2017-01-24 |
MARKET DATA |
No 16 (3049) |
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 |
675,00 |
666,42 |
67 |
1 115,00 |
1 101,68 |
21 |
1 790,00 |
1 768,10 |
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 |
100,78 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,23 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,74 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,65 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,29 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,44 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,07 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,72 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,27 |
95,26 |
95,270 |
95,270 |
95,260 |
95,260 |
95,263 |
45 000 |
43,27 |
7 |
DS1021 |
PL0000106670 |
112,32 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,91 |
95,84 |
95,860 |
95,910 |
95,830 |
95,890 |
95,876 |
190 000 |
185,40 |
14 |
WS0922 |
PL0000102646 |
113,16 |
113,08 |
113,100 |
113,160 |
113,100 |
113,160 |
113,139 |
70 000 |
80,58 |
5 |
DS1023 |
PL0000107264 |
103,60 |
103,60 |
103,600 |
103,640 |
103,600 |
103,600 |
103,616 |
50 000 |
52,32 |
5 |
DS0725 |
PL0000108197 |
97,46 |
97,37 |
97,520 |
97,520 |
97,350 |
97,430 |
97,420 |
180 000 |
178,32 |
18 |
DS0726 |
PL0000108866 |
90,65 |
90,65 |
90,650 |
90,650 |
90,650 |
90,650 |
90,650 |
10 000 |
9,19 |
1 |
DS0727 |
PL0000109427 |
89,05 |
88,95 |
89,000 |
89,090 |
88,950 |
89,000 |
89,003 |
130 000 |
117,35 |
17 |
WS0428 |
PL0000107611 |
89,38 |
91,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,80 |
118,90 |
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 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,47 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,65 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,57 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
675 000 |
666,42 |
67 |
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 |
216 |
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 |
100,75 |
100,84 |
1,60 |
1,25 |
100,80 |
1,41 |
OK0717 |
PL0000108502 |
99,21 |
99,34 |
1,61 |
1,35 |
99,28 |
1,47 |
DS1017 |
PL0000104543 |
102,72 |
102,83 |
1,54 |
1,39 |
102,78 |
1,46 |
WZ0118 |
PL0000104717 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,55 |
1,74 |
1,66 |
102,50 |
1,70 |
PS0718 |
PL0000107595 |
100,92 |
101,02 |
1,87 |
1,80 |
100,97 |
1,83 |
OK1018 |
PL0000109062 |
96,60 |
96,76 |
2,00 |
1,91 |
96,68 |
1,95 |
WZ0119 |
PL0000107603 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,40 |
2,19 |
2,12 |
95,33 |
2,15 |
PS0719 |
PL0000108148 |
102,31 |
102,49 |
2,28 |
2,21 |
102,40 |
2,25 |
DS1019 |
PL0000105441 |
108,37 |
108,51 |
2,31 |
2,26 |
108,44 |
2,29 |
WZ0120 |
PL0000108601 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,94 |
2,55 |
2,49 |
96,85 |
2,52 |
DS1020 |
PL0000106126 |
109,02 |
109,28 |
2,68 |
2,61 |
109,15 |
2,65 |
WZ0121 |
PL0000106068 |
98,52 |
98,78 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
96,59 |
96,85 |
2,86 |
2,79 |
96,72 |
2,83 |
PS0721 |
PL0000109153 |
95,14 |
95,31 |
2,92 |
2,87 |
95,23 |
2,89 |
DS1021 |
PL0000106670 |
112,21 |
112,48 |
2,95 |
2,89 |
112,35 |
2,92 |
