2017-02-14 |
MARKET DATA |
No 31 (3064) |
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 |
780,00 |
744,42 |
73 |
1 335,00 |
1 299,67 |
13 |
2 115,00 |
2 044,09 |
86 |
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 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,47 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,45 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,71 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,33 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,23 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,17 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,85 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,95 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,55 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,00 |
95,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,89 |
112,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,68 |
95,64 |
95,730 |
95,730 |
95,600 |
95,650 |
95,678 |
40 000 |
39,00 |
5 |
WS0922 |
PL0000102646 |
112,78 |
112,67 |
112,780 |
112,780 |
112,780 |
112,780 |
112,780 |
10 000 |
11,51 |
1 |
DS1023 |
PL0000107264 |
103,40 |
103,39 |
103,300 |
103,300 |
103,300 |
103,300 |
103,300 |
85 000 |
88,87 |
6 |
DS0725 |
PL0000108197 |
97,25 |
97,04 |
97,100 |
97,250 |
97,040 |
97,070 |
97,155 |
250 000 |
247,47 |
25 |
DS0726 |
PL0000108866 |
90,50 |
90,10 |
90,200 |
90,450 |
90,100 |
90,150 |
90,259 |
130 000 |
119,17 |
9 |
DS0727 |
PL0000109427 |
88,72 |
88,45 |
88,450 |
88,650 |
88,450 |
88,480 |
88,552 |
265 000 |
238,40 |
27 |
WS0428 |
PL0000107611 |
88,89 |
91,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,07 |
118,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,22 |
120,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,63 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,90 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,73 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,60 |
93,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
780 000 |
744,42 |
73 |
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 |
195 |
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 |
99,30 |
99,42 |
1,62 |
1,34 |
99,36 |
1,48 |
DS1017 |
PL0000104543 |
102,44 |
102,56 |
1,63 |
1,47 |
102,50 |
1,55 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,38 |
102,48 |
1,70 |
1,62 |
102,43 |
1,66 |
PS0718 |
PL0000107595 |
100,86 |
100,94 |
1,88 |
1,83 |
100,90 |
1,85 |
OK1018 |
PL0000109062 |
96,66 |
96,77 |
2,03 |
1,96 |
96,72 |
2,00 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,41 |
2,24 |
2,17 |
95,34 |
2,21 |
PS0719 |
PL0000108148 |
102,17 |
102,35 |
2,32 |
2,24 |
102,26 |
2,28 |
DS1019 |
PL0000105441 |
108,11 |
108,28 |
2,35 |
2,28 |
108,20 |
2,31 |
WZ0120 |
PL0000108601 |
99,55 |
99,71 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,79 |
97,01 |
2,56 |
2,48 |
96,90 |
2,52 |
DS1020 |
PL0000106126 |
108,82 |
109,05 |
2,70 |
2,64 |
108,94 |
2,67 |
WZ0121 |
PL0000106068 |
98,62 |
98,88 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
96,46 |
96,62 |
2,91 |
2,87 |
96,54 |
2,89 |
PS0721 |
PL0000109153 |
94,95 |
95,18 |
2,98 |
2,92 |
95,07 |
2,95 |
DS1021 |
PL0000106670 |
111,82 |
112,11 |
3,00 |
2,94 |
111,97 |
2,97 |
PS0422 |
PL0000109492 |
95,57 |
95,73 |
3,19 |
3,15 |
95,65 |
3,17 |
WS0922 |
PL0000102646 |
112,52 |
112,81 |
3,26 |
3,21 |
112,67 |
3,23 |
WZ1122 |
PL0000109377 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
IZ0823 |
PL0000105359 |
108,00 |
113,22 |
--- |
--- |
110,61 |
--- |
DS1023 |
PL0000107264 |
103,06 |
103,48 |
3,48 |
3,41 |
103,27 |
3,44 |
WZ0124 |
PL0000107454 |
95,56 |
95,95 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
97,00 |
97,29 |
3,67 |
3,62 |
97,15 |
3,64 |
WZ0126 |
PL0000108817 |
93,57 |
93,93 |
--- |
--- |
93,75 |
--- |
DS0726 |
PL0000108866 |
90,11 |
90,31 |
3,76 |
3,73 |
90,21 |
3,75 |
DS0727 |
PL0000109427 |
88,32 |
88,68 |
3,88 |
3,83 |
88,50 |
3,86 |
WS0429 |
PL0000105391 |
117,40 |
118,84 |
3,92 |
3,79 |
118,12 |
3,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,31 |
99,42 |
1,59 |
1,34 |
99,37 |
1,46 |
DS1017 |
PL0000104543 |
102,44 |
102,56 |
1,63 |
1,47 |
102,50 |
1,55 |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,41 |
102,49 |
1,68 |
1,61 |
102,45 |
1,64 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,87 |
1,82 |
100,92 |
1,84 |
OK1018 |
PL0000109062 |
96,68 |
96,77 |
2,02 |
1,96 |
96,73 |
1,99 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,42 |
2,25 |
2,17 |
95,34 |
2,21 |
PS0719 |
PL0000108148 |
102,17 |
102,35 |
2,32 |
2,24 |
102,26 |
2,28 |
DS1019 |
PL0000105441 |
108,09 |
108,26 |
2,35 |
2,29 |
108,18 |
2,32 |
WZ0120 |
PL0000108601 |
99,57 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,77 |
96,94 |
2,57 |
2,51 |
96,86 |
2,54 |
DS1020 |
PL0000106126 |
108,89 |
109,03 |
2,68 |
2,64 |
108,96 |
2,66 |
WZ0121 |
PL0000106068 |
98,71 |
98,89 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,38 |
96,66 |
2,93 |
2,85 |
96,52 |
2,89 |
PS0721 |
PL0000109153 |
94,91 |
95,14 |
2,99 |
2,93 |
95,03 |
2,96 |
DS1021 |
PL0000106670 |
111,78 |
112,07 |
3,01 |
2,95 |
111,93 |
2,98 |
PS0422 |
PL0000109492 |
95,61 |
95,74 |
3,18 |
3,15 |
95,68 |
3,16 |
WS0922 |
PL0000102646 |
112,54 |
112,74 |
3,26 |
3,22 |
112,64 |
3,24 |
WZ1122 |
PL0000109377 |
96,86 |
97,06 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
107,91 |
112,86 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
103,25 |
103,54 |
3,44 |
3,40 |
103,40 |
3,42 |
WZ0124 |
PL0000107454 |
95,63 |
95,92 |
--- |
--- |
95,78 |
--- |
DS0725 |
PL0000108197 |
97,13 |
97,34 |
3,65 |
3,62 |
97,24 |
3,63 |
WZ0126 |
PL0000108817 |
93,56 |
93,91 |
--- |
--- |
93,74 |
--- |
DS0726 |
PL0000108866 |
90,17 |
90,43 |
3,75 |
3,72 |
90,30 |
3,74 |
DS0727 |
PL0000109427 |
88,47 |
88,71 |
3,86 |
3,83 |
88,59 |
3,84 |
WS0429 |
PL0000105391 |
117,45 |
118,88 |
3,92 |
3,78 |
118,17 |
3,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
100 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
180 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
520 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.