2017-02-09 |
MARKET DATA |
No 28 (3061) |
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 |
790,00 |
799,99 |
74 |
715,00 |
725,19 |
11 |
1 505,00 |
1 525,18 |
85 |
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 |
100,61 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,31 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,55 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,46 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,72 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,38 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,27 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,30 |
108,30 |
108,300 |
108,310 |
108,300 |
108,300 |
108,301 |
110 000 |
120,97 |
4 |
PS0420 |
PL0000108510 |
97,02 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,13 |
109,08 |
109,080 |
109,080 |
109,080 |
109,080 |
109,080 |
30 000 |
33,20 |
5 |
PS0421 |
PL0000108916 |
96,75 |
96,75 |
96,750 |
96,750 |
96,720 |
96,720 |
96,726 |
50 000 |
49,17 |
5 |
PS0721 |
PL0000109153 |
95,22 |
95,17 |
95,220 |
95,220 |
95,220 |
95,220 |
95,220 |
10 000 |
9,62 |
1 |
DS1021 |
PL0000106670 |
112,25 |
112,29 |
112,200 |
112,200 |
112,200 |
112,200 |
112,200 |
2 500 |
2,85 |
1 |
PS0422 |
PL0000109492 |
95,95 |
95,88 |
95,820 |
95,950 |
95,820 |
95,920 |
95,922 |
235 000 |
229,68 |
20 |
WS0922 |
PL0000102646 |
113,05 |
112,95 |
113,050 |
113,050 |
112,960 |
112,980 |
112,984 |
105 000 |
121,00 |
10 |
DS1023 |
PL0000107264 |
103,57 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,62 |
97,60 |
97,570 |
97,630 |
97,470 |
97,470 |
97,558 |
65 000 |
64,59 |
9 |
DS0726 |
PL0000108866 |
90,91 |
90,85 |
90,900 |
90,910 |
90,830 |
90,830 |
90,887 |
122 500 |
113,04 |
12 |
DS0727 |
PL0000109427 |
89,35 |
89,15 |
89,300 |
89,350 |
89,150 |
89,150 |
89,288 |
40 000 |
36,27 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,84 |
119,11 |
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 |
109,00 |
113,00 |
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 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
10 000 |
10,01 |
1 |
WZ0120 |
PL0000108601 |
99,63 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,81 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,93 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,88 |
95,96 |
95,850 |
95,850 |
95,850 |
95,850 |
95,850 |
10 000 |
9,59 |
1 |
WZ0126 |
PL0000108817 |
93,82 |
93,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
790 000 |
799,99 |
74 |
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 |
198 |
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 |
99,28 |
99,40 |
1,63 |
1,36 |
99,34 |
1,50 |
DS1017 |
PL0000104543 |
102,51 |
102,64 |
1,58 |
1,40 |
102,58 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,54 |
1,67 |
1,58 |
102,49 |
1,62 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,84 |
1,80 |
100,96 |
1,82 |
OK1018 |
PL0000109062 |
96,66 |
96,80 |
2,02 |
1,94 |
96,73 |
1,98 |
WZ0119 |
PL0000107603 |
100,01 |
100,12 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,46 |
2,22 |
2,14 |
95,38 |
2,18 |
PS0719 |
PL0000108148 |
102,24 |
102,43 |
2,29 |
2,21 |
102,34 |
2,25 |
DS1019 |
PL0000105441 |
108,23 |
108,39 |
2,31 |
2,25 |
108,31 |
2,28 |
WZ0120 |
PL0000108601 |
99,57 |
99,77 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,12 |
