2017-01-20 |
MARKET DATA |
No 14 (3047) |
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 |
1 135,00 |
1 095,20 |
86 |
135,00 |
130,21 |
2 |
1 270,00 |
1 225,41 |
88 |
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 |
100,79 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,20 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,75 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,47 |
102,470 |
102,490 |
102,470 |
102,490 |
102,485 |
110 000 |
115,83 |
4 |
PS0718 |
PL0000107595 |
100,98 |
100,93 |
100,930 |
100,980 |
100,930 |
100,960 |
100,955 |
125 000 |
127,76 |
7 |
OK1018 |
PL0000109062 |
96,62 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,21 |
95,21 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
10 000 |
9,52 |
1 |
PS0719 |
PL0000108148 |
102,32 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,40 |
108,40 |
108,400 |
108,400 |
108,400 |
108,400 |
108,400 |
10 000 |
10,98 |
2 |
PS0420 |
PL0000108510 |
96,73 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,58 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,17 |
95,06 |
95,120 |
95,120 |
95,060 |
95,060 |
95,070 |
70 000 |
67,16 |
7 |
DS1021 |
PL0000106670 |
112,30 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,87 |
95,68 |
95,830 |
95,840 |
95,680 |
95,680 |
95,758 |
375 000 |
365,42 |
20 |
WS0922 |
PL0000102646 |
113,05 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,51 |
103,42 |
103,420 |
103,420 |
103,420 |
103,420 |
103,420 |
10 000 |
10,44 |
1 |
DS0725 |
PL0000108197 |
97,30 |
97,15 |
97,110 |
97,110 |
97,110 |
97,110 |
97,110 |
5 000 |
4,94 |
1 |
DS0726 |
PL0000108866 |
90,55 |
90,28 |
90,530 |
90,530 |
90,280 |
90,280 |
90,418 |
65 000 |
59,59 |
8 |
DS0727 |
PL0000109427 |
88,90 |
88,61 |
88,800 |
88,900 |
88,690 |
88,690 |
88,787 |
270 000 |
243,11 |
27 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,75 |
118,50 |
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 |
109,80 |
112,50 |
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 |
99,97 |
100,00 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
10 000 |
10,00 |
1 |
WZ0120 |
PL0000108601 |
99,45 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,46 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,45 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,43 |
95,45 |
95,450 |
95,450 |
95,450 |
95,450 |
95,450 |
15 000 |
14,32 |
2 |
WZ0126 |
PL0000108817 |
93,58 |
93,55 |
93,550 |
93,580 |
93,550 |
93,580 |
93,570 |
60 000 |
56,14 |
5 |
TOTAL |
1 135 000 |
1 095,20 |
86 |
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 |
218 |
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 |
1,59 |
1,28 |
100,81 |
1,44 |
OK0717 |
PL0000108502 |
99,18 |
99,32 |
1,66 |
1,37 |
99,25 |
1,52 |
DS1017 |
PL0000104543 |
102,70 |
102,85 |
1,59 |
1,40 |
102,78 |
1,49 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,50 |
1,77 |
1,71 |
102,46 |
1,74 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,88 |
1,83 |
100,94 |
1,85 |
OK1018 |
PL0000109062 |
96,53 |
96,68 |
2,04 |
1,95 |
96,61 |
1,99 |
WZ0119 |
PL0000107603 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
OK0419 |
PL0000109633 |
95,16 |
95,31 |
2,23 |
2,16 |
95,24 |
2,19 |
PS0719 |
PL0000108148 |
102,28 |
102,48 |
2,30 |
2,22 |
102,38 |
2,26 |
DS1019 |
PL0000105441 |
108,33 |
108,48 |
2,33 |
2,28 |
108,41 |
2,31 |
WZ0120 |
PL0000108601 |
99,33 |
