2017-02-15 |
MARKET DATA |
No 32 (3065) |
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 |
550,00 |
517,31 |
45 |
920,00 |
889,87 |
7 |
1 470,00 |
1 407,18 |
52 |
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 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,46 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,43 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,88 |
100,880 |
100,880 |
100,880 |
100,880 |
100,880 |
10 000 |
10,23 |
1 |
OK1018 |
PL0000109062 |
96,70 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,32 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,23 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,12 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,84 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,46 |
96,44 |
96,450 |
96,450 |
96,440 |
96,440 |
96,447 |
15 000 |
14,71 |
2 |
PS0721 |
PL0000109153 |
94,97 |
94,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,86 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,57 |
95,51 |
95,570 |
95,570 |
95,490 |
95,550 |
95,527 |
125 000 |
121,71 |
7 |
WS0922 |
PL0000102646 |
112,60 |
112,55 |
112,540 |
112,540 |
112,530 |
112,530 |
112,535 |
20 000 |
22,97 |
2 |
DS1023 |
PL0000107264 |
103,25 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,02 |
96,98 |
96,950 |
97,000 |
96,900 |
96,940 |
96,948 |
40 000 |
39,52 |
4 |
DS0726 |
PL0000108866 |
90,12 |
89,97 |
90,120 |
90,120 |
89,920 |
89,920 |
90,020 |
40 000 |
36,58 |
2 |
DS0727 |
PL0000109427 |
88,46 |
88,20 |
88,400 |
88,460 |
88,200 |
88,310 |
88,356 |
275 000 |
246,88 |
26 |
WS0428 |
PL0000107611 |
88,78 |
90,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,73 |
117,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,01 |
119,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
112,00 |
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 |
99,62 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,78 |
98,80 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
25 000 |
24,72 |
1 |
WZ1122 |
PL0000109377 |
96,89 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,75 |
93,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
550 000 |
517,31 |
45 |
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 |
194 |
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 |
99,29 |
99,42 |
1,65 |
1,35 |
99,36 |
1,49 |
DS1017 |
PL0000104543 |
102,42 |
102,55 |
1,65 |
1,47 |
102,49 |
1,55 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,39 |
102,48 |
1,69 |
1,61 |
102,44 |
1,65 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,89 |
1,83 |
100,90 |
1,85 |
OK1018 |
PL0000109062 |
96,65 |
96,76 |
2,04 |
1,97 |
96,71 |
2,01 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,22 |
95,41 |
2,27 |
2,18 |
95,32 |
2,22 |
PS0719 |
PL0000108148 |
102,18 |
102,34 |
2,31 |
2,25 |
102,26 |
2,28 |
DS1019 |
PL0000105441 |
108,08 |
108,24 |
2,35 |
2,30 |
108,16 |
2,32 |
WZ0120 |
PL0000108601 |
99,56 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,97 |
2,57 |
2,50 |
96,87 |
2,53 |
DS1020 |
PL0000106126 |
108,77 |
108,99 |
2,71 |
2,65 |
108,88 |
2,68 |
WZ0121 |
PL0000106068 |
98,67 |
98,90 |
--- |
--- |
98,79 |
--- |
PS0421 |
PL0000108916 |
96,38 |
96,62 |
2,93 |
2,87 |
96,50 |
2,90 |
PS0721 |
PL0000109153 |
94,87 |
95,10 |
3,00 |
2,94 |
94,99 |
2,97 |
DS1021 |
PL0000106670 |
111,74 |
112,03 |
3,02 |
2,96 |
111,89 |
2,99 |
PS0422 |
PL0000109492 |
95,49 |
95,68 |
3,21 |
3,16 |
95,59 |
3,18 |
WS0922 |
PL0000102646 |
112,49 |
112,78 |
3,27 |
3,21 |
112,64 |
3,24 |
WZ1122 |
PL0000109377 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
IZ0823 |
PL0000105359 |
107,56 |
113,41 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
103,09 |
103,49 |
3,47 |
3,40 |
103,29 |
3,44 |
WZ0124 |
PL0000107454 |
95,56 |
95,96 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
96,90 |
97,24 |
3,68 |
3,63 |
97,07 |
3,66 |
WZ0126 |
PL0000108817 |
93,55 |
93,91 |
--- |
--- |
93,73 |
--- |
DS0726 |
PL0000108866 |
90,03 |
90,31 |
3,77 |
3,73 |
90,17 |
3,75 |
DS0727 |
PL0000109427 |
88,34 |
88,59 |
3,88 |
3,84 |
88,47 |
3,86 |
WS0429 |
PL0000105391 |
117,25 |
118,68 |
3,94 |
3,80 |
117,97 |
3,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,32 |
99,42 |
1,58 |
1,35 |
99,37 |
1,46 |
DS1017 |
PL0000104543 |
102,42 |
102,54 |
1,65 |
1,48 |
102,48 |
1,56 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,47 |
1,68 |
1,62 |
102,44 |
1,65 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,89 |
1,83 |
100,90 |
1,85 |
OK1018 |
PL0000109062 |
96,67 |
96,76 |
2,03 |
1,97 |
96,72 |
2,00 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,41 |
2,25 |
2,18 |
95,34 |
2,21 |
PS0719 |
PL0000108148 |
102,21 |
102,32 |
2,30 |
2,26 |
102,27 |
2,28 |
DS1019 |
PL0000105441 |
108,09 |
108,23 |
2,35 |
2,30 |
108,16 |
2,32 |
WZ0120 |
PL0000108601 |
99,58 |
99,69 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,80 |
96,92 |
2,56 |
2,52 |
96,86 |
2,54 |
DS1020 |
PL0000106126 |
108,80 |
108,95 |
2,70 |
2,66 |
108,88 |
2,68 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,41 |
96,54 |
2,92 |
2,89 |
96,48 |
2,90 |
PS0721 |
PL0000109153 |
94,92 |
95,06 |
2,99 |
2,95 |
94,99 |
2,97 |
DS1021 |
PL0000106670 |
111,82 |
111,94 |
3,00 |
2,98 |
111,88 |
2,99 |
PS0422 |
PL0000109492 |
95,51 |
95,62 |
3,20 |
3,18 |
95,57 |
3,19 |
WS0922 |
PL0000102646 |
112,52 |
112,64 |
3,26 |
3,24 |
112,58 |
3,25 |
WZ1122 |
PL0000109377 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
IZ0823 |
PL0000105359 |
107,50 |
112,90 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
103,17 |
103,32 |
3,46 |
3,43 |
103,25 |
3,44 |
WZ0124 |
PL0000107454 |
95,71 |
95,98 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
96,92 |
97,08 |
3,68 |
3,65 |
97,00 |
3,67 |
WZ0126 |
PL0000108817 |
93,65 |
93,88 |
--- |
--- |
93,77 |
--- |
DS0726 |
PL0000108866 |
89,96 |
90,14 |
3,78 |
3,76 |
90,05 |
3,77 |
DS0727 |
PL0000109427 |
88,26 |
88,47 |
3,89 |
3,86 |
88,37 |
3,87 |
WS0429 |
PL0000105391 |
117,13 |
118,56 |
3,95 |
3,81 |
117,85 |
3,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
80 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
300 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.