2017-01-16 |
MARKET DATA |
No 10 (3043) |
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 |
1 347,50 |
1 380,92 |
94 |
205,00 |
209,71 |
3 |
1 552,50 |
1 590,63 |
97 |
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 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,17 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,77 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,45 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,22 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,34 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,48 |
108,47 |
108,490 |
108,510 |
108,480 |
108,480 |
108,489 |
250 000 |
274,42 |
13 |
PS0420 |
PL0000108510 |
96,81 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,28 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,84 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,60 |
95,40 |
95,600 |
95,600 |
95,380 |
95,380 |
95,459 |
170 000 |
163,72 |
12 |
DS1021 |
PL0000106670 |
112,80 |
112,74 |
112,800 |
112,810 |
112,800 |
112,810 |
112,808 |
40 000 |
45,66 |
3 |
PS0422 |
PL0000109492 |
96,40 |
96,16 |
96,350 |
96,400 |
96,150 |
96,150 |
96,249 |
140 000 |
137,06 |
9 |
WS0922 |
PL0000102646 |
113,72 |
113,56 |
113,690 |
113,720 |
113,500 |
113,580 |
113,597 |
135 000 |
155,84 |
10 |
DS1023 |
PL0000107264 |
104,38 |
104,08 |
104,190 |
104,200 |
104,040 |
104,040 |
104,166 |
307 500 |
323,18 |
18 |
DS0725 |
PL0000108197 |
98,35 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,50 |
91,17 |
91,460 |
91,500 |
91,230 |
91,230 |
91,378 |
50 000 |
46,30 |
5 |
DS0727 |
PL0000109427 |
90,10 |
89,70 |
89,600 |
90,080 |
89,600 |
89,800 |
89,861 |
225 000 |
204,91 |
22 |
WS0428 |
PL0000107611 |
90,62 |
92,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,05 |
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 |
110,00 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,50 |
98,550 |
98,550 |
98,500 |
98,500 |
98,542 |
30 000 |
29,82 |
2 |
WZ1122 |
PL0000109377 |
96,50 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,65 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 347 500 |
1 380,92 |
94 |
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 |
224 |
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 |
100,80 |
100,88 |
1,67 |
1,38 |
100,84 |
1,52 |
OK0717 |
PL0000108502 |
99,15 |
99,29 |
1,66 |
1,39 |
99,22 |
1,53 |
DS1017 |
PL0000104543 |
102,75 |
102,90 |
1,60 |
1,41 |
102,83 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,55 |
1,79 |
1,69 |
102,49 |
1,74 |
PS0718 |
PL0000107595 |
100,87 |
100,99 |
1,91 |
1,83 |
100,93 |
1,87 |
OK1018 |
PL0000109062 |
96,53 |
96,68 |
2,02 |
1,93 |
96,61 |
1,97 |
WZ0119 |
PL0000107603 |
99,90 |
100,09 |
--- |
--- |
100,00 |
--- |
OK0419 |
PL0000109633 |
95,17 |
95,34 |
2,21 |
2,13 |
95,26 |
2,17 |
PS0719 |
PL0000108148 |
102,28 |
102,47 |
2,30 |
2,23 |
102,38 |
2,26 |
DS1019 |
PL0000105441 |
108,42 |
108,60 |
2,32 |
2,26 |
108,51 |
2,29 |
WZ0120 |
PL0000108601 |
99,38 |
99,70 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
96,75 |
96,98 |
2,55 |
2,47 |
96,87 |
2,51 |
DS1020 |
PL0000106126 |
109,23 |
109,49 |
2,64 |
2,57 |
109,36 |
2,60 |
WZ0121 |
PL0000106068 |
98,44 |
98,76 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
96,78 |
97,04 |
2,81 |
2,74 |
96,91 |
