2017-02-07 |
MARKET DATA |
No 26 (3059) |
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 |
660,00 |
628,99 |
58 |
1 365,00 |
1 364,43 |
20 |
2 025,00 |
1 993,42 |
78 |
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 |
100,68 |
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 |
102,56 |
102,61 |
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 |
100,96 |
100,96 |
100,960 |
100,960 |
100,950 |
100,950 |
100,951 |
70 000 |
71,62 |
3 |
OK1018 |
PL0000109062 |
96,68 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,34 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,29 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,23 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,93 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,03 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,60 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,17 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,13 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,82 |
95,79 |
95,820 |
95,820 |
95,780 |
95,780 |
95,807 |
30 000 |
29,28 |
3 |
WS0922 |
PL0000102646 |
112,96 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,60 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,65 |
97,35 |
97,350 |
97,350 |
97,270 |
97,300 |
97,307 |
105 000 |
104,03 |
10 |
DS0726 |
PL0000108866 |
90,88 |
90,55 |
90,850 |
90,850 |
90,500 |
90,600 |
90,593 |
155 000 |
142,53 |
17 |
DS0727 |
PL0000109427 |
89,26 |
88,85 |
89,330 |
89,330 |
88,840 |
88,950 |
89,008 |
140 000 |
126,52 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,09 |
118,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,20 |
116,31 |
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 |
100,20 |
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 |
99,61 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,95 |
96,95 |
96,950 |
96,950 |
96,930 |
96,930 |
96,948 |
110 000 |
107,06 |
5 |
WZ0124 |
PL0000107454 |
95,82 |
95,82 |
95,820 |
95,820 |
95,820 |
95,820 |
95,820 |
50 000 |
47,95 |
1 |
WZ0126 |
PL0000108817 |
93,80 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
660 000 |
628,99 |
58 |
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 |
202 |
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 |
1,64 |
1,39 |
99,32 |
1,51 |
DS1017 |
PL0000104543 |
102,54 |
102,64 |
1,59 |
1,45 |
102,59 |
1,52 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,53 |
1,69 |
1,61 |
102,48 |
1,65 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,84 |
1,80 |
100,96 |
1,82 |
OK1018 |
PL0000109062 |
96,67 |
96,80 |
2,00 |
1,92 |
96,74 |
1,96 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,42 |
2,21 |
2,15 |
95,36 |
2,18 |
PS0719 |
PL0000108148 |
102,27 |
102,46 |
2,28 |
2,21 |
102,37 |
2,24 |
DS1019 |
PL0000105441 |
108,21 |
108,37 |
2,33 |
2,27 |
108,29 |
2,30 |
WZ0120 |
PL0000108601 |
99,58 |
99,80 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
96,90 |
97,10 |
2,52 |
2,45 |
97,00 |
2,48 |
DS1020 |
PL0000106126 |
109,01 |
109,26 |
2,66 |
2,59 |
109,14 |
2,62 |
WZ0121 |
PL0000106068 |
98,68 |
98,89 |
--- |
--- |
98,79 |
--- |
PS0421 |
PL0000108916 |
96,57 |
96,80 |
2,87 |
2,81 |
96,69 |
2,84 |
PS0721 |
PL0000109153 |
95,14 |
95,35 |
2,93 |
2,87 |
95,25 |
2,90 |
DS1021 |
PL0000106670 |
112,12 |
112,41 |
2,95 |
2,89 |
112,27 |
2,92 |
PS0422 |
PL0000109492 |
95,78 |
95,98 |
3,14 |
3,10 |
95,88 |
3,12 |
WS0922 |
PL0000102646 |
112,92 |
113,18 |
3,20 |
3,15 |
113,05 |
3,17 |
WZ1122 |
PL0000109377 |
96,91 |
97,08 |
--- |
--- |
97,00 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
113,12 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
103,57 |
103,96 |
3,39 |
3,33 |
103,77 |
3,36 |
WZ0124 |
PL0000107454 |
95,66 |
96,02 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
97,53 |
97,89 |
3,59 |
3,54 |
97,71 |
3,56 |
WZ0126 |
PL0000108817 |
93,73 |
94,09 |
--- |
--- |
93,91 |
--- |
DS0726 |
PL0000108866 |
90,78 |
91,07 |
3,67 |
3,63 |
90,93 |
3,65 |
DS0727 |
PL0000109427 |
89,18 |
89,46 |
3,77 |
3,73 |
89,32 |
3,75 |
WS0429 |
PL0000105391 |
118,64 |
119,94 |
3,81 |
3,69 |
119,29 |
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 |
1,64 |
1,39 |
99,32 |
1,51 |
DS1017 |
PL0000104543 |
102,54 |
102,65 |
1,59 |
1,44 |
102,60 |
1,51 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,44 |
102,52 |
1,68 |
1,62 |
102,48 |
1,65 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,85 |
1,81 |
100,95 |
1,83 |
OK1018 |
PL0000109062 |
96,66 |
96,79 |
2,01 |
1,93 |
96,73 |
1,97 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,38 |
2,22 |
2,17 |
95,33 |
2,19 |
PS0719 |
PL0000108148 |
102,26 |
102,41 |
2,29 |
2,23 |
102,34 |
2,26 |
DS1019 |
PL0000105441 |
108,18 |
108,33 |
2,34 |
2,29 |
108,26 |
2,31 |
WZ0120 |
PL0000108601 |
99,56 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,87 |
97,04 |
2,53 |
2,47 |
96,96 |
2,50 |
DS1020 |
PL0000106126 |
108,98 |
109,21 |
2,67 |
2,61 |
109,10 |
2,64 |
WZ0121 |
PL0000106068 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,53 |
96,78 |
2,88 |
2,82 |
96,66 |
2,85 |
PS0721 |
PL0000109153 |
95,06 |
95,24 |
2,95 |
2,90 |
95,15 |
2,92 |
DS1021 |
PL0000106670 |
112,01 |
112,30 |
2,97 |
2,91 |
112,16 |
2,94 |
PS0422 |
PL0000109492 |
95,73 |
95,86 |
3,15 |
3,12 |
95,80 |
3,13 |
WS0922 |
PL0000102646 |
112,72 |
112,92 |
3,23 |
3,20 |
112,82 |
3,21 |
WZ1122 |
PL0000109377 |
96,89 |
97,06 |
--- |
--- |
96,98 |
--- |
IZ0823 |
PL0000105359 |
108,85 |
113,15 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
103,30 |
103,65 |
3,44 |
3,38 |
103,48 |
3,41 |
WZ0124 |
PL0000107454 |
95,69 |
95,92 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
97,23 |
97,47 |
3,63 |
3,60 |
97,35 |
3,62 |
WZ0126 |
PL0000108817 |
93,73 |
93,99 |
--- |
--- |
93,86 |
--- |
DS0726 |
PL0000108866 |
90,51 |
90,73 |
3,70 |
3,67 |
90,62 |
3,69 |
DS0727 |
PL0000109427 |
88,81 |
89,08 |
3,81 |
3,78 |
88,95 |
3,80 |
WS0429 |
PL0000105391 |
118,04 |
119,41 |
3,86 |
3,74 |
118,73 |
3,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
15 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
35 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
220 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
135 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
20 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
125 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
240 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
280 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,490 |
1,478 |
145 |
TOTAL |
1 365 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.