2017-01-26 |
MARKET DATA |
No 18 (3051) |
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 |
865,00 |
833,23 |
83 |
700,00 |
717,34 |
7 |
1 565,00 |
1 550,57 |
90 |
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 |
100,74 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,26 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,69 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,94 |
100,940 |
100,940 |
100,920 |
100,920 |
100,924 |
75 000 |
76,66 |
4 |
OK1018 |
PL0000109062 |
96,65 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,30 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,35 |
102,34 |
102,340 |
102,340 |
102,340 |
102,340 |
102,340 |
10 000 |
10,40 |
1 |
DS1019 |
PL0000105441 |
108,35 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,76 |
96,760 |
96,760 |
96,760 |
96,760 |
96,760 |
10 000 |
9,79 |
1 |
DS1020 |
PL0000106126 |
108,92 |
108,99 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
15 000 |
16,54 |
1 |
PS0421 |
PL0000108916 |
96,47 |
96,49 |
96,420 |
96,420 |
96,420 |
96,420 |
96,420 |
25 000 |
24,49 |
2 |
PS0721 |
PL0000109153 |
95,00 |
94,83 |
94,970 |
94,970 |
94,810 |
94,810 |
94,855 |
100 000 |
95,76 |
8 |
DS1021 |
PL0000106670 |
112,03 |
111,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,68 |
95,45 |
95,600 |
95,620 |
95,370 |
95,370 |
95,561 |
200 000 |
194,57 |
18 |
WS0922 |
PL0000102646 |
112,85 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,13 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,86 |
96,49 |
96,750 |
96,860 |
96,400 |
96,400 |
96,721 |
95 000 |
93,48 |
12 |
DS0726 |
PL0000108866 |
89,95 |
89,50 |
90,100 |
90,100 |
89,260 |
89,260 |
89,734 |
120 000 |
109,24 |
15 |
DS0727 |
PL0000109427 |
88,40 |
87,90 |
88,250 |
88,410 |
87,900 |
87,940 |
88,118 |
117 500 |
105,06 |
12 |
WS0428 |
PL0000107611 |
89,22 |
90,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,90 |
117,70 |
118,160 |
118,160 |
117,700 |
117,700 |
117,853 |
15 000 |
18,34 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,60 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,64 |
98,590 |
98,590 |
98,590 |
98,590 |
98,590 |
25 000 |
24,65 |
2 |
WZ1122 |
PL0000109377 |
96,70 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,60 |
95,620 |
95,620 |
95,600 |
95,600 |
95,610 |
20 000 |
19,13 |
2 |
WZ0126 |
PL0000108817 |
93,60 |
93,62 |
93,600 |
93,600 |
93,590 |
93,590 |
93,591 |
37 500 |
35,11 |
2 |
TOTAL |
865 000 |
833,23 |
83 |
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 |
212 |
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 |
99,22 |
99,36 |
1,63 |
1,34 |
99,29 |
1,48 |
DS1017 |
PL0000104543 |
102,65 |
102,78 |
1,58 |
1,41 |
102,72 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,52 |
1,74 |
1,66 |
102,47 |
1,70 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,88 |
1,82 |
100,94 |
1,85 |
OK1018 |
PL0000109062 |
96,53 |
96,69 |
2,06 |
1,96 |
96,61 |
2,01 |
WZ0119 |
PL0000107603 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
OK0419 |
PL0000109633 |
95,20 |
95,34 |
2,23 |
2,16 |
95,27 |
2,19 |
PS0719 |
PL0000108148 |
102,23 |
102,40 |
2,31 |
2,24 |
102,32 |
2,27 |
DS1019 |
PL0000105441 |
108,24 |
108,43 |
2,35 |
2,28 |
108,34 |
2,31 |
WZ0120 |
PL0000108601 |
99,52 |
99,78 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,66 |
96,88 |
2,59 |
2,51 |
96,77 |
2,55 |
DS1020 |
PL0000106126 |
