2017-01-30 |
MARKET DATA |
No 20 (3053) |
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 |
1 035,00 |
1 015,73 |
88 |
1 070,00 |
1 118,33 |
15 |
2 105,00 |
2 134,06 |
103 |
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 |
100,71 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,27 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,68 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,50 |
102,57 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
60 000 |
63,24 |
2 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,63 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,28 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,34 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,32 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,84 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,05 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
35 000 |
38,68 |
2 |
PS0421 |
PL0000108916 |
96,53 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,10 |
94,95 |
95,000 |
95,110 |
95,000 |
95,080 |
95,083 |
40 000 |
38,40 |
5 |
DS1021 |
PL0000106670 |
112,11 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,70 |
95,50 |
95,500 |
95,720 |
95,500 |
95,720 |
95,637 |
120 000 |
116,85 |
6 |
WS0922 |
PL0000102646 |
112,77 |
112,69 |
112,770 |
112,800 |
112,690 |
112,800 |
112,718 |
190 000 |
218,09 |
8 |
DS1023 |
PL0000107264 |
103,02 |
102,90 |
103,000 |
103,150 |
103,000 |
103,150 |
103,075 |
20 000 |
20,83 |
2 |
DS0725 |
PL0000108197 |
96,80 |
96,47 |
96,450 |
96,630 |
96,400 |
96,630 |
96,479 |
45 000 |
44,18 |
8 |
DS0726 |
PL0000108866 |
90,00 |
89,60 |
89,810 |
90,160 |
89,810 |
90,160 |
89,927 |
190 000 |
173,35 |
19 |
DS0727 |
PL0000109427 |
88,35 |
88,05 |
88,050 |
88,500 |
88,050 |
88,500 |
88,266 |
320 000 |
286,64 |
34 |
WS0428 |
PL0000107611 |
89,13 |
90,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,96 |
117,74 |
117,820 |
117,820 |
117,820 |
117,820 |
117,820 |
5 000 |
6,11 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
113,00 |
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 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,66 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,77 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,58 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,55 |
93,63 |
93,550 |
93,550 |
93,550 |
93,550 |
93,550 |
10 000 |
9,36 |
1 |
TOTAL |
1 035 000 |
1 015,73 |
88 |
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 |
210 |
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 |
99,23 |
99,36 |
1,63 |
1,35 |
99,30 |
1,48 |
DS1017 |
PL0000104543 |
102,63 |
102,78 |
1,58 |
1,38 |
102,71 |
1,47 |
WZ0118 |
PL0000104717 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,59 |
1,71 |
1,60 |
102,52 |
1,65 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,88 |
1,82 |
100,94 |
1,85 |
OK1018 |
PL0000109062 |
96,61 |
96,78 |
2,01 |
1,91 |
96,70 |
1,96 |
WZ0119 |
PL0000107603 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,21 |
95,37 |
2,23 |
2,15 |
95,29 |
2,19 |
PS0719 |
PL0000108148 |
102,27 |
102,43 |
2,29 |
2,23 |
102,35 |
2,26 |
DS1019 |
PL0000105441 |
108,27 |
108,45 |
2,33 |
2,27 |
108,36 |
2,30 |
WZ0120 |
PL0000108601 |
99,47 |
99,73 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,72 |
96,94 |
2,57 |
2,50 |
96,83 |
2,53 |
DS1020 |
PL0000106126 |
108,85 |
109,12 |
2,72 |
2,64 |
108,99 |
2,68 |
WZ0121 |
PL0000106068 |
98,51 |
98,78 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
96,36 |
96,64 |
2,92 |
2,85 |
96,50 |
2,89 |
PS0721 |