2,51 |
2,45 |
97,03 |
2,48 |
DS1020 |
PL0000106126 |
109,04 |
109,23 |
2,64 |
2,59 |
109,14 |
2,62 |
WZ0121 |
PL0000106068 |
98,71 |
98,94 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,57 |
96,84 |
2,88 |
2,81 |
96,71 |
2,84 |
PS0721 |
PL0000109153 |
95,12 |
95,34 |
2,93 |
2,88 |
95,23 |
2,91 |
DS1021 |
PL0000106670 |
112,08 |
112,36 |
2,95 |
2,89 |
112,22 |
2,92 |
PS0422 |
PL0000109492 |
95,83 |
96,00 |
3,13 |
3,09 |
95,92 |
3,11 |
WS0922 |
PL0000102646 |
112,89 |
113,18 |
3,20 |
3,14 |
113,04 |
3,17 |
WZ1122 |
PL0000109377 |
96,88 |
97,07 |
--- |
--- |
96,98 |
--- |
IZ0823 |
PL0000105359 |
108,37 |
113,66 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,94 |
3,40 |
3,33 |
103,72 |
3,37 |
WZ0124 |
PL0000107454 |
95,75 |
96,05 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
97,48 |
97,74 |
3,60 |
3,56 |
97,61 |
3,58 |
WZ0126 |
PL0000108817 |
93,74 |
93,98 |
--- |
--- |
93,86 |
--- |
DS0726 |
PL0000108866 |
90,72 |
90,99 |
3,68 |
3,64 |
90,86 |
3,66 |
DS0727 |
PL0000109427 |
89,14 |
89,44 |
3,77 |
3,74 |
89,29 |
3,76 |
WS0429 |
PL0000105391 |
118,37 |
119,83 |
3,83 |
3,70 |
119,10 |
3,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,28 |
99,40 |
1,63 |
1,36 |
99,34 |
1,50 |
DS1017 |
PL0000104543 |
102,50 |
102,64 |
1,59 |
1,40 |
102,57 |
1,49 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,54 |
1,67 |
1,58 |
102,49 |
1,62 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,84 |
1,80 |
100,96 |
1,82 |
OK1018 |
PL0000109062 |
96,67 |
96,80 |
2,02 |
1,94 |
96,74 |
1,97 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,33 |
95,44 |
2,20 |
2,15 |
95,39 |
2,17 |
PS0719 |
PL0000108148 |
102,25 |
102,44 |
2,29 |
2,21 |
102,35 |
2,25 |
DS1019 |
PL0000105441 |
108,26 |
108,40 |
2,30 |
2,25 |
108,33 |
2,27 |
WZ0120 |
PL0000108601 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,07 |
2,50 |
2,46 |
97,01 |
2,48 |
DS1020 |
PL0000106126 |
109,04 |
109,24 |
2,64 |
2,59 |
109,14 |
2,62 |
WZ0121 |
PL0000106068 |
98,74 |
98,90 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,65 |
96,84 |
2,86 |
2,81 |
96,75 |
2,83 |
PS0721 |
PL0000109153 |
95,09 |
95,24 |
2,94 |
2,90 |
95,17 |
2,92 |
DS1021 |
PL0000106670 |
112,11 |
112,34 |
2,95 |
2,90 |
112,23 |
2,92 |
PS0422 |
PL0000109492 |
95,83 |
95,96 |
3,13 |
3,10 |
95,90 |
3,11 |
WS0922 |
PL0000102646 |
112,84 |
113,02 |
3,21 |
3,17 |
112,93 |
3,19 |
WZ1122 |
PL0000109377 |
96,88 |
97,09 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
108,43 |
113,56 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
103,48 |
103,89 |
3,41 |
3,34 |
103,69 |
3,37 |
WZ0124 |
PL0000107454 |
95,79 |
96,02 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
97,44 |
97,68 |
3,60 |
3,57 |
97,56 |
3,59 |
WZ0126 |
PL0000108817 |
93,72 |
93,94 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
90,70 |
90,93 |
3,68 |
3,65 |
90,82 |
3,66 |
DS0727 |
PL0000109427 |
89,06 |
89,37 |
3,78 |
3,75 |
89,22 |
3,76 |
WS0429 |
PL0000105391 |
118,28 |
119,82 |
3,84 |
3,70 |
119,05 |
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) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
95 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
95 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
130 |
TOTAL |
715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.