2017-01-19 |
MARKET DATA |
No 13 (3046) |
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 |
1 680,00 |
1 607,11 |
143 |
255,00 |
254,99 |
2 |
1 935,00 |
1 862,10 |
145 |
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 |
100,80 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,20 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,78 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,46 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,93 |
100,940 |
100,940 |
100,930 |
100,930 |
100,935 |
20 000 |
20,44 |
2 |
OK1018 |
PL0000109062 |
96,65 |
96,61 |
96,640 |
96,650 |
96,640 |
96,650 |
96,642 |
132 500 |
128,05 |
9 |
OK0419 |
PL0000109633 |
95,25 |
95,25 |
95,250 |
95,250 |
95,230 |
95,230 |
95,235 |
40 000 |
38,09 |
2 |
PS0719 |
PL0000108148 |
102,37 |
102,40 |
102,400 |
102,410 |
102,400 |
102,400 |
102,403 |
30 000 |
31,21 |
3 |
DS1019 |
PL0000105441 |
108,44 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,66 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,30 |
95,23 |
95,300 |
95,300 |
95,200 |
95,230 |
95,253 |
60 000 |
57,68 |
8 |
DS1021 |
PL0000106670 |
112,42 |
112,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,02 |
95,85 |
95,950 |
96,070 |
95,850 |
95,860 |
95,959 |
300 000 |
292,93 |
21 |
WS0922 |
PL0000102646 |
113,15 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,75 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,60 |
97,45 |
97,600 |
97,600 |
97,450 |
97,480 |
97,534 |
195 000 |
193,35 |
22 |
DS0726 |
PL0000108866 |
90,90 |
90,56 |
90,850 |
90,920 |
90,560 |
90,600 |
90,765 |
340 000 |
312,84 |
31 |
DS0727 |
PL0000109427 |
89,31 |
88,88 |
89,350 |
89,350 |
88,880 |
88,950 |
89,248 |
170 000 |
153,84 |
18 |
WS0428 |
PL0000107611 |
89,79 |
91,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,99 |
119,00 |
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 |
112,20 |
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 |
99,98 |
99,98 |
99,980 |
99,990 |
99,980 |
99,990 |
99,988 |
150 000 |
149,98 |
3 |
WZ0120 |
PL0000108601 |
99,40 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,60 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
10 000 |
9,85 |
1 |
WZ1122 |
PL0000109377 |
96,45 |
96,50 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
20 000 |
19,36 |
2 |
WZ0124 |
PL0000107454 |
95,40 |
95,42 |
95,420 |
95,420 |
95,400 |
95,400 |
95,419 |
37 500 |
35,78 |
3 |
WZ0126 |
PL0000108817 |
93,55 |
93,55 |
93,550 |
93,550 |
93,550 |
93,550 |
93,550 |
175 000 |
163,71 |
18 |
TOTAL |
1 680 000 |
1 607,11 |
143 |
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 |
219 |
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 |
100,77 |
100,85 |
1,62 |
1,32 |
100,81 |
1,47 |
OK0717 |
PL0000108502 |
99,17 |
99,30 |
1,67 |
1,41 |
99,24 |
1,53 |
DS1017 |
PL0000104543 |
102,70 |
102,85 |
1,60 |
1,41 |
102,78 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,41 |
102,50 |
1,78 |
1,71 |
102,46 |
1,74 |
PS0718 |
PL0000107595 |
100,89 |
101,00 |
1,89 |
1,81 |
100,95 |
1,85 |
OK1018 |
PL0000109062 |
96,53 |
96,67 |
2,03 |
1,95 |
96,60 |
1,99 |
WZ0119 |
PL0000107603 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,16 |
95,35 |
2,23 |
2,14 |
95,26 |
2,18 |
PS0719 |
PL0000108148 |
102,29 |
102,46 |
2,29 |
2,22 |
102,38 |
2,26 |
DS1019 |
PL0000105441 |
108,32 |
108,47 |
2,34 |
2,29 |
108,40 |
2,31 |
WZ0120 |
