2017-02-10 |
MARKET DATA |
No 29 (3062) |
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 |
1 190,00 |
1 161,24 |
88 |
1 090,00 |
1 111,99 |
9 |
2 280,00 |
2 273,23 |
97 |
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 |
100,60 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,28 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,54 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,47 |
102,47 |
102,470 |
102,470 |
102,460 |
102,460 |
102,462 |
115 000 |
121,32 |
4 |
PS0718 |
PL0000107595 |
100,94 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,68 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,34 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,30 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,25 |
108,29 |
108,240 |
108,240 |
108,240 |
108,240 |
108,240 |
35 000 |
38,47 |
2 |
PS0420 |
PL0000108510 |
96,90 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,00 |
109,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,57 |
96,59 |
96,570 |
96,570 |
96,570 |
96,570 |
96,570 |
25 000 |
24,55 |
1 |
PS0721 |
PL0000109153 |
95,06 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
112,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,80 |
95,65 |
95,720 |
95,750 |
95,720 |
95,730 |
95,744 |
115 000 |
112,20 |
6 |
WS0922 |
PL0000102646 |
112,70 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,37 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,25 |
97,00 |
97,250 |
97,250 |
96,910 |
97,200 |
97,094 |
320 000 |
316,51 |
32 |
DS0726 |
PL0000108866 |
90,50 |
90,40 |
90,500 |
90,500 |
90,400 |
90,490 |
90,455 |
65 000 |
59,70 |
8 |
DS0727 |
PL0000109427 |
89,00 |
88,65 |
89,000 |
89,000 |
88,580 |
88,650 |
88,747 |
252 500 |
227,61 |
24 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,44 |
118,57 |
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 |
109,80 |
112,80 |
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 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
117 500 |
117,68 |
6 |
WZ0120 |
PL0000108601 |
99,62 |
99,66 |
99,660 |
99,660 |
99,660 |
99,660 |
99,660 |
20 000 |
19,95 |
1 |
WZ0121 |
PL0000106068 |
98,82 |
98,80 |
98,800 |
98,820 |
98,800 |
98,800 |
98,805 |
100 000 |
98,91 |
3 |
WZ1122 |
PL0000109377 |
96,97 |
96,99 |
96,960 |
96,960 |
96,960 |
96,960 |
96,960 |
25 000 |
24,34 |
1 |
WZ0124 |
PL0000107454 |
95,80 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,75 |
93,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 190 000 |
1 161,24 |
88 |
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 |
197 |
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 |
99,27 |
99,39 |
1,67 |
1,39 |
99,33 |
1,53 |
DS1017 |
PL0000104543 |
102,47 |
102,61 |
1,62 |
1,42 |
102,54 |
1,52 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,51 |
1,68 |
1,60 |
102,47 |
1,64 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,85 |
1,79 |
100,95 |
1,82 |
OK1018 |
PL0000109062 |
96,66 |
96,80 |
2,03 |
1,94 |
96,73 |
1,98 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,44 |
2,24 |
2,15 |
95,36 |
2,19 |
PS0719 |
PL0000108148 |
102,28 |
102,42 |
2,28 |
2,22 |
102,35 |
2,25 |
DS1019 |
PL0000105441 |
108,22 |
108,36 |
2,31 |
2,26 |
108,29 |
2,29 |
WZ0120 |
PL0000108601 |
99,56 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,07 |
2,53 |
2,46 |
96,98 |
2,49 |
DS1020 |
PL0000106126 |
108,93 |
109,15 |
2,67 |
2,61 |
109,04 |
2,64 |
WZ0121 |
PL0000106068 |
