2017-03-02 |
MARKET DATA |
No 43 (3076) |
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 |
1 625,00 |
1 613,80 |
92 |
2 555,00 |
2 614,93 |
26 |
4 180,00 |
4 228,74 |
118 |
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 |
100,45 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,45 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,42 |
102,40 |
102,400 |
102,420 |
102,400 |
102,420 |
102,408 |
115 000 |
119,95 |
6 |
PS0418 |
PL0000107314 |
102,36 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,84 |
96,80 |
96,810 |
96,840 |
96,810 |
96,840 |
96,828 |
200 000 |
193,66 |
6 |
OK0419 |
PL0000109633 |
95,49 |
95,50 |
95,500 |
95,500 |
95,500 |
95,500 |
95,500 |
70 000 |
66,85 |
1 |
PS0719 |
PL0000108148 |
102,37 |
102,22 |
102,340 |
102,370 |
102,340 |
102,370 |
102,348 |
300 000 |
313,03 |
4 |
DS1019 |
PL0000105441 |
108,08 |
107,93 |
108,030 |
108,080 |
108,030 |
108,080 |
108,050 |
80 000 |
88,03 |
4 |
PS0420 |
PL0000108510 |
97,00 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
108,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,78 |
96,63 |
96,630 |
96,800 |
96,630 |
96,800 |
96,751 |
35 000 |
34,47 |
2 |
PS0721 |
PL0000109153 |
95,26 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,07 |
111,89 |
112,150 |
112,150 |
112,150 |
112,150 |
112,150 |
25 000 |
28,56 |
1 |
PS0422 |
PL0000109492 |
96,15 |
95,82 |
95,950 |
96,170 |
95,950 |
96,170 |
96,050 |
310 000 |
303,78 |
25 |
WS0922 |
PL0000102646 |
113,50 |
112,82 |
113,090 |
113,090 |
113,090 |
113,090 |
113,090 |
25 000 |
28,92 |
1 |
DS1023 |
PL0000107264 |
104,06 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,10 |
97,14 |
97,140 |
98,010 |
97,140 |
98,010 |
97,784 |
85 000 |
84,81 |
7 |
DS0726 |
PL0000108866 |
91,30 |
90,10 |
90,100 |
91,020 |
90,100 |
91,000 |
90,909 |
160 000 |
147,91 |
16 |
DS0727 |
PL0000109427 |
89,57 |
88,80 |
88,800 |
89,570 |
88,800 |
89,570 |
89,231 |
165 000 |
149,76 |
16 |
WS0428 |
PL0000107611 |
89,23 |
91,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,13 |
118,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,68 |
119,62 |
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 |
110,75 |
111,30 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,60 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
30 000 |
29,94 |
1 |
WZ0121 |
PL0000106068 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,01 |
96,90 |
96,930 |
96,930 |
96,930 |
96,930 |
96,930 |
10 000 |
9,74 |
1 |
WZ0124 |
PL0000107454 |
95,85 |
95,80 |
95,800 |
95,800 |
95,800 |
95,800 |
95,800 |
15 000 |
14,40 |
1 |
WZ0126 |
PL0000108817 |
93,85 |
93,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 625 000 |
1 613,80 |
92 |
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 |
177 |
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 |
99,42 |
99,53 |
1,51 |
1,22 |
99,48 |
1,35 |
DS1017 |
PL0000104543 |
102,34 |
102,46 |
1,52 |
1,34 |
102,40 |
1,43 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,29 |
102,44 |
1,70 |
1,57 |
102,37 |
1,63 |
PS0718 |
PL0000107595 |
100,82 |
100,91 |
1,89 |
1,83 |
100,87 |
1,85 |
OK1018 |
PL0000109062 |
96,70 |
96,84 |
2,07 |
1,98 |
96,77 |
2,02 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,39 |
95,52 |
2,23 |
2,17 |
95,46 |
2,20 |
PS0719 |
PL0000108148 |
102,14 |
102,26 |
2,31 |
2,26 |
102,20 |
2,29 |
DS1019 |
PL0000105441 |
107,84 |
107,97 |
2,39 |
2,34 |
107,91 |
2,37 |
WZ0120 |
PL0000108601 |
99,51 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,82 |
97,00 |
2,56 |
2,50 |
96,91 |
2,53 |
DS1020 |
PL0000106126 |
108,69 |
108,95 |
2,70 |
2,63 |
108,82 |
2,67 |
WZ0121 |
PL0000106068 |
98,75 |
98,95 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,49 |
96,69 |
2,91 |
2,86 |
96,59 |
2,88 |
PS0721 |
PL0000109153 |
94,94 |
95,17 |
2,99 |
