2017-01-25 |
MARKET DATA |
No 17 (3050) |
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 |
1 012,50 |
990,72 |
72 |
2 040,00 |
2 067,42 |
22 |
3 052,50 |
3 058,14 |
94 |
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 |
100,77 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,23 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,71 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,94 |
100,950 |
100,950 |
100,940 |
100,940 |
100,946 |
180 000 |
184,00 |
5 |
OK1018 |
PL0000109062 |
96,68 |
96,68 |
96,670 |
96,670 |
96,670 |
96,670 |
96,670 |
50 000 |
48,34 |
1 |
OK0419 |
PL0000109633 |
95,33 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,38 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,47 |
108,42 |
108,470 |
108,470 |
108,420 |
108,420 |
108,456 |
70 000 |
76,91 |
2 |
PS0420 |
PL0000108510 |
96,88 |
96,91 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
10 000 |
9,81 |
1 |
DS1020 |
PL0000106126 |
109,05 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,64 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,14 |
95,19 |
95,130 |
95,130 |
95,130 |
95,130 |
95,130 |
10 000 |
9,60 |
1 |
DS1021 |
PL0000106670 |
112,30 |
112,25 |
112,280 |
112,280 |
112,280 |
112,280 |
112,280 |
15 000 |
17,06 |
2 |
PS0422 |
PL0000109492 |
95,89 |
95,79 |
95,780 |
95,780 |
95,770 |
95,770 |
95,774 |
35 000 |
34,12 |
2 |
WS0922 |
PL0000102646 |
113,12 |
113,03 |
113,050 |
113,050 |
113,050 |
113,050 |
113,050 |
10 000 |
11,50 |
1 |
DS1023 |
PL0000107264 |
103,56 |
103,45 |
103,450 |
103,490 |
103,380 |
103,380 |
103,417 |
75 000 |
78,34 |
7 |
DS0725 |
PL0000108197 |
97,43 |
97,12 |
97,200 |
97,430 |
97,120 |
97,120 |
97,217 |
130 000 |
128,54 |
15 |
DS0726 |
PL0000108866 |
90,65 |
88,72 |
90,450 |
90,450 |
90,430 |
90,450 |
90,442 |
37 500 |
34,39 |
4 |
DS0727 |
PL0000109427 |
88,99 |
88,60 |
88,650 |
89,020 |
88,600 |
88,600 |
88,761 |
360 000 |
324,13 |
26 |
WS0428 |
PL0000107611 |
89,44 |
90,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,50 |
118,60 |
118,800 |
118,800 |
118,700 |
118,800 |
118,775 |
20 000 |
24,63 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
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 |
99,56 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,71 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,65 |
93,73 |
93,650 |
93,650 |
93,650 |
93,650 |
93,650 |
10 000 |
9,37 |
1 |
TOTAL |
1 012 500 |
990,72 |
72 |
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 |
215 |
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) |
(%) |
OK0717 |
PL0000108502 |
99,20 |
99,33 |
1,64 |
1,38 |
99,27 |
1,50 |
DS1017 |
PL0000104543 |
102,68 |
102,78 |
1,58 |
1,45 |
102,73 |
1,51 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,52 |
1,74 |
1,68 |
102,48 |
1,71 |
PS0718 |
PL0000107595 |
100,90 |
101,00 |
1,88 |
1,81 |
100,95 |
1,84 |
OK1018 |
PL0000109062 |
96,62 |
96,79 |
1,99 |
1,89 |
96,71 |
1,94 |
WZ0119 |
PL0000107603 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
OK0419 |
PL0000109633 |
95,23 |
95,40 |
2,20 |
2,12 |
95,32 |
2,16 |
PS0719 |
PL0000108148 |
102,30 |
102,47 |
2,29 |
2,22 |
102,39 |
2,25 |
DS1019 |
PL0000105441 |
108,36 |
108,54 |
2,31 |
2,25 |
108,45 |
2,28 |
WZ0120 |
PL0000108601 |
99,48 |
99,75 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,95 |
2,56 |
2,49 |
96,84 |
2,52 |
DS1020 |
PL0000106126 |
108,94 |
109,23 |
2,70 |
2,62 |
109,09 |
2,66 |
WZ0121 |
PL0000106068 |
98,51 |
98,78 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
96,51 |
96,79 |
2,88 |
2,81 |
96,65 |
2,85 |
