2017-01-18 |
MARKET DATA |
No 12 (3045) |
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 |
1 220,00 |
1 179,21 |
82 |
315,00 |
313,71 |
4 |
1 535,00 |
1 492,91 |
86 |
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 |
99,18 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,82 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,46 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,96 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
10 000 |
10,22 |
1 |
OK1018 |
PL0000109062 |
96,59 |
96,60 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
10 000 |
9,66 |
1 |
OK0419 |
PL0000109633 |
95,24 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,49 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,81 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,22 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,80 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,43 |
95,33 |
95,330 |
95,480 |
95,320 |
95,480 |
95,448 |
315 000 |
303,37 |
16 |
DS1021 |
PL0000106670 |
112,60 |
112,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,17 |
96,08 |
96,130 |
96,200 |
96,050 |
96,200 |
96,136 |
350 000 |
342,30 |
20 |
WS0922 |
PL0000102646 |
113,34 |
113,38 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
11,53 |
1 |
DS1023 |
PL0000107264 |
103,86 |
103,90 |
103,900 |
103,900 |
103,900 |
103,900 |
103,900 |
15 000 |
15,73 |
1 |
DS0725 |
PL0000108197 |
97,95 |
97,85 |
97,850 |
97,950 |
97,770 |
97,900 |
97,899 |
105 000 |
104,47 |
10 |
DS0726 |
PL0000108866 |
91,18 |
91,05 |
91,070 |
91,240 |
90,970 |
90,970 |
91,134 |
185 000 |
170,87 |
14 |
DS0727 |
PL0000109427 |
89,62 |
89,50 |
89,580 |
89,700 |
89,490 |
89,600 |
89,546 |
105 000 |
95,31 |
12 |
WS0428 |
PL0000107611 |
90,05 |
91,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,39 |
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 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
100 000 |
100,86 |
5 |
WZ0120 |
PL0000108601 |
99,50 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,53 |
98,58 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
15 000 |
14,91 |
1 |
WZ1122 |
PL0000109377 |
96,48 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,52 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 220 000 |
1 179,21 |
82 |
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 |
222 |
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 |
100,78 |
100,87 |
1,68 |
1,35 |
100,83 |
1,49 |
OK0717 |
PL0000108502 |
99,16 |
99,30 |
1,66 |
1,38 |
99,23 |
1,52 |
DS1017 |
PL0000104543 |
102,73 |
102,88 |
1,60 |
1,41 |
102,81 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,53 |
1,78 |
1,70 |
102,48 |
1,74 |
PS0718 |
PL0000107595 |
100,87 |
100,98 |
1,91 |
1,83 |
100,93 |
1,87 |
OK1018 |
PL0000109062 |
96,54 |
96,69 |
2,02 |
1,93 |
96,62 |
1,97 |
WZ0119 |
PL0000107603 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
OK0419 |
PL0000109633 |
95,14 |
95,32 |
2,23 |
2,14 |
95,23 |
2,19 |
PS0719 |
PL0000108148 |
102,30 |
102,48 |
2,29 |
2,22 |
102,39 |
2,26 |
DS1019 |
PL0000105441 |
108,38 |
108,54 |
2,33 |
2,27 |
108,46 |
2,30 |
WZ0120 |
PL0000108601 |
99,43 |
99,72 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
96,69 |
96,91 |
2,57 |
2,50 |
96,80 |
2,53 |
DS1020 |
PL0000106126 |
109,04 |
109,34 |
2,69 |
