2017-01-11 |
MARKET DATA |
No 7 (3040) |
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 |
1 715,31 |
130 |
310,00 |
304,01 |
5 |
2 012,50 |
2 019,32 |
135 |
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 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,85 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,43 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,81 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,58 |
96,550 |
96,550 |
96,540 |
96,540 |
96,542 |
45 000 |
43,44 |
5 |
OK0419 |
PL0000109633 |
95,18 |
95,17 |
95,180 |
95,180 |
95,180 |
95,180 |
95,180 |
25 000 |
23,80 |
1 |
PS0719 |
PL0000108148 |
102,40 |
102,37 |
102,370 |
102,420 |
102,370 |
102,420 |
102,395 |
85 000 |
88,34 |
5 |
DS1019 |
PL0000105441 |
108,45 |
108,48 |
108,510 |
108,510 |
108,510 |
108,510 |
108,510 |
55 000 |
60,34 |
2 |
PS0420 |
PL0000108510 |
96,78 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,34 |
109,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,89 |
96,90 |
96,900 |
96,950 |
96,900 |
96,950 |
96,908 |
30 000 |
29,50 |
2 |
PS0721 |
PL0000109153 |
95,45 |
95,35 |
95,310 |
95,400 |
95,310 |
95,400 |
95,344 |
50 000 |
48,08 |
3 |
DS1021 |
PL0000106670 |
112,90 |
112,84 |
112,850 |
112,860 |
112,850 |
112,860 |
112,855 |
20 000 |
22,82 |
2 |
PS0422 |
PL0000109492 |
96,30 |
96,15 |
96,300 |
96,350 |
96,150 |
96,250 |
96,227 |
345 000 |
337,57 |
28 |
WS0922 |
PL0000102646 |
113,80 |
113,49 |
113,800 |
113,800 |
113,490 |
113,700 |
113,632 |
330 000 |
380,81 |
23 |
DS1023 |
PL0000107264 |
104,55 |
104,44 |
104,550 |
104,550 |
104,250 |
104,250 |
104,478 |
75 000 |
79,02 |
8 |
DS0725 |
PL0000108197 |
98,65 |
98,30 |
98,500 |
98,560 |
98,420 |
98,470 |
98,492 |
90 000 |
90,02 |
9 |
DS0726 |
PL0000108866 |
91,80 |
91,60 |
91,600 |
91,850 |
91,600 |
91,760 |
91,750 |
310 000 |
288,08 |
20 |
DS0727 |
PL0000109427 |
90,65 |
90,15 |
90,370 |
90,550 |
90,100 |
90,400 |
90,328 |
222 500 |
203,60 |
20 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,70 |
120,50 |
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 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,45 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,58 |
98,550 |
98,550 |
98,540 |
98,540 |
98,545 |
20 000 |
19,88 |
2 |
WZ1122 |
PL0000109377 |
96,64 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,75 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 702 500 |
1 715,31 |
130 |
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 |
100,95 |
1,57 |
1,29 |
100,91 |
1,43 |
OK0717 |
PL0000108502 |
99,13 |
99,26 |
1,66 |
1,41 |
99,20 |
1,53 |
DS1017 |
PL0000104543 |
102,83 |
102,96 |
1,56 |
1,40 |
102,90 |
1,48 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,50 |
1,83 |
1,75 |
102,45 |
1,79 |
PS0718 |
PL0000107595 |
100,77 |
100,92 |
1,98 |
1,88 |
100,85 |
1,93 |
OK1018 |
PL0000109062 |
96,49 |
96,63 |
2,03 |
1,94 |
96,56 |
1,99 |
WZ0119 |
PL0000107603 |
99,86 |
100,06 |
--- |
--- |
99,96 |
--- |
OK0419 |
PL0000109633 |
95,02 |
95,23 |
2,27 |
2,17 |
95,13 |
2,21 |
PS0719 |
PL0000108148 |
102,25 |
102,43 |
2,32 |
2,25 |
102,34 |
2,28 |
DS1019 |
PL0000105441 |
108,33 |
108,52 |
2,37 |
2,30 |
108,43 |
2,33 |
WZ0120 |
PL0000108601 |
99,40 |
99,65 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
96,71 |
96,99 |
2,56 |
2,46 |
96,85 |
2,51 |
DS1020 |
PL0000106126 |
109,18 |
109,46 |
2,66 |
2,59 |
