2017-02-02 |
MARKET DATA |
No 23 (3056) |
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 |
2 570,00 |
2 500,04 |
166 |
1 205,00 |
1 210,22 |
15 |
3 775,00 |
3 710,26 |
181 |
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 |
100,66 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,29 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,61 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,51 |
102,470 |
102,470 |
102,470 |
102,470 |
102,470 |
50 000 |
52,71 |
1 |
PS0718 |
PL0000107595 |
100,96 |
100,94 |
100,960 |
100,960 |
100,960 |
100,960 |
100,960 |
10 000 |
10,23 |
1 |
OK1018 |
PL0000109062 |
96,71 |
96,70 |
96,700 |
96,730 |
96,700 |
96,730 |
96,727 |
200 000 |
193,45 |
6 |
OK0419 |
PL0000109633 |
95,35 |
95,31 |
95,320 |
95,360 |
95,310 |
95,350 |
95,333 |
275 000 |
262,16 |
9 |
PS0719 |
PL0000108148 |
102,36 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,33 |
108,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,96 |
96,95 |
96,950 |
97,000 |
96,950 |
97,000 |
96,972 |
85 000 |
83,43 |
6 |
DS1020 |
PL0000106126 |
109,18 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,69 |
96,68 |
96,690 |
96,690 |
96,680 |
96,680 |
96,684 |
60 000 |
58,95 |
2 |
PS0721 |
PL0000109153 |
95,20 |
95,20 |
95,150 |
95,250 |
95,150 |
95,250 |
95,200 |
20 000 |
19,23 |
2 |
DS1021 |
PL0000106670 |
112,22 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,92 |
95,72 |
95,720 |
95,920 |
95,720 |
95,870 |
95,818 |
690 000 |
673,35 |
42 |
WS0922 |
PL0000102646 |
113,00 |
112,85 |
112,800 |
113,110 |
112,790 |
113,000 |
113,066 |
240 000 |
276,50 |
12 |
DS1023 |
PL0000107264 |
103,60 |
103,32 |
103,600 |
103,600 |
103,520 |
103,600 |
103,584 |
25 000 |
26,18 |
4 |
DS0725 |
PL0000108197 |
97,55 |
97,00 |
97,000 |
97,600 |
97,000 |
97,450 |
97,494 |
85 000 |
84,35 |
6 |
DS0726 |
PL0000108866 |
90,80 |
90,25 |
90,420 |
90,800 |
90,420 |
90,700 |
90,631 |
85 000 |
78,18 |
12 |
DS0727 |
PL0000109427 |
89,15 |
88,48 |
88,700 |
89,070 |
88,700 |
89,060 |
88,905 |
585 000 |
527,95 |
53 |
WS0428 |
PL0000107611 |
89,66 |
91,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,91 |
118,43 |
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 |
109,90 |
112,40 |
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 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,67 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,85 |
98,840 |
98,840 |
98,840 |
98,840 |
98,840 |
25 000 |
24,73 |
1 |
WZ1122 |
PL0000109377 |
96,94 |
96,85 |
96,930 |
96,930 |
96,930 |
96,930 |
96,930 |
25 000 |
24,32 |
1 |
WZ0124 |
PL0000107454 |
95,80 |
95,68 |
95,680 |
95,850 |
95,680 |
95,850 |
95,708 |
60 000 |
57,46 |
3 |
WZ0126 |
PL0000108817 |
93,80 |
93,70 |
93,650 |
93,650 |
93,650 |
93,650 |
93,650 |
50 000 |
46,86 |
5 |
TOTAL |
2 570 000 |
2 500,04 |
166 |
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 |
205 |
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 |
99,26 |
99,37 |
1,61 |
1,37 |
99,32 |
1,48 |
DS1017 |
PL0000104543 |
102,59 |
102,71 |
1,56 |
1,40 |
102,65 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,55 |
1,71 |
1,61 |
102,49 |
1,66 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,87 |
1,80 |
100,95 |
1,83 |
OK1018 |
PL0000109062 |
96,62 |
96,76 |
2,03 |
1,94 |
96,69 |
1,98 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,35 |
2,22 |
2,17 |
95,30 |
2,20 |
PS0719 |
PL0000108148 |
102,30 |
102,46 |
2,28 |
2,21 |
102,38 |
2,24 |
DS1019 |
PL0000105441 |
108,22 |
108,40 |
2,34 |
2,27 |
108,31 |
2,30 |
WZ0120 |
PL0000108601 |
99,57 |
