2017-02-21 |
MARKET DATA |
No 36 (3069) |
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 |
935,00 |
911,40 |
63 |
370,00 |
357,30 |
9 |
1 305,00 |
1 268,70 |
72 |
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 |
100,52 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,35 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,38 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,36 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,66 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,30 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,98 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,75 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,83 |
108,78 |
108,710 |
108,710 |
108,700 |
108,700 |
108,703 |
20 000 |
22,09 |
3 |
PS0421 |
PL0000108916 |
96,40 |
96,35 |
96,400 |
96,400 |
96,330 |
96,350 |
96,354 |
210 000 |
205,84 |
10 |
PS0721 |
PL0000109153 |
94,88 |
94,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,73 |
111,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,47 |
95,47 |
95,400 |
95,560 |
95,400 |
95,520 |
95,517 |
55 000 |
53,57 |
5 |
WS0922 |
PL0000102646 |
112,59 |
112,40 |
112,450 |
112,450 |
112,410 |
112,410 |
112,419 |
65 000 |
74,64 |
6 |
DS1023 |
PL0000107264 |
103,33 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,18 |
97,05 |
97,050 |
97,150 |
97,050 |
97,150 |
97,059 |
90 000 |
89,06 |
5 |
DS0726 |
PL0000108866 |
90,35 |
90,03 |
90,200 |
90,200 |
89,960 |
90,130 |
90,043 |
150 000 |
137,25 |
14 |
DS0727 |
PL0000109427 |
88,69 |
88,40 |
88,650 |
88,650 |
88,250 |
88,550 |
88,408 |
115 000 |
103,35 |
12 |
WS0428 |
PL0000107611 |
88,94 |
91,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,11 |
117,88 |
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 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,59 |
99,68 |
99,590 |
99,590 |
99,570 |
99,570 |
99,572 |
85 000 |
84,76 |
2 |
WZ0121 |
PL0000106068 |
98,83 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,95 |
97,05 |
96,950 |
96,950 |
96,910 |
96,910 |
96,921 |
135 000 |
131,45 |
5 |
WZ0124 |
PL0000107454 |
95,85 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
93,88 |
93,800 |
93,800 |
93,800 |
93,800 |
93,800 |
10 000 |
9,39 |
1 |
TOTAL |
935 000 |
911,40 |
63 |
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 |
188 |
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 |
1,64 |
1,33 |
99,39 |
1,47 |
DS1017 |
PL0000104543 |
102,36 |
102,48 |
1,65 |
1,48 |
102,42 |
1,57 |
WZ0118 |
PL0000104717 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,42 |
1,71 |
1,64 |
102,38 |
1,67 |
PS0718 |
PL0000107595 |
100,79 |
100,87 |
1,93 |
1,87 |
100,83 |
1,90 |
OK1018 |
PL0000109062 |
96,61 |
96,73 |
2,09 |
2,01 |
96,67 |
2,05 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,43 |
2,26 |
2,18 |
95,35 |
2,22 |
PS0719 |
PL0000108148 |
102,05 |
102,19 |
2,36 |
2,30 |
102,12 |
2,33 |
DS1019 |
PL0000105441 |
107,95 |
108,12 |
2,38 |
2,32 |
108,04 |
2,35 |
WZ0120 |
PL0000108601 |
99,55 |
99,72 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
96,71 |
96,92 |
2,59 |
2,52 |
96,82 |
2,56 |
DS1020 |
PL0000106126 |
108,67 |
108,92 |
2,73 |
2,66 |
