2017-02-13 |
MARKET DATA |
No 30 (3063) |
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 |
820,00 |
780,12 |
52 |
390,00 |
395,08 |
11 |
1 210,00 |
1 175,20 |
63 |
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 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,31 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,50 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,45 |
102,44 |
102,450 |
102,450 |
102,450 |
102,450 |
102,450 |
100 000 |
105,49 |
2 |
PS0718 |
PL0000107595 |
100,91 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,71 |
96,71 |
96,710 |
96,710 |
96,710 |
96,710 |
96,710 |
10 000 |
9,67 |
1 |
OK0419 |
PL0000109633 |
95,33 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,23 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,20 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,86 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,92 |
108,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,50 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,05 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,98 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,70 |
95,57 |
95,580 |
95,580 |
95,570 |
95,570 |
95,577 |
100 000 |
97,40 |
5 |
WS0922 |
PL0000102646 |
112,68 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,24 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,50 |
96,99 |
97,300 |
97,300 |
96,850 |
97,000 |
97,064 |
165 000 |
163,17 |
17 |
DS0726 |
PL0000108866 |
90,42 |
90,08 |
90,320 |
90,320 |
89,980 |
90,080 |
90,171 |
255 000 |
233,52 |
14 |
DS0727 |
PL0000109427 |
88,68 |
88,30 |
88,660 |
88,660 |
88,300 |
88,300 |
88,528 |
190 000 |
170,87 |
13 |
WS0428 |
PL0000107611 |
89,24 |
91,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,07 |
117,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,84 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,60 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,89 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,65 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,69 |
93,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
820 000 |
780,12 |
52 |
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 |
196 |
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 |
1,65 |
1,38 |
99,34 |
1,52 |
DS1017 |
PL0000104543 |
102,47 |
102,60 |
1,61 |
1,42 |
102,54 |
1,51 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,52 |
1,67 |
1,59 |
102,47 |
1,63 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,87 |
1,81 |
100,93 |
1,84 |
OK1018 |
PL0000109062 |
96,65 |
96,78 |
2,04 |
1,96 |
96,72 |
1,99 |
WZ0119 |
PL0000107603 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,22 |
95,40 |
2,26 |
2,17 |
95,31 |
2,22 |
PS0719 |
PL0000108148 |
102,19 |
102,38 |
2,31 |
2,23 |
102,29 |
2,27 |
DS1019 |
PL0000105441 |
108,16 |
108,31 |
2,33 |
2,28 |
108,24 |
2,30 |
WZ0120 |
PL0000108601 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,80 |
97,03 |
2,55 |
2,48 |
96,92 |
2,51 |
DS1020 |
PL0000106126 |
108,82 |
109,07 |
2,70 |
2,63 |
108,95 |
2,67 |
WZ0121 |
PL0000106068 |
98,67 |
98,92 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,39 |
96,67 |
2,93 |
2,85 |
96,53 |
2,89 |
PS0721 |
PL0000109153 |
94,94 |
95,19 |
2,98 |
2,92 |
95,07 |
2,95 |
DS1021 |
PL0000106670 |
111,82 |
112,12 |
3,00 |
2,94 |
111,97 |
2,97 |
PS0422 |
PL0000109492 |
95,56 |
95,75 |
3,19 |
3,15 |
95,66 |
3,17 |
WS0922 |
PL0000102646 |
112,54 |
112,84 |
3,26 |
3,20 |
112,69 |
3,23 |
WZ1122 |
PL0000109377 |
96,84 |
97,09 |
--- |
--- |
96,97 |
--- |
IZ0823 |
PL0000105359 |
107,85 |
113,64 |
--- |
--- |
110,75 |
--- |
DS1023 |
PL0000107264 |
103,06 |
103,50 |
3,48 |
3,40 |
103,28 |
3,44 |
WZ0124 |
PL0000107454 |
95,60 |
96,02 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
97,01 |
97,24 |
3,66 |
3,63 |
97,13 |
3,65 |
WZ0126 |
PL0000108817 |
93,64 |
94,00 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
90,22 |
90,49 |
3,75 |
3,71 |
90,36 |
3,73 |
DS0727 |
PL0000109427 |
88,38 |
88,82 |
3,87 |
3,82 |
88,60 |
3,84 |
WS0429 |
PL0000105391 |
117,21 |
119,28 |
3,94 |
3,75 |
118,25 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,28 |
99,39 |
1,65 |
1,40 |
99,34 |
1,52 |
DS1017 |
PL0000104543 |
102,44 |
102,56 |
1,65 |
1,48 |
102,50 |
1,56 |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,41 |
102,48 |
1,68 |
1,62 |
102,45 |
1,65 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,90 |
1,83 |
100,89 |
1,86 |
OK1018 |
PL0000109062 |
96,63 |
96,75 |
2,05 |
1,97 |
96,69 |
2,01 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,40 |
2,24 |
2,17 |
95,34 |
2,20 |
PS0719 |
PL0000108148 |
102,16 |
102,33 |
2,32 |
2,25 |
102,25 |
2,29 |
DS1019 |
PL0000105441 |
108,10 |
108,27 |
2,35 |
2,29 |
108,19 |
2,32 |
WZ0120 |
PL0000108601 |
99,54 |
99,67 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,89 |
2,57 |
2,52 |
96,83 |
2,54 |
DS1020 |
PL0000106126 |
108,87 |
109,04 |
2,69 |
2,64 |
108,96 |
2,66 |
WZ0121 |
PL0000106068 |
98,63 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
96,38 |
96,62 |
2,93 |
2,86 |
96,50 |
2,90 |
PS0721 |
PL0000109153 |
94,93 |
95,15 |
2,98 |
2,93 |
95,04 |
2,96 |
DS1021 |
PL0000106670 |
111,79 |
112,09 |
3,01 |
2,95 |
111,94 |
2,98 |
PS0422 |
PL0000109492 |
95,54 |
95,72 |
3,19 |
3,15 |
95,63 |
3,17 |
WS0922 |
PL0000102646 |
112,49 |
112,67 |
3,27 |
3,24 |
112,58 |
3,25 |
WZ1122 |
PL0000109377 |
96,84 |
97,08 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
108,47 |
112,65 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
103,00 |
103,43 |
3,49 |
3,41 |
103,22 |
3,45 |
WZ0124 |
PL0000107454 |
95,57 |
95,91 |
--- |
--- |
95,74 |
--- |
DS0725 |
PL0000108197 |
96,89 |
97,20 |
3,68 |
3,64 |
97,05 |
3,66 |
WZ0126 |
PL0000108817 |
93,60 |
93,91 |
--- |
--- |
93,76 |
--- |
DS0726 |
PL0000108866 |
89,99 |
90,30 |
3,78 |
3,73 |
90,15 |
3,76 |
DS0727 |
PL0000109427 |
88,24 |
88,54 |
3,89 |
3,85 |
88,39 |
3,87 |
WS0429 |
PL0000105391 |
117,15 |
118,94 |
3,95 |
3,78 |
118,05 |
3,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
5 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
25 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
TOTAL |
390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.