2017-02-08 |
MARKET DATA |
No 27 (3060) |
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 |
1 185,00 |
1 141,78 |
99 |
1 040,00 |
1 045,93 |
13 |
2 225,00 |
2 187,71 |
112 |
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 |
100,64 |
100,69 |
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 |
102,54 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,46 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,67 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,35 |
95,37 |
95,370 |
95,370 |
95,370 |
95,370 |
95,370 |
30 000 |
28,61 |
1 |
PS0719 |
PL0000108148 |
102,28 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,22 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,96 |
97,03 |
97,040 |
97,040 |
97,040 |
97,040 |
97,040 |
5 000 |
4,91 |
1 |
DS1020 |
PL0000106126 |
109,10 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,70 |
96,70 |
96,700 |
96,740 |
96,700 |
96,740 |
96,733 |
30 000 |
29,50 |
2 |
PS0721 |
PL0000109153 |
95,17 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,20 |
112,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,89 |
95,80 |
95,850 |
95,920 |
95,800 |
95,920 |
95,860 |
510 000 |
498,03 |
35 |
WS0922 |
PL0000102646 |
113,03 |
112,92 |
112,920 |
113,050 |
112,920 |
113,050 |
112,963 |
15 000 |
17,28 |
3 |
DS1023 |
PL0000107264 |
103,61 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,65 |
97,46 |
97,600 |
97,700 |
97,550 |
97,700 |
97,631 |
180 000 |
178,94 |
20 |
DS0726 |
PL0000108866 |
90,82 |
90,67 |
90,680 |
90,950 |
90,680 |
90,950 |
90,814 |
120 000 |
110,62 |
9 |
DS0727 |
PL0000109427 |
89,37 |
89,05 |
89,050 |
89,370 |
89,050 |
89,360 |
89,231 |
275 000 |
249,15 |
26 |
WS0428 |
PL0000107611 |
89,48 |
91,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,00 |
118,84 |
119,070 |
119,070 |
119,070 |
119,070 |
119,070 |
20 000 |
24,73 |
2 |
WS0437 |
PL0000104857 |
111,31 |
121,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
112,40 |
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 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,62 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,95 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,83 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,83 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 185 000 |
1 141,78 |
99 |
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 |
201 |
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 |
99,38 |
1,65 |
1,38 |
99,32 |
1,51 |
DS1017 |
PL0000104543 |
102,52 |
102,65 |
1,61 |
1,43 |
102,59 |
1,51 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,52 |
1,70 |
1,61 |
102,47 |
1,65 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,85 |
1,80 |
100,96 |
1,82 |
OK1018 |
PL0000109062 |
96,65 |
96,79 |
2,02 |
1,93 |
96,72 |
1,98 |
WZ0119 |
PL0000107603 |
100,01 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,41 |
2,22 |
2,16 |
95,34 |
2,19 |
PS0719 |
PL0000108148 |
102,26 |
102,44 |
2,29 |
2,21 |
102,35 |
2,25 |
DS1019 |
PL0000105441 |
108,16 |
108,34 |
2,35 |
2,28 |
108,25 |
2,31 |
WZ0120 |
PL0000108601 |
99,55 |
99,79 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,08 |
2,52 |
2,46 |
96,98 |
2,49 |
DS1020 |
PL0000106126 |
108,99 |
109,23 |
2,66 |
2,60 |
109,11 |
2,63 |
WZ0121 |
PL0000106068 |
98,70 |