2,78 |
PS0721 |
PL0000109153 |
95,48 |
95,66 |
2,83 |
2,78 |
95,57 |
2,81 |
DS1021 |
PL0000106670 |
112,71 |
112,94 |
2,86 |
2,81 |
112,83 |
2,83 |
PS0422 |
PL0000109492 |
96,30 |
96,49 |
3,02 |
2,98 |
96,40 |
3,00 |
WS0922 |
PL0000102646 |
113,53 |
113,73 |
3,11 |
3,07 |
113,63 |
3,09 |
WZ1122 |
PL0000109377 |
96,40 |
96,82 |
--- |
--- |
96,61 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
112,06 |
--- |
--- |
110,29 |
--- |
DS1023 |
PL0000107264 |
104,27 |
104,56 |
3,28 |
3,24 |
104,42 |
3,26 |
WZ0124 |
PL0000107454 |
95,27 |
95,82 |
--- |
--- |
95,55 |
--- |
DS0725 |
PL0000108197 |
98,15 |
98,50 |
3,50 |
3,45 |
98,33 |
3,48 |
WZ0126 |
PL0000108817 |
93,46 |
93,89 |
--- |
--- |
93,68 |
--- |
DS0726 |
PL0000108866 |
91,26 |
91,65 |
3,60 |
3,55 |
91,46 |
3,57 |
DS0727 |
PL0000109427 |
89,97 |
90,40 |
3,66 |
3,61 |
90,19 |
3,64 |
WS0429 |
PL0000105391 |
118,47 |
121,15 |
3,83 |
3,58 |
119,81 |
3,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,80 |
100,89 |
1,67 |
1,34 |
100,85 |
1,49 |
OK0717 |
PL0000108502 |
99,14 |
99,28 |
1,68 |
1,41 |
99,21 |
1,55 |
DS1017 |
PL0000104543 |
102,75 |
102,90 |
1,60 |
1,41 |
102,83 |
1,50 |
WZ0118 |
PL0000104717 |
100,14 |
100,29 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,51 |
1,79 |
1,72 |
102,47 |
1,75 |
PS0718 |
PL0000107595 |
100,88 |
100,98 |
1,90 |
1,83 |
100,93 |
1,87 |
OK1018 |
PL0000109062 |
96,51 |
96,67 |
2,03 |
1,93 |
96,59 |
1,98 |
WZ0119 |
PL0000107603 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
OK0419 |
PL0000109633 |
95,17 |
95,31 |
2,21 |
2,14 |
95,24 |
2,18 |
PS0719 |
PL0000108148 |
102,28 |
102,46 |
2,30 |
2,23 |
102,37 |
2,27 |
DS1019 |
PL0000105441 |
108,41 |
108,53 |
2,32 |
2,28 |
108,47 |
2,30 |
WZ0120 |
PL0000108601 |
99,39 |
99,63 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
96,73 |
96,90 |
2,55 |
2,50 |
96,82 |
2,52 |
DS1020 |
PL0000106126 |
109,14 |
109,40 |
2,66 |
2,59 |
109,27 |
2,63 |
WZ0121 |
PL0000106068 |
98,47 |
98,70 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
96,67 |
96,95 |
2,84 |
2,76 |
96,81 |
2,80 |
PS0721 |
PL0000109153 |
95,36 |
95,54 |
2,86 |
2,81 |
95,45 |
2,83 |
DS1021 |
PL0000106670 |
112,54 |
112,81 |
2,89 |
2,83 |
112,68 |
2,86 |
PS0422 |
PL0000109492 |
96,14 |
96,32 |
3,05 |
3,01 |
96,23 |
3,03 |
WS0922 |
PL0000102646 |
113,37 |
113,66 |
3,14 |
3,09 |
113,52 |
3,11 |
WZ1122 |
PL0000109377 |
96,43 |
96,83 |
--- |
--- |
96,63 |
--- |
IZ0823 |
PL0000105359 |
108,76 |
112,09 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
104,01 |
104,33 |
3,33 |
3,27 |
104,17 |
3,30 |
WZ0124 |
PL0000107454 |
95,49 |
95,85 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
97,89 |
98,32 |
3,54 |
3,48 |
98,11 |
3,51 |
WZ0126 |
PL0000108817 |
93,48 |
93,88 |
--- |
--- |
93,68 |
--- |
DS0726 |
PL0000108866 |
91,05 |
91,35 |
3,63 |
3,59 |
91,20 |
3,61 |
DS0727 |
PL0000109427 |
89,71 |
90,01 |
3,70 |
3,66 |
89,86 |
3,68 |
WS0429 |
PL0000105391 |
118,16 |
120,39 |
3,86 |
3,65 |
119,28 |
3,75 |
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 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
75 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
100 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
TOTAL |
205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.