2017-01-27 |
MARKET DATA |
No 19 (3052) |
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 |
827,50 |
811,66 |
73 |
0,00 |
0,00 |
0 |
827,50 |
811,66 |
73 |
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 |
100,73 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,26 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,70 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,93 |
100,940 |
100,940 |
100,940 |
100,940 |
100,940 |
45 000 |
46,01 |
3 |
OK1018 |
PL0000109062 |
96,65 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,28 |
95,27 |
95,270 |
95,270 |
95,270 |
95,270 |
95,270 |
20 000 |
19,05 |
2 |
PS0719 |
PL0000108148 |
102,33 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,37 |
108,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,95 |
108,90 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
60 000 |
66,19 |
2 |
PS0421 |
PL0000108916 |
96,55 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
94,98 |
94,86 |
94,900 |
94,900 |
94,870 |
94,870 |
94,875 |
60 000 |
57,47 |
3 |
DS1021 |
PL0000106670 |
112,15 |
111,93 |
112,050 |
112,150 |
112,050 |
112,150 |
112,090 |
70 000 |
79,54 |
7 |
PS0422 |
PL0000109492 |
95,70 |
95,43 |
95,520 |
95,600 |
95,400 |
95,600 |
95,511 |
160 000 |
155,59 |
8 |
WS0922 |
PL0000102646 |
112,67 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,05 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
96,88 |
96,36 |
96,510 |
96,600 |
96,280 |
96,590 |
96,416 |
210 000 |
206,03 |
23 |
DS0726 |
PL0000108866 |
89,85 |
89,44 |
89,560 |
89,850 |
89,560 |
89,640 |
89,737 |
47 500 |
43,24 |
7 |
DS0727 |
PL0000109427 |
89,02 |
87,85 |
88,050 |
88,300 |
87,900 |
88,300 |
88,078 |
155 000 |
138,54 |
18 |
WS0428 |
PL0000107611 |
89,24 |
90,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,70 |
117,55 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,55 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,77 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,56 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,52 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
827 500 |
811,66 |
73 |
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 |
211 |
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 |
99,24 |
99,36 |
1,60 |
1,34 |
99,30 |
1,47 |
DS1017 |
PL0000104543 |
102,65 |
102,79 |
1,56 |
1,38 |
102,72 |
1,47 |
WZ0118 |
PL0000104717 |
100,15 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,57 |
1,72 |
1,62 |
102,51 |
1,67 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,88 |
1,83 |
100,93 |
1,85 |
OK1018 |
PL0000109062 |
96,62 |
96,77 |
2,01 |
1,91 |
96,70 |
1,96 |
WZ0119 |
PL0000107603 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,24 |
95,38 |
2,21 |
2,14 |
95,31 |
2,18 |
PS0719 |
PL0000108148 |
102,28 |
102,44 |
2,29 |
2,22 |
102,36 |
2,26 |
DS1019 |
PL0000105441 |
108,28 |
108,46 |
2,33 |
2,27 |
108,37 |
2,30 |
WZ0120 |
PL0000108601 |
99,50 |
99,78 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,93 |
2,57 |
2,50 |
96,83 |
2,53 |
DS1020 |
PL0000106126 |
108,86 |
109,10 |
2,72 |