99,72 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,81 |
96,99 |
2,54 |
2,48 |
96,90 |
2,51 |
DS1020 |
PL0000106126 |
109,03 |
109,26 |
2,66 |
2,60 |
109,15 |
2,63 |
WZ0121 |
PL0000106068 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
96,56 |
96,84 |
2,88 |
2,80 |
96,70 |
2,84 |
PS0721 |
PL0000109153 |
95,06 |
95,26 |
2,94 |
2,89 |
95,16 |
2,92 |
DS1021 |
PL0000106670 |
112,09 |
112,38 |
2,96 |
2,90 |
112,24 |
2,93 |
PS0422 |
PL0000109492 |
95,74 |
95,86 |
3,15 |
3,12 |
95,80 |
3,13 |
WS0922 |
PL0000102646 |
112,72 |
112,94 |
3,24 |
3,20 |
112,83 |
3,22 |
WZ1122 |
PL0000109377 |
96,71 |
96,92 |
--- |
--- |
96,82 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
113,13 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
103,16 |
103,57 |
3,46 |
3,39 |
103,37 |
3,43 |
WZ0124 |
PL0000107454 |
95,57 |
95,77 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
96,99 |
97,29 |
3,67 |
3,62 |
97,14 |
3,64 |
WZ0126 |
PL0000108817 |
93,54 |
93,78 |
--- |
--- |
93,66 |
--- |
DS0726 |
PL0000108866 |
90,09 |
90,46 |
3,76 |
3,71 |
90,28 |
3,73 |
DS0727 |
PL0000109427 |
88,53 |
88,86 |
3,85 |
3,81 |
88,70 |
3,83 |
WS0429 |
PL0000105391 |
117,57 |
119,12 |
3,91 |
3,76 |
118,35 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,25 |
99,37 |
1,63 |
1,37 |
99,31 |
1,50 |
DS1017 |
PL0000104543 |
102,59 |
102,72 |
1,56 |
1,39 |
102,66 |
1,47 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,54 |
1,70 |
1,62 |
102,49 |
1,66 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,84 |
1,79 |
100,98 |
1,81 |
OK1018 |
PL0000109062 |
96,68 |
96,79 |
1,99 |
1,92 |
96,74 |
1,95 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,39 |
2,20 |
2,15 |
95,35 |
2,17 |
PS0719 |
PL0000108148 |
102,32 |
102,49 |
2,27 |
2,20 |
102,41 |
2,23 |
DS1019 |
PL0000105441 |
108,31 |
108,46 |
2,30 |
2,25 |
108,39 |
2,27 |
WZ0120 |
PL0000108601 |
99,59 |
99,75 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,91 |
97,10 |
2,51 |
2,45 |
97,01 |
2,48 |
DS1020 |
PL0000106126 |
109,11 |
109,26 |
2,64 |
2,60 |
109,19 |
2,62 |
WZ0121 |
PL0000106068 |
98,77 |
98,99 |
--- |
--- |
98,88 |
--- |
PS0421 |
PL0000108916 |
96,58 |
96,86 |
2,87 |
2,80 |
96,72 |
2,83 |
PS0721 |
PL0000109153 |
95,15 |
95,32 |
2,92 |
2,88 |
95,24 |
2,90 |
DS1021 |
PL0000106670 |
112,12 |
112,40 |
2,95 |
2,89 |
112,26 |
2,92 |
PS0422 |
PL0000109492 |
95,80 |
95,92 |
3,13 |
3,11 |
95,86 |
3,12 |
WS0922 |
PL0000102646 |
112,89 |
113,12 |
3,20 |
3,16 |
113,01 |
3,18 |
WZ1122 |
PL0000109377 |
96,88 |
97,09 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
108,92 |
113,15 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
103,42 |
103,69 |
3,42 |
3,37 |
103,56 |
3,39 |
WZ0124 |
PL0000107454 |
95,70 |
95,98 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
97,35 |
97,58 |
3,61 |
3,58 |
97,47 |
3,60 |
WZ0126 |
PL0000108817 |
93,74 |
94,09 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
90,49 |
90,74 |
3,71 |
3,67 |
90,62 |
3,69 |
DS0727 |
PL0000109427 |
88,89 |
89,15 |
3,80 |
3,77 |
89,02 |
3,79 |
WS0429 |
PL0000105391 |
118,06 |
119,64 |
3,86 |
3,72 |
118,85 |
3,79 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
10 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
5 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
20 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
185 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,450 |
1,445 |
475 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
130 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
TOTAL |
1 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.