2017-01-23 |
MARKET DATA |
No 15 (3048) |
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 |
715,00 |
686,24 |
68 |
85,00 |
85,56 |
2 |
800,00 |
771,81 |
70 |
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 |
100,78 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,21 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,75 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,48 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,62 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,27 |
95,25 |
95,230 |
95,290 |
95,230 |
95,290 |
95,270 |
30 000 |
28,58 |
3 |
PS0719 |
PL0000108148 |
102,35 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,44 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,83 |
96,82 |
96,820 |
96,820 |
96,820 |
96,820 |
96,820 |
10 000 |
9,80 |
1 |
DS1020 |
PL0000106126 |
109,02 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,67 |
96,70 |
96,700 |
96,720 |
96,700 |
96,720 |
96,713 |
75 000 |
73,67 |
4 |
PS0721 |
PL0000109153 |
95,22 |
95,15 |
95,170 |
95,200 |
95,170 |
95,200 |
95,180 |
15 000 |
14,41 |
2 |
DS1021 |
PL0000106670 |
112,22 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,85 |
95,76 |
95,740 |
95,850 |
95,740 |
95,810 |
95,811 |
315 000 |
307,14 |
26 |
WS0922 |
PL0000102646 |
113,00 |
113,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,48 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,44 |
97,19 |
97,350 |
97,480 |
97,350 |
97,480 |
97,399 |
35 000 |
34,66 |
5 |
DS0726 |
PL0000108866 |
90,58 |
90,42 |
90,580 |
90,580 |
90,570 |
90,570 |
90,573 |
30 000 |
27,55 |
3 |
DS0727 |
PL0000109427 |
89,02 |
88,63 |
88,640 |
89,050 |
88,630 |
89,000 |
88,920 |
105 000 |
94,69 |
15 |
WS0428 |
PL0000107611 |
89,47 |
91,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,58 |
118,98 |
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 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,55 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,63 |
98,59 |
98,630 |
98,630 |
98,630 |
98,630 |
98,630 |
10 000 |
9,86 |
1 |
WZ1122 |
PL0000109377 |
96,62 |
96,55 |
96,550 |
96,620 |
96,550 |
96,620 |
96,606 |
50 000 |
48,46 |
5 |
WZ0124 |
PL0000107454 |
95,53 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,57 |
93,57 |
93,570 |
93,570 |
93,570 |
93,570 |
93,570 |
40 000 |
37,43 |
3 |
TOTAL |
715 000 |
686,24 |
68 |
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 |
217 |
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 |
100,76 |
100,84 |
1,60 |
1,29 |
100,80 |
1,44 |
OK0717 |
PL0000108502 |
99,20 |
99,33 |
1,63 |
1,36 |
99,27 |
1,48 |
DS1017 |
PL0000104543 |
102,72 |
102,85 |
1,55 |
1,38 |
102,79 |
1,46 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,55 |
1,75 |
1,66 |
102,50 |
1,70 |
PS0718 |
PL0000107595 |
100,92 |
101,02 |
1,87 |
1,80 |
100,97 |
1,83 |
OK1018 |
PL0000109062 |
96,58 |
96,72 |
2,01 |
1,93 |
96,65 |
1,97 |
WZ0119 |
PL0000107603 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
OK0419 |
PL0000109633 |
95,18 |
95,30 |
2,22 |
2,17 |
95,24 |
2,19 |
PS0719 |
PL0000108148 |
102,28 |
102,48 |
2,30 |
2,21 |
102,38 |
2,26 |
DS1019 |
PL0000105441 |
108,34 |
108,50 |
2,33 |
2,27 |
108,42 |
2,30 |
WZ0120 |
PL0000108601 |
99,38 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
96,67 |
96,93 |
2,58 |
2,49 |
96,80 |
