2017-02-22 |
MARKET DATA |
No 37 (3070) |
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 |
520,00 |
493,68 |
51 |
350,00 |
351,50 |
5 |
870,00 |
845,18 |
56 |
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 |
100,51 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,39 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,36 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,83 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,68 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,34 |
95,40 |
95,340 |
95,340 |
95,340 |
95,340 |
95,340 |
10 000 |
9,53 |
1 |
PS0719 |
PL0000108148 |
102,05 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,94 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,73 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,67 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,37 |
96,36 |
96,370 |
96,370 |
96,270 |
96,270 |
96,321 |
40 000 |
39,20 |
4 |
PS0721 |
PL0000109153 |
94,80 |
94,84 |
94,800 |
94,800 |
94,680 |
94,680 |
94,740 |
20 000 |
19,15 |
2 |
DS1021 |
PL0000106670 |
111,66 |
111,55 |
111,550 |
111,550 |
111,550 |
111,550 |
111,550 |
20 000 |
22,69 |
2 |
PS0422 |
PL0000109492 |
95,59 |
95,47 |
95,600 |
95,600 |
95,460 |
95,460 |
95,544 |
115 000 |
112,04 |
10 |
WS0922 |
PL0000102646 |
112,55 |
112,46 |
112,480 |
112,480 |
112,480 |
112,480 |
112,480 |
10 000 |
11,49 |
1 |
DS1023 |
PL0000107264 |
103,14 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,02 |
97,00 |
96,900 |
96,900 |
96,900 |
96,900 |
96,900 |
10 000 |
9,88 |
1 |
DS0726 |
PL0000108866 |
90,20 |
90,01 |
90,200 |
90,200 |
89,930 |
89,930 |
90,071 |
120 000 |
109,84 |
13 |
DS0727 |
PL0000109427 |
88,65 |
88,30 |
88,500 |
88,580 |
88,300 |
88,300 |
88,478 |
145 000 |
130,42 |
15 |
WS0428 |
PL0000107611 |
88,80 |
91,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,83 |
117,80 |
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 |
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 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,56 |
99,68 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
25 000 |
24,93 |
1 |
WZ0121 |
PL0000106068 |
98,83 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,92 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,84 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,78 |
93,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
489,18 |
50 |
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 |
187 |
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 |
1,63 |
1,31 |
99,40 |
1,46 |
DS1017 |
PL0000104543 |
102,36 |
102,48 |
1,64 |
1,46 |
102,42 |
1,55 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,32 |
102,43 |
1,72 |
1,62 |
102,38 |
1,67 |
PS0718 |
PL0000107595 |
100,79 |
100,88 |
1,92 |
1,86 |
100,84 |
1,89 |
OK1018 |
PL0000109062 |
96,64 |
96,74 |
2,07 |
2,01 |
96,69 |
2,04 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,26 |
95,43 |
2,27 |
2,18 |
95,35 |
2,22 |
PS0719 |
PL0000108148 |
102,03 |
102,18 |
2,37 |
2,31 |
102,11 |
2,34 |
DS1019 |
PL0000105441 |
107,91 |
108,06 |
2,40 |
2,34 |
107,99 |
2,37 |
WZ0120 |
PL0000108601 |
99,53 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,65 |
96,86 |
2,61 |
2,54 |
96,76 |
2,58 |
DS1020 |
PL0000106126 |
108,59 |
108,82 |
2,75 |
2,68 |
108,71 |
2,72 |
WZ0121 |
