2017-02-03 |
MARKET DATA |
No 24 (3057) |
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 |
372,50 |
359,48 |
34 |
1 695,00 |
1 724,28 |
16 |
2 067,50 |
2 083,76 |
50 |
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 |
100,65 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,60 |
102,68 |
102,590 |
102,590 |
102,590 |
102,590 |
102,590 |
20 000 |
20,82 |
1 |
PS0418 |
PL0000107314 |
102,47 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,72 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,35 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,37 |
108,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,97 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,68 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,22 |
95,18 |
95,250 |
95,250 |
95,250 |
95,250 |
95,250 |
15 000 |
14,43 |
1 |
DS1021 |
PL0000106670 |
112,25 |
112,23 |
112,400 |
112,400 |
112,400 |
112,400 |
112,400 |
10 000 |
11,41 |
1 |
PS0422 |
PL0000109492 |
95,96 |
95,74 |
95,830 |
95,960 |
95,830 |
95,960 |
95,931 |
155 000 |
151,44 |
11 |
WS0922 |
PL0000102646 |
113,11 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,70 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,70 |
97,36 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
45 000 |
44,62 |
5 |
DS0726 |
PL0000108866 |
90,93 |
90,55 |
90,550 |
90,850 |
90,550 |
90,850 |
90,739 |
45 000 |
41,44 |
5 |
DS0727 |
PL0000109427 |
89,32 |
88,83 |
88,830 |
89,320 |
88,830 |
89,320 |
89,118 |
72 500 |
65,59 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,99 |
118,78 |
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 |
100,19 |
100,23 |
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 |
99,67 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,82 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,96 |
96,97 |
96,960 |
96,960 |
96,960 |
96,960 |
96,960 |
10 000 |
9,73 |
1 |
WZ0124 |
PL0000107454 |
95,84 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,80 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
372 500 |
359,48 |
34 |
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 |
204 |
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 |
1,62 |
1,38 |
99,32 |
1,49 |
DS1017 |
PL0000104543 |
102,58 |
102,70 |
1,56 |
1,40 |
102,64 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,54 |
1,70 |
1,61 |
102,49 |
1,65 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,84 |
1,79 |
100,97 |
1,82 |
OK1018 |
PL0000109062 |
96,67 |
96,80 |
2,00 |
1,92 |
96,74 |
1,95 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,23 |
95,40 |
2,24 |
2,15 |
95,32 |
2,19 |
PS0719 |
PL0000108148 |
102,30 |
102,48 |
2,27 |
2,20 |
102,39 |
2,24 |
DS1019 |
PL0000105441 |
108,27 |
108,45 |
2,31 |
2,25 |
108,36 |
2,28 |
WZ0120 |
PL0000108601 |
99,58 |
99,76 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,08 |
2,52 |
2,45 |
96,98 |
2,49 |
DS1020 |
PL0000106126 |
108,99 |
109,23 |
2,67 |
2,60 |
109,11 |
2,64 |
WZ0121 |
PL0000106068 |
98,69 |
98,96 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,51 |
96,79 |
2,89 |
2,82 |
96,65 |
2,85 |
PS0721 |
PL0000109153 |
95,03 |
95,24 |
2,95 |
2,90 |
95,14 |
2,92 |
DS1021 |
PL0000106670 |
112,00 |
112,29 |
2,98 |
2,92 |
112,15 |
2,95 |
PS0422 |
PL0000109492 |
95,66 |
95,84 |
3,16 |
3,12 |
95,75 |
3,14 |
WS0922 |
PL0000102646 |
112,69 |
112,98 |
3,24 |
3,19 |
112,84 |
3,21 |
WZ1122 |
PL0000109377 |
96,87 |
97,10 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
107,84 |
113,14 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
103,18 |
103,60 |
3,46 |
3,39 |
103,39 |
3,42 |
WZ0124 |
PL0000107454 |
95,65 |
96,05 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
97,19 |
97,47 |
3,64 |
3,60 |
97,33 |
3,62 |
WZ0126 |
PL0000108817 |
93,69 |
94,10 |
--- |
--- |
93,90 |
--- |
DS0726 |
PL0000108866 |
90,29 |
90,70 |
3,73 |
3,68 |
90,50 |
3,71 |
DS0727 |
PL0000109427 |
88,68 |
89,04 |
3,83 |
3,79 |
88,86 |
3,81 |
WS0429 |
PL0000105391 |
117,70 |
119,43 |
3,90 |
3,73 |
118,57 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,26 |
99,37 |
1,62 |
1,38 |
99,32 |
1,49 |
DS1017 |
PL0000104543 |
102,58 |
102,70 |
1,56 |
1,40 |
102,64 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,54 |
1,69 |
1,61 |
102,49 |
1,65 |
PS0718 |
PL0000107595 |
100,94 |
101,00 |
1,84 |
1,80 |
100,97 |
1,82 |
OK1018 |
PL0000109062 |
96,69 |
96,80 |
1,99 |
1,92 |
96,75 |
1,95 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,31 |
95,40 |
2,20 |
2,15 |
95,36 |
2,17 |
PS0719 |
PL0000108148 |
102,37 |
102,52 |
2,25 |
2,18 |
102,45 |
2,21 |
DS1019 |
PL0000105441 |
108,33 |
108,43 |
2,29 |
2,26 |
108,38 |
2,27 |
WZ0120 |
PL0000108601 |
99,60 |
99,74 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,14 |
2,50 |
2,43 |
97,04 |
2,47 |
DS1020 |
PL0000106126 |
109,07 |
109,33 |
2,65 |
2,58 |
109,20 |
2,61 |
WZ0121 |
PL0000106068 |
98,75 |
98,94 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,65 |
96,87 |
2,85 |
2,80 |
96,76 |
2,82 |
PS0721 |
PL0000109153 |
95,17 |
95,33 |
2,92 |
2,88 |
95,25 |
2,90 |
DS1021 |
PL0000106670 |
112,22 |
112,49 |
2,93 |
2,87 |
112,36 |
2,90 |
PS0422 |
PL0000109492 |
95,90 |
96,02 |
3,11 |
3,09 |
95,96 |
3,10 |
WS0922 |
PL0000102646 |
112,98 |
113,16 |
3,19 |
3,15 |
113,07 |
3,17 |
WZ1122 |
PL0000109377 |
96,90 |
97,11 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
108,83 |
112,83 |
--- |
--- |
110,83 |
--- |
DS1023 |
PL0000107264 |
103,58 |
103,85 |
3,39 |
3,35 |
103,72 |
3,37 |
WZ0124 |
PL0000107454 |
95,72 |
96,01 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
97,55 |
97,82 |
3,59 |
3,55 |
97,69 |
3,57 |
WZ0126 |
PL0000108817 |
93,74 |
94,08 |
--- |
--- |
93,91 |
--- |
DS0726 |
PL0000108866 |
90,76 |
90,97 |
3,67 |
3,64 |
90,87 |
3,66 |
DS0727 |
PL0000109427 |
89,11 |
89,41 |
3,78 |
3,74 |
89,26 |
3,76 |
WS0429 |
PL0000105391 |
118,22 |
119,85 |
3,85 |
3,70 |
119,04 |
3,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
50 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
190 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
35 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
5 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
250 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
140 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
20 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
400 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
155 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
100 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
90 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
55 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
105 |
TOTAL |
1 695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.