2017-01-31 |
MARKET DATA |
No 21 (3054) |
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 |
1 620,00 |
1 574,50 |
118 |
4 380,00 |
4 314,00 |
25 |
6 000,00 |
5 888,50 |
143 |
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 |
100,72 |
100,73 |
100,720 |
100,720 |
100,720 |
100,720 |
100,720 |
200 000 |
208,81 |
2 |
OK0717 |
PL0000108502 |
99,29 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,65 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,49 |
102,55 |
102,480 |
102,480 |
102,480 |
102,480 |
102,480 |
30 000 |
31,62 |
1 |
PS0718 |
PL0000107595 |
100,95 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,66 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,28 |
95,30 |
95,280 |
95,280 |
95,280 |
95,280 |
95,280 |
10 000 |
9,53 |
1 |
PS0719 |
PL0000108148 |
102,31 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,32 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,87 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,53 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,10 |
95,00 |
95,020 |
95,140 |
95,000 |
95,100 |
95,062 |
65 000 |
62,39 |
7 |
DS1021 |
PL0000106670 |
112,11 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,70 |
95,58 |
95,700 |
95,700 |
95,580 |
95,680 |
95,642 |
580 000 |
564,85 |
29 |
WS0922 |
PL0000102646 |
112,69 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,08 |
103,22 |
103,000 |
103,000 |
103,000 |
103,000 |
103,000 |
15 000 |
15,61 |
1 |
DS0725 |
PL0000108197 |
96,85 |
96,65 |
96,700 |
96,760 |
96,590 |
96,760 |
96,705 |
295 000 |
290,33 |
31 |
DS0726 |
PL0000108866 |
90,10 |
89,90 |
89,910 |
90,100 |
89,850 |
90,100 |
89,956 |
170 000 |
155,16 |
19 |
DS0727 |
PL0000109427 |
88,40 |
88,15 |
88,400 |
88,400 |
88,150 |
88,360 |
88,269 |
170 000 |
152,29 |
20 |
WS0428 |
PL0000107611 |
89,00 |
90,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,63 |
117,94 |
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 |
109,70 |
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 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,60 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,65 |
98,650 |
98,750 |
98,650 |
98,750 |
98,685 |
85 000 |
83,92 |
7 |
WZ1122 |
PL0000109377 |
96,80 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,65 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 620 000 |
1 574,50 |
118 |
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 |
209 |
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 |
1,62 |
1,36 |
99,30 |
1,49 |
DS1017 |
PL0000104543 |
102,63 |
102,76 |
1,56 |
1,39 |
102,70 |
1,47 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,59 |
1,71 |
1,59 |
102,52 |
1,65 |
PS0718 |
PL0000107595 |
100,90 |
101,00 |
1,87 |
1,80 |
100,95 |
1,84 |
OK1018 |
PL0000109062 |
96,60 |
96,77 |
2,02 |
1,92 |
96,69 |
1,97 |
WZ0119 |
PL0000107603 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,22 |
95,37 |
2,23 |
2,15 |
95,30 |
2,19 |
PS0719 |
PL0000108148 |
102,27 |
102,46 |
2,29 |
2,21 |
102,37 |
2,25 |
DS1019 |
PL0000105441 |
108,27 |
108,47 |
2,33 |
2,26 |
108,37 |
2,29 |
WZ0120 |
PL0000108601 |
99,48 |
99,77 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,74 |
96,95 |
2,56 |
2,49 |
96,85 |
2,53 |
DS1020 |
PL0000106126 |
108,88 |
109,18 |
2,71 |
2,63 |
109,03 |
2,67 |
WZ0121 |
PL0000106068 |
98,46 |
98,74 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
