2017-02-16 |
MARKET DATA |
No 33 (3066) |
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 |
637,50 |
622,38 |
46 |
1 050,00 |
1 056,67 |
14 |
1 687,50 |
1 679,06 |
60 |
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 |
100,56 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,43 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,41 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,87 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,72 |
96,73 |
96,730 |
96,730 |
96,710 |
96,710 |
96,717 |
200 000 |
193,43 |
5 |
OK0419 |
PL0000109633 |
95,38 |
95,33 |
95,370 |
95,380 |
95,370 |
95,380 |
95,375 |
60 000 |
57,23 |
3 |
PS0719 |
PL0000108148 |
102,20 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,10 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,86 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,83 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,53 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,05 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,90 |
111,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,73 |
95,50 |
95,500 |
95,730 |
95,500 |
95,730 |
95,665 |
40 000 |
39,01 |
4 |
WS0922 |
PL0000102646 |
112,80 |
112,60 |
112,750 |
112,750 |
112,700 |
112,700 |
112,730 |
70 000 |
80,57 |
6 |
DS1023 |
PL0000107264 |
103,43 |
103,28 |
103,350 |
103,360 |
103,350 |
103,360 |
103,357 |
35 000 |
36,63 |
2 |
DS0725 |
PL0000108197 |
97,35 |
97,03 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
9,91 |
1 |
DS0726 |
PL0000108866 |
90,35 |
90,06 |
90,300 |
90,350 |
90,300 |
90,350 |
90,325 |
20 000 |
18,35 |
2 |
DS0727 |
PL0000109427 |
88,70 |
88,35 |
88,400 |
88,740 |
88,400 |
88,740 |
88,516 |
152 500 |
137,18 |
22 |
WS0428 |
PL0000107611 |
88,96 |
91,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,01 |
117,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,32 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,05 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
50 000 |
50,09 |
1 |
WZ0120 |
PL0000108601 |
99,63 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,04 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
637 500 |
622,38 |
46 |
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 |
191 |
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 |
99,31 |
99,44 |
1,64 |
1,33 |
99,38 |
1,47 |
DS1017 |
PL0000104543 |
102,41 |
102,54 |
1,62 |
1,44 |
102,48 |
1,52 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,36 |
102,47 |
1,70 |
1,61 |
102,42 |
1,65 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,89 |
1,82 |
100,90 |
1,85 |
OK1018 |
PL0000109062 |
96,66 |
96,77 |
2,05 |
1,98 |
96,72 |
2,01 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,41 |
2,26 |
2,18 |
95,33 |
2,22 |
PS0719 |
PL0000108148 |
102,16 |
102,33 |
2,32 |
2,25 |
102,25 |
2,28 |
DS1019 |
PL0000105441 |
108,04 |
108,21 |
2,36 |
2,30 |
108,13 |
2,33 |
WZ0120 |
PL0000108601 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,75 |
96,97 |
2,58 |
2,50 |
96,86 |
2,54 |
DS1020 |
PL0000106126 |
108,71 |
108,95 |
2,72 |
2,66 |
108,83 |
2,69 |
WZ0121 |
PL0000106068 |
98,73 |
98,89 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
96,32 |
96,57 |
2,95 |
2,88 |
96,45 |
2,91 |
PS0721 |
PL0000109153 |
94,84 |
95,03 |
3,01 |
2,96 |
94,94 |
2,98 |
DS1021 |
PL0000106670 |
111,69 |
111,95 |
3,03 |
2,97 |
111,82 |
3,00 |
PS0422 |
PL0000109492 |
95,42 |
95,59 |
3,22 |
3,19 |
95,51 |
3,20 |
WS0922 |
PL0000102646 |
112,39 |
112,67 |
3,28 |
3,23 |
112,53 |
3,26 |
WZ1122 |
PL0000109377 |
96,84 |
97,06 |
--- |
--- |
96,95 |
--- |
IZ0823 |
PL0000105359 |
107,51 |
113,24 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
103,10 |
103,35 |
3,47 |
3,43 |
103,23 |
3,45 |
WZ0124 |
PL0000107454 |
95,67 |
95,99 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
96,83 |
97,16 |
3,69 |
3,64 |
97,00 |
3,67 |
WZ0126 |
PL0000108817 |
93,54 |
93,89 |
--- |
--- |
93,72 |
--- |
DS0726 |
PL0000108866 |
89,89 |
90,17 |
3,79 |
3,75 |
90,03 |
3,77 |
DS0727 |
PL0000109427 |
88,11 |
88,48 |
3,91 |
3,86 |
88,30 |
3,88 |
WS0429 |
PL0000105391 |
117,02 |
118,47 |
3,96 |
3,82 |
117,75 |
3,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,32 |
99,44 |
1,61 |
1,33 |
99,38 |
1,47 |
DS1017 |
PL0000104543 |
102,41 |
102,53 |
1,62 |
1,45 |
102,47 |
1,54 |
WZ0118 |
PL0000104717 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,38 |
102,46 |
1,68 |
1,62 |
102,42 |
1,65 |
PS0718 |
PL0000107595 |
100,83 |
100,92 |
1,90 |
1,84 |
100,88 |
1,86 |
OK1018 |
PL0000109062 |
96,65 |
96,76 |
2,05 |
1,98 |
96,71 |
2,02 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,30 |
95,43 |
2,24 |
2,17 |
95,37 |
2,20 |
PS0719 |
PL0000108148 |
102,13 |
102,31 |
2,33 |
2,26 |
102,22 |
2,29 |
DS1019 |
PL0000105441 |
108,03 |
108,21 |
2,36 |
2,30 |
108,12 |
2,33 |
WZ0120 |
PL0000108601 |
99,57 |
99,72 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,93 |
2,57 |
2,52 |
96,85 |
2,54 |
DS1020 |
PL0000106126 |
108,74 |
108,99 |
2,71 |
2,65 |
108,87 |
2,68 |
WZ0121 |
PL0000106068 |
98,77 |
98,92 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,39 |
96,65 |
2,93 |
2,86 |
96,52 |
2,89 |
PS0721 |
PL0000109153 |
94,95 |
95,18 |
2,98 |
2,92 |
95,07 |
2,95 |
DS1021 |
PL0000106670 |
111,88 |
112,05 |
2,98 |
2,95 |
111,97 |
2,97 |
PS0422 |
PL0000109492 |
95,67 |
95,79 |
3,17 |
3,14 |
95,73 |
3,15 |
WS0922 |
PL0000102646 |
112,61 |
112,80 |
3,24 |
3,21 |
112,71 |
3,22 |
WZ1122 |
PL0000109377 |
96,98 |
97,13 |
--- |
--- |
97,06 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
113,55 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
103,26 |
103,56 |
3,44 |
3,39 |
103,41 |
3,42 |
WZ0124 |
PL0000107454 |
95,85 |
96,17 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,54 |
3,63 |
3,59 |
97,40 |
3,61 |
WZ0126 |
PL0000108817 |
93,81 |
94,11 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
90,28 |
90,54 |
3,74 |
3,70 |
90,41 |
3,72 |
DS0727 |
PL0000109427 |
88,61 |
88,89 |
3,84 |
3,81 |
88,75 |
3,83 |
WS0429 |
PL0000105391 |
117,53 |
118,97 |
3,91 |
3,77 |
118,25 |
3,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
100 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
20 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
135 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
175 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
130 |
TOTAL |
1 050 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.