2017-03-01 |
MARKET DATA |
No 42 (3075) |
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 |
1 177,50 |
1 131,38 |
95 |
4 405,00 |
4 470,62 |
47 |
5 582,50 |
5 602,00 |
142 |
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 |
100,47 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,42 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,39 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,37 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,85 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,75 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,40 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,14 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,90 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,85 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,57 |
96,60 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
45 000 |
44,22 |
3 |
PS0721 |
PL0000109153 |
95,08 |
95,08 |
95,080 |
95,080 |
95,030 |
95,030 |
95,050 |
35 000 |
33,64 |
3 |
DS1021 |
PL0000106670 |
111,80 |
111,91 |
111,800 |
111,800 |
111,800 |
111,800 |
111,800 |
10 000 |
11,38 |
1 |
PS0422 |
PL0000109492 |
95,83 |
95,78 |
95,810 |
95,840 |
95,770 |
95,830 |
95,807 |
300 000 |
293,19 |
18 |
WS0922 |
PL0000102646 |
112,75 |
112,70 |
112,700 |
112,700 |
112,700 |
112,700 |
112,700 |
10 000 |
11,52 |
1 |
DS1023 |
PL0000107264 |
103,50 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,40 |
97,14 |
97,350 |
97,400 |
97,340 |
97,350 |
97,371 |
322 500 |
320,37 |
29 |
DS0726 |
PL0000108866 |
90,44 |
90,10 |
90,400 |
90,440 |
90,330 |
90,400 |
90,382 |
270 000 |
248,12 |
22 |
DS0727 |
PL0000109427 |
88,83 |
88,70 |
88,850 |
88,850 |
88,680 |
88,850 |
88,757 |
175 000 |
157,98 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,15 |
118,32 |
118,320 |
118,320 |
118,320 |
118,320 |
118,320 |
5 000 |
6,16 |
1 |
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 |
100,23 |
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 |
99,58 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,83 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,90 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,77 |
95,80 |
95,800 |
95,800 |
95,800 |
95,800 |
95,800 |
5 000 |
4,80 |
1 |
WZ0126 |
PL0000108817 |
93,73 |
93,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 177 500 |
1 131,38 |
95 |
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 |
180 |
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 |
99,51 |
1,56 |
1,25 |
99,45 |
1,40 |
DS1017 |
PL0000104543 |
102,37 |
102,46 |
1,52 |
1,39 |
102,42 |
1,45 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,43 |
1,70 |
1,59 |
102,37 |
1,64 |
PS0718 |
PL0000107595 |
100,80 |
100,89 |
1,91 |
1,84 |
100,85 |
1,87 |
OK1018 |
PL0000109062 |
96,69 |
96,82 |
2,07 |
1,98 |
96,76 |
2,02 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,35 |
95,50 |
2,24 |
2,17 |
95,43 |
2,20 |
PS0719 |
PL0000108148 |
102,11 |
102,26 |
2,33 |
2,27 |
102,19 |
2,30 |
DS1019 |
PL0000105441 |
107,83 |
107,99 |
2,40 |
2,35 |
107,91 |
2,38 |
WZ0120 |
PL0000108601 |
99,50 |
99,66 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
96,82 |
97,01 |
2,56 |
2,50 |
96,92 |
2,53 |
DS1020 |
PL0000106126 |
108,72 |
108,97 |
2,70 |
2,63 |
108,85 |
2,66 |
WZ0121 |
PL0000106068 |
98,73 |
98,94 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,43 |
96,64 |
2,92 |
2,87 |
96,54 |
2,89 |
PS0721 |
PL0000109153 |
94,97 |
95,17 |
2,98 |
2,93 |
95,07 |
2,96 |
DS1021 |
PL0000106670 |
111,68 |
111,96 |
3,01 |
2,95 |
111,82 |
2,98 |
PS0422 |
PL0000109492 |
95,71 |
95,90 |
3,16 |
3,12 |
95,81 |
3,14 |
WS0922 |
PL0000102646 |
112,58 |
112,86 |
3,23 |
3,18 |
112,72 |
3,21 |
WZ1122 |
PL0000109377 |
96,79 |
97,06 |
--- |
--- |
96,93 |
--- |
IZ0823 |
PL0000105359 |
108,20 |
113,64 |
--- |
--- |
110,92 |
--- |
DS1023 |
PL0000107264 |
