2017-03-03 |
MARKET DATA |
No 44 (3077) |
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 |
1 695,00 |
1 677,57 |
73 |
2 485,00 |
2 489,24 |
29 |
4 180,00 |
4 166,80 |
102 |
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 |
100,43 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,44 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,34 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,38 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,82 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,54 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,38 |
102,40 |
102,380 |
102,380 |
102,380 |
102,380 |
102,380 |
10 000 |
10,44 |
1 |
DS1019 |
PL0000105441 |
108,10 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,10 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,84 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,40 |
95,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,17 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,28 |
96,25 |
96,300 |
96,320 |
96,180 |
96,200 |
96,270 |
205 000 |
201,35 |
11 |
WS0922 |
PL0000102646 |
113,43 |
113,23 |
113,280 |
113,300 |
113,220 |
113,300 |
113,258 |
110 000 |
127,44 |
7 |
DS1023 |
PL0000107264 |
104,16 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,21 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,25 |
91,09 |
91,120 |
91,120 |
91,100 |
91,100 |
91,107 |
30 000 |
27,79 |
2 |
DS0727 |
PL0000109427 |
89,65 |
89,50 |
89,470 |
89,600 |
89,400 |
89,600 |
89,488 |
110 000 |
100,13 |
11 |
WS0428 |
PL0000107611 |
90,05 |
92,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,33 |
119,43 |
119,550 |
119,550 |
119,550 |
119,550 |
119,550 |
20 000 |
24,91 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,03 |
100,030 |
100,030 |
100,020 |
100,020 |
100,023 |
35 000 |
35,08 |
2 |
WZ0120 |
PL0000108601 |
99,62 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
20 000 |
19,96 |
2 |
WZ0121 |
PL0000106068 |
98,90 |
98,80 |
98,870 |
98,870 |
98,750 |
98,800 |
98,782 |
545 000 |
539,48 |
11 |
WZ1122 |
PL0000109377 |
97,03 |
96,99 |
97,030 |
97,030 |
96,950 |
96,950 |
96,958 |
410 000 |
399,62 |
9 |
WZ0124 |
PL0000107454 |
96,01 |
95,98 |
95,990 |
96,000 |
95,980 |
95,990 |
95,990 |
150 000 |
144,29 |
13 |
WZ0126 |
PL0000108817 |
94,05 |
93,97 |
93,950 |
93,950 |
93,940 |
93,940 |
93,948 |
50 000 |
47,08 |
2 |
TOTAL |
1 695 000 |
1 677,57 |
73 |
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 |
176 |
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 |
99,41 |
99,54 |
1,55 |
1,20 |
99,48 |
1,36 |
DS1017 |
PL0000104543 |
102,33 |
102,45 |
1,52 |
1,34 |
102,39 |
1,43 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,46 |
1,67 |
1,54 |
102,39 |
1,60 |
PS0718 |
PL0000107595 |
100,86 |
100,95 |
1,86 |
1,79 |
100,91 |
1,82 |
OK1018 |
PL0000109062 |
96,80 |
96,92 |
2,01 |
1,93 |
96,86 |
1,97 |
WZ0119 |
PL0000107603 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,50 |
95,66 |
2,18 |
2,10 |
95,58 |
2,14 |
PS0719 |
PL0000108148 |
102,32 |
102,49 |
2,24 |
2,16 |
102,41 |
2,20 |
DS1019 |
PL0000105441 |
108,01 |
108,16 |
2,33 |
2,27 |
108,09 |
2,30 |
WZ0120 |
PL0000108601 |
99,54 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,25 |
2,50 |
2,42 |
97,13 |
2,46 |
DS1020 |
PL0000106126 |
109,02 |
109,28 |
2,61 |
2,54 |
109,15 |
2,57 |
WZ0121 |
PL0000106068 |
98,77 |
99,02 |
--- |
--- |
98,90 |
--- |
PS0421 |
PL0000108916 |
96,81 |
97,04 |
2,83 |
2,76 |
96,93 |
2,79 |
PS0721 |
PL0000109153 |
95,29 |
95,57 |
2,91 |
2,84 |
95,43 |
2,87 |
DS1021 |
PL0000106670 |
112,13 |
112,39 |
2,91 |
2,85 |
112,26 |
2,88 |
PS0422 |
PL0000109492 |
96,23 |
96,37 |
3,05 |
3,02 |
96,30 |
3,04 |
WS0922 |
PL0000102646 |
113,24 |
113,50 |
3,11 |
3,06 |
113,37 |
3,09 |
WZ1122 |
PL0000109377 |