PL0000108601 |
99,37 |
99,64 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
96,67 |
96,88 |
2,58 |
2,51 |
96,78 |
2,54 |
DS1020 |
PL0000106126 |
109,02 |
109,30 |
2,69 |
2,61 |
109,16 |
2,65 |
WZ0121 |
PL0000106068 |
98,33 |
98,65 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
96,56 |
96,83 |
2,87 |
2,80 |
96,70 |
2,83 |
PS0721 |
PL0000109153 |
95,18 |
95,43 |
2,90 |
2,84 |
95,31 |
2,87 |
DS1021 |
PL0000106670 |
112,37 |
112,59 |
2,92 |
2,87 |
112,48 |
2,90 |
PS0422 |
PL0000109492 |
95,95 |
96,10 |
3,09 |
3,06 |
96,03 |
3,08 |
WS0922 |
PL0000102646 |
113,07 |
113,36 |
3,19 |
3,13 |
113,22 |
3,16 |
WZ1122 |
PL0000109377 |
96,32 |
96,68 |
--- |
--- |
96,50 |
--- |
IZ0823 |
PL0000105359 |
108,93 |
112,90 |
--- |
--- |
110,92 |
--- |
DS1023 |
PL0000107264 |
103,49 |
103,89 |
3,41 |
3,34 |
103,69 |
3,38 |
WZ0124 |
PL0000107454 |
95,28 |
95,66 |
--- |
--- |
95,47 |
--- |
DS0725 |
PL0000108197 |
97,52 |
97,89 |
3,59 |
3,54 |
97,71 |
3,56 |
WZ0126 |
PL0000108817 |
93,36 |
93,73 |
--- |
--- |
93,55 |
--- |
DS0726 |
PL0000108866 |
90,66 |
91,00 |
3,68 |
3,63 |
90,83 |
3,66 |
DS0727 |
PL0000109427 |
89,07 |
89,43 |
3,78 |
3,73 |
89,25 |
3,75 |
WS0429 |
PL0000105391 |
117,37 |
119,92 |
3,93 |
3,69 |
118,65 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,78 |
100,86 |
1,59 |
1,28 |
100,82 |
1,43 |
OK0717 |
PL0000108502 |
99,18 |
99,32 |
1,65 |
1,37 |
99,25 |
1,51 |
DS1017 |
PL0000104543 |
102,74 |
102,86 |
1,55 |
1,40 |
102,80 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,50 |
1,77 |
1,71 |
102,47 |
1,73 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,89 |
1,83 |
100,94 |
1,86 |
OK1018 |
PL0000109062 |
96,56 |
96,67 |
2,02 |
1,95 |
96,62 |
1,98 |
WZ0119 |
PL0000107603 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
OK0419 |
PL0000109633 |
95,18 |
95,29 |
2,22 |
2,17 |
95,24 |
2,19 |
PS0719 |
PL0000108148 |
102,28 |
102,48 |
2,30 |
2,22 |
102,38 |
2,26 |
DS1019 |
PL0000105441 |
108,37 |
108,49 |
2,32 |
2,28 |
108,43 |
2,30 |
WZ0120 |
PL0000108601 |
99,34 |
99,62 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
96,68 |
96,88 |
2,57 |
2,51 |
96,78 |
2,54 |
DS1020 |
PL0000106126 |
109,00 |
109,26 |
2,69 |
2,62 |
109,13 |
2,66 |
WZ0121 |
PL0000106068 |
98,34 |
98,63 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
96,61 |
96,80 |
2,85 |
2,81 |
96,71 |
2,83 |
PS0721 |
PL0000109153 |
95,15 |
95,32 |
2,91 |
2,87 |
95,24 |
2,89 |
DS1021 |
PL0000106670 |
112,22 |
112,47 |
2,95 |
2,90 |
112,35 |
2,92 |
PS0422 |
PL0000109492 |
95,85 |
95,97 |
3,12 |
3,09 |
95,91 |
3,10 |
WS0922 |
PL0000102646 |
112,94 |
113,24 |
3,21 |
3,16 |
113,09 |
3,18 |
WZ1122 |
PL0000109377 |
96,36 |
96,60 |
--- |
--- |
96,48 |
--- |
IZ0823 |
PL0000105359 |
109,00 |
112,88 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
103,39 |
103,75 |
3,43 |
3,37 |
103,57 |
3,40 |
WZ0124 |
PL0000107454 |
95,28 |
95,53 |
--- |
--- |
95,41 |
--- |
DS0725 |
PL0000108197 |
97,30 |
97,64 |
3,62 |
3,57 |
97,47 |
3,60 |
WZ0126 |
PL0000108817 |
93,42 |
93,66 |
--- |
--- |
93,54 |
--- |
DS0726 |
PL0000108866 |
90,51 |
90,72 |
3,70 |
3,67 |
90,62 |
3,68 |
DS0727 |
PL0000109427 |
88,80 |
89,13 |
3,81 |
3,77 |
88,97 |
3,79 |
WS0429 |
PL0000105391 |
116,95 |
119,56 |
3,97 |
3,73 |
118,26 |
3,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
255 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.