2017-02-23 |
MARKET DATA |
No 38 (3071) |
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 |
790,00 |
783,57 |
50 |
20,00 |
20,07 |
1 |
810,00 |
803,64 |
51 |
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 |
100,56 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
10 000 |
10,45 |
1 |
OK0717 |
PL0000108502 |
99,40 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,39 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,37 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,84 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,70 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,36 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,15 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,94 |
107,90 |
107,930 |
107,940 |
107,930 |
107,940 |
107,936 |
50 000 |
54,91 |
4 |
PS0420 |
PL0000108510 |
96,85 |
96,75 |
96,810 |
96,830 |
96,810 |
96,830 |
96,816 |
250 000 |
245,20 |
7 |
DS1020 |
PL0000106126 |
108,89 |
108,71 |
108,840 |
108,840 |
108,840 |
108,840 |
108,840 |
5 000 |
5,53 |
1 |
PS0421 |
PL0000108916 |
96,51 |
96,31 |
96,500 |
96,560 |
96,500 |
96,510 |
96,544 |
145 000 |
142,44 |
7 |
PS0721 |
PL0000109153 |
95,01 |
94,85 |
95,000 |
95,010 |
95,000 |
95,010 |
95,004 |
45 000 |
43,22 |
3 |
DS1021 |
PL0000106670 |
111,84 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,80 |
95,42 |
95,420 |
95,820 |
95,420 |
95,800 |
95,492 |
120 000 |
116,87 |
10 |
WS0922 |
PL0000102646 |
112,75 |
112,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,36 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,38 |
97,00 |
96,900 |
97,380 |
96,900 |
97,380 |
97,080 |
50 000 |
49,51 |
5 |
DS0726 |
PL0000108866 |
90,45 |
89,95 |
90,440 |
90,440 |
90,350 |
90,410 |
90,406 |
55 000 |
50,54 |
5 |
DS0727 |
PL0000109427 |
88,80 |
88,40 |
88,820 |
88,860 |
88,820 |
88,860 |
88,840 |
20 000 |
18,07 |
2 |
WS0428 |
PL0000107611 |
89,14 |
90,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,36 |
117,83 |
118,070 |
118,180 |
118,070 |
118,180 |
118,107 |
30 000 |
36,89 |
3 |
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 |
110,25 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,23 |
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 |
99,55 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,88 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,75 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
780 000 |
773,62 |
48 |
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 |
184 |
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 |
99,35 |
99,46 |
1,61 |
1,34 |
99,41 |
1,46 |
DS1017 |
PL0000104543 |
102,33 |
102,44 |
1,64 |
1,48 |
102,39 |
1,55 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,41 |
1,72 |
1,63 |
102,36 |
1,67 |
PS0718 |
PL0000107595 |
100,78 |
100,87 |
1,93 |
1,86 |
100,83 |
1,89 |
OK1018 |
PL0000109062 |
96,64 |
96,74 |
2,08 |
2,02 |
96,69 |
2,05 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,28 |
95,42 |
2,27 |
2,20 |
95,35 |
2,23 |
PS0719 |
PL0000108148 |
102,00 |
102,15 |
2,38 |
2,32 |
102,08 |
2,35 |
DS1019 |
PL0000105441 |
107,78 |
107,94 |
2,44 |
2,38 |
107,86 |
2,41 |
WZ0120 |
PL0000108601 |