108,80 |
2,69 |
WZ0121 |
PL0000106068 |
98,76 |
98,96 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,34 |
96,57 |
2,94 |
2,88 |
96,46 |
2,91 |
PS0721 |
PL0000109153 |
94,85 |
95,06 |
3,01 |
2,96 |
94,96 |
2,98 |
DS1021 |
PL0000106670 |
111,71 |
112,01 |
3,02 |
2,95 |
111,86 |
2,98 |
PS0422 |
PL0000109492 |
95,59 |
95,77 |
3,19 |
3,15 |
95,68 |
3,17 |
WS0922 |
PL0000102646 |
112,58 |
112,88 |
3,24 |
3,19 |
112,73 |
3,22 |
WZ1122 |
PL0000109377 |
96,92 |
97,19 |
--- |
--- |
97,06 |
--- |
IZ0823 |
PL0000105359 |
108,95 |
113,63 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
103,31 |
103,74 |
3,43 |
3,36 |
103,53 |
3,40 |
WZ0124 |
PL0000107454 |
95,79 |
96,09 |
--- |
--- |
95,94 |
--- |
DS0725 |
PL0000108197 |
97,16 |
97,58 |
3,64 |
3,58 |
97,37 |
3,61 |
WZ0126 |
PL0000108817 |
93,79 |
94,11 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
90,30 |
90,58 |
3,74 |
3,70 |
90,44 |
3,72 |
DS0727 |
PL0000109427 |
88,67 |
89,06 |
3,84 |
3,79 |
88,87 |
3,81 |
WS0429 |
PL0000105391 |
117,65 |
119,08 |
3,90 |
3,76 |
118,37 |
3,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,33 |
99,46 |
1,62 |
1,30 |
99,40 |
1,45 |
DS1017 |
PL0000104543 |
102,36 |
102,48 |
1,65 |
1,48 |
102,42 |
1,57 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,42 |
1,71 |
1,64 |
102,38 |
1,67 |
PS0718 |
PL0000107595 |
100,79 |
100,88 |
1,93 |
1,86 |
100,84 |
1,89 |
OK1018 |
PL0000109062 |
96,62 |
96,73 |
2,08 |
2,01 |
96,68 |
2,04 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,27 |
95,43 |
2,26 |
2,18 |
95,35 |
2,22 |
PS0719 |
PL0000108148 |
102,03 |
102,19 |
2,37 |
2,30 |
102,11 |
2,34 |
DS1019 |
PL0000105441 |
107,92 |
108,09 |
2,40 |
2,33 |
108,01 |
2,36 |
WZ0120 |
PL0000108601 |
99,53 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,65 |
96,81 |
2,61 |
2,56 |
96,73 |
2,59 |
DS1020 |
PL0000106126 |
108,69 |
108,87 |
2,72 |
2,67 |
108,78 |
2,70 |
WZ0121 |
PL0000106068 |
98,76 |
98,96 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,27 |
96,41 |
2,96 |
2,92 |
96,34 |
2,94 |
PS0721 |
PL0000109153 |
94,73 |
94,96 |
3,04 |
2,98 |
94,85 |
3,01 |
DS1021 |
PL0000106670 |
111,63 |
111,88 |
3,03 |
2,98 |
111,76 |
3,01 |
PS0422 |
PL0000109492 |
95,51 |
95,62 |
3,20 |
3,18 |
95,57 |
3,19 |
WS0922 |
PL0000102646 |
112,38 |
112,61 |
3,28 |
3,24 |
112,50 |
3,26 |
WZ1122 |
PL0000109377 |
96,82 |
97,08 |
--- |
--- |
96,95 |
--- |
IZ0823 |
PL0000105359 |
108,88 |
112,42 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
103,11 |
103,35 |
3,47 |
3,43 |
103,23 |
3,45 |
WZ0124 |
PL0000107454 |
95,70 |
96,04 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
97,06 |
97,33 |
3,66 |
3,62 |
97,20 |
3,64 |
WZ0126 |
PL0000108817 |
93,70 |
93,95 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
90,07 |
90,30 |
3,77 |
3,74 |
90,19 |
3,75 |
DS0727 |
PL0000109427 |
88,46 |
88,71 |
3,86 |
3,83 |
88,59 |
3,85 |
WS0429 |
PL0000105391 |
117,29 |
118,67 |
3,93 |
3,80 |
117,98 |
3,87 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
35 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
115 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
160 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.