2017-03-06 |
MARKET DATA |
No 45 (3078) |
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 |
150,00 |
143,51 |
16 |
2 130,00 |
2 112,71 |
27 |
2 280,00 |
2 256,22 |
43 |
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 |
100,42 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,42 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,31 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,32 |
102,42 |
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 |
96,88 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,54 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,37 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,09 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,09 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,14 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,92 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,50 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,30 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,45 |
96,39 |
96,480 |
96,480 |
96,410 |
96,410 |
96,439 |
40 000 |
39,36 |
5 |
WS0922 |
PL0000102646 |
113,45 |
113,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,34 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,45 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,40 |
91,44 |
91,500 |
91,500 |
91,500 |
91,500 |
91,500 |
10 000 |
9,30 |
1 |
DS0727 |
PL0000109427 |
90,00 |
89,80 |
89,800 |
90,000 |
89,800 |
90,000 |
89,946 |
90 000 |
82,34 |
9 |
WS0428 |
PL0000107611 |
90,24 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,02 |
119,76 |
120,020 |
120,020 |
120,020 |
120,020 |
120,020 |
10 000 |
12,50 |
1 |
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 |
110,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,58 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,78 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,95 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,87 |
94,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
143,51 |
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 |
175 |
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 |
99,40 |
99,51 |
1,59 |
1,29 |
99,46 |
1,43 |
DS1017 |
PL0000104543 |
102,30 |
102,42 |
1,55 |
1,37 |
102,36 |
1,46 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,45 |
1,68 |
1,55 |
102,38 |
1,61 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,87 |
1,80 |
100,89 |
1,84 |
OK1018 |
PL0000109062 |
96,79 |
96,92 |
2,02 |
1,93 |
96,86 |
1,97 |
WZ0119 |
PL0000107603 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,51 |
95,66 |
2,18 |
2,10 |
95,59 |
2,14 |
PS0719 |
PL0000108148 |
102,31 |
102,47 |
2,24 |
2,17 |
102,39 |
2,21 |
DS1019 |
PL0000105441 |
108,03 |
108,19 |
2,32 |
2,26 |
108,11 |
2,29 |
WZ0120 |
PL0000108601 |
99,51 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
97,02 |
97,26 |
2,50 |
2,42 |
97,14 |
2,46 |
DS1020 |
PL0000106126 |
109,02 |
109,28 |
2,61 |
2,54 |
109,15 |
2,57 |
WZ0121 |
PL0000106068 |
98,71 |
98,91 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
96,82 |
97,09 |
2,82 |
2,75 |
96,96 |
2,79 |
PS0721 |
PL0000109153 |
95,33 |
95,59 |
2,90 |
2,83 |
95,46 |
2,86 |
DS1021 |
PL0000106670 |
112,13 |
112,41 |
2,91 |
2,85 |
112,27 |
2,88 |
PS0422 |
PL0000109492 |
96,22 |
96,45 |
3,05 |
3,00 |
96,34 |
3,03 |
WS0922 |
PL0000102646 |
113,25 |
113,50 |
3,11 |
3,06 |
113,38 |
3,08 |
WZ1122 |
PL0000109377 |
96,86 |
97,13 |
--- |
--- |
97,00 |
--- |
IZ0823 |
PL0000105359 |
109,08 |
113,80 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
104,10 |
104,50 |
3,30 |
3,23 |
104,30 |
3,26 |
WZ0124 |
PL0000107454 |
95,80 |
96,19 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
98,10 |
98,47 |
3,51 |
3,46 |
98,29 |
3,48 |
WZ0126 |
PL0000108817 |
93,75 |
94,14 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
91,12 |
91,50 |
3,63 |
3,58 |
91,31 |
3,60 |
DS0727 |
PL0000109427 |
89,53 |
89,89 |
3,73 |
3,69 |
89,71 |
3,71 |
WS0429 |
PL0000105391 |
118,94 |
120,50 |
3,77 |
3,63 |
119,72 |
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 |
99,51 |
1,56 |
1,29 |
99,46 |
1,43 |
DS1017 |
PL0000104543 |
102,30 |
102,42 |
1,55 |
1,37 |
102,36 |
1,46 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,44 |
1,68 |
1,55 |
102,37 |
1,62 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,87 |
1,80 |
100,90 |
1,83 |
OK1018 |
PL0000109062 |
96,83 |
96,93 |
1,99 |
1,93 |
96,88 |
1,96 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,52 |
95,67 |
2,17 |
2,10 |
95,60 |
2,13 |
PS0719 |
PL0000108148 |
102,34 |
102,47 |
2,23 |
2,17 |
102,41 |
2,20 |
DS1019 |
PL0000105441 |
108,05 |
108,20 |
2,31 |
2,25 |
108,13 |
2,28 |
WZ0120 |
PL0000108601 |
99,51 |
99,69 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,27 |
2,48 |
2,41 |
97,17 |
2,45 |
DS1020 |
PL0000106126 |
109,10 |
109,34 |
2,59 |
2,52 |
109,22 |
2,55 |
WZ0121 |
PL0000106068 |
98,72 |
98,93 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,89 |
97,08 |
2,81 |
2,75 |
96,99 |
2,78 |
PS0721 |
PL0000109153 |
95,46 |
95,68 |
2,86 |
2,81 |
95,57 |
2,84 |
DS1021 |
PL0000106670 |
112,27 |
112,51 |
2,88 |
2,83 |
112,39 |
2,85 |
PS0422 |
PL0000109492 |
96,34 |
96,53 |
3,03 |
2,99 |
96,44 |
3,01 |
WS0922 |
PL0000102646 |
113,33 |
113,58 |
3,09 |
3,05 |
113,46 |
3,07 |
WZ1122 |
PL0000109377 |
96,89 |
97,13 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
108,93 |
113,02 |
--- |
--- |
110,98 |
--- |
DS1023 |
PL0000107264 |
104,29 |
104,65 |
3,27 |
3,21 |
104,47 |
3,24 |
WZ0124 |
PL0000107454 |
95,83 |
96,20 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
98,32 |
98,67 |
3,48 |
3,43 |
98,50 |
3,46 |
WZ0126 |
PL0000108817 |
93,79 |
94,16 |
--- |
--- |
93,98 |
--- |
DS0726 |
PL0000108866 |
91,30 |
91,62 |
3,61 |
3,56 |
91,46 |
3,58 |
DS0727 |
PL0000109427 |
89,78 |
90,03 |
3,70 |
3,67 |
89,91 |
3,68 |
WS0429 |
PL0000105391 |
119,20 |
120,63 |
3,75 |
3,62 |
119,92 |
3,68 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
115 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
80 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
35 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,460 |
1,459 |
220 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
125 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
340 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
185 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
175 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
260 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
265 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
75 |
TOTAL |
2 130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.