2017-02-01 |
MARKET DATA |
No 22 (3055) |
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 |
580,00 |
545,37 |
55 |
710,00 |
724,74 |
10 |
1 290,00 |
1 270,11 |
65 |
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 |
100,70 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,64 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,64 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,28 |
95,28 |
95,280 |
95,280 |
95,270 |
95,270 |
95,272 |
115 000 |
109,56 |
6 |
PS0719 |
PL0000108148 |
102,32 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,29 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,85 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,52 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,09 |
95,10 |
95,090 |
95,090 |
95,080 |
95,080 |
95,083 |
30 000 |
28,80 |
2 |
DS1021 |
PL0000106670 |
112,05 |
112,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,65 |
95,59 |
95,650 |
95,670 |
95,590 |
95,670 |
95,650 |
65 000 |
63,31 |
5 |
WS0922 |
PL0000102646 |
112,68 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,10 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,05 |
96,75 |
96,900 |
97,050 |
96,750 |
96,880 |
96,869 |
125 000 |
123,23 |
15 |
DS0726 |
PL0000108866 |
90,10 |
89,92 |
90,060 |
90,100 |
89,900 |
90,040 |
90,024 |
40 000 |
36,54 |
6 |
DS0727 |
PL0000109427 |
88,50 |
88,30 |
88,250 |
88,500 |
88,240 |
88,400 |
88,397 |
205 000 |
183,92 |
21 |
WS0428 |
PL0000107611 |
89,18 |
90,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,19 |
117,95 |
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 |
109,50 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,57 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,75 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,64 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
545,37 |
55 |
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 |
208 |
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 |
99,25 |
99,36 |
1,60 |
1,37 |
99,31 |
1,47 |
DS1017 |
PL0000104543 |
102,62 |
102,75 |
1,56 |
1,39 |
102,69 |
1,47 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,58 |
1,71 |
1,60 |
102,51 |
1,65 |
PS0718 |
PL0000107595 |
100,90 |
101,00 |
1,87 |
1,80 |
100,95 |
1,84 |
OK1018 |
PL0000109062 |
96,62 |
96,75 |
2,02 |
1,94 |
96,69 |
1,97 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,24 |
95,39 |
2,22 |
2,15 |
95,32 |
2,18 |
PS0719 |
PL0000108148 |
102,27 |
102,45 |
2,29 |
2,22 |
102,36 |
2,25 |
DS1019 |
PL0000105441 |
108,27 |
108,45 |
2,33 |
2,26 |
108,36 |
2,29 |
WZ0120 |
PL0000108601 |
99,53 |
99,79 |
--- |
--- |
99,66 |
--- |
PS0420 |
PL0000108510 |
96,77 |
96,97 |
2,55 |
2,49 |
96,87 |
2,52 |
DS1020 |
PL0000106126 |
108,92 |
109,15 |
2,69 |
2,63 |
109,04 |
2,66 |
WZ0121 |
PL0000106068 |
98,56 |
98,80 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
96,42 |
96,68 |
2,91 |
2,84 |
96,55 |
2,88 |
PS0721 |
PL0000109153 |
94,99 |
95,19 |
2,96 |
2,91 |
95,09 |
2,93 |
DS1021 |
PL0000106670 |
111,95 |
112,23 |
2,99 |
2,93 |
112,09 |
2,96 |
PS0422 |
PL0000109492 |
95,57 |
95,73 |
3,18 |
3,15 |
95,65 |
3,16 |
WS0922 |
PL0000102646 |
112,59 |
112,79 |
3,26 |
3,23 |
112,69 |
3,24 |
WZ1122 |
PL0000109377 |
96,69 |
96,96 |
--- |
--- |
96,83 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
113,19 |
--- |
--- |
110,92 |
--- |
DS1023 |
PL0000107264 |
102,90 |
103,35 |
3,50 |
3,43 |
103,13 |
3,47 |
WZ0124 |
PL0000107454 |
95,49 |
95,86 |
--- |
--- |
95,68 |
--- |
DS0725 |
PL0000108197 |
96,76 |
96,99 |
3,70 |
3,67 |
96,88 |
3,68 |
WZ0126 |
PL0000108817 |
93,50 |
93,74 |
--- |
--- |
93,62 |
--- |
DS0726 |
PL0000108866 |
89,91 |
90,17 |
3,78 |
3,75 |
90,04 |
3,77 |
DS0727 |
PL0000109427 |
88,25 |
88,51 |
3,88 |
3,85 |
88,38 |
3,87 |
WS0429 |
PL0000105391 |
117,01 |
118,71 |
3,96 |
3,80 |
117,86 |
3,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,25 |
99,36 |
1,60 |
1,37 |
99,31 |
1,47 |
DS1017 |
PL0000104543 |
102,62 |
102,73 |
1,56 |
1,42 |
102,68 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,58 |
1,70 |
1,60 |
102,52 |
1,65 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,86 |
1,80 |
100,96 |
1,83 |
OK1018 |
PL0000109062 |
96,62 |
96,75 |
2,02 |
1,94 |
96,69 |
1,97 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,23 |
95,32 |
2,22 |
2,18 |
95,28 |
2,20 |
PS0719 |
PL0000108148 |
102,28 |
102,46 |
2,29 |
2,21 |
102,37 |
2,25 |
DS1019 |
PL0000105441 |
108,23 |
108,39 |
2,34 |
2,28 |
108,31 |
2,31 |
WZ0120 |
PL0000108601 |
99,54 |
99,74 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,77 |
96,95 |
2,55 |
2,49 |
96,86 |
2,52 |
DS1020 |
PL0000106126 |
108,90 |
109,11 |
2,70 |
2,64 |
109,01 |
2,67 |
WZ0121 |
PL0000106068 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
96,45 |
96,70 |
2,90 |
2,84 |
96,58 |
2,87 |
PS0721 |
PL0000109153 |
94,95 |
95,17 |
2,97 |
2,91 |
95,06 |
2,94 |
DS1021 |
PL0000106670 |
111,94 |
112,20 |
3,00 |
2,94 |
112,07 |
2,97 |
PS0422 |
PL0000109492 |
95,48 |
95,65 |
3,20 |
3,16 |
95,57 |
3,18 |
WS0922 |
PL0000102646 |
112,49 |
112,75 |
3,28 |
3,23 |
112,62 |
3,26 |
WZ1122 |
PL0000109377 |
96,70 |
96,94 |
--- |
--- |
96,82 |
--- |
IZ0823 |
PL0000105359 |
108,69 |
113,28 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
102,90 |
103,27 |
3,50 |
3,44 |
103,09 |
3,47 |
WZ0124 |
PL0000107454 |
95,54 |
95,76 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
96,64 |
96,85 |
3,72 |
3,69 |
96,75 |
3,70 |
WZ0126 |
PL0000108817 |
93,50 |
93,77 |
--- |
--- |
93,64 |
--- |
DS0726 |
PL0000108866 |
89,82 |
90,02 |
3,80 |
3,77 |
89,92 |
3,78 |
DS0727 |
PL0000109427 |
88,15 |
88,44 |
3,90 |
3,86 |
88,30 |
3,88 |
WS0429 |
PL0000105391 |
117,07 |
118,58 |
3,96 |
3,81 |
117,83 |
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 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
100 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
50 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
60 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
65 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
175 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
WZ0119 |
PL0000107603 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
60 |
TOTAL |
710 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.