2017-02-06 |
MARKET DATA |
No 25 (3058) |
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 |
1 360,00 |
1 317,84 |
106 |
1 160,00 |
1 111,06 |
20 |
2 520,00 |
2 428,89 |
126 |
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 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,28 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,58 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,46 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,97 |
100,970 |
100,970 |
100,970 |
100,970 |
100,970 |
20 000 |
20,47 |
2 |
OK1018 |
PL0000109062 |
96,73 |
96,77 |
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 |
102,42 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,35 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,04 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,83 |
96,78 |
96,830 |
96,830 |
96,830 |
96,830 |
96,830 |
40 000 |
39,37 |
3 |
PS0721 |
PL0000109153 |
95,40 |
95,25 |
95,400 |
95,400 |
95,250 |
95,250 |
95,365 |
50 000 |
48,16 |
3 |
DS1021 |
PL0000106670 |
112,40 |
112,34 |
112,250 |
112,250 |
112,250 |
112,250 |
112,250 |
5 000 |
5,70 |
1 |
PS0422 |
PL0000109492 |
96,08 |
95,94 |
95,980 |
96,080 |
95,880 |
95,880 |
96,024 |
240 000 |
234,73 |
20 |
WS0922 |
PL0000102646 |
113,18 |
112,95 |
113,180 |
113,180 |
113,180 |
113,180 |
113,180 |
10 000 |
11,54 |
1 |
DS1023 |
PL0000107264 |
104,00 |
103,51 |
103,850 |
103,970 |
103,750 |
103,750 |
103,854 |
45 000 |
47,26 |
5 |
DS0725 |
PL0000108197 |
98,12 |
97,14 |
97,950 |
98,120 |
97,680 |
97,680 |
97,889 |
355 000 |
353,77 |
28 |
DS0726 |
PL0000108866 |
91,40 |
90,10 |
91,140 |
91,310 |
91,140 |
91,220 |
91,253 |
280 000 |
259,31 |
19 |
DS0727 |
PL0000109427 |
89,70 |
89,35 |
89,550 |
89,910 |
89,350 |
89,350 |
89,678 |
165 000 |
150,21 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,60 |
119,38 |
119,520 |
119,520 |
119,520 |
119,520 |
119,520 |
10 000 |
12,41 |
1 |
WS0437 |
PL0000104857 |
116,64 |
117,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
112,50 |
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 |
99,66 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,98 |
97,03 |
96,980 |
96,980 |
96,980 |
96,980 |
96,980 |
100 000 |
97,36 |
2 |
WZ0124 |
PL0000107454 |
95,86 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
94,00 |
93,900 |
93,900 |
93,890 |
93,890 |
93,893 |
40 000 |
37,59 |
2 |
TOTAL |
1 360 000 |
1 317,84 |
106 |
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 |
203 |
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 |
1,63 |
1,39 |
99,32 |
1,50 |
DS1017 |
PL0000104543 |
102,56 |
102,68 |
1,58 |
1,41 |
102,62 |
1,50 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,54 |
1,71 |
1,61 |
102,48 |
1,66 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,84 |
1,79 |
100,97 |
1,82 |
OK1018 |
PL0000109062 |
96,68 |
96,81 |
1,99 |
1,91 |
96,75 |
1,95 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,42 |
2,22 |
2,15 |
95,34 |
2,18 |
PS0719 |
PL0000108148 |
102,34 |
102,52 |
2,26 |
2,18 |
102,43 |
2,22 |
DS1019 |
PL0000105441 |
108,31 |
108,48 |
2,30 |
2,24 |
108,40 |
2,26 |
WZ0120 |
PL0000108601 |
99,59 |
99,79 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,15 |
2,50 |
2,43 |
97,05 |
2,46 |
DS1020 |
PL0000106126 |
109,07 |
109,33 |
2,64 |
2,57 |
109,20 |
2,61 |
WZ0121 |
PL0000106068 |
98,75 |
98,93 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,66 |
96,94 |
2,85 |
2,78 |
