |
102,90 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,37 |
102,48 |
1,86 |
1,77 |
102,43 |
1,81 |
PS0718 |
PL0000107595 |
100,72 |
100,87 |
2,01 |
1,91 |
100,80 |
1,96 |
OK1018 |
PL0000109062 |
96,40 |
96,52 |
2,08 |
2,01 |
96,46 |
2,04 |
WZ0119 |
PL0000107603 |
99,84 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
102,09 |
102,26 |
2,39 |
2,32 |
102,18 |
2,35 |
DS1019 |
PL0000105441 |
108,15 |
108,33 |
2,43 |
2,37 |
108,24 |
2,40 |
WZ0120 |
PL0000108601 |
99,36 |
99,62 |
--- |
--- |
99,49 |
--- |
PS0420 |
PL0000108510 |
96,44 |
96,71 |
2,64 |
2,55 |
96,58 |
2,60 |
DS1020 |
PL0000106126 |
108,89 |
109,15 |
2,74 |
2,67 |
109,02 |
2,70 |
WZ0121 |
PL0000106068 |
98,35 |
98,65 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
96,33 |
96,62 |
2,92 |
2,85 |
96,48 |
2,88 |
PS0721 |
PL0000109153 |
94,93 |
95,20 |
2,96 |
2,89 |
95,07 |
2,92 |
DS1021 |
PL0000106670 |
112,17 |
112,47 |
2,98 |
2,91 |
112,32 |
2,95 |
PS0422 |
PL0000109492 |
95,69 |
95,83 |
3,15 |
3,12 |
95,76 |
3,13 |
WS0922 |
PL0000102646 |
112,96 |
113,24 |
3,22 |
3,17 |
113,10 |
3,19 |
WZ1122 |
PL0000109377 |
96,34 |
96,70 |
--- |
--- |
96,52 |
--- |
IZ0823 |
PL0000105359 |
107,48 |
110,27 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
103,41 |
103,81 |
3,42 |
3,36 |
103,61 |
3,39 |
WZ0124 |
PL0000107454 |
95,39 |
95,76 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
97,33 |
97,63 |
3,61 |
3,57 |
97,48 |
3,59 |
WZ0126 |
PL0000108817 |
93,42 |
93,84 |
--- |
--- |
93,63 |
--- |
DS0726 |
PL0000108866 |
90,56 |
90,87 |
3,69 |
3,65 |
90,72 |
3,67 |
DS0727 |
PL0000109427 |
89,08 |
89,34 |
3,77 |
3,74 |
89,21 |
3,76 |
WS0429 |
PL0000105391 |
117,40 |
120,50 |
3,93 |
3,64 |
118,95 |
3,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,87 |
100,95 |
1,60 |
1,32 |
100,91 |
1,46 |
OK0717 |
PL0000108502 |
99,13 |
99,25 |
1,65 |
1,42 |
99,19 |
1,54 |
DS1017 |
PL0000104543 |
102,84 |
102,96 |
1,56 |
1,41 |
102,90 |
1,49 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,48 |
1,83 |
1,77 |
102,44 |
1,80 |
PS0718 |
PL0000107595 |
100,75 |
100,91 |
1,99 |
1,89 |
100,83 |
1,94 |
OK1018 |
PL0000109062 |
96,48 |
96,60 |
2,03 |
1,96 |
96,54 |
1,99 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
102,22 |
102,40 |
2,33 |
2,26 |
102,31 |
2,30 |
DS1019 |
PL0000105441 |
108,35 |
108,50 |
2,36 |
2,31 |
108,43 |
2,33 |
WZ0120 |
PL0000108601 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
96,71 |
96,88 |
2,55 |
2,50 |
96,80 |
2,52 |
DS1020 |
PL0000106126 |
109,21 |
109,39 |
2,65 |
2,61 |
109,30 |
2,63 |
WZ0121 |
PL0000106068 |
98,51 |
98,73 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
96,78 |
96,95 |
2,81 |
2,76 |
96,87 |
2,78 |
PS0721 |
PL0000109153 |
95,33 |
95,47 |
2,86 |
2,83 |
95,40 |
2,84 |
DS1021 |
PL0000106670 |
112,62 |
112,81 |
2,88 |
2,84 |
112,72 |
2,86 |
PS0422 |
PL0000109492 |
96,10 |
96,25 |
3,06 |
3,03 |
96,18 |
3,04 |
WS0922 |
PL0000102646 |
113,50 |
113,75 |
3,12 |
3,08 |
113,63 |
3,10 |
WZ1122 |
PL0000109377 |
96,49 |
96,80 |
--- |
--- |
96,65 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
111,81 |
--- |
--- |
110,23 |
--- |
DS1023 |
PL0000107264 |
104,14 |
104,49 |
3,31 |
3,25 |
104,32 |
3,28 |
WZ0124 |
PL0000107454 |
95,59 |
95,88 |
--- |
--- |
95,74 |
--- |
DS0725 |
PL0000108197 |
98,17 |
98,39 |
3,50 |
3,47 |
98,28 |
3,48 |
WZ0126 |
PL0000108817 |
93,52 |
93,84 |
--- |
--- |
93,68 |
--- |
DS0726 |
PL0000108866 |
91,25 |
91,62 |
3,60 |
3,55 |
91,44 |
3,57 |
DS0727 |
PL0000109427 |
89,86 |
90,18 |
3,68 |
3,64 |
90,02 |
3,66 |
WS0429 |
PL0000105391 |
118,46 |
120,89 |
3,83 |
3,61 |
119,68 |
3,72 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,000 |
1,000 |
1,000 |
160 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,000 |
1,000 |
1,000 |
30 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
20 |
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.