2,54 |
DS1020 |
PL0000106126 |
108,94 |
109,23 |
2,70 |
2,63 |
109,09 |
2,66 |
WZ0121 |
PL0000106068 |
98,40 |
98,65 |
--- |
--- |
98,53 |
--- |
PS0421 |
PL0000108916 |
96,47 |
96,76 |
2,89 |
2,82 |
96,62 |
2,85 |
PS0721 |
PL0000109153 |
95,03 |
95,21 |
2,94 |
2,90 |
95,12 |
2,92 |
DS1021 |
PL0000106670 |
112,12 |
112,42 |
2,97 |
2,91 |
112,27 |
2,94 |
PS0422 |
PL0000109492 |
95,65 |
95,89 |
3,16 |
3,11 |
95,77 |
3,13 |
WS0922 |
PL0000102646 |
112,84 |
113,14 |
3,23 |
3,17 |
112,99 |
3,20 |
WZ1122 |
PL0000109377 |
96,40 |
96,65 |
--- |
--- |
96,53 |
--- |
IZ0823 |
PL0000105359 |
108,87 |
113,03 |
--- |
--- |
110,95 |
--- |
DS1023 |
PL0000107264 |
103,17 |
103,61 |
3,46 |
3,39 |
103,39 |
3,43 |
WZ0124 |
PL0000107454 |
95,38 |
95,59 |
--- |
--- |
95,49 |
--- |
DS0725 |
PL0000108197 |
96,98 |
97,42 |
3,67 |
3,60 |
97,20 |
3,63 |
WZ0126 |
PL0000108817 |
93,40 |
93,67 |
--- |
--- |
93,54 |
--- |
DS0726 |
PL0000108866 |
90,18 |
90,62 |
3,74 |
3,69 |
90,40 |
3,71 |
DS0727 |
PL0000109427 |
88,52 |
88,87 |
3,85 |
3,80 |
88,70 |
3,82 |
WS0429 |
PL0000105391 |
116,71 |
119,56 |
3,99 |
3,73 |
118,14 |
3,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,76 |
100,84 |
1,60 |
1,29 |
100,80 |
1,44 |
OK0717 |
PL0000108502 |
99,20 |
99,33 |
1,63 |
1,36 |
99,27 |
1,48 |
DS1017 |
PL0000104543 |
102,71 |
102,83 |
1,56 |
1,41 |
102,77 |
1,49 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,55 |
1,73 |
1,66 |
102,51 |
1,69 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,86 |
1,81 |
100,97 |
1,83 |
OK1018 |
PL0000109062 |
96,60 |
96,73 |
2,00 |
1,92 |
96,67 |
1,96 |
WZ0119 |
PL0000107603 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
OK0419 |
PL0000109633 |
95,24 |
95,35 |
2,19 |
2,14 |
95,30 |
2,17 |
PS0719 |
PL0000108148 |
102,30 |
102,50 |
2,29 |
2,21 |
102,40 |
2,25 |
DS1019 |
PL0000105441 |
108,39 |
108,52 |
2,31 |
2,26 |
108,46 |
2,28 |
WZ0120 |
PL0000108601 |
99,46 |
99,72 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,93 |
2,55 |
2,49 |
96,85 |
2,52 |
DS1020 |
PL0000106126 |
109,01 |
109,30 |
2,69 |
2,61 |
109,16 |
2,65 |
WZ0121 |
PL0000106068 |
98,50 |
98,70 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
96,62 |
96,80 |
2,85 |
2,81 |
96,71 |
2,83 |
PS0721 |
PL0000109153 |
95,15 |
95,30 |
2,91 |
2,88 |
95,23 |
2,89 |
DS1021 |
PL0000106670 |
112,21 |
112,51 |
2,95 |
2,89 |
112,36 |
2,92 |
PS0422 |
PL0000109492 |
95,80 |
95,97 |
3,13 |
3,09 |
95,89 |
3,11 |
WS0922 |
PL0000102646 |
112,98 |
113,27 |
3,20 |
3,15 |
113,13 |
3,17 |
WZ1122 |
PL0000109377 |
96,56 |
96,72 |
--- |
--- |
96,64 |
--- |
IZ0823 |
PL0000105359 |
109,03 |
113,03 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
103,40 |
103,75 |
3,42 |
3,37 |
103,58 |
3,39 |
WZ0124 |
PL0000107454 |
95,45 |
95,66 |
--- |
--- |
95,56 |
--- |
DS0725 |
PL0000108197 |
97,31 |
97,54 |
3,62 |
3,59 |
97,43 |
3,60 |
WZ0126 |
PL0000108817 |
93,48 |
93,70 |
--- |
--- |
93,59 |
--- |
DS0726 |
PL0000108866 |
90,50 |
90,77 |
3,70 |
3,67 |
90,64 |
3,68 |
DS0727 |
PL0000109427 |
88,85 |
89,13 |
3,81 |
3,77 |
88,99 |
3,79 |
WS0429 |
PL0000105391 |
117,03 |
119,92 |
3,96 |
3,69 |
118,48 |
3,83 |
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 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
65 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.