99,49 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,61 |
96,79 |
2,63 |
2,57 |
96,70 |
2,60 |
DS1020 |
PL0000106126 |
108,54 |
108,75 |
2,76 |
2,70 |
108,65 |
2,73 |
WZ0121 |
PL0000106068 |
98,74 |
98,96 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,15 |
96,39 |
3,00 |
2,93 |
96,27 |
2,96 |
PS0721 |
PL0000109153 |
94,64 |
94,87 |
3,07 |
3,01 |
94,76 |
3,04 |
DS1021 |
PL0000106670 |
111,41 |
111,70 |
3,08 |
3,01 |
111,56 |
3,04 |
PS0422 |
PL0000109492 |
95,41 |
95,56 |
3,23 |
3,19 |
95,49 |
3,21 |
WS0922 |
PL0000102646 |
112,24 |
112,53 |
3,30 |
3,25 |
112,39 |
3,27 |
WZ1122 |
PL0000109377 |
96,72 |
97,08 |
--- |
--- |
96,90 |
--- |
IZ0823 |
PL0000105359 |
107,91 |
113,55 |
--- |
--- |
110,73 |
--- |
DS1023 |
PL0000107264 |
102,92 |
103,32 |
3,50 |
3,43 |
103,12 |
3,46 |
WZ0124 |
PL0000107454 |
95,67 |
96,04 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
96,78 |
97,12 |
3,70 |
3,65 |
96,95 |
3,67 |
WZ0126 |
PL0000108817 |
93,65 |
93,96 |
--- |
--- |
93,81 |
--- |
DS0726 |
PL0000108866 |
89,85 |
90,16 |
3,80 |
3,76 |
90,01 |
3,78 |
DS0727 |
PL0000109427 |
88,17 |
88,57 |
3,90 |
3,85 |
88,37 |
3,88 |
WS0429 |
PL0000105391 |
117,02 |
118,39 |
3,95 |
3,83 |
117,71 |
3,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,35 |
99,43 |
1,61 |
1,41 |
99,39 |
1,51 |
DS1017 |
PL0000104543 |
102,33 |
102,45 |
1,64 |
1,46 |
102,39 |
1,55 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,34 |
102,42 |
1,69 |
1,62 |
102,38 |
1,65 |
PS0718 |
PL0000107595 |
100,80 |
100,87 |
1,91 |
1,86 |
100,84 |
1,88 |
OK1018 |
PL0000109062 |
96,67 |
96,77 |
2,06 |
2,00 |
96,72 |
2,03 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,32 |
95,47 |
2,25 |
2,17 |
95,40 |
2,21 |
PS0719 |
PL0000108148 |
102,08 |
102,19 |
2,35 |
2,30 |
102,14 |
2,32 |
DS1019 |
PL0000105441 |
107,90 |
108,00 |
2,39 |
2,35 |
107,95 |
2,37 |
WZ0120 |
PL0000108601 |
99,51 |
99,69 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,81 |
96,95 |
2,56 |
2,51 |
96,88 |
2,54 |
DS1020 |
PL0000106126 |
108,84 |
108,98 |
2,67 |
2,64 |
108,91 |
2,66 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,43 |
96,59 |
2,92 |
2,88 |
96,51 |
2,90 |
PS0721 |
PL0000109153 |
94,92 |
95,10 |
2,99 |
2,95 |
95,01 |
2,97 |
DS1021 |
PL0000106670 |
111,78 |
111,97 |
3,00 |
2,96 |
111,88 |
2,97 |
PS0422 |
PL0000109492 |
95,72 |
95,88 |
3,16 |
3,12 |
95,80 |
3,14 |
WS0922 |
PL0000102646 |
112,66 |
112,84 |
3,22 |
3,19 |
112,75 |
3,21 |
WZ1122 |
PL0000109377 |
96,81 |
97,03 |
--- |
--- |
96,92 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
112,88 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
103,30 |
103,56 |
3,43 |
3,39 |
103,43 |
3,41 |
WZ0124 |
PL0000107454 |
95,73 |
96,03 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
97,27 |
97,59 |
3,63 |
3,58 |
97,43 |
3,61 |
WZ0126 |
PL0000108817 |
93,67 |
93,92 |
--- |
--- |
93,80 |
--- |
DS0726 |
PL0000108866 |
90,32 |
90,62 |
3,74 |
3,70 |
90,47 |
3,72 |
DS0727 |
PL0000109427 |
88,65 |
88,98 |
3,84 |
3,80 |
88,82 |
3,82 |
WS0429 |
PL0000105391 |
117,72 |
119,08 |
3,89 |
3,76 |
118,40 |
3,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.