2017-01-13 |
MARKET DATA |
No 9 (3042) |
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 |
2 120,00 |
2 088,25 |
138 |
935,00 |
973,82 |
6 |
3 055,00 |
3 062,07 |
144 |
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 |
100,86 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,16 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,82 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,45 |
102,44 |
102,460 |
102,470 |
102,460 |
102,460 |
102,469 |
400 000 |
420,85 |
7 |
PS0718 |
PL0000107595 |
100,90 |
100,89 |
100,870 |
100,900 |
100,870 |
100,900 |
100,899 |
127 500 |
130,18 |
4 |
OK1018 |
PL0000109062 |
96,55 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,17 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,29 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,40 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,35 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,90 |
96,76 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
50 000 |
49,23 |
1 |
PS0721 |
PL0000109153 |
95,51 |
95,27 |
95,480 |
95,480 |
95,250 |
95,270 |
95,291 |
230 000 |
221,11 |
14 |
DS1021 |
PL0000106670 |
112,80 |
112,55 |
112,780 |
112,780 |
112,630 |
112,630 |
112,682 |
75 000 |
85,50 |
7 |
PS0422 |
PL0000109492 |
96,30 |
95,95 |
96,280 |
96,300 |
95,950 |
95,950 |
96,181 |
480 000 |
469,57 |
37 |
WS0922 |
PL0000102646 |
113,62 |
113,34 |
113,600 |
113,600 |
113,600 |
113,600 |
113,600 |
10 000 |
11,54 |
1 |
DS1023 |
PL0000107264 |
104,39 |
104,11 |
104,350 |
104,350 |
104,300 |
104,300 |
104,317 |
30 000 |
31,57 |
3 |
DS0725 |
PL0000108197 |
98,30 |
97,74 |
98,200 |
98,200 |
97,740 |
97,740 |
97,950 |
165 000 |
164,20 |
17 |
DS0726 |
PL0000108866 |
91,53 |
90,85 |
91,200 |
91,320 |
90,900 |
90,900 |
91,073 |
122 500 |
113,04 |
12 |
DS0727 |
PL0000109427 |
90,20 |
89,60 |
89,900 |
89,950 |
89,500 |
89,500 |
89,830 |
430 000 |
391,45 |
35 |
WS0428 |
PL0000107611 |
90,74 |
91,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,20 |
119,30 |
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 |
109,80 |
110,40 |
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 |
100,16 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,49 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,47 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,58 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,55 |
93,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 120 000 |
2 088,25 |
138 |
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 |
225 |
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 |
100,82 |
100,91 |
1,62 |
1,30 |
100,87 |
1,45 |
OK0717 |
PL0000108502 |
99,14 |
99,28 |
1,68 |
1,40 |
99,21 |
1,54 |
DS1017 |
PL0000104543 |
102,76 |
102,92 |
1,60 |
1,40 |
102,84 |
1,50 |
WZ0118 |
PL0000104717 |
100,14 |
100,29 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,49 |
1,85 |
1,74 |
102,42 |
1,80 |
PS0718 |
PL0000107595 |
100,75 |
100,91 |
1,99 |
1,88 |
100,83 |
1,94 |
OK1018 |
PL0000109062 |
96,49 |
96,64 |
2,04 |
1,95 |
96,57 |
1,99 |
WZ0119 |
PL0000107603 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,11 |
95,29 |
2,23 |
2,15 |
95,20 |
2,19 |
PS0719 |
PL0000108148 |
102,25 |
102,43 |
2,32 |
2,24 |
102,34 |
2,28 |
DS1019 |
PL0000105441 |
108,32 |
108,52 |
2,36 |
2,29 |
108,42 |
2,32 |
WZ0120 |
PL0000108601 |
99,31 |
99,63 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
96,70 |
96,94 |
2,56 |
2,48 |
96,82 |