PS0721 |
PL0000109153 |
95,03 |
95,27 |
2,94 |
2,88 |
95,15 |
2,91 |
DS1021 |
PL0000106670 |
112,07 |
112,36 |
2,98 |
2,92 |
112,22 |
2,95 |
PS0422 |
PL0000109492 |
95,66 |
95,84 |
3,16 |
3,12 |
95,75 |
3,14 |
WS0922 |
PL0000102646 |
112,86 |
113,14 |
3,22 |
3,17 |
113,00 |
3,20 |
WZ1122 |
PL0000109377 |
96,55 |
96,82 |
--- |
--- |
96,69 |
--- |
IZ0823 |
PL0000105359 |
108,78 |
113,66 |
--- |
--- |
111,22 |
--- |
DS1023 |
PL0000107264 |
103,26 |
103,52 |
3,45 |
3,40 |
103,39 |
3,42 |
WZ0124 |
PL0000107454 |
95,41 |
95,78 |
--- |
--- |
95,60 |
--- |
DS0725 |
PL0000108197 |
96,98 |
97,28 |
3,67 |
3,62 |
97,13 |
3,64 |
WZ0126 |
PL0000108817 |
93,48 |
93,80 |
--- |
--- |
93,64 |
--- |
DS0726 |
PL0000108866 |
90,10 |
90,49 |
3,76 |
3,70 |
90,30 |
3,73 |
DS0727 |
PL0000109427 |
88,53 |
88,84 |
3,85 |
3,81 |
88,69 |
3,83 |
WS0429 |
PL0000105391 |
116,61 |
119,49 |
4,00 |
3,73 |
118,05 |
3,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,20 |
99,34 |
1,64 |
1,35 |
99,27 |
1,50 |
DS1017 |
PL0000104543 |
102,67 |
102,79 |
1,59 |
1,43 |
102,73 |
1,51 |
WZ0118 |
PL0000104717 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,54 |
1,73 |
1,66 |
102,50 |
1,69 |
PS0718 |
PL0000107595 |
100,91 |
101,01 |
1,87 |
1,80 |
100,96 |
1,84 |
OK1018 |
PL0000109062 |
96,61 |
96,74 |
2,00 |
1,92 |
96,68 |
1,96 |
WZ0119 |
PL0000107603 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
OK0419 |
PL0000109633 |
95,28 |
95,40 |
2,18 |
2,12 |
95,34 |
2,15 |
PS0719 |
PL0000108148 |
102,34 |
102,47 |
2,27 |
2,22 |
102,41 |
2,24 |
DS1019 |
PL0000105441 |
108,37 |
108,52 |
2,31 |
2,26 |
108,45 |
2,28 |
WZ0120 |
PL0000108601 |
99,50 |
99,74 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,81 |
96,94 |
2,53 |
2,49 |
96,88 |
2,51 |
DS1020 |
PL0000106126 |
109,00 |
109,23 |
2,68 |
2,62 |
109,12 |
2,65 |
WZ0121 |
PL0000106068 |
98,58 |
98,76 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
96,59 |
96,76 |
2,86 |
2,82 |
96,68 |
2,84 |
PS0721 |
PL0000109153 |
95,07 |
95,26 |
2,93 |
2,89 |
95,17 |
2,91 |
DS1021 |
PL0000106670 |
112,10 |
112,32 |
2,97 |
2,92 |
112,21 |
2,95 |
PS0422 |
PL0000109492 |
95,80 |
95,94 |
3,13 |
3,10 |
95,87 |
3,11 |
WS0922 |
PL0000102646 |
112,90 |
113,10 |
3,21 |
3,18 |
113,00 |
3,20 |
WZ1122 |
PL0000109377 |
96,65 |
96,85 |
--- |
--- |
96,75 |
--- |
IZ0823 |
PL0000105359 |
109,00 |
113,52 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
103,34 |
103,60 |
3,43 |
3,39 |
103,47 |
3,41 |
WZ0124 |
PL0000107454 |
95,52 |
95,78 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
97,11 |
97,39 |
3,65 |
3,61 |
97,25 |
3,63 |
WZ0126 |
PL0000108817 |
93,56 |
93,82 |
--- |
--- |
93,69 |
--- |
DS0726 |
PL0000108866 |
90,29 |
90,58 |
3,73 |
3,69 |
90,44 |
3,71 |
DS0727 |
PL0000109427 |
88,70 |
88,97 |
3,82 |
3,79 |
88,84 |
3,81 |
WS0429 |
PL0000105391 |
117,71 |
119,67 |
3,90 |
3,72 |
118,69 |
3,81 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
365 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
115 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
55 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
365 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
185 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,430 |
1,450 |
1,433 |
80 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,430 |
1,450 |
1,449 |
410 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
210 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
PS0719 |
PL0000108148 |
1/5 |
4 |
1,250 |
1,250 |
1,250 |
115 |
TOTAL |
2 040 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.