108,80 |
109,09 |
2,73 |
2,66 |
108,95 |
2,69 |
WZ0121 |
PL0000106068 |
98,46 |
98,87 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
96,34 |
96,63 |
2,93 |
2,85 |
96,49 |
2,89 |
PS0721 |
PL0000109153 |
94,83 |
95,12 |
3,00 |
2,92 |
94,98 |
2,96 |
DS1021 |
PL0000106670 |
111,88 |
112,18 |
3,01 |
2,95 |
112,03 |
2,98 |
PS0422 |
PL0000109492 |
95,51 |
95,77 |
3,19 |
3,14 |
95,64 |
3,16 |
WS0922 |
PL0000102646 |
112,61 |
112,90 |
3,26 |
3,21 |
112,76 |
3,24 |
WZ1122 |
PL0000109377 |
96,60 |
96,88 |
--- |
--- |
96,74 |
--- |
IZ0823 |
PL0000105359 |
108,83 |
114,58 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
102,96 |
103,37 |
3,50 |
3,43 |
103,17 |
3,46 |
WZ0124 |
PL0000107454 |
95,40 |
95,77 |
--- |
--- |
95,59 |
--- |
DS0725 |
PL0000108197 |
96,60 |
97,04 |
3,72 |
3,66 |
96,82 |
3,69 |
WZ0126 |
PL0000108817 |
93,50 |
93,89 |
--- |
--- |
93,70 |
--- |
DS0726 |
PL0000108866 |
89,82 |
90,15 |
3,79 |
3,75 |
89,99 |
3,77 |
DS0727 |
PL0000109427 |
88,11 |
88,54 |
3,90 |
3,85 |
88,33 |
3,87 |
WS0429 |
PL0000105391 |
115,69 |
119,07 |
4,09 |
3,77 |
117,38 |
3,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,23 |
99,36 |
1,61 |
1,34 |
99,30 |
1,46 |
DS1017 |
PL0000104543 |
102,66 |
102,79 |
1,56 |
1,39 |
102,73 |
1,47 |
WZ0118 |
PL0000104717 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,56 |
1,73 |
1,63 |
102,50 |
1,68 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,87 |
1,81 |
100,95 |
1,84 |
OK1018 |
PL0000109062 |
96,61 |
96,72 |
2,01 |
1,94 |
96,67 |
1,97 |
WZ0119 |
PL0000107603 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,36 |
2,20 |
2,15 |
95,31 |
2,17 |
PS0719 |
PL0000108148 |
102,28 |
102,44 |
2,29 |
2,22 |
102,36 |
2,26 |
DS1019 |
PL0000105441 |
108,31 |
108,44 |
2,32 |
2,28 |
108,38 |
2,30 |
WZ0120 |
PL0000108601 |
99,52 |
99,73 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,73 |
96,89 |
2,56 |
2,51 |
96,81 |
2,54 |
DS1020 |
PL0000106126 |
108,77 |
109,02 |
2,74 |
2,67 |
108,90 |
2,71 |
WZ0121 |
PL0000106068 |
98,51 |
98,71 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
96,30 |
96,52 |
2,94 |
2,88 |
96,41 |
2,91 |
PS0721 |
PL0000109153 |
94,77 |
94,95 |
3,01 |
2,97 |
94,86 |
2,99 |
DS1021 |
PL0000106670 |
111,79 |
112,09 |
3,03 |
2,97 |
111,94 |
3,00 |
PS0422 |
PL0000109492 |
95,45 |
95,63 |
3,21 |
3,17 |
95,54 |
3,19 |
WS0922 |
PL0000102646 |
112,47 |
112,66 |
3,29 |
3,25 |
112,57 |
3,27 |
WZ1122 |
PL0000109377 |
96,64 |
96,84 |
--- |
--- |
96,74 |
--- |
IZ0823 |
PL0000105359 |
109,08 |
113,23 |
--- |
--- |
111,16 |
--- |
DS1023 |
PL0000107264 |
102,78 |
103,11 |
3,53 |
3,47 |
102,95 |
3,50 |
WZ0124 |
PL0000107454 |
95,48 |
95,71 |
--- |
--- |
95,60 |
--- |
DS0725 |
PL0000108197 |
96,42 |
96,73 |
3,75 |
3,70 |
96,58 |
3,72 |
WZ0126 |
PL0000108817 |
93,48 |
93,73 |
--- |
--- |
93,61 |
--- |
DS0726 |
PL0000108866 |
89,42 |
89,75 |
3,85 |
3,80 |
89,59 |
3,83 |
DS0727 |
PL0000109427 |
87,87 |
88,17 |
3,93 |
3,89 |
88,02 |
3,91 |
WS0429 |
PL0000105391 |
116,73 |
118,91 |
3,99 |
3,79 |
117,82 |
3,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
80 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
290 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
5 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
85 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,450 |
1,427 |
215 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.