PL0000109153 |
94,82 |
95,12 |
3,00 |
2,93 |
94,97 |
2,96 |
DS1021 |
PL0000106670 |
111,89 |
112,19 |
3,01 |
2,95 |
112,04 |
2,98 |
PS0422 |
PL0000109492 |
95,40 |
95,68 |
3,22 |
3,16 |
95,54 |
3,19 |
WS0922 |
PL0000102646 |
112,51 |
112,80 |
3,28 |
3,23 |
112,66 |
3,25 |
WZ1122 |
PL0000109377 |
96,61 |
96,94 |
--- |
--- |
96,78 |
--- |
IZ0823 |
PL0000105359 |
107,16 |
113,80 |
--- |
--- |
110,48 |
--- |
DS1023 |
PL0000107264 |
102,71 |
103,16 |
3,54 |
3,46 |
102,94 |
3,50 |
WZ0124 |
PL0000107454 |
95,47 |
95,75 |
--- |
--- |
95,61 |
--- |
DS0725 |
PL0000108197 |
96,38 |
96,66 |
3,75 |
3,71 |
96,52 |
3,73 |
WZ0126 |
PL0000108817 |
93,42 |
93,74 |
--- |
--- |
93,58 |
--- |
DS0726 |
PL0000108866 |
89,40 |
89,85 |
3,85 |
3,79 |
89,63 |
3,82 |
DS0727 |
PL0000109427 |
87,86 |
88,27 |
3,93 |
3,88 |
88,07 |
3,91 |
WS0429 |
PL0000105391 |
116,53 |
118,72 |
4,01 |
3,80 |
117,63 |
3,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,24 |
99,36 |
1,61 |
1,35 |
99,30 |
1,48 |
DS1017 |
PL0000104543 |
102,65 |
102,75 |
1,55 |
1,42 |
102,70 |
1,48 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,47 |
102,59 |
1,70 |
1,60 |
102,53 |
1,65 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,87 |
1,81 |
100,95 |
1,84 |
OK1018 |
PL0000109062 |
96,61 |
96,77 |
2,01 |
1,92 |
96,69 |
1,97 |
WZ0119 |
PL0000107603 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,37 |
2,21 |
2,15 |
95,31 |
2,18 |
PS0719 |
PL0000108148 |
102,30 |
102,45 |
2,28 |
2,22 |
102,38 |
2,25 |
DS1019 |
PL0000105441 |
108,29 |
108,44 |
2,32 |
2,27 |
108,37 |
2,30 |
WZ0120 |
PL0000108601 |
99,49 |
99,70 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,79 |
96,95 |
2,55 |
2,49 |
96,87 |
2,52 |
DS1020 |
PL0000106126 |
108,97 |
109,15 |
2,68 |
2,64 |
109,06 |
2,66 |
WZ0121 |
PL0000106068 |
98,57 |
98,80 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
96,45 |
96,73 |
2,90 |
2,83 |
96,59 |
2,86 |
PS0721 |
PL0000109153 |
94,96 |
95,24 |
2,97 |
2,90 |
95,10 |
2,93 |
DS1021 |
PL0000106670 |
112,04 |
112,32 |
2,98 |
2,92 |
112,18 |
2,95 |
PS0422 |
PL0000109492 |
95,63 |
95,78 |
3,17 |
3,13 |
95,71 |
3,15 |
WS0922 |
PL0000102646 |
112,58 |
112,84 |
3,27 |
3,22 |
112,71 |
3,24 |
WZ1122 |
PL0000109377 |
96,69 |
96,90 |
--- |
--- |
96,80 |
--- |
IZ0823 |
PL0000105359 |
108,22 |
113,90 |
--- |
--- |
111,06 |
--- |
DS1023 |
PL0000107264 |
102,98 |
103,37 |
3,49 |
3,43 |
103,18 |
3,46 |
WZ0124 |
PL0000107454 |
95,49 |
95,72 |
--- |
--- |
95,61 |
--- |
DS0725 |
PL0000108197 |
96,61 |
97,01 |
3,72 |
3,66 |
96,81 |
3,69 |
WZ0126 |
PL0000108817 |
93,45 |
93,71 |
--- |
--- |
93,58 |
--- |
DS0726 |
PL0000108866 |
89,82 |
90,12 |
3,80 |
3,75 |
89,97 |
3,78 |
DS0727 |
PL0000109427 |
88,12 |
88,52 |
3,90 |
3,85 |
88,32 |
3,87 |
WS0429 |
PL0000105391 |
117,01 |
118,91 |
3,96 |
3,78 |
117,96 |
3,87 |
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 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
80 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
160 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
180 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
10 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
50 |
WS0922 |
PL0000102646 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
35 |
DS1017 |
PL0000104543 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
250 |
PS0719 |
PL0000108148 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
155 |
PS0421 |
PL0000108916 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
60 |
TOTAL |
1 070 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.