2,52 |
DS1020 |
PL0000106126 |
109,28 |
109,47 |
2,63 |
2,58 |
109,38 |
2,60 |
WZ0121 |
PL0000106068 |
98,36 |
98,68 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
96,76 |
97,05 |
2,81 |
2,74 |
96,91 |
2,77 |
PS0721 |
PL0000109153 |
95,46 |
95,72 |
2,83 |
2,77 |
95,59 |
2,80 |
DS1021 |
PL0000106670 |
112,66 |
112,93 |
2,87 |
2,81 |
112,80 |
2,84 |
PS0422 |
PL0000109492 |
96,22 |
96,37 |
3,03 |
3,00 |
96,30 |
3,02 |
WS0922 |
PL0000102646 |
113,50 |
113,79 |
3,12 |
3,06 |
113,65 |
3,09 |
WZ1122 |
PL0000109377 |
96,32 |
96,79 |
--- |
--- |
96,56 |
--- |
IZ0823 |
PL0000105359 |
108,16 |
111,65 |
--- |
--- |
109,91 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,66 |
3,28 |
3,22 |
104,46 |
3,25 |
WZ0124 |
PL0000107454 |
95,36 |
95,82 |
--- |
--- |
95,59 |
--- |
DS0725 |
PL0000108197 |
98,24 |
98,58 |
3,49 |
3,44 |
98,41 |
3,46 |
WZ0126 |
PL0000108817 |
93,45 |
93,87 |
--- |
--- |
93,66 |
--- |
DS0726 |
PL0000108866 |
91,41 |
91,74 |
3,58 |
3,53 |
91,58 |
3,55 |
DS0727 |
PL0000109427 |
90,12 |
90,37 |
3,64 |
3,61 |
90,25 |
3,63 |
WS0429 |
PL0000105391 |
118,61 |
121,20 |
3,82 |
3,58 |
119,91 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,83 |
100,90 |
1,59 |
1,34 |
100,87 |
1,45 |
OK0717 |
PL0000108502 |
99,15 |
99,29 |
1,66 |
1,38 |
99,22 |
1,52 |
DS1017 |
PL0000104543 |
102,79 |
102,92 |
1,56 |
1,40 |
102,86 |
1,48 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,50 |
1,79 |
1,74 |
102,47 |
1,76 |
PS0718 |
PL0000107595 |
100,84 |
100,96 |
1,93 |
1,85 |
100,90 |
1,89 |
OK1018 |
PL0000109062 |
96,51 |
96,62 |
2,03 |
1,96 |
96,57 |
1,99 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
OK0419 |
PL0000109633 |
95,13 |
95,28 |
2,23 |
2,15 |
95,21 |
2,19 |
PS0719 |
PL0000108148 |
102,25 |
102,43 |
2,32 |
2,24 |
102,34 |
2,28 |
DS1019 |
PL0000105441 |
108,34 |
108,49 |
2,35 |
2,30 |
108,42 |
2,32 |
WZ0120 |
PL0000108601 |
99,26 |
99,54 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
96,59 |
96,81 |
2,60 |
2,53 |
96,70 |
2,56 |
DS1020 |
PL0000106126 |
109,12 |
109,32 |
2,67 |
2,62 |
109,22 |
2,64 |
WZ0121 |
PL0000106068 |
98,40 |
98,67 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
96,61 |
96,78 |
2,85 |
2,81 |
96,70 |
2,83 |
PS0721 |
PL0000109153 |
95,20 |
95,34 |
2,90 |
2,86 |
95,27 |
2,88 |
DS1021 |
PL0000106670 |
112,37 |
112,62 |
2,93 |
2,88 |
112,50 |
2,90 |
PS0422 |
PL0000109492 |
95,93 |
96,10 |
3,10 |
3,06 |
96,02 |
3,08 |
WS0922 |
PL0000102646 |
113,17 |
113,45 |
3,18 |
3,12 |
113,31 |
3,15 |
WZ1122 |
PL0000109377 |
96,34 |
96,69 |
--- |
--- |
96,52 |
--- |
IZ0823 |
PL0000105359 |
108,81 |
111,79 |
--- |
--- |
110,30 |
--- |
DS1023 |
PL0000107264 |
103,90 |
104,21 |
3,34 |
3,29 |
104,06 |
3,32 |
WZ0124 |
PL0000107454 |
95,45 |
95,83 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
97,68 |
97,87 |
3,57 |
3,54 |
97,78 |
3,55 |
WZ0126 |
PL0000108817 |
93,47 |
93,86 |
--- |
--- |
93,67 |
--- |
DS0726 |
PL0000108866 |
90,90 |
91,18 |
3,65 |
3,61 |
91,04 |
3,63 |
DS0727 |
PL0000109427 |
89,48 |
89,78 |
3,72 |
3,69 |
89,63 |
3,71 |
WS0429 |
PL0000105391 |
117,74 |
120,40 |
3,90 |
3,65 |
119,07 |
3,77 |
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 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
250 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
65 |
TOTAL |
335 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,420 |
1,450 |
1,437 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.