96,95 |
97,21 |
--- |
--- |
97,08 |
--- |
IZ0823 |
PL0000105359 |
109,62 |
113,89 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
104,14 |
104,57 |
3,29 |
3,22 |
104,36 |
3,25 |
WZ0124 |
PL0000107454 |
95,81 |
96,18 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
98,14 |
98,55 |
3,51 |
3,45 |
98,35 |
3,48 |
WZ0126 |
PL0000108817 |
93,78 |
94,14 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
91,19 |
91,55 |
3,62 |
3,57 |
91,37 |
3,60 |
DS0727 |
PL0000109427 |
89,58 |
89,95 |
3,73 |
3,68 |
89,77 |
3,70 |
WS0429 |
PL0000105391 |
119,05 |
120,40 |
3,76 |
3,64 |
119,73 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,41 |
99,50 |
1,55 |
1,31 |
99,46 |
1,42 |
DS1017 |
PL0000104543 |
102,33 |
102,42 |
1,52 |
1,38 |
102,38 |
1,44 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,35 |
102,45 |
1,64 |
1,55 |
102,40 |
1,59 |
PS0718 |
PL0000107595 |
100,85 |
100,93 |
1,87 |
1,81 |
100,89 |
1,84 |
OK1018 |
PL0000109062 |
96,79 |
96,90 |
2,01 |
1,94 |
96,85 |
1,98 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,50 |
95,63 |
2,18 |
2,12 |
95,57 |
2,15 |
PS0719 |
PL0000108148 |
102,30 |
102,43 |
2,24 |
2,19 |
102,37 |
2,21 |
DS1019 |
PL0000105441 |
108,05 |
108,17 |
2,31 |
2,27 |
108,11 |
2,29 |
WZ0120 |
PL0000108601 |
99,48 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,21 |
2,50 |
2,43 |
97,11 |
2,47 |
DS1020 |
PL0000106126 |
109,10 |
109,27 |
2,59 |
2,54 |
109,19 |
2,56 |
WZ0121 |
PL0000106068 |
98,70 |
98,89 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
96,78 |
96,94 |
2,83 |
2,79 |
96,86 |
2,81 |
PS0721 |
PL0000109153 |
95,34 |
95,53 |
2,89 |
2,85 |
95,44 |
2,87 |
DS1021 |
PL0000106670 |
112,12 |
112,38 |
2,91 |
2,85 |
112,25 |
2,88 |
PS0422 |
PL0000109492 |
96,23 |
96,38 |
3,05 |
3,02 |
96,31 |
3,03 |
WS0922 |
PL0000102646 |
113,22 |
113,40 |
3,11 |
3,08 |
113,31 |
3,10 |
WZ1122 |
PL0000109377 |
96,91 |
97,11 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
109,61 |
113,15 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
104,06 |
104,37 |
3,30 |
3,25 |
104,22 |
3,28 |
WZ0124 |
PL0000107454 |
95,85 |
96,13 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
98,05 |
98,39 |
3,52 |
3,47 |
98,22 |
3,49 |
WZ0126 |
PL0000108817 |
93,85 |
94,09 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
91,05 |
91,36 |
3,64 |
3,60 |
91,21 |
3,62 |
DS0727 |
PL0000109427 |
89,51 |
89,82 |
3,73 |
3,70 |
89,67 |
3,71 |
WS0429 |
PL0000105391 |
118,92 |
120,27 |
3,77 |
3,65 |
119,60 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
10 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
5 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
40 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
15 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
20 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,460 |
1,480 |
1,479 |
210 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
100 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
10 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
5 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
15 |
OK1018 |
PL0000109062 |
0/4 |
4 |
1,450 |
1,450 |
1,450 |
20 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,460 |
1,470 |
1,464 |
315 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,460 |
1,480 |
1,470 |
390 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
200 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
400 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
240 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
280 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
55 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
70 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
15 |
TOTAL |
2 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.