2017-02-20 |
MARKET DATA |
No 35 (3068) |
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 |
285,00 |
277,65 |
9 |
1 315,00 |
1 299,56 |
14 |
1 600,00 |
1 577,21 |
23 |
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 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,33 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,38 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,35 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,64 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,36 |
95,36 |
95,360 |
95,360 |
95,360 |
95,360 |
95,360 |
5 000 |
4,77 |
1 |
PS0719 |
PL0000108148 |
102,10 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,98 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,77 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,75 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,47 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
94,93 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,82 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,68 |
95,67 |
95,670 |
95,680 |
95,670 |
95,680 |
95,672 |
25 000 |
24,39 |
3 |
WS0922 |
PL0000102646 |
112,62 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,32 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,34 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
90,39 |
90,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
88,75 |
88,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
88,98 |
91,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,10 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,18 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,59 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,83 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,02 |
97,06 |
97,020 |
97,020 |
97,000 |
97,000 |
97,004 |
255 000 |
248,49 |
5 |
WZ0124 |
PL0000107454 |
95,95 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
277,65 |
9 |
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 |
189 |
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 |
99,32 |
99,45 |
1,63 |
1,32 |
99,39 |
1,46 |
DS1017 |
PL0000104543 |
102,36 |
102,48 |
1,67 |
1,49 |
102,42 |
1,58 |
WZ0118 |
PL0000104717 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,32 |
102,42 |
1,73 |
1,64 |
102,37 |
1,68 |
PS0718 |
PL0000107595 |
100,77 |
100,86 |
1,94 |
1,88 |
100,82 |
1,90 |
OK1018 |
PL0000109062 |
96,61 |
96,73 |
2,09 |
2,01 |
96,67 |
2,05 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,25 |
95,39 |
2,27 |
2,20 |
95,32 |
2,23 |
PS0719 |
PL0000108148 |
102,06 |
102,22 |
2,36 |
2,29 |
102,14 |
2,33 |
DS1019 |
PL0000105441 |
107,94 |
108,12 |
2,39 |
2,32 |
108,03 |
2,36 |
WZ0120 |
PL0000108601 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,70 |
96,92 |
2,59 |
2,52 |
96,81 |
2,56 |
DS1020 |
PL0000106126 |
108,65 |
108,91 |
2,73 |
2,66 |
108,78 |
2,70 |
WZ0121 |
PL0000106068 |
98,76 |
98,97 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,32 |
96,58 |
2,95 |
2,88 |
96,45 |
2,91 |
PS0721 |
PL0000109153 |
94,88 |
95,11 |
3,00 |
2,94 |
95,00 |
2,97 |
DS1021 |
PL0000106670 |
111,68 |
111,97 |
3,03 |
2,96 |
111,83 |
2,99 |
PS0422 |
PL0000109492 |
95,48 |
95,71 |
3,21 |
3,16 |
95,60 |
3,18 |
WS0922 |
PL0000102646 |
112,49 |
112,79 |
3,26 |
3,21 |
112,64 |
3,23 |
WZ1122 |
PL0000109377 |
96,96 |
97,23 |
--- |
--- |
97,10 |
--- |
IZ0823 |
PL0000105359 |
107,61 |
113,69 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
103,19 |
103,61 |
3,45 |
3,38 |
103,40 |
3,42 |
WZ0124 |
PL0000107454 |
95,71 |
96,15 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
97,09 |
97,49 |
3,65 |
3,60 |
97,29 |
3,62 |
WZ0126 |
PL0000108817 |
93,77 |
94,16 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
90,19 |
90,49 |
3,75 |
3,71 |
90,34 |
3,73 |
DS0727 |
PL0000109427 |
88,50 |
88,93 |
3,86 |
3,80 |
88,72 |
3,83 |
WS0429 |
PL0000105391 |
116,68 |
119,37 |
3,99 |
3,74 |
118,03 |
3,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,32 |
99,45 |
1,63 |
1,32 |
99,39 |
1,46 |
DS1017 |
PL0000104543 |
102,36 |
102,48 |
1,67 |
1,49 |
102,42 |
1,58 |
WZ0118 |
PL0000104717 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,41 |
1,72 |
1,65 |
102,37 |
1,68 |
PS0718 |
PL0000107595 |
100,80 |
100,87 |
1,92 |
1,87 |
100,84 |
1,89 |
OK1018 |
PL0000109062 |
96,62 |
96,73 |
2,08 |
2,01 |
96,68 |
2,04 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,28 |
95,43 |
2,25 |
2,18 |
95,36 |
2,21 |
PS0719 |
PL0000108148 |
102,05 |
102,22 |
2,36 |
2,29 |
102,14 |
2,33 |
DS1019 |
PL0000105441 |
107,95 |
108,12 |
2,39 |
2,32 |
108,04 |
2,35 |
WZ0120 |
PL0000108601 |
99,55 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,73 |
96,90 |
2,58 |
2,53 |
96,82 |
2,55 |
DS1020 |
PL0000106126 |
108,72 |
108,91 |
2,72 |
2,66 |
108,82 |
2,69 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,43 |
96,54 |
2,92 |
2,89 |
96,49 |
2,90 |
PS0721 |
PL0000109153 |
94,88 |
95,04 |
3,00 |
2,96 |
94,96 |
2,98 |
DS1021 |
PL0000106670 |
111,78 |
112,01 |
3,00 |
2,95 |
111,90 |
2,98 |
PS0422 |
PL0000109492 |
95,62 |
95,73 |
3,18 |
3,16 |
95,68 |
3,17 |
WS0922 |
PL0000102646 |
112,58 |
112,79 |
3,24 |
3,21 |
112,69 |
3,22 |
WZ1122 |
PL0000109377 |
96,91 |
97,14 |
--- |
--- |
97,03 |
--- |
IZ0823 |
PL0000105359 |
109,12 |
113,74 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
103,27 |
103,62 |
3,44 |
3,38 |
103,45 |
3,41 |
WZ0124 |
PL0000107454 |
95,83 |
96,12 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,55 |
3,63 |
3,59 |
97,41 |
3,61 |
WZ0126 |
PL0000108817 |
93,80 |
94,10 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
90,31 |
90,51 |
3,74 |
3,71 |
90,41 |
3,72 |
DS0727 |
PL0000109427 |
88,65 |
88,90 |
3,84 |
3,81 |
88,78 |
3,82 |
WS0429 |
PL0000105391 |
117,61 |
118,98 |
3,90 |
3,77 |
118,30 |
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) |
(%) |
(%) |
(%) |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
135 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
135 |
TOTAL |
1 315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.