96,80 |
2,81 |
PS0721 |
PL0000109153 |
95,20 |
95,41 |
2,91 |
2,86 |
95,31 |
2,88 |
DS1021 |
PL0000106670 |
112,22 |
112,51 |
2,93 |
2,87 |
112,37 |
2,90 |
PS0422 |
PL0000109492 |
95,90 |
96,08 |
3,11 |
3,07 |
95,99 |
3,09 |
WS0922 |
PL0000102646 |
113,01 |
113,29 |
3,18 |
3,13 |
113,15 |
3,15 |
WZ1122 |
PL0000109377 |
96,89 |
97,12 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
108,27 |
113,20 |
--- |
--- |
110,74 |
--- |
DS1023 |
PL0000107264 |
103,60 |
104,02 |
3,39 |
3,32 |
103,81 |
3,35 |
WZ0124 |
PL0000107454 |
95,71 |
96,06 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
97,71 |
98,02 |
3,56 |
3,52 |
97,87 |
3,54 |
WZ0126 |
PL0000108817 |
93,75 |
94,09 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
90,85 |
91,28 |
3,66 |
3,60 |
91,07 |
3,63 |
DS0727 |
PL0000109427 |
89,28 |
89,67 |
3,76 |
3,71 |
89,48 |
3,73 |
WS0429 |
PL0000105391 |
118,36 |
120,12 |
3,83 |
3,67 |
119,24 |
3,75 |
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 |
1,63 |
1,39 |
99,32 |
1,50 |
DS1017 |
PL0000104543 |
102,55 |
102,67 |
1,59 |
1,43 |
102,61 |
1,51 |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,53 |
1,69 |
1,61 |
102,49 |
1,65 |
PS0718 |
PL0000107595 |
100,94 |
101,00 |
1,84 |
1,80 |
100,97 |
1,82 |
OK1018 |
PL0000109062 |
96,67 |
96,79 |
2,00 |
1,93 |
96,73 |
1,96 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,31 |
95,40 |
2,20 |
2,16 |
95,36 |
2,17 |
PS0719 |
PL0000108148 |
102,33 |
102,48 |
2,26 |
2,20 |
102,41 |
2,23 |
DS1019 |
PL0000105441 |
108,23 |
108,35 |
2,33 |
2,28 |
108,29 |
2,30 |
WZ0120 |
PL0000108601 |
99,58 |
99,79 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
96,90 |
97,03 |
2,51 |
2,47 |
96,97 |
2,49 |
DS1020 |
PL0000106126 |
109,02 |
109,27 |
2,66 |
2,59 |
109,15 |
2,62 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,61 |
96,82 |
2,86 |
2,81 |
96,72 |
2,83 |
PS0721 |
PL0000109153 |
95,13 |
95,30 |
2,93 |
2,89 |
95,22 |
2,91 |
DS1021 |
PL0000106670 |
112,19 |
112,38 |
2,94 |
2,89 |
112,29 |
2,91 |
PS0422 |
PL0000109492 |
95,83 |
95,99 |
3,13 |
3,09 |
95,91 |
3,11 |
WS0922 |
PL0000102646 |
112,86 |
113,03 |
3,21 |
3,18 |
112,95 |
3,19 |
WZ1122 |
PL0000109377 |
96,92 |
97,11 |
--- |
--- |
97,02 |
--- |
IZ0823 |
PL0000105359 |
108,80 |
113,25 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
103,52 |
103,95 |
3,40 |
3,33 |
103,74 |
3,36 |
WZ0124 |
PL0000107454 |
95,76 |
96,04 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
97,51 |
97,84 |
3,59 |
3,55 |
97,68 |
3,57 |
WZ0126 |
PL0000108817 |
93,80 |
94,08 |
--- |
--- |
93,94 |
--- |
DS0726 |
PL0000108866 |
90,81 |
91,07 |
3,66 |
3,63 |
90,94 |
3,65 |
DS0727 |
PL0000109427 |
89,17 |
89,48 |
3,77 |
3,73 |
89,33 |
3,75 |
WS0429 |
PL0000105391 |
118,36 |
120,03 |
3,83 |
3,68 |
119,20 |
3,76 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
45 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
35 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
135 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
50 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
190 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
200 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
45 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
35 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
160 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
65 |
TOTAL |
1 160 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.