2017-02-27 |
MARKET DATA |
No 40 (3073) |
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 |
170,00 |
160,41 |
16 |
800,00 |
822,70 |
7 |
970,00 |
983,11 |
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 |
100,48 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,40 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,37 |
102,40 |
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 |
100,84 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,70 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,40 |
95,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,13 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,95 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,92 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,61 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,07 |
95,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,93 |
112,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,94 |
95,94 |
95,900 |
95,910 |
95,900 |
95,910 |
95,904 |
60 000 |
58,69 |
3 |
WS0922 |
PL0000102646 |
112,90 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,57 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,46 |
97,45 |
97,390 |
97,450 |
97,390 |
97,450 |
97,420 |
10 000 |
9,94 |
2 |
DS0726 |
PL0000108866 |
90,55 |
90,45 |
90,550 |
90,550 |
90,450 |
90,450 |
90,483 |
30 000 |
27,60 |
3 |
DS0727 |
PL0000109427 |
89,10 |
88,90 |
89,050 |
89,100 |
88,900 |
88,900 |
88,974 |
60 000 |
54,28 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,42 |
118,64 |
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 |
108,50 |
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 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,86 |
98,93 |
98,860 |
98,860 |
98,860 |
98,860 |
98,860 |
10 000 |
9,90 |
1 |
WZ1122 |
PL0000109377 |
96,89 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,70 |
93,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
160,41 |
16 |
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 |
182 |
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 |
99,47 |
1,64 |
1,33 |
99,41 |
1,48 |
DS1017 |
PL0000104543 |
102,32 |
102,43 |
1,62 |
1,46 |
102,38 |
1,53 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,42 |
1,70 |
1,61 |
102,37 |
1,65 |
PS0718 |
PL0000107595 |
100,81 |
100,89 |
1,90 |
1,85 |
100,85 |
1,88 |
OK1018 |
PL0000109062 |
96,66 |
96,79 |
2,08 |
1,99 |
96,73 |
2,03 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,35 |
95,51 |
2,24 |
2,16 |
95,43 |
2,20 |
PS0719 |
PL0000108148 |
102,11 |
102,25 |
2,33 |
2,27 |
102,18 |
2,30 |
DS1019 |
PL0000105441 |
107,92 |
108,04 |
2,38 |
2,33 |
107,98 |
2,35 |
WZ0120 |
PL0000108601 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,86 |
97,08 |
2,55 |
2,47 |
96,97 |
2,51 |
DS1020 |
PL0000106126 |
108,82 |
109,08 |
2,68 |
2,60 |
108,95 |
2,64 |
WZ0121 |
PL0000106068 |
98,74 |
98,97 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,51 |
96,73 |
2,90 |
2,84 |
96,62 |
2,87 |
PS0721 |
PL0000109153 |
95,01 |
95,27 |
2,97 |
2,91 |
95,14 |
2,94 |
DS1021 |
PL0000106670 |
111,85 |
112,14 |
2,98 |
2,92 |
112,00 |
2,95 |
PS0422 |
PL0000109492 |
95,84 |
96,04 |
3,13 |
3,09 |
95,94 |
3,11 |
WS0922 |
PL0000102646 |
112,83 |
113,11 |
3,19 |
3,14 |
112,97 |
3,17 |
WZ1122 |
PL0000109377 |
96,83 |
97,09 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
107,87 |
113,43 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,85 |
3,40 |
3,34 |
103,68 |
3,37 |
WZ0124 |
PL0000107454 |
95,69 |
96,02 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
97,34 |
97,64 |
3,62 |
3,58 |
97,49 |
3,60 |
WZ0126 |
PL0000108817 |
93,70 |
93,97 |
--- |
--- |
93,84 |
--- |
DS0726 |
PL0000108866 |
90,42 |
90,79 |
3,72 |
3,67 |
90,61 |
3,70 |
DS0727 |
PL0000109427 |
88,77 |
89,16 |
3,83 |
3,78 |
88,97 |
3,80 |
WS0429 |
PL0000105391 |
117,86 |
119,32 |
3,87 |
3,74 |
118,59 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,37 |
99,48 |
1,58 |
1,31 |
99,43 |
1,43 |
DS1017 |
PL0000104543 |
102,35 |
102,44 |
1,58 |
1,45 |
102,40 |
1,51 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,42 |
1,68 |
1,61 |
102,38 |
1,64 |
PS0718 |
PL0000107595 |
100,81 |
100,89 |
1,90 |
1,85 |
100,85 |
1,88 |
OK1018 |
PL0000109062 |
96,66 |
96,79 |
2,08 |
1,99 |
96,73 |
2,03 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,37 |
95,51 |
2,23 |
2,16 |
95,44 |
2,19 |
PS0719 |
PL0000108148 |
102,11 |
102,23 |
2,33 |
2,28 |
102,17 |
2,31 |
DS1019 |
PL0000105441 |
107,88 |
108,03 |
2,39 |
2,34 |
107,96 |
2,36 |
WZ0120 |
PL0000108601 |
99,50 |
99,66 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
96,86 |
97,02 |
2,55 |
2,49 |
96,94 |
2,52 |
DS1020 |
PL0000106126 |
108,80 |
109,04 |
2,68 |
2,62 |
108,92 |
2,65 |
WZ0121 |
PL0000106068 |
98,75 |
98,97 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,56 |
96,70 |
2,89 |
2,85 |
96,63 |
2,87 |
PS0721 |
PL0000109153 |
95,01 |
95,24 |
2,97 |
2,92 |
95,13 |
2,94 |
DS1021 |
PL0000106670 |
111,89 |
112,10 |
2,97 |
2,92 |
112,00 |
2,95 |
PS0422 |
PL0000109492 |
95,86 |
96,00 |
3,13 |
3,10 |
95,93 |
3,11 |
WS0922 |
PL0000102646 |
112,80 |
113,01 |
3,20 |
3,16 |
112,91 |
3,18 |
WZ1122 |
PL0000109377 |
96,83 |
97,09 |
--- |
--- |
96,96 |
--- |
IZ0823 |
PL0000105359 |
107,89 |
113,55 |
--- |
--- |
110,72 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,87 |
3,40 |
3,34 |
103,69 |
3,37 |
WZ0124 |
PL0000107454 |
95,74 |
96,01 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
97,32 |
97,60 |
3,62 |
3,58 |
97,46 |
3,60 |
WZ0126 |
PL0000108817 |
93,70 |
93,99 |
--- |
--- |
93,85 |
--- |
DS0726 |
PL0000108866 |
90,38 |
90,76 |
3,73 |
3,68 |
90,57 |
3,70 |
DS0727 |
PL0000109427 |
88,79 |
89,03 |
3,82 |
3,79 |
88,91 |
3,81 |
WS0429 |
PL0000105391 |
117,76 |
119,18 |
3,88 |
3,75 |
118,47 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
220 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
20 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
195 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
155 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
135 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
55 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.