2,61 |
109,19 |
2,65 |
WZ0121 |
PL0000106068 |
98,44 |
98,73 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
96,61 |
96,90 |
2,85 |
2,78 |
96,76 |
2,81 |
PS0721 |
PL0000109153 |
95,24 |
95,44 |
2,89 |
2,84 |
95,34 |
2,86 |
DS1021 |
PL0000106670 |
112,41 |
112,71 |
2,92 |
2,85 |
112,56 |
2,88 |
PS0422 |
PL0000109492 |
96,03 |
96,18 |
3,08 |
3,04 |
96,11 |
3,06 |
WS0922 |
PL0000102646 |
113,17 |
113,46 |
3,17 |
3,12 |
113,32 |
3,14 |
WZ1122 |
PL0000109377 |
96,40 |
96,76 |
--- |
--- |
96,58 |
--- |
IZ0823 |
PL0000105359 |
107,74 |
112,37 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
103,64 |
104,08 |
3,39 |
3,31 |
103,86 |
3,35 |
WZ0124 |
PL0000107454 |
95,42 |
95,84 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
97,66 |
98,05 |
3,57 |
3,51 |
97,86 |
3,54 |
WZ0126 |
PL0000108817 |
93,43 |
93,83 |
--- |
--- |
93,63 |
--- |
DS0726 |
PL0000108866 |
90,93 |
91,19 |
3,64 |
3,61 |
91,06 |
3,62 |
DS0727 |
PL0000109427 |
89,46 |
89,74 |
3,73 |
3,69 |
89,60 |
3,71 |
WS0429 |
PL0000105391 |
117,67 |
120,66 |
3,90 |
3,63 |
119,17 |
3,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,80 |
100,87 |
1,61 |
1,35 |
100,84 |
1,46 |
OK0717 |
PL0000108502 |
99,17 |
99,29 |
1,64 |
1,40 |
99,23 |
1,52 |
DS1017 |
PL0000104543 |
102,77 |
102,88 |
1,55 |
1,41 |
102,83 |
1,47 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,51 |
1,78 |
1,71 |
102,47 |
1,75 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,89 |
1,83 |
100,95 |
1,85 |
OK1018 |
PL0000109062 |
96,55 |
96,68 |
2,01 |
1,94 |
96,62 |
1,97 |
WZ0119 |
PL0000107603 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,19 |
95,33 |
2,20 |
2,14 |
95,26 |
2,17 |
PS0719 |
PL0000108148 |
102,35 |
102,50 |
2,27 |
2,21 |
102,43 |
2,24 |
DS1019 |
PL0000105441 |
108,43 |
108,55 |
2,31 |
2,27 |
108,49 |
2,29 |
WZ0120 |
PL0000108601 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0420 |
PL0000108510 |
96,78 |
96,94 |
2,54 |
2,49 |
96,86 |
2,51 |
DS1020 |
PL0000106126 |
109,20 |
109,40 |
2,64 |
2,59 |
109,30 |
2,62 |
WZ0121 |
PL0000106068 |
98,44 |
98,64 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
96,76 |
96,96 |
2,81 |
2,76 |
96,86 |
2,79 |
PS0721 |
PL0000109153 |
95,35 |
95,54 |
2,86 |
2,81 |
95,45 |
2,84 |
DS1021 |
PL0000106670 |
112,56 |
112,76 |
2,88 |
2,84 |
112,66 |
2,86 |
PS0422 |
PL0000109492 |
96,14 |
96,26 |
3,05 |
3,03 |
96,20 |
3,04 |
WS0922 |
PL0000102646 |
113,31 |
113,61 |
3,15 |
3,09 |
113,46 |
3,12 |
WZ1122 |
PL0000109377 |
96,38 |
96,64 |
--- |
--- |
96,51 |
--- |
IZ0823 |
PL0000105359 |
108,90 |
112,46 |
--- |
--- |
110,68 |
--- |
DS1023 |
PL0000107264 |
103,80 |
104,23 |
3,36 |
3,29 |
104,02 |
3,32 |
WZ0124 |
PL0000107454 |
95,39 |
95,65 |
--- |
--- |
95,52 |
--- |
DS0725 |
PL0000108197 |
97,82 |
98,24 |
3,55 |
3,49 |
98,03 |
3,52 |
WZ0126 |
PL0000108817 |
93,47 |
93,77 |
--- |
--- |
93,62 |
--- |
DS0726 |
PL0000108866 |
91,01 |
91,22 |
3,63 |
3,60 |
91,12 |
3,62 |
DS0727 |
PL0000109427 |
89,52 |
89,80 |
3,72 |
3,68 |
89,66 |
3,70 |
WS0429 |
PL0000105391 |
117,85 |
120,39 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
110 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,120 |
1,120 |
1,120 |
45 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
TOTAL |
315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.