2017-02-28 |
MARKET DATA |
No 41 (3074) |
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 |
397,50 |
381,17 |
44 |
1 835,00 |
1 811,32 |
9 |
2 232,50 |
2 192,50 |
53 |
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 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,40 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,39 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,86 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,73 |
96,77 |
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 |
102,17 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,95 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,95 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,95 |
108,95 |
108,950 |
108,950 |
108,950 |
108,950 |
108,950 |
25 000 |
27,70 |
1 |
PS0421 |
PL0000108916 |
96,65 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,15 |
95,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,92 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,95 |
95,88 |
95,900 |
95,950 |
95,900 |
95,930 |
95,927 |
32 500 |
31,80 |
4 |
WS0922 |
PL0000102646 |
112,92 |
112,90 |
112,900 |
112,910 |
112,900 |
112,910 |
112,905 |
20 000 |
23,09 |
2 |
DS1023 |
PL0000107264 |
103,62 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,57 |
97,40 |
97,350 |
97,550 |
97,350 |
97,550 |
97,425 |
65 000 |
64,60 |
7 |
DS0726 |
PL0000108866 |
90,65 |
90,40 |
90,530 |
90,650 |
90,400 |
90,600 |
90,540 |
105 000 |
96,65 |
12 |
DS0727 |
PL0000109427 |
89,00 |
88,85 |
88,780 |
89,080 |
88,780 |
89,030 |
88,907 |
130 000 |
117,54 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,40 |
118,58 |
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 |
90,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,50 |
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 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,57 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,86 |
98,84 |
98,860 |
98,860 |
98,820 |
98,850 |
98,838 |
20 000 |
19,80 |
3 |
WZ1122 |
PL0000109377 |
96,87 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,88 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,77 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
397 500 |
381,17 |
44 |
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 |
181 |
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 |
99,39 |
99,50 |
1,54 |
1,26 |
99,45 |
1,39 |
DS1017 |
PL0000104543 |
102,36 |
102,45 |
1,55 |
1,42 |
102,41 |
1,48 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,32 |
102,43 |
1,69 |
1,59 |
102,38 |
1,64 |
PS0718 |
PL0000107595 |
100,81 |
100,89 |
1,90 |
1,84 |
100,85 |
1,87 |
OK1018 |
PL0000109062 |
96,69 |
96,79 |
2,06 |
2,00 |
96,74 |
2,03 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,37 |
95,53 |
2,23 |
2,15 |
95,45 |
2,19 |
PS0719 |
PL0000108148 |
102,10 |
102,27 |
2,34 |
2,26 |
102,19 |
2,30 |
DS1019 |
PL0000105441 |
107,86 |
108,03 |
2,40 |
2,33 |
107,95 |
2,36 |
WZ0120 |
PL0000108601 |
99,51 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,84 |
97,06 |
2,55 |
2,48 |
96,95 |
2,52 |
DS1020 |
PL0000106126 |
108,80 |
109,06 |
2,68 |
2,61 |
108,93 |
2,64 |
WZ0121 |
PL0000106068 |
98,73 |
98,96 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,49 |
96,75 |
2,91 |
2,84 |
96,62 |
2,87 |
PS0721 |
PL0000109153 |
94,98 |
95,25 |
2,98 |
2,91 |
95,12 |
2,95 |
DS1021 |
PL0000106670 |
111,80 |
112,07 |
2,99 |
2,93 |
111,94 |
2,96 |
PS0422 |
PL0000109492 |
95,81 |
96,04 |
3,14 |
3,09 |
95,93 |
3,12 |
WS0922 |
PL0000102646 |
112,72 |
113,01 |
3,21 |
3,16 |
112,87 |
3,18 |
WZ1122 |
PL0000109377 |
96,83 |
97,06 |
--- |
--- |
96,95 |
--- |
IZ0823 |
PL0000105359 |
107,81 |
113,55 |
--- |
--- |
110,68 |
--- |
DS1023 |
PL0000107264 |
103,45 |
103,89 |
3,41 |
3,33 |
103,67 |
3,37 |
WZ0124 |
PL0000107454 |
95,68 |
96,03 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
97,29 |
97,65 |
3,63 |
3,57 |
97,47 |
3,60 |
WZ0126 |
PL0000108817 |
93,64 |
93,97 |
--- |
--- |
93,81 |
--- |
DS0726 |
PL0000108866 |
90,33 |
90,76 |
3,74 |
3,68 |
90,55 |
3,71 |
DS0727 |
PL0000109427 |
88,71 |
89,07 |
3,83 |
3,79 |
88,89 |
3,81 |
WS0429 |
PL0000105391 |
117,64 |
119,39 |
3,90 |
3,73 |
118,52 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,40 |
99,51 |
1,52 |
1,24 |
99,46 |
1,37 |
DS1017 |
PL0000104543 |
102,37 |
102,47 |
1,54 |
1,39 |
102,42 |
1,46 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,34 |
102,45 |
1,67 |
1,58 |
102,40 |
1,62 |
PS0718 |
PL0000107595 |
100,82 |
100,89 |
1,90 |
1,84 |
100,86 |
1,87 |
OK1018 |
PL0000109062 |
96,71 |
96,82 |
2,05 |
1,98 |
96,77 |
2,01 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,37 |
95,52 |
2,23 |
2,16 |
95,45 |
2,19 |
PS0719 |
PL0000108148 |
102,14 |
102,30 |
2,32 |
2,25 |
102,22 |
2,28 |
DS1019 |
PL0000105441 |
107,90 |
108,02 |
2,38 |
2,34 |
107,96 |
2,36 |
WZ0120 |
PL0000108601 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,90 |
97,04 |
2,53 |
2,49 |
96,97 |
2,51 |
DS1020 |
PL0000106126 |
108,90 |
109,05 |
2,65 |
2,61 |
108,98 |
2,63 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,53 |
96,70 |
2,90 |
2,85 |
96,62 |
2,87 |
PS0721 |
PL0000109153 |
95,09 |
95,27 |
2,95 |
2,91 |
95,18 |
2,93 |
DS1021 |
PL0000106670 |
111,86 |
112,12 |
2,97 |
2,92 |
111,99 |
2,95 |
PS0422 |
PL0000109492 |
95,90 |
96,02 |
3,12 |
3,10 |
95,96 |
3,11 |
WS0922 |
PL0000102646 |
112,85 |
113,05 |
3,19 |
3,15 |
112,95 |
3,17 |
WZ1122 |
PL0000109377 |
96,81 |
97,06 |
--- |
--- |
96,94 |
--- |
IZ0823 |
PL0000105359 |
107,68 |
112,89 |
--- |
--- |
110,29 |
--- |
DS1023 |
PL0000107264 |
103,59 |
103,91 |
3,38 |
3,33 |
103,75 |
3,36 |
WZ0124 |
PL0000107454 |
95,75 |
96,03 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
97,45 |
97,63 |
3,60 |
3,58 |
97,54 |
3,59 |
WZ0126 |
PL0000108817 |
93,69 |
93,96 |
--- |
--- |
93,83 |
--- |
DS0726 |
PL0000108866 |
90,54 |
90,76 |
3,71 |
3,68 |
90,65 |
3,69 |
DS0727 |
PL0000109427 |
88,92 |
89,13 |
3,81 |
3,78 |
89,03 |
3,79 |
WS0429 |
PL0000105391 |
117,80 |
119,31 |
3,88 |
3,74 |
118,56 |
3,81 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
270 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
340 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,120 |
1,120 |
1,120 |
65 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
195 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
380 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
185 |
TOTAL |
1 835 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.