2,65 |
108,98 |
2,68 |
WZ0121 |
PL0000106068 |
98,44 |
98,75 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
96,34 |
96,62 |
2,93 |
2,86 |
96,48 |
2,89 |
PS0721 |
PL0000109153 |
94,78 |
95,06 |
3,01 |
2,94 |
94,92 |
2,97 |
DS1021 |
PL0000106670 |
111,82 |
112,11 |
3,03 |
2,96 |
111,97 |
2,99 |
PS0422 |
PL0000109492 |
95,40 |
95,63 |
3,22 |
3,17 |
95,52 |
3,19 |
WS0922 |
PL0000102646 |
112,53 |
112,82 |
3,28 |
3,22 |
112,68 |
3,25 |
WZ1122 |
PL0000109377 |
96,60 |
96,92 |
--- |
--- |
96,76 |
--- |
IZ0823 |
PL0000105359 |
109,11 |
112,72 |
--- |
--- |
110,92 |
--- |
DS1023 |
PL0000107264 |
102,87 |
103,16 |
3,51 |
3,46 |
103,02 |
3,49 |
WZ0124 |
PL0000107454 |
95,42 |
95,74 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
96,36 |
96,76 |
3,75 |
3,70 |
96,56 |
3,73 |
WZ0126 |
PL0000108817 |
93,46 |
93,79 |
--- |
--- |
93,63 |
--- |
DS0726 |
PL0000108866 |
89,39 |
89,81 |
3,85 |
3,80 |
89,60 |
3,83 |
DS0727 |
PL0000109427 |
87,96 |
88,32 |
3,92 |
3,87 |
88,14 |
3,90 |
WS0429 |
PL0000105391 |
116,99 |
119,12 |
3,97 |
3,77 |
118,06 |
3,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,24 |
99,37 |
1,60 |
1,32 |
99,31 |
1,45 |
DS1017 |
PL0000104543 |
102,66 |
102,77 |
1,55 |
1,40 |
102,72 |
1,47 |
WZ0118 |
PL0000104717 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,59 |
1,71 |
1,60 |
102,53 |
1,65 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,87 |
1,82 |
100,94 |
1,85 |
OK1018 |
PL0000109062 |
96,61 |
96,77 |
2,01 |
1,91 |
96,69 |
1,96 |
WZ0119 |
PL0000107603 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,22 |
95,36 |
2,22 |
2,15 |
95,29 |
2,19 |
PS0719 |
PL0000108148 |
102,29 |
102,45 |
2,29 |
2,22 |
102,37 |
2,25 |
DS1019 |
PL0000105441 |
108,29 |
108,42 |
2,33 |
2,28 |
108,36 |
2,30 |
WZ0120 |
PL0000108601 |
99,50 |
99,72 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
96,75 |
96,94 |
2,56 |
2,49 |
96,85 |
2,52 |
DS1020 |
PL0000106126 |
108,91 |
109,17 |
2,70 |
2,63 |
109,04 |
2,67 |
WZ0121 |
PL0000106068 |
98,51 |
98,71 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
96,49 |
96,63 |
2,89 |
2,85 |
96,56 |
2,87 |
PS0721 |
PL0000109153 |
94,94 |
95,09 |
2,97 |
2,93 |
95,02 |
2,95 |
DS1021 |
PL0000106670 |
111,98 |
112,27 |
2,99 |
2,93 |
112,13 |
2,96 |
PS0422 |
PL0000109492 |
95,62 |
95,78 |
3,17 |
3,13 |
95,70 |
3,15 |
WS0922 |
PL0000102646 |
112,64 |
112,93 |
3,26 |
3,20 |
112,79 |
3,23 |
WZ1122 |
PL0000109377 |
96,67 |
96,88 |
--- |
--- |
96,78 |
--- |
IZ0823 |
PL0000105359 |
109,11 |
112,77 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
102,86 |
103,24 |
3,51 |
3,45 |
103,05 |
3,48 |
WZ0124 |
PL0000107454 |
95,46 |
95,70 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
96,52 |
96,83 |
3,73 |
3,69 |
96,68 |
3,71 |
WZ0126 |
PL0000108817 |
93,46 |
93,73 |
--- |
--- |
93,60 |
--- |
DS0726 |
PL0000108866 |
89,57 |
89,97 |
3,83 |
3,77 |
89,77 |
3,80 |
DS0727 |
PL0000109427 |
88,00 |
88,39 |
3,91 |
3,87 |
88,20 |
3,89 |
WS0429 |
PL0000105391 |
116,79 |
118,79 |
3,98 |
3,80 |
117,79 |
3,89 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.