2017-03-07 |
MARKET DATA |
No 46 (3079) |
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 |
672,50 |
674,25 |
35 |
840,00 |
844,91 |
9 |
1 512,50 |
1 519,16 |
44 |
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 |
100,40 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,46 |
99,46 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
92 500 |
92,00 |
3 |
DS1017 |
PL0000104543 |
102,30 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,31 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,90 |
96,90 |
96,900 |
96,900 |
96,900 |
96,900 |
96,900 |
100 000 |
96,90 |
1 |
OK0419 |
PL0000109633 |
95,56 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,36 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,09 |
108,13 |
108,130 |
108,160 |
108,130 |
108,160 |
108,151 |
140 000 |
154,26 |
4 |
PS0420 |
PL0000108510 |
97,09 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,10 |
109,15 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
30 000 |
33,31 |
2 |
PS0421 |
PL0000108916 |
96,90 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,47 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,28 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,36 |
96,34 |
96,350 |
96,350 |
96,340 |
96,340 |
96,345 |
95 000 |
93,39 |
4 |
WS0922 |
PL0000102646 |
113,35 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,35 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,51 |
98,45 |
98,450 |
98,510 |
98,450 |
98,510 |
98,496 |
50 000 |
50,26 |
5 |
DS0726 |
PL0000108866 |
91,50 |
91,40 |
91,400 |
91,530 |
91,400 |
91,500 |
91,499 |
85 000 |
79,10 |
8 |
DS0727 |
PL0000109427 |
89,82 |
89,78 |
89,750 |
89,900 |
89,750 |
89,900 |
89,869 |
75 000 |
68,57 |
7 |
WS0428 |
PL0000107611 |
90,38 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,59 |
119,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
110,50 |
110,60 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
5 000 |
6,46 |
1 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,59 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,98 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,98 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
94,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
672 500 |
674,25 |
35 |
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 |
174 |
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 |
99,52 |
1,60 |
1,28 |
99,46 |
1,44 |
DS1017 |
PL0000104543 |
102,28 |
102,39 |
1,57 |
1,40 |
102,34 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,29 |
102,43 |
1,68 |
1,56 |
102,36 |
1,62 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,87 |
1,80 |
100,90 |
1,83 |
OK1018 |
PL0000109062 |
96,81 |
96,93 |
2,01 |
1,93 |
96,87 |
1,97 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,53 |
95,68 |
2,17 |
2,10 |
95,61 |
2,13 |
PS0719 |
PL0000108148 |
102,32 |
102,47 |
2,23 |
2,17 |
102,40 |
2,20 |
DS1019 |
PL0000105441 |
108,02 |
108,19 |
2,32 |
2,25 |
108,11 |
2,28 |
WZ0120 |
PL0000108601 |
99,51 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
97,05 |
97,28 |
2,49 |
2,41 |
97,17 |
2,45 |
DS1020 |
PL0000106126 |
109,05 |
109,32 |
2,60 |
2,52 |
109,19 |
2,56 |
WZ0121 |
PL0000106068 |
98,70 |
98,93 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,84 |
97,11 |
2,82 |
2,75 |
96,98 |
2,78 |
PS0721 |
PL0000109153 |
95,39 |
95,65 |
2,88 |
2,82 |
95,52 |
2,85 |
DS1021 |
PL0000106670 |
112,21 |
112,48 |
2,89 |
2,83 |
112,35 |
2,86 |
PS0422 |
PL0000109492 |
96,29 |
96,48 |
3,04 |
3,00 |
96,39 |
3,02 |
WS0922 |
PL0000102646 |
113,25 |
113,51 |
3,10 |
3,06 |
113,38 |
3,08 |
WZ1122 |
PL0000109377 |
96,86 |
97,14 |
--- |
--- |
97,00 |
--- |
IZ0823 |
PL0000105359 |
109,46 |
114,31 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,66 |
3,27 |
3,20 |
104,46 |
3,24 |
WZ0124 |
PL0000107454 |
95,82 |
96,20 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
98,25 |
98,65 |
3,49 |
3,43 |
98,45 |
3,46 |
WZ0126 |
PL0000108817 |
93,78 |
94,17 |
--- |
--- |
93,98 |
--- |
DS0726 |
PL0000108866 |
91,24 |
91,57 |
3,61 |
3,57 |
91,41 |
3,59 |
DS0727 |
PL0000109427 |
89,68 |
90,03 |
3,71 |
3,67 |
89,86 |
3,69 |
WS0429 |
PL0000105391 |
119,13 |
120,72 |
3,75 |
3,61 |
119,93 |
3,68 |
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 |
1,60 |
1,30 |
99,46 |
1,44 |
DS1017 |
PL0000104543 |
102,27 |
102,38 |
1,58 |
1,41 |
102,33 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,41 |
1,69 |
1,58 |
102,35 |
1,63 |
PS0718 |
PL0000107595 |
100,85 |
100,95 |
1,87 |
1,79 |
100,90 |
1,83 |
OK1018 |
PL0000109062 |
96,85 |
96,94 |
1,98 |
1,92 |
96,90 |
1,95 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,54 |
95,70 |
2,17 |
2,09 |
95,62 |
2,13 |
PS0719 |
PL0000108148 |
102,32 |
102,44 |
2,23 |
2,18 |
102,38 |
2,21 |
DS1019 |
PL0000105441 |
108,06 |
108,21 |
2,30 |
2,24 |
108,14 |
2,27 |
WZ0120 |
PL0000108601 |
99,52 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,24 |
2,49 |
2,42 |
97,15 |
2,45 |
DS1020 |
PL0000106126 |
109,07 |
109,30 |
2,59 |
2,53 |
109,19 |
2,56 |
WZ0121 |
PL0000106068 |
98,74 |
98,93 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,86 |
97,04 |
2,81 |
2,77 |
96,95 |
2,79 |
PS0721 |
PL0000109153 |
95,42 |
95,60 |
2,88 |
2,83 |
95,51 |
2,85 |
DS1021 |
PL0000106670 |
112,24 |
112,44 |
2,88 |
2,84 |
112,34 |
2,86 |
PS0422 |
PL0000109492 |
96,30 |
96,43 |
3,04 |
3,01 |
96,37 |
3,02 |
WS0922 |
PL0000102646 |
113,31 |
113,58 |
3,09 |
3,04 |
113,45 |
3,07 |
WZ1122 |
PL0000109377 |
96,90 |
97,13 |
--- |
--- |
97,02 |
--- |
IZ0823 |
PL0000105359 |
108,91 |
111,83 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
104,24 |
104,61 |
3,27 |
3,21 |
104,43 |
3,24 |
WZ0124 |
PL0000107454 |
95,88 |
96,20 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
98,30 |
98,57 |
3,48 |
3,45 |
98,44 |
3,46 |
WZ0126 |
PL0000108817 |
93,81 |
94,15 |
--- |
--- |
93,98 |
--- |
DS0726 |
PL0000108866 |
91,33 |
91,58 |
3,60 |
3,57 |
91,46 |
3,58 |
DS0727 |
PL0000109427 |
89,76 |
89,98 |
3,70 |
3,68 |
89,87 |
3,69 |
WS0429 |
PL0000105391 |
118,99 |
120,83 |
3,77 |
3,60 |
119,91 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
120 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,460 |
1,460 |
1,460 |
230 |
PS0420 |
PL0000108510 |
2/9 |
7 |
1,460 |
1,460 |
1,460 |
200 |
TOTAL |
840 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.