PL0000106068 |
98,72 |
98,96 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,20 |
96,40 |
2,98 |
2,93 |
96,30 |
2,95 |
PS0721 |
PL0000109153 |
94,69 |
94,94 |
3,05 |
2,99 |
94,82 |
3,02 |
DS1021 |
PL0000106670 |
111,54 |
111,84 |
3,05 |
2,99 |
111,69 |
3,02 |
PS0422 |
PL0000109492 |
95,43 |
95,61 |
3,22 |
3,18 |
95,52 |
3,20 |
WS0922 |
PL0000102646 |
112,35 |
112,64 |
3,28 |
3,23 |
112,50 |
3,26 |
WZ1122 |
PL0000109377 |
96,76 |
97,10 |
--- |
--- |
96,93 |
--- |
IZ0823 |
PL0000105359 |
107,91 |
113,65 |
--- |
--- |
110,78 |
--- |
DS1023 |
PL0000107264 |
103,08 |
103,49 |
3,47 |
3,40 |
103,29 |
3,44 |
WZ0124 |
PL0000107454 |
95,66 |
96,04 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
96,85 |
97,29 |
3,69 |
3,63 |
97,07 |
3,66 |
WZ0126 |
PL0000108817 |
93,69 |
93,97 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
90,01 |
90,31 |
3,78 |
3,74 |
90,16 |
3,76 |
DS0727 |
PL0000109427 |
88,34 |
88,76 |
3,88 |
3,83 |
88,55 |
3,85 |
WS0429 |
PL0000105391 |
117,25 |
118,64 |
3,93 |
3,80 |
117,95 |
3,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,34 |
99,46 |
1,61 |
1,31 |
99,40 |
1,46 |
DS1017 |
PL0000104543 |
102,36 |
102,47 |
1,64 |
1,48 |
102,42 |
1,55 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,42 |
1,71 |
1,63 |
102,38 |
1,67 |
PS0718 |
PL0000107595 |
100,80 |
100,88 |
1,92 |
1,86 |
100,84 |
1,89 |
OK1018 |
PL0000109062 |
96,63 |
96,73 |
2,08 |
2,02 |
96,68 |
2,05 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,28 |
95,42 |
2,26 |
2,19 |
95,35 |
2,22 |
PS0719 |
PL0000108148 |
102,01 |
102,15 |
2,38 |
2,32 |
102,08 |
2,35 |
DS1019 |
PL0000105441 |
107,89 |
108,01 |
2,40 |
2,36 |
107,95 |
2,38 |
WZ0120 |
PL0000108601 |
99,52 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
96,62 |
96,75 |
2,62 |
2,58 |
96,69 |
2,60 |
DS1020 |
PL0000106126 |
108,59 |
108,79 |
2,75 |
2,69 |
108,69 |
2,72 |
WZ0121 |
PL0000106068 |
98,75 |
98,96 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,17 |
96,38 |
2,99 |
2,93 |
96,28 |
2,96 |
PS0721 |
PL0000109153 |
94,69 |
94,91 |
3,05 |
2,99 |
94,80 |
3,02 |
DS1021 |
PL0000106670 |
111,53 |
111,76 |
3,05 |
3,00 |
111,65 |
3,03 |
PS0422 |
PL0000109492 |
95,42 |
95,54 |
3,22 |
3,20 |
95,48 |
3,21 |
WS0922 |
PL0000102646 |
112,27 |
112,50 |
3,30 |
3,26 |
112,39 |
3,28 |
WZ1122 |
PL0000109377 |
96,83 |
97,09 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
108,88 |
113,67 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
102,86 |
103,16 |
3,51 |
3,46 |
103,01 |
3,48 |
WZ0124 |
PL0000107454 |
95,72 |
96,04 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
96,67 |
97,09 |
3,71 |
3,65 |
96,88 |
3,68 |
WZ0126 |
PL0000108817 |
93,69 |
93,94 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
89,82 |
90,12 |
3,80 |
3,76 |
89,97 |
3,78 |
DS0727 |
PL0000109427 |
88,19 |
88,48 |
3,90 |
3,86 |
88,34 |
3,88 |
WS0429 |
PL0000105391 |
116,97 |
118,34 |
3,96 |
3,83 |
117,66 |
3,90 |
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 |
1,490 |
1,490 |
1,490 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
70 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
15 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
200 |
DS0726 |
PL0000108866 |
1/5 |
4 |
1,400 |
1,400 |
1,400 |
45 |
TOTAL |
350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.