99,61 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
96,70 |
96,90 |
2,57 |
2,50 |
96,80 |
2,54 |
DS1020 |
PL0000106126 |
108,99 |
109,28 |
2,69 |
2,61 |
109,14 |
2,65 |
WZ0121 |
PL0000106068 |
98,32 |
98,63 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
96,55 |
96,85 |
2,87 |
2,79 |
96,70 |
2,83 |
PS0721 |
PL0000109153 |
95,15 |
95,41 |
2,91 |
2,85 |
95,28 |
2,88 |
DS1021 |
PL0000106670 |
112,27 |
112,53 |
2,94 |
2,88 |
112,40 |
2,91 |
PS0422 |
PL0000109492 |
95,82 |
95,96 |
3,12 |
3,09 |
95,89 |
3,11 |
WS0922 |
PL0000102646 |
113,00 |
113,28 |
3,20 |
3,15 |
113,14 |
3,17 |
WZ1122 |
PL0000109377 |
96,33 |
96,64 |
--- |
--- |
96,49 |
--- |
IZ0823 |
PL0000105359 |
108,82 |
113,18 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
103,44 |
103,84 |
3,42 |
3,35 |
103,64 |
3,38 |
WZ0124 |
PL0000107454 |
95,27 |
95,55 |
--- |
--- |
95,41 |
--- |
DS0725 |
PL0000108197 |
97,20 |
97,63 |
3,63 |
3,57 |
97,42 |
3,60 |
WZ0126 |
PL0000108817 |
93,41 |
93,66 |
--- |
--- |
93,54 |
--- |
DS0726 |
PL0000108866 |
90,48 |
90,73 |
3,70 |
3,67 |
90,61 |
3,69 |
DS0727 |
PL0000109427 |
88,73 |
89,15 |
3,82 |
3,77 |
88,94 |
3,79 |
WS0429 |
PL0000105391 |
117,00 |
119,85 |
3,97 |
3,70 |
118,43 |
3,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,77 |
100,85 |
1,59 |
1,28 |
100,81 |
1,44 |
OK0717 |
PL0000108502 |
99,19 |
99,32 |
1,64 |
1,37 |
99,26 |
1,50 |
DS1017 |
PL0000104543 |
102,72 |
102,85 |
1,56 |
1,40 |
102,79 |
1,47 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,52 |
1,75 |
1,69 |
102,49 |
1,71 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,87 |
1,81 |
100,96 |
1,84 |
OK1018 |
PL0000109062 |
96,57 |
96,67 |
2,01 |
1,95 |
96,62 |
1,98 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
OK0419 |
PL0000109633 |
95,14 |
95,26 |
2,24 |
2,18 |
95,20 |
2,21 |
PS0719 |
PL0000108148 |
102,25 |
102,44 |
2,31 |
2,23 |
102,35 |
2,27 |
DS1019 |
PL0000105441 |
108,35 |
108,45 |
2,33 |
2,29 |
108,40 |
2,31 |
WZ0120 |
PL0000108601 |
99,36 |
99,56 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
96,66 |
96,85 |
2,58 |
2,52 |
96,76 |
2,55 |
DS1020 |
PL0000106126 |
108,89 |
109,19 |
2,72 |
2,64 |
109,04 |
2,68 |
WZ0121 |
PL0000106068 |
98,38 |
98,57 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
96,46 |
96,68 |
2,89 |
2,84 |
96,57 |
2,87 |
PS0721 |
PL0000109153 |
95,01 |
95,15 |
2,95 |
2,91 |
95,08 |
2,93 |
DS1021 |
PL0000106670 |
112,06 |
112,33 |
2,98 |
2,93 |
112,20 |
2,95 |
PS0422 |
PL0000109492 |
95,63 |
95,76 |
3,16 |
3,14 |
95,70 |
3,15 |
WS0922 |
PL0000102646 |
112,74 |
113,02 |
3,25 |
3,19 |
112,88 |
3,22 |
WZ1122 |
PL0000109377 |
96,37 |
96,59 |
--- |
--- |
96,48 |
--- |
IZ0823 |
PL0000105359 |
108,99 |
113,19 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
103,06 |
103,50 |
3,48 |
3,41 |
103,28 |
3,44 |
WZ0124 |
PL0000107454 |
95,34 |
95,57 |
--- |
--- |
95,46 |
--- |
DS0725 |
PL0000108197 |
96,93 |
97,30 |
3,67 |
3,62 |
97,12 |
3,65 |
WZ0126 |
PL0000108817 |
93,44 |
93,66 |
--- |
--- |
93,55 |
--- |
DS0726 |
PL0000108866 |
90,16 |
90,42 |
3,75 |
3,71 |
90,29 |
3,73 |
DS0727 |
PL0000109427 |
88,47 |
88,78 |
3,85 |
3,81 |
88,63 |
3,83 |
WS0429 |
PL0000105391 |
117,07 |
119,20 |
3,96 |
3,76 |
118,14 |
3,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
85 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
50 |
TOTAL |
135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.