98,71 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
96,55 |
96,79 |
2,88 |
2,82 |
96,67 |
2,85 |
PS0721 |
PL0000109153 |
95,01 |
95,24 |
2,96 |
2,90 |
95,13 |
2,93 |
DS1021 |
PL0000106670 |
111,92 |
112,22 |
2,98 |
2,92 |
112,07 |
2,95 |
PS0422 |
PL0000109492 |
95,68 |
95,85 |
3,16 |
3,13 |
95,77 |
3,14 |
WS0922 |
PL0000102646 |
112,66 |
112,96 |
3,24 |
3,18 |
112,81 |
3,21 |
WZ1122 |
PL0000109377 |
96,88 |
97,09 |
--- |
--- |
96,99 |
--- |
IZ0823 |
PL0000105359 |
108,34 |
113,64 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
103,27 |
103,70 |
3,44 |
3,37 |
103,49 |
3,40 |
WZ0124 |
PL0000107454 |
95,70 |
96,06 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
97,16 |
97,51 |
3,64 |
3,59 |
97,34 |
3,62 |
WZ0126 |
PL0000108817 |
93,68 |
93,96 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
90,39 |
90,83 |
3,72 |
3,66 |
90,61 |
3,69 |
DS0727 |
PL0000109427 |
88,82 |
89,07 |
3,81 |
3,78 |
88,95 |
3,80 |
WS0429 |
PL0000105391 |
118,00 |
119,50 |
3,87 |
3,73 |
118,75 |
3,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,27 |
99,39 |
1,67 |
1,39 |
99,33 |
1,53 |
DS1017 |
PL0000104543 |
102,48 |
102,60 |
1,61 |
1,44 |
102,54 |
1,52 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,43 |
102,50 |
1,67 |
1,61 |
102,47 |
1,64 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,85 |
1,80 |
100,95 |
1,82 |
OK1018 |
PL0000109062 |
96,65 |
96,78 |
2,03 |
1,95 |
96,72 |
1,99 |
WZ0119 |
PL0000107603 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,41 |
2,22 |
2,17 |
95,36 |
2,19 |
PS0719 |
PL0000108148 |
102,20 |
102,38 |
2,31 |
2,23 |
102,29 |
2,27 |
DS1019 |
PL0000105441 |
108,18 |
108,33 |
2,33 |
2,27 |
108,26 |
2,30 |
WZ0120 |
PL0000108601 |
99,56 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,83 |
97,05 |
2,54 |
2,47 |
96,94 |
2,51 |
DS1020 |
PL0000106126 |
108,92 |
109,10 |
2,68 |
2,63 |
109,01 |
2,65 |
WZ0121 |
PL0000106068 |
98,70 |
98,89 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,47 |
96,68 |
2,90 |
2,85 |
96,58 |
2,87 |
PS0721 |
PL0000109153 |
95,01 |
95,21 |
2,96 |
2,91 |
95,11 |
2,94 |
DS1021 |
PL0000106670 |
111,95 |
112,18 |
2,98 |
2,93 |
112,07 |
2,95 |
PS0422 |
PL0000109492 |
95,72 |
95,87 |
3,15 |
3,12 |
95,80 |
3,14 |
WS0922 |
PL0000102646 |
112,65 |
112,86 |
3,24 |
3,20 |
112,76 |
3,22 |
WZ1122 |
PL0000109377 |
96,86 |
97,04 |
--- |
--- |
96,95 |
--- |
IZ0823 |
PL0000105359 |
108,66 |
113,82 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
103,32 |
103,50 |
3,43 |
3,40 |
103,41 |
3,42 |
WZ0124 |
PL0000107454 |
95,71 |
96,03 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
97,15 |
97,42 |
3,64 |
3,61 |
97,29 |
3,62 |
WZ0126 |
PL0000108817 |
93,68 |
93,90 |
--- |
--- |
93,79 |
--- |
DS0726 |
PL0000108866 |
90,43 |
90,73 |
3,72 |
3,68 |
90,58 |
3,70 |
DS0727 |
PL0000109427 |
88,73 |
89,11 |
3,83 |
3,78 |
88,92 |
3,80 |
WS0429 |
PL0000105391 |
117,63 |
119,56 |
3,90 |
3,72 |
118,60 |
3,81 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
245 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
330 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
155 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
100 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
90 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
10 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
55 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
105 |
TOTAL |
1 090 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.