96,42 |
96,71 |
2,91 |
2,83 |
96,57 |
2,87 |
PS0721 |
PL0000109153 |
94,92 |
95,20 |
2,98 |
2,91 |
95,06 |
2,94 |
DS1021 |
PL0000106670 |
111,99 |
112,28 |
2,99 |
2,92 |
112,14 |
2,95 |
PS0422 |
PL0000109492 |
95,57 |
95,71 |
3,18 |
3,15 |
95,64 |
3,17 |
WS0922 |
PL0000102646 |
112,54 |
112,82 |
3,27 |
3,22 |
112,68 |
3,25 |
WZ1122 |
PL0000109377 |
96,62 |
96,93 |
--- |
--- |
96,78 |
--- |
IZ0823 |
PL0000105359 |
108,76 |
113,07 |
--- |
--- |
110,92 |
--- |
DS1023 |
PL0000107264 |
102,95 |
103,31 |
3,50 |
3,44 |
103,13 |
3,47 |
WZ0124 |
PL0000107454 |
95,43 |
95,82 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
96,58 |
96,93 |
3,72 |
3,67 |
96,76 |
3,70 |
WZ0126 |
PL0000108817 |
93,42 |
93,79 |
--- |
--- |
93,61 |
--- |
DS0726 |
PL0000108866 |
89,78 |
90,15 |
3,80 |
3,75 |
89,97 |
3,78 |
DS0727 |
PL0000109427 |
88,19 |
88,43 |
3,89 |
3,86 |
88,31 |
3,88 |
WS0429 |
PL0000105391 |
116,91 |
118,67 |
3,97 |
3,81 |
117,79 |
3,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,26 |
99,36 |
1,57 |
1,36 |
99,31 |
1,47 |
DS1017 |
PL0000104543 |
102,63 |
102,75 |
1,56 |
1,40 |
102,69 |
1,48 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,60 |
1,70 |
1,58 |
102,53 |
1,64 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,86 |
1,80 |
100,96 |
1,83 |
OK1018 |
PL0000109062 |
96,63 |
96,76 |
2,01 |
1,93 |
96,70 |
1,96 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,24 |
95,36 |
2,22 |
2,16 |
95,30 |
2,19 |
PS0719 |
PL0000108148 |
102,28 |
102,46 |
2,29 |
2,21 |
102,37 |
2,25 |
DS1019 |
PL0000105441 |
108,29 |
108,41 |
2,32 |
2,28 |
108,35 |
2,30 |
WZ0120 |
PL0000108601 |
99,54 |
99,75 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,83 |
96,96 |
2,53 |
2,49 |
96,90 |
2,51 |
DS1020 |
PL0000106126 |
108,91 |
109,13 |
2,70 |
2,64 |
109,02 |
2,67 |
WZ0121 |
PL0000106068 |
98,62 |
98,80 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
96,46 |
96,74 |
2,90 |
2,83 |
96,60 |
2,86 |
PS0721 |
PL0000109153 |
95,04 |
95,20 |
2,95 |
2,91 |
95,12 |
2,93 |
DS1021 |
PL0000106670 |
112,01 |
112,29 |
2,98 |
2,92 |
112,15 |
2,95 |
PS0422 |
PL0000109492 |
95,60 |
95,72 |
3,17 |
3,15 |
95,66 |
3,16 |
WS0922 |
PL0000102646 |
112,57 |
112,83 |
3,27 |
3,22 |
112,70 |
3,24 |
WZ1122 |
PL0000109377 |
96,72 |
96,94 |
--- |
--- |
96,83 |
--- |
IZ0823 |
PL0000105359 |
108,87 |
112,79 |
--- |
--- |
110,83 |
--- |
DS1023 |
PL0000107264 |
102,99 |
103,34 |
3,49 |
3,43 |
103,17 |
3,46 |
WZ0124 |
PL0000107454 |
95,55 |
95,82 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
96,73 |
97,01 |
3,70 |
3,66 |
96,87 |
3,68 |
WZ0126 |
PL0000108817 |
93,50 |
93,75 |
--- |
--- |
93,63 |
--- |
DS0726 |
PL0000108866 |
89,92 |
90,17 |
3,78 |
3,75 |
90,05 |
3,76 |
DS0727 |
PL0000109427 |
88,18 |
88,48 |
3,89 |
3,85 |
88,33 |
3,87 |
WS0429 |
PL0000105391 |
116,88 |
118,66 |
3,97 |
3,81 |
117,77 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
20 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
200 |
PS0421 |
PL0000108916 |
2/6 |
4 |
1,350 |
1,350 |
1,350 |
60 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
125 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
110 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
380 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
65 |
TOTAL |
4 380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.