109,32 |
2,62 |
WZ0121 |
PL0000106068 |
98,46 |
98,76 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
96,76 |
97,06 |
2,81 |
2,73 |
96,91 |
2,77 |
PS0721 |
PL0000109153 |
95,34 |
95,62 |
2,86 |
2,79 |
95,48 |
2,82 |
DS1021 |
PL0000106670 |
112,76 |
112,99 |
2,85 |
2,80 |
112,88 |
2,83 |
PS0422 |
PL0000109492 |
96,15 |
96,38 |
3,05 |
3,00 |
96,27 |
3,02 |
WS0922 |
PL0000102646 |
113,61 |
113,89 |
3,10 |
3,05 |
113,75 |
3,08 |
WZ1122 |
PL0000109377 |
96,48 |
96,80 |
--- |
--- |
96,64 |
--- |
IZ0823 |
PL0000105359 |
108,18 |
111,99 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
104,37 |
104,60 |
3,27 |
3,23 |
104,49 |
3,25 |
WZ0124 |
PL0000107454 |
95,56 |
95,90 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
98,44 |
98,71 |
3,46 |
3,42 |
98,58 |
3,44 |
WZ0126 |
PL0000108817 |
93,53 |
93,91 |
--- |
--- |
93,72 |
--- |
DS0726 |
PL0000108866 |
91,64 |
91,90 |
3,55 |
3,51 |
91,77 |
3,53 |
DS0727 |
PL0000109427 |
90,28 |
90,57 |
3,62 |
3,59 |
90,43 |
3,61 |
WS0429 |
PL0000105391 |
118,93 |
121,39 |
3,79 |
3,56 |
120,16 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,86 |
100,95 |
1,60 |
1,29 |
100,91 |
1,43 |
OK0717 |
PL0000108502 |
99,14 |
99,27 |
1,64 |
1,39 |
99,21 |
1,51 |
DS1017 |
PL0000104543 |
102,82 |
102,96 |
1,58 |
1,40 |
102,89 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,50 |
1,83 |
1,75 |
102,45 |
1,79 |
PS0718 |
PL0000107595 |
100,77 |
100,92 |
1,98 |
1,88 |
100,85 |
1,93 |
OK1018 |
PL0000109062 |
96,51 |
96,64 |
2,01 |
1,94 |
96,58 |
1,97 |
WZ0119 |
PL0000107603 |
99,88 |
100,02 |
--- |
--- |
99,95 |
--- |
OK0419 |
PL0000109633 |
95,07 |
95,24 |
2,24 |
2,16 |
95,16 |
2,20 |
PS0719 |
PL0000108148 |
102,24 |
102,40 |
2,32 |
2,26 |
102,32 |
2,29 |
DS1019 |
PL0000105441 |
108,39 |
108,53 |
2,34 |
2,29 |
108,46 |
2,32 |
WZ0120 |
PL0000108601 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,97 |
2,55 |
2,47 |
96,85 |
2,51 |
DS1020 |
PL0000106126 |
109,26 |
109,45 |
2,64 |
2,59 |
109,36 |
2,61 |
WZ0121 |
PL0000106068 |
98,47 |
98,66 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
96,78 |
97,00 |
2,81 |
2,75 |
96,89 |
2,78 |
PS0721 |
PL0000109153 |
95,35 |
95,54 |
2,86 |
2,81 |
95,45 |
2,83 |
DS1021 |
PL0000106670 |
112,64 |
112,87 |
2,88 |
2,83 |
112,76 |
2,85 |
PS0422 |
PL0000109492 |
96,09 |
96,28 |
3,06 |
3,02 |
96,19 |
3,04 |
WS0922 |
PL0000102646 |
113,42 |
113,70 |
3,13 |
3,08 |
113,56 |
3,11 |
WZ1122 |
PL0000109377 |
96,52 |
96,81 |
--- |
--- |
96,67 |
--- |
IZ0823 |
PL0000105359 |
108,45 |
111,99 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,51 |
3,30 |
3,25 |
104,35 |
3,27 |
WZ0124 |
PL0000107454 |
95,57 |
95,84 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
98,16 |
98,39 |
3,50 |
3,47 |
98,28 |
3,48 |
WZ0126 |
PL0000108817 |
93,62 |
93,96 |
--- |
--- |
93,79 |
--- |
DS0726 |
PL0000108866 |
91,46 |
91,74 |
3,57 |
3,53 |
91,60 |
3,55 |
DS0727 |
PL0000109427 |
90,05 |
90,35 |
3,65 |
3,62 |
90,20 |
3,63 |
WS0429 |
PL0000105391 |
118,66 |
121,07 |
3,81 |
3,59 |
119,87 |
3,70 |
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 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
40 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,130 |
1,130 |
1,130 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
10 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
150 |
TOTAL |
310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.