2017-01-17 |
MARKET DATA |
No 11 (3044) |
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 |
1 697,50 |
1 654,00 |
122 |
1 280,00 |
1 323,33 |
13 |
2 977,50 |
2 977,32 |
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 |
100,82 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,21 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,79 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,45 |
102,47 |
102,480 |
102,480 |
102,480 |
102,480 |
102,480 |
10 000 |
10,52 |
1 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,59 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,21 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,40 |
102,410 |
102,430 |
102,410 |
102,430 |
102,427 |
165 000 |
171,62 |
6 |
DS1019 |
PL0000105441 |
108,47 |
108,48 |
108,480 |
108,480 |
108,480 |
108,480 |
108,480 |
10 000 |
10,98 |
1 |
PS0420 |
PL0000108510 |
96,82 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,19 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,81 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,52 |
95,46 |
95,570 |
95,570 |
95,410 |
95,410 |
95,489 |
200 000 |
192,68 |
12 |
DS1021 |
PL0000106670 |
112,67 |
112,65 |
112,500 |
112,500 |
112,500 |
112,500 |
112,500 |
10 000 |
11,39 |
1 |
PS0422 |
PL0000109492 |
96,37 |
96,10 |
96,370 |
96,370 |
96,150 |
96,160 |
96,270 |
570 000 |
558,19 |
31 |
WS0922 |
PL0000102646 |
113,56 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,20 |
104,05 |
104,010 |
104,140 |
103,990 |
104,100 |
104,046 |
60 000 |
62,99 |
5 |
DS0725 |
PL0000108197 |
98,20 |
98,00 |
98,100 |
98,100 |
97,880 |
97,880 |
97,973 |
110 000 |
109,51 |
13 |
DS0726 |
PL0000108866 |
91,43 |
91,12 |
91,320 |
91,360 |
91,080 |
91,080 |
91,204 |
215 000 |
198,71 |
22 |
DS0727 |
PL0000109427 |
90,05 |
89,65 |
90,170 |
90,170 |
89,700 |
89,700 |
89,803 |
230 000 |
209,35 |
24 |
WS0428 |
PL0000107611 |
90,44 |
92,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,41 |
119,40 |
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 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
17 500 |
17,65 |
1 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
99,96 |
99,960 |
99,970 |
99,960 |
99,970 |
99,967 |
80 000 |
80,67 |
3 |
WZ0120 |
PL0000108601 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,70 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
9,95 |
1 |
WZ1122 |
PL0000109377 |
96,50 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,55 |
93,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 687 500 |
1 644,21 |
121 |
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 |
223 |
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 |
100,79 |
100,89 |
1,67 |
1,31 |
100,84 |
1,49 |
OK0717 |
PL0000108502 |
99,15 |
99,29 |
1,67 |
1,40 |
99,22 |
1,53 |
DS1017 |
PL0000104543 |
102,73 |
102,89 |
1,61 |
1,41 |
102,81 |
1,51 |
WZ0118 |
PL0000104717 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,54 |
1,78 |
1,70 |
102,49 |
1,73 |
PS0718 |
PL0000107595 |
100,86 |
100,97 |
1,91 |
1,84 |
100,92 |
1,87 |
OK1018 |
PL0000109062 |
96,51 |
96,67 |
2,03 |
1,94 |
96,59 |
1,99 |
WZ0119 |
PL0000107603 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
OK0419 |
PL0000109633 |
95,16 |
95,35 |
2,22 |
2,13 |
95,26 |
2,17 |
PS0719 |
PL0000108148 |
102,32 |
102,47 |
2,29 |
2,22 |
102,40 |
2,25 |
DS1019 |
PL0000105441 |
108,42 |
108,57 |
2,32 |
2,26 |
108,50 |
2,29 |
WZ0120 |
PL0000108601 |
99,42 |
99,72 |
--- |
--- |
99,57 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,94 |
2,54 |
2,48 |
96,85 |
2,51 |
DS1020 |
PL0000106126 |
109,17 |
109,44 |
2,65 |