PS0422 |
PL0000109492 |
95,79 |
95,95 |
3,13 |
3,10 |
95,87 |
3,11 |
WS0922 |
PL0000102646 |
113,03 |
113,28 |
3,19 |
3,15 |
113,16 |
3,17 |
WZ1122 |
PL0000109377 |
96,57 |
96,80 |
--- |
--- |
96,69 |
--- |
IZ0823 |
PL0000105359 |
108,88 |
113,29 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
103,41 |
103,80 |
3,42 |
3,36 |
103,61 |
3,39 |
WZ0124 |
PL0000107454 |
95,48 |
95,74 |
--- |
--- |
95,61 |
--- |
DS0725 |
PL0000108197 |
97,27 |
97,63 |
3,62 |
3,57 |
97,45 |
3,60 |
WZ0126 |
PL0000108817 |
93,51 |
93,78 |
--- |
--- |
93,65 |
--- |
DS0726 |
PL0000108866 |
90,42 |
90,80 |
3,71 |
3,66 |
90,61 |
3,69 |
DS0727 |
PL0000109427 |
88,82 |
89,15 |
3,81 |
3,77 |
88,99 |
3,79 |
WS0429 |
PL0000105391 |
117,00 |
119,88 |
3,97 |
3,70 |
118,44 |
3,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0417 |
PL0000107058 |
100,76 |
100,83 |
1,56 |
1,29 |
100,80 |
1,41 |
OK0717 |
PL0000108502 |
99,21 |
99,34 |
1,61 |
1,35 |
99,28 |
1,47 |
DS1017 |
PL0000104543 |
102,71 |
102,82 |
1,55 |
1,41 |
102,77 |
1,47 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,54 |
1,73 |
1,66 |
102,50 |
1,70 |
PS0718 |
PL0000107595 |
100,91 |
101,00 |
1,87 |
1,81 |
100,96 |
1,84 |
OK1018 |
PL0000109062 |
96,63 |
96,76 |
1,98 |
1,91 |
96,70 |
1,94 |
WZ0119 |
PL0000107603 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,39 |
2,19 |
2,13 |
95,33 |
2,15 |
PS0719 |
PL0000108148 |
102,31 |
102,44 |
2,28 |
2,23 |
102,38 |
2,25 |
DS1019 |
PL0000105441 |
108,40 |
108,53 |
2,30 |
2,26 |
108,47 |
2,28 |
WZ0120 |
PL0000108601 |
99,44 |
99,66 |
--- |
--- |
99,55 |
--- |
PS0420 |
PL0000108510 |
96,78 |
96,93 |
2,54 |
2,49 |
96,86 |
2,52 |
DS1020 |
PL0000106126 |
109,03 |
109,30 |
2,68 |
2,61 |
109,17 |
2,64 |
WZ0121 |
PL0000106068 |
98,52 |
98,72 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
96,61 |
96,86 |
2,86 |
2,79 |
96,74 |
2,82 |
PS0721 |
PL0000109153 |
95,16 |
95,32 |
2,91 |
2,87 |
95,24 |
2,89 |
DS1021 |
PL0000106670 |
112,19 |
112,48 |
2,95 |
2,89 |
112,34 |
2,92 |
PS0422 |
PL0000109492 |
95,84 |
95,96 |
3,12 |
3,09 |
95,90 |
3,11 |
WS0922 |
PL0000102646 |
113,07 |
113,22 |
3,18 |
3,16 |
113,15 |
3,17 |
WZ1122 |
PL0000109377 |
96,60 |
96,81 |
--- |
--- |
96,71 |
--- |
IZ0823 |
PL0000105359 |
108,98 |
113,43 |
--- |
--- |
111,21 |
--- |
DS1023 |
PL0000107264 |
103,38 |
103,75 |
3,43 |
3,37 |
103,57 |
3,40 |
WZ0124 |
PL0000107454 |
95,51 |
95,74 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,50 |
3,62 |
3,59 |
97,39 |
3,61 |
WZ0126 |
PL0000108817 |
93,50 |
93,74 |
--- |
--- |
93,62 |
--- |
DS0726 |
PL0000108866 |
90,41 |
90,69 |
3,71 |
3,68 |
90,55 |
3,69 |
DS0727 |
PL0000109427 |
88,79 |
89,05 |
3,81 |
3,78 |
88,92 |
3,80 |
WS0429 |
PL0000105391 |
117,21 |
119,58 |
3,95 |
3,72 |
118,40 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
55 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
205 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
75 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
420 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
135 |
PS0421 |
PL0000108916 |
1/6 |
5 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
1 115 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.