2,94 |
95,06 |
2,96 |
DS1021 |
PL0000106670 |
111,70 |
111,94 |
3,00 |
2,95 |
111,82 |
2,98 |
PS0422 |
PL0000109492 |
95,69 |
95,90 |
3,17 |
3,12 |
95,80 |
3,15 |
WS0922 |
PL0000102646 |
112,64 |
112,88 |
3,22 |
3,18 |
112,76 |
3,20 |
WZ1122 |
PL0000109377 |
96,69 |
96,96 |
--- |
--- |
96,83 |
--- |
IZ0823 |
PL0000105359 |
108,90 |
113,80 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
103,40 |
103,80 |
3,41 |
3,35 |
103,60 |
3,38 |
WZ0124 |
PL0000107454 |
95,69 |
96,05 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
97,26 |
97,60 |
3,63 |
3,58 |
97,43 |
3,61 |
WZ0126 |
PL0000108817 |
93,61 |
93,95 |
--- |
--- |
93,78 |
--- |
DS0726 |
PL0000108866 |
90,25 |
90,61 |
3,75 |
3,70 |
90,43 |
3,72 |
DS0727 |
PL0000109427 |
88,60 |
88,91 |
3,85 |
3,81 |
88,76 |
3,83 |
WS0429 |
PL0000105391 |
117,64 |
119,04 |
3,89 |
3,76 |
118,34 |
3,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,42 |
99,53 |
1,51 |
1,22 |
99,48 |
1,35 |
DS1017 |
PL0000104543 |
102,37 |
102,45 |
1,47 |
1,35 |
102,41 |
1,41 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,47 |
1,68 |
1,54 |
102,39 |
1,61 |
PS0718 |
PL0000107595 |
100,85 |
100,93 |
1,87 |
1,81 |
100,89 |
1,84 |
OK1018 |
PL0000109062 |
96,79 |
96,88 |
2,01 |
1,95 |
96,84 |
1,98 |
WZ0119 |
PL0000107603 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,46 |
95,59 |
2,20 |
2,13 |
95,53 |
2,16 |
PS0719 |
PL0000108148 |
102,20 |
102,34 |
2,29 |
2,23 |
102,27 |
2,26 |
DS1019 |
PL0000105441 |
107,93 |
108,08 |
2,36 |
2,30 |
108,01 |
2,33 |
WZ0120 |
PL0000108601 |
99,53 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,09 |
2,53 |
2,47 |
97,01 |
2,50 |
DS1020 |
PL0000106126 |
109,01 |
109,15 |
2,62 |
2,58 |
109,08 |
2,60 |
WZ0121 |
PL0000106068 |
98,79 |
98,95 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,70 |
96,86 |
2,85 |
2,81 |
96,78 |
2,83 |
PS0721 |
PL0000109153 |
95,22 |
95,43 |
2,92 |
2,87 |
95,33 |
2,90 |
DS1021 |
PL0000106670 |
111,98 |
112,22 |
2,94 |
2,89 |
112,10 |
2,92 |
PS0422 |
PL0000109492 |
96,03 |
96,22 |
3,10 |
3,05 |
96,13 |
3,07 |
WS0922 |
PL0000102646 |
113,04 |
113,28 |
3,15 |
3,10 |
113,16 |
3,12 |
WZ1122 |
PL0000109377 |
96,89 |
97,13 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
109,54 |
113,04 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
103,87 |
104,20 |
3,34 |
3,28 |
104,04 |
3,31 |
WZ0124 |
PL0000107454 |
95,75 |
96,04 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
97,84 |
98,09 |
3,55 |
3,51 |
97,97 |
3,53 |
WZ0126 |
PL0000108817 |
93,74 |
94,04 |
--- |
--- |
93,89 |
--- |
DS0726 |
PL0000108866 |
90,88 |
91,17 |
3,66 |
3,62 |
91,03 |
3,64 |
DS0727 |
PL0000109427 |
89,27 |
89,55 |
3,76 |
3,73 |
89,41 |
3,75 |
WS0429 |
PL0000105391 |
118,40 |
119,54 |
3,82 |
3,72 |
118,97 |
3,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
100 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
100 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
55 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
110 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
100 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
100 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
55 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,480 |
1,510 |
1,486 |
500 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
55 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
125 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,480 |
1,510 |
1,486 |
500 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
100 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
75 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
180 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
75 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
45 |
TOTAL |
2 555 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.