2,58 |
109,31 |
2,62 |
WZ0121 |
PL0000106068 |
98,43 |
98,73 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
96,76 |
97,03 |
2,81 |
2,74 |
96,90 |
2,78 |
PS0721 |
PL0000109153 |
95,47 |
95,71 |
2,83 |
2,77 |
95,59 |
2,80 |
DS1021 |
PL0000106670 |
112,64 |
112,91 |
2,87 |
2,81 |
112,78 |
2,84 |
PS0422 |
PL0000109492 |
96,26 |
96,39 |
3,03 |
3,00 |
96,33 |
3,01 |
WS0922 |
PL0000102646 |
113,53 |
113,77 |
3,11 |
3,06 |
113,65 |
3,09 |
WZ1122 |
PL0000109377 |
96,43 |
96,89 |
--- |
--- |
96,66 |
--- |
IZ0823 |
PL0000105359 |
108,78 |
111,87 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
104,15 |
104,49 |
3,30 |
3,25 |
104,32 |
3,27 |
WZ0124 |
PL0000107454 |
95,42 |
95,92 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
98,14 |
98,49 |
3,50 |
3,45 |
98,32 |
3,48 |
WZ0126 |
PL0000108817 |
93,48 |
93,95 |
--- |
--- |
93,72 |
--- |
DS0726 |
PL0000108866 |
91,32 |
91,62 |
3,59 |
3,55 |
91,47 |
3,57 |
DS0727 |
PL0000109427 |
89,95 |
90,25 |
3,67 |
3,63 |
90,10 |
3,65 |
WS0429 |
PL0000105391 |
118,41 |
121,26 |
3,84 |
3,57 |
119,84 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,80 |
100,88 |
1,64 |
1,34 |
100,84 |
1,49 |
OK0717 |
PL0000108502 |
99,16 |
99,28 |
1,65 |
1,42 |
99,22 |
1,53 |
DS1017 |
PL0000104543 |
102,76 |
102,88 |
1,58 |
1,42 |
102,82 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,52 |
1,78 |
1,71 |
102,48 |
1,74 |
PS0718 |
PL0000107595 |
100,88 |
100,99 |
1,90 |
1,83 |
100,94 |
1,86 |
OK1018 |
PL0000109062 |
96,56 |
96,68 |
2,00 |
1,93 |
96,62 |
1,97 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,17 |
95,32 |
2,21 |
2,14 |
95,25 |
2,17 |
PS0719 |
PL0000108148 |
102,33 |
102,49 |
2,28 |
2,22 |
102,41 |
2,25 |
DS1019 |
PL0000105441 |
108,42 |
108,54 |
2,32 |
2,27 |
108,48 |
2,29 |
WZ0120 |
PL0000108601 |
99,44 |
99,65 |
--- |
--- |
99,55 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,93 |
2,56 |
2,49 |
96,83 |
2,52 |
DS1020 |
PL0000106126 |
109,14 |
109,37 |
2,66 |
2,60 |
109,26 |
2,63 |
WZ0121 |
PL0000106068 |
98,49 |
98,75 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
96,74 |
96,91 |
2,82 |
2,78 |
96,83 |
2,80 |
PS0721 |
PL0000109153 |
95,37 |
95,52 |
2,86 |
2,82 |
95,45 |
2,84 |
DS1021 |
PL0000106670 |
112,56 |
112,77 |
2,89 |
2,84 |
112,67 |
2,86 |
PS0422 |
PL0000109492 |
96,13 |
96,26 |
3,05 |
3,03 |
96,20 |
3,04 |
WS0922 |
PL0000102646 |
113,35 |
113,53 |
3,14 |
3,11 |
113,44 |
3,12 |
WZ1122 |
PL0000109377 |
96,43 |
96,84 |
--- |
--- |
96,64 |
--- |
IZ0823 |
PL0000105359 |
108,81 |
111,87 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
103,79 |
104,15 |
3,36 |
3,30 |
103,97 |
3,33 |
WZ0124 |
PL0000107454 |
95,47 |
95,79 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
97,79 |
98,10 |
3,55 |
3,51 |
97,95 |
3,53 |
WZ0126 |
PL0000108817 |
93,44 |
93,79 |
--- |
--- |
93,62 |
--- |
DS0726 |
PL0000108866 |
91,03 |
91,26 |
3,63 |
3,60 |
91,15 |
3,61 |
DS0727 |
PL0000109427 |
89,51 |
89,82 |
3,72 |
3,68 |
89,67 |
3,70 |
WS0429 |
PL0000105391 |
117,85 |
120,38 |
3,89 |
3,65 |
119,12 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
380 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS1021 |
PL0000106670 |
1/3 |
2 |
1,300 |
1,300 |
1,300 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
30 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
380 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
160 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,310 |
1,310 |
1,310 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,320 |
1,350 |
1,341 |
140 |
TOTAL |
1 280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.