2017-02-17 |
MARKET DATA |
No 34 (3067) |
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 |
345,00 |
346,96 |
15 |
1 295,00 |
1 300,49 |
14 |
1 640,00 |
1 647,45 |
29 |
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 |
100,54 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,42 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,41 |
102,42 |
102,410 |
102,410 |
102,410 |
102,410 |
102,410 |
100 000 |
105,51 |
1 |
PS0718 |
PL0000107595 |
100,85 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,70 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,32 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,16 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,14 |
108,13 |
108,140 |
108,140 |
108,140 |
108,140 |
108,140 |
10 000 |
10,99 |
1 |
PS0420 |
PL0000108510 |
96,85 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
108,85 |
108,850 |
108,850 |
108,850 |
108,850 |
108,850 |
10 000 |
11,06 |
1 |
PS0421 |
PL0000108916 |
96,52 |
96,51 |
96,520 |
96,520 |
96,470 |
96,470 |
96,498 |
65 000 |
63,80 |
5 |
PS0721 |
PL0000109153 |
95,05 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,85 |
112,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,70 |
95,70 |
95,700 |
95,700 |
95,700 |
95,700 |
95,700 |
10 000 |
9,76 |
1 |
WS0922 |
PL0000102646 |
112,70 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,38 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,35 |
97,14 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
10 000 |
9,92 |
1 |
DS0726 |
PL0000108866 |
90,45 |
90,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
88,92 |
80,80 |
88,880 |
88,920 |
88,800 |
88,800 |
88,880 |
40 000 |
36,13 |
4 |
WS0428 |
PL0000107611 |
89,04 |
91,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,19 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,45 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,65 |
99,65 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
100 000 |
99,79 |
1 |
WZ0121 |
PL0000106068 |
98,82 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,01 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,91 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,91 |
93,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
346,96 |
15 |
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 |
190 |
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 |
99,33 |
99,46 |
1,60 |
1,29 |
99,40 |
1,43 |
DS1017 |
PL0000104543 |
102,41 |
102,53 |
1,61 |
1,43 |
102,47 |
1,52 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,38 |
102,47 |
1,68 |
1,60 |
102,43 |
1,64 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
1,91 |
1,83 |
100,87 |
1,87 |
OK1018 |
PL0000109062 |
96,64 |
96,76 |
2,06 |
1,99 |
96,70 |
2,02 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,43 |
2,26 |
2,18 |
95,35 |
2,22 |
PS0719 |
PL0000108148 |
102,13 |
102,32 |
2,33 |
2,25 |
102,23 |
2,29 |
DS1019 |
PL0000105441 |
108,02 |
108,19 |
2,36 |
2,30 |
108,11 |
2,33 |
WZ0120 |
PL0000108601 |
99,57 |
99,72 |
--- |
--- |
99,65 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,94 |
2,57 |
2,51 |
96,85 |
2,54 |
DS1020 |
PL0000106126 |
108,74 |
108,98 |
2,71 |
2,65 |
108,86 |
2,68 |
WZ0121 |
PL0000106068 |
98,76 |
98,93 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,39 |
96,64 |
2,93 |
2,86 |
96,52 |
2,89 |
PS0721 |
PL0000109153 |
94,96 |
95,17 |
2,98 |
2,93 |
95,07 |
2,95 |
DS1021 |
PL0000106670 |
111,78 |
112,07 |
3,00 |
2,94 |
111,93 |
2,97 |
PS0422 |
PL0000109492 |
95,60 |
95,77 |
3,18 |
3,15 |
95,69 |
3,16 |
WS0922 |
PL0000102646 |
112,58 |
112,87 |
3,25 |
3,19 |
112,73 |
3,22 |
WZ1122 |
PL0000109377 |
96,96 |
97,19 |
--- |
--- |
97,08 |
--- |
IZ0823 |
PL0000105359 |
107,52 |
113,75 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
103,28 |
103,68 |
3,44 |
3,37 |
103,48 |
3,40 |
WZ0124 |
PL0000107454 |
95,76 |
96,21 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
97,15 |
97,52 |
3,64 |
3,59 |
97,34 |
3,62 |
WZ0126 |
PL0000108817 |
93,79 |
94,19 |
--- |
--- |
93,99 |
--- |
DS0726 |
PL0000108866 |
90,25 |
90,54 |
3,74 |
3,70 |
90,40 |
3,72 |
DS0727 |
PL0000109427 |
88,59 |
88,97 |
3,85 |
3,80 |
88,78 |
3,82 |
WS0429 |
PL0000105391 |
117,54 |
118,92 |
3,91 |
3,78 |
118,23 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,33 |
99,45 |
1,60 |
1,31 |
99,39 |
1,45 |
DS1017 |
PL0000104543 |
102,39 |
102,52 |
1,64 |
1,45 |
102,46 |
1,54 |
WZ0118 |
PL0000104717 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,43 |
1,72 |
1,64 |
102,38 |
1,68 |
PS0718 |
PL0000107595 |
100,80 |
100,89 |
1,92 |
1,86 |
100,85 |
1,88 |
OK1018 |
PL0000109062 |
96,63 |
96,73 |
2,07 |
2,01 |
96,68 |
2,04 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,41 |
2,26 |
2,19 |
95,34 |
2,22 |
PS0719 |
PL0000108148 |
102,08 |
102,23 |
2,35 |
2,29 |
102,16 |
2,32 |
DS1019 |
PL0000105441 |
107,97 |
108,15 |
2,38 |
2,32 |
108,06 |
2,35 |
WZ0120 |
PL0000108601 |
99,56 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,90 |
2,57 |
2,53 |
96,83 |
2,55 |
DS1020 |
PL0000106126 |
108,70 |
108,95 |
2,72 |
2,65 |
108,83 |
2,69 |
WZ0121 |
PL0000106068 |
98,76 |
98,92 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,44 |
96,59 |
2,92 |
2,88 |
96,52 |
2,89 |
PS0721 |
PL0000109153 |
94,93 |
95,12 |
2,99 |
2,94 |
95,03 |
2,96 |
DS1021 |
PL0000106670 |
111,77 |
112,05 |
3,01 |
2,95 |
111,91 |
2,98 |
PS0422 |
PL0000109492 |
95,63 |
95,76 |
3,18 |
3,15 |
95,70 |
3,16 |
WS0922 |
PL0000102646 |
112,58 |
112,79 |
3,25 |
3,21 |
112,69 |
3,23 |
WZ1122 |
PL0000109377 |
96,96 |
97,14 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
113,70 |
--- |
--- |
111,37 |
--- |
DS1023 |
PL0000107264 |
103,31 |
103,60 |
3,43 |
3,38 |
103,46 |
3,41 |
WZ0124 |
PL0000107454 |
95,81 |
96,15 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,55 |
3,63 |
3,59 |
97,42 |
3,61 |
WZ0126 |
PL0000108817 |
93,83 |
94,17 |
--- |
--- |
94,00 |
--- |
DS0726 |
PL0000108866 |
90,25 |
90,56 |
3,74 |
3,70 |
90,41 |
3,72 |
DS0727 |
PL0000109427 |
88,64 |
88,91 |
3,84 |
3,81 |
88,78 |
3,82 |
WS0429 |
PL0000105391 |
117,55 |
118,97 |
3,91 |
3,77 |
118,26 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
80 |
PS0417 |
PL0000107058 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
10 |
WZ0120 |
PL0000108601 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
100 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
245 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
75 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
155 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
100 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
110 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
150 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
20 |
PS0418 |
PL0000107314 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0119 |
PL0000107603 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
80 |
TOTAL |
1 295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.