2017-01-12 |
MARKET DATA |
No 8 (3041) |
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 |
1 172,50 |
1 163,19 |
87 |
730,00 |
713,25 |
8 |
1 902,50 |
1 876,44 |
95 |
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 |
100,87 |
100,89 |
100,870 |
100,870 |
100,870 |
100,870 |
100,870 |
100 000 |
104,33 |
1 |
OK0717 |
PL0000108502 |
99,17 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,84 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,42 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,84 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,60 |
96,60 |
96,580 |
96,580 |
96,580 |
96,580 |
96,580 |
5 000 |
4,83 |
1 |
OK0419 |
PL0000109633 |
95,20 |
95,23 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
20 000 |
19,04 |
1 |
PS0719 |
PL0000108148 |
102,40 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,51 |
108,47 |
108,450 |
108,450 |
108,450 |
108,450 |
108,450 |
15 000 |
16,46 |
1 |
PS0420 |
PL0000108510 |
97,00 |
96,88 |
96,940 |
96,940 |
96,900 |
96,900 |
96,929 |
35 000 |
34,31 |
4 |
DS1020 |
PL0000106126 |
109,41 |
109,36 |
109,380 |
109,380 |
109,380 |
109,380 |
109,380 |
20 000 |
22,11 |
1 |
PS0421 |
PL0000108916 |
97,04 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,80 |
95,50 |
95,800 |
95,800 |
95,500 |
95,530 |
95,563 |
60 000 |
57,84 |
6 |
DS1021 |
PL0000106670 |
113,02 |
112,80 |
112,800 |
112,800 |
112,770 |
112,770 |
112,778 |
75 000 |
85,56 |
6 |
PS0422 |
PL0000109492 |
96,50 |
96,17 |
96,470 |
96,550 |
96,170 |
96,300 |
96,296 |
367 500 |
359,91 |
32 |
WS0922 |
PL0000102646 |
113,93 |
113,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,65 |
104,37 |
104,350 |
104,350 |
104,350 |
104,350 |
104,350 |
5 000 |
5,26 |
1 |
DS0725 |
PL0000108197 |
98,90 |
98,23 |
98,750 |
98,750 |
98,220 |
98,220 |
98,270 |
65 000 |
64,89 |
7 |
DS0726 |
PL0000108866 |
92,10 |
91,54 |
92,100 |
92,100 |
91,850 |
91,850 |
91,993 |
30 000 |
27,96 |
3 |
DS0727 |
PL0000109427 |
90,70 |
90,10 |
90,360 |
90,360 |
90,000 |
90,240 |
90,244 |
55 000 |
50,29 |
7 |
WS0428 |
PL0000107611 |
91,32 |
92,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,15 |
120,20 |
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 |
109,50 |
111,45 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,04 |
99,930 |
99,940 |
99,930 |
99,940 |
99,936 |
60 000 |
60,47 |
3 |
WZ0120 |
PL0000108601 |
99,45 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,50 |
98,510 |
98,510 |
98,510 |
98,510 |
98,510 |
5 000 |
4,97 |
1 |
WZ1122 |
PL0000109377 |
96,55 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
95,64 |
95,700 |
95,700 |
95,640 |
95,640 |
95,648 |
200 000 |
193,00 |
6 |
WZ0126 |
PL0000108817 |
93,80 |
93,71 |
93,600 |
93,630 |
93,600 |
93,630 |
93,614 |
55 000 |
51,96 |
6 |
TOTAL |
1 172 500 |
1 163,19 |
87 |
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 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
30AUG17 |
PL0000005005 |
226 |
0,00 |
0,00 |
0,000 |
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 |
100,83 |
100,93 |
1,62 |
1,26 |
100,88 |
1,44 |
OK0717 |
PL0000108502 |
99,15 |
99,29 |
1,65 |
1,37 |
99,22 |
1,51 |
DS1017 |
PL0000104543 |
102,80 |
102,94 |
1,56 |
1,39 |
102,87 |
1,48 |
WZ0118 |
PL0000104717 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,41 |
102,53 |
1,81 |
1,72 |
102,47 |
1,76 |
PS0718 |
PL0000107595 |
100,82 |
100,95 |
1,94 |
1,86 |
100,89 |
1,90 |
OK1018 |
PL0000109062 |
96,57 |
96,73 |
1,99 |
1,89 |
96,65 |
1,94 |
WZ0119 |
PL0000107603 |
99,88 |
100,07 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,17 |
95,34 |
2,20 |
2,12 |
95,26 |
2,16 |
PS0719 |
PL0000108148 |
102,38 |
102,54 |
2,26 |
2,20 |
102,46 |
2,23 |
DS1019 |
PL0000105441 |
108,48 |
108,67 |
2,30 |