98,91 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
96,54 |
96,81 |
2,88 |
2,81 |
96,68 |
2,85 |
PS0721 |
PL0000109153 |
95,09 |
95,31 |
2,94 |
2,88 |
95,20 |
2,91 |
DS1021 |
PL0000106670 |
112,06 |
112,34 |
2,96 |
2,90 |
112,20 |
2,93 |
PS0422 |
PL0000109492 |
95,76 |
95,91 |
3,14 |
3,11 |
95,84 |
3,13 |
WS0922 |
PL0000102646 |
112,80 |
113,09 |
3,22 |
3,16 |
112,95 |
3,19 |
WZ1122 |
PL0000109377 |
96,86 |
97,08 |
--- |
--- |
96,97 |
--- |
IZ0823 |
PL0000105359 |
108,06 |
113,07 |
--- |
--- |
110,57 |
--- |
DS1023 |
PL0000107264 |
103,38 |
103,80 |
3,42 |
3,35 |
103,59 |
3,39 |
WZ0124 |
PL0000107454 |
95,70 |
96,01 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
97,34 |
97,71 |
3,62 |
3,56 |
97,53 |
3,59 |
WZ0126 |
PL0000108817 |
93,74 |
94,04 |
--- |
--- |
93,89 |
--- |
DS0726 |
PL0000108866 |
90,56 |
90,86 |
3,70 |
3,66 |
90,71 |
3,68 |
DS0727 |
PL0000109427 |
88,94 |
89,32 |
3,80 |
3,75 |
89,13 |
3,77 |
WS0429 |
PL0000105391 |
118,18 |
119,51 |
3,85 |
3,73 |
118,85 |
3,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,26 |
99,38 |
1,65 |
1,38 |
99,32 |
1,51 |
DS1017 |
PL0000104543 |
102,52 |
102,65 |
1,61 |
1,43 |
102,59 |
1,51 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,52 |
1,69 |
1,61 |
102,48 |
1,65 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,85 |
1,80 |
100,96 |
1,82 |
OK1018 |
PL0000109062 |
96,65 |
96,79 |
2,02 |
1,93 |
96,72 |
1,98 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,40 |
2,21 |
2,16 |
95,35 |
2,19 |
PS0719 |
PL0000108148 |
102,26 |
102,44 |
2,29 |
2,21 |
102,35 |
2,25 |
DS1019 |
PL0000105441 |
108,19 |
108,36 |
2,33 |
2,27 |
108,28 |
2,30 |
WZ0120 |
PL0000108601 |
99,57 |
99,76 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,09 |
2,51 |
2,45 |
97,01 |
2,48 |
DS1020 |
PL0000106126 |
109,05 |
109,20 |
2,65 |
2,61 |
109,13 |
2,63 |
WZ0121 |
PL0000106068 |
98,73 |
98,90 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,62 |
96,76 |
2,86 |
2,83 |
96,69 |
2,84 |
PS0721 |
PL0000109153 |
95,06 |
95,31 |
2,95 |
2,88 |
95,19 |
2,91 |
DS1021 |
PL0000106670 |
112,16 |
112,39 |
2,94 |
2,89 |
112,28 |
2,91 |
PS0422 |
PL0000109492 |
95,82 |
95,95 |
3,13 |
3,10 |
95,89 |
3,12 |
WS0922 |
PL0000102646 |
112,90 |
113,16 |
3,20 |
3,15 |
113,03 |
3,17 |
WZ1122 |
PL0000109377 |
96,89 |
97,08 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
108,76 |
113,15 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,91 |
3,40 |
3,34 |
103,71 |
3,37 |
WZ0124 |
PL0000107454 |
95,73 |
95,98 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
97,52 |
97,74 |
3,59 |
3,56 |
97,63 |
3,58 |
WZ0126 |
PL0000108817 |
93,75 |
93,99 |
--- |
--- |
93,87 |
--- |
DS0726 |
PL0000108866 |
90,72 |
91,05 |
3,68 |
3,63 |
90,89 |
3,65 |
DS0727 |
PL0000109427 |
89,12 |
89,49 |
3,78 |
3,73 |
89,31 |
3,75 |
WS0429 |
PL0000105391 |
118,43 |
119,72 |
3,83 |
3,71 |
119,08 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
10 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
90 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
200 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
110 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
80 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
175 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
90 |
TOTAL |
1 040 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.