103,46 |
103,77 |
3,41 |
3,35 |
103,62 |
3,38 |
WZ0124 |
PL0000107454 |
95,62 |
96,04 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
97,16 |
97,51 |
3,64 |
3,59 |
97,34 |
3,62 |
WZ0126 |
PL0000108817 |
93,62 |
93,95 |
--- |
--- |
93,79 |
--- |
DS0726 |
PL0000108866 |
90,31 |
90,61 |
3,74 |
3,70 |
90,46 |
3,72 |
DS0727 |
PL0000109427 |
88,59 |
88,94 |
3,85 |
3,80 |
88,77 |
3,83 |
WS0429 |
PL0000105391 |
117,52 |
118,97 |
3,91 |
3,77 |
118,25 |
3,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,40 |
99,52 |
1,53 |
1,22 |
99,46 |
1,38 |
DS1017 |
PL0000104543 |
102,37 |
102,48 |
1,52 |
1,36 |
102,43 |
1,43 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,34 |
102,44 |
1,67 |
1,58 |
102,39 |
1,62 |
PS0718 |
PL0000107595 |
100,82 |
100,89 |
1,89 |
1,84 |
100,86 |
1,87 |
OK1018 |
PL0000109062 |
96,72 |
96,82 |
2,05 |
1,98 |
96,77 |
2,01 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,37 |
95,51 |
2,23 |
2,16 |
95,44 |
2,20 |
PS0719 |
PL0000108148 |
102,12 |
102,23 |
2,33 |
2,28 |
102,18 |
2,30 |
DS1019 |
PL0000105441 |
107,87 |
108,00 |
2,39 |
2,34 |
107,94 |
2,36 |
WZ0120 |
PL0000108601 |
99,52 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,82 |
96,96 |
2,56 |
2,51 |
96,89 |
2,54 |
DS1020 |
PL0000106126 |
108,79 |
108,98 |
2,68 |
2,63 |
108,89 |
2,65 |
WZ0121 |
PL0000106068 |
98,77 |
98,94 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,52 |
96,65 |
2,90 |
2,87 |
96,59 |
2,88 |
PS0721 |
PL0000109153 |
95,02 |
95,17 |
2,97 |
2,93 |
95,10 |
2,95 |
DS1021 |
PL0000106670 |
111,76 |
111,96 |
2,99 |
2,95 |
111,86 |
2,97 |
PS0422 |
PL0000109492 |
95,72 |
95,86 |
3,16 |
3,13 |
95,79 |
3,15 |
WS0922 |
PL0000102646 |
112,69 |
112,89 |
3,21 |
3,18 |
112,79 |
3,20 |
WZ1122 |
PL0000109377 |
96,75 |
96,98 |
--- |
--- |
96,87 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
113,81 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
103,38 |
103,71 |
3,42 |
3,36 |
103,55 |
3,39 |
WZ0124 |
PL0000107454 |
95,67 |
95,91 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
97,28 |
97,47 |
3,63 |
3,60 |
97,38 |
3,61 |
WZ0126 |
PL0000108817 |
93,64 |
93,91 |
--- |
--- |
93,78 |
--- |
DS0726 |
PL0000108866 |
90,30 |
90,59 |
3,74 |
3,70 |
90,45 |
3,72 |
DS0727 |
PL0000109427 |
88,67 |
88,93 |
3,84 |
3,81 |
88,80 |
3,82 |
WS0429 |
PL0000105391 |
117,61 |
119,15 |
3,90 |
3,75 |
118,38 |
3,83 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
300 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
20 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
40 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
120 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
100 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,500 |
1,520 |
1,508 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,510 |
1,497 |
75 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
80 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
100 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
55 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
100 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,500 |
1,510 |
1,507 |
320 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
225 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,510 |
1,498 |
525 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,510 |
1,495 |
390 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
45 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,510 |
1,499 |
70 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,490 |
1,500 |
1,491 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,510 |
1,502 |
50 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
65 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
TOTAL |
3 805 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,540 |
1,540 |
1,540 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.