2,24 |
108,58 |
2,27 |
WZ0120 |
PL0000108601 |
99,41 |
99,68 |
--- |
--- |
99,55 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,16 |
2,48 |
2,41 |
97,06 |
2,44 |
DS1020 |
PL0000106126 |
109,39 |
109,67 |
2,60 |
2,53 |
109,53 |
2,56 |
WZ0121 |
PL0000106068 |
98,44 |
98,74 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
97,02 |
97,30 |
2,75 |
2,67 |
97,16 |
2,71 |
PS0721 |
PL0000109153 |
95,64 |
95,89 |
2,79 |
2,73 |
95,77 |
2,75 |
DS1021 |
PL0000106670 |
112,97 |
113,20 |
2,80 |
2,76 |
113,09 |
2,78 |
PS0422 |
PL0000109492 |
96,47 |
96,71 |
2,98 |
2,93 |
96,59 |
2,96 |
WS0922 |
PL0000102646 |
113,91 |
114,19 |
3,04 |
2,99 |
114,05 |
3,02 |
WZ1122 |
PL0000109377 |
96,50 |
96,84 |
--- |
--- |
96,67 |
--- |
IZ0823 |
PL0000105359 |
108,47 |
112,23 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
104,62 |
105,06 |
3,23 |
3,16 |
104,84 |
3,19 |
WZ0124 |
PL0000107454 |
95,63 |
95,95 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
98,73 |
99,11 |
3,42 |
3,37 |
98,92 |
3,39 |
WZ0126 |
PL0000108817 |
93,67 |
94,06 |
--- |
--- |
93,87 |
--- |
DS0726 |
PL0000108866 |
92,05 |
92,36 |
3,49 |
3,45 |
92,21 |
3,47 |
DS0727 |
PL0000109427 |
90,65 |
91,06 |
3,58 |
3,53 |
90,86 |
3,55 |
WS0429 |
PL0000105391 |
119,57 |
122,14 |
3,73 |
3,50 |
120,86 |
3,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,83 |
100,91 |
1,62 |
1,34 |
100,87 |
1,48 |
OK0717 |
PL0000108502 |
99,14 |
99,28 |
1,67 |
1,39 |
99,21 |
1,53 |
DS1017 |
PL0000104543 |
102,80 |
102,92 |
1,56 |
1,41 |
102,86 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,39 |
102,48 |
1,83 |
1,75 |
102,44 |
1,79 |
PS0718 |
PL0000107595 |
100,77 |
100,92 |
1,98 |
1,88 |
100,85 |
1,92 |
OK1018 |
PL0000109062 |
96,51 |
96,63 |
2,02 |
1,95 |
96,57 |
1,99 |
WZ0119 |
PL0000107603 |
99,88 |
100,07 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,15 |
95,30 |
2,21 |
2,14 |
95,23 |
2,18 |
PS0719 |
PL0000108148 |
102,24 |
102,42 |
2,32 |
2,25 |
102,33 |
2,28 |
DS1019 |
PL0000105441 |
108,38 |
108,52 |
2,34 |
2,29 |
108,45 |
2,31 |
WZ0120 |
PL0000108601 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,95 |
2,54 |
2,48 |
96,86 |
2,51 |
DS1020 |
PL0000106126 |
109,31 |
109,46 |
2,62 |
2,58 |
109,39 |
2,60 |
WZ0121 |
PL0000106068 |
98,40 |
98,60 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
96,82 |
97,02 |
2,80 |
2,75 |
96,92 |
2,77 |
PS0721 |
PL0000109153 |
95,41 |
95,56 |
2,84 |
2,81 |
95,49 |
2,82 |
DS1021 |
PL0000106670 |
112,66 |
112,93 |
2,87 |
2,81 |
112,80 |
2,84 |
PS0422 |
PL0000109492 |
96,17 |
96,33 |
3,04 |
3,01 |
96,25 |
3,03 |
WS0922 |
PL0000102646 |
113,50 |
113,74 |
3,12 |
3,07 |
113,62 |
3,10 |
WZ1122 |
PL0000109377 |
96,42 |
96,68 |
--- |
--- |
96,55 |
--- |
IZ0823 |
PL0000105359 |
108,51 |
112,22 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
104,27 |
104,49 |
3,28 |
3,25 |
104,38 |
3,27 |
WZ0124 |
PL0000107454 |
95,51 |
95,83 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
98,16 |
98,38 |
3,50 |
3,47 |
98,27 |
3,48 |
WZ0126 |
PL0000108817 |
93,49 |
93,92 |
--- |
--- |
93,71 |
--- |
DS0726 |
PL0000108866 |
91,37 |
91,66 |
3,58 |
3,54 |
91,52 |
3,56 |
DS0727 |
PL0000109427 |
90,02 |
90,32 |
3,66 |
3,62 |
90,17 |
3,64 |
WS0429 |
PL0000105391 |
118,52 |
120,95 |
3,83 |
3,60 |
119,74 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
20 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
35 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
65 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
160 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
40 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
50 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
360 |
TOTAL |
730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.