2017-03-08 |
MARKET DATA |
No 47 (3080) |
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 |
962,50 |
961,67 |
59 |
2 475,00 |
2 524,93 |
29 |
3 437,50 |
3 486,60 |
88 |
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 |
100,47 |
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 |
102,29 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,32 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,90 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,56 |
95,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,33 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,14 |
108,15 |
108,160 |
108,170 |
108,160 |
108,170 |
108,163 |
150 000 |
165,32 |
2 |
PS0420 |
PL0000108510 |
97,10 |
97,06 |
97,100 |
97,100 |
97,070 |
97,070 |
97,085 |
325 000 |
319,79 |
7 |
DS1020 |
PL0000106126 |
109,10 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,86 |
96,85 |
96,910 |
96,910 |
96,850 |
96,850 |
96,880 |
10 000 |
9,86 |
2 |
PS0721 |
PL0000109153 |
95,47 |
95,40 |
95,430 |
95,430 |
95,420 |
95,420 |
95,427 |
35 000 |
33,78 |
4 |
DS1021 |
PL0000106670 |
112,17 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,27 |
96,15 |
96,200 |
96,200 |
96,080 |
96,080 |
96,146 |
115 000 |
112,83 |
10 |
WS0922 |
PL0000102646 |
113,30 |
113,15 |
113,150 |
113,170 |
113,150 |
113,170 |
113,165 |
60 000 |
69,49 |
4 |
DS1023 |
PL0000107264 |
104,27 |
104,32 |
104,200 |
104,200 |
104,200 |
104,200 |
104,200 |
10 000 |
10,57 |
1 |
DS0725 |
PL0000108197 |
98,27 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,39 |
91,10 |
91,100 |
91,150 |
91,100 |
91,150 |
91,125 |
20 000 |
18,54 |
2 |
DS0727 |
PL0000109427 |
89,82 |
89,50 |
89,650 |
89,650 |
89,450 |
89,650 |
89,587 |
222 500 |
202,81 |
24 |
WS0428 |
PL0000107611 |
90,26 |
92,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,60 |
119,50 |
119,600 |
119,600 |
119,500 |
119,500 |
119,567 |
15 000 |
18,69 |
3 |
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 |
110,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
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 |
98,80 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,94 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,89 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
962 500 |
961,67 |
59 |
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 |
173 |
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 |
1,55 |
1,26 |
99,48 |
1,39 |
DS1017 |
PL0000104543 |
102,27 |
102,40 |
1,57 |
1,37 |
102,34 |
1,46 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,29 |
102,43 |
1,68 |
1,55 |
102,36 |
1,62 |
PS0718 |
PL0000107595 |
100,86 |
100,96 |
1,86 |
1,78 |
100,91 |
1,82 |
OK1018 |
PL0000109062 |
96,83 |
96,96 |
2,00 |
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 |
102,31 |
102,46 |
2,24 |
2,17 |
102,39 |
2,20 |
DS1019 |
PL0000105441 |
108,05 |
108,21 |
2,30 |
2,24 |
108,13 |
2,27 |
WZ0120 |
PL0000108601 |
99,53 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
97,05 |
97,24 |
2,49 |
2,42 |
97,15 |
2,46 |
DS1020 |
PL0000106126 |
109,00 |
109,26 |
2,61 |
2,54 |
109,13 |
2,57 |
WZ0121 |
PL0000106068 |
98,71 |
98,92 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,80 |
97,01 |
2,83 |
2,77 |
96,91 |
2,80 |
PS0721 |
PL0000109153 |
95,34 |
95,56 |
2,90 |
2,84 |
95,45 |
2,87 |
DS1021 |
PL0000106670 |
112,11 |
112,38 |
2,91 |
2,85 |
112,25 |
2,88 |
PS0422 |
PL0000109492 |
96,19 |
96,40 |
3,06 |
3,02 |
96,30 |
3,04 |
WS0922 |
PL0000102646 |
113,24 |
113,50 |
3,11 |
3,06 |
113,37 |
3,08 |
WZ1122 |
PL0000109377 |
96,86 |
97,13 |
--- |
--- |
97,00 |
--- |
IZ0823 |
PL0000105359 |
108,94 |
111,71 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,59 |
3,28 |
3,22 |
104,39 |
3,25 |
WZ0124 |
PL0000107454 |
95,80 |
96,19 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
98,22 |
98,61 |
3,49 |
3,44 |
98,42 |
3,47 |
WZ0126 |
PL0000108817 |
93,79 |
94,15 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
91,24 |
91,61 |
3,61 |
3,57 |
91,43 |
3,59 |
DS0727 |
PL0000109427 |
89,66 |
89,98 |
3,72 |
3,68 |
89,82 |
3,70 |
WS0429 |
PL0000105391 |
119,10 |
120,66 |
3,76 |
3,61 |
119,88 |
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 |
99,52 |
1,61 |
1,29 |
99,46 |
1,45 |
DS1017 |
PL0000104543 |
102,25 |
102,37 |
1,60 |
1,41 |
102,31 |
1,50 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,40 |
1,69 |
1,58 |
102,34 |
1,63 |
PS0718 |
PL0000107595 |
100,85 |
100,94 |
1,86 |
1,80 |
100,90 |
1,83 |
OK1018 |
PL0000109062 |
96,86 |
96,96 |
1,98 |
1,92 |
96,91 |
1,95 |
WZ0119 |
PL0000107603 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,53 |
95,69 |
2,17 |
2,09 |
95,61 |
2,13 |
PS0719 |
PL0000108148 |
102,28 |
102,43 |
2,25 |
2,19 |
102,36 |
2,22 |
DS1019 |
PL0000105441 |
108,08 |
108,22 |
2,29 |
2,24 |
108,15 |
2,26 |
WZ0120 |
PL0000108601 |
99,52 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
97,00 |
97,19 |
2,51 |
2,44 |
97,10 |
2,47 |
DS1020 |
PL0000106126 |
109,02 |
109,25 |
2,61 |
2,54 |
109,14 |
2,57 |
WZ0121 |
PL0000106068 |
98,73 |
98,93 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,76 |
96,96 |
2,84 |
2,79 |
96,86 |
2,81 |
PS0721 |
PL0000109153 |
95,35 |
95,58 |
2,89 |
2,84 |
95,47 |
2,86 |
DS1021 |
PL0000106670 |
112,13 |
112,35 |
2,90 |
2,86 |
112,24 |
2,88 |
PS0422 |
PL0000109492 |
96,13 |
96,29 |
3,08 |
3,04 |
96,21 |
3,06 |
WS0922 |
PL0000102646 |
113,14 |
113,36 |
3,12 |
3,08 |
113,25 |
3,10 |
WZ1122 |
PL0000109377 |
96,88 |
97,15 |
--- |
--- |
97,02 |
--- |
IZ0823 |
PL0000105359 |
108,98 |
111,58 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
104,05 |
104,43 |
3,31 |
3,24 |
104,24 |
3,27 |
WZ0124 |
PL0000107454 |
95,82 |
96,19 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
98,08 |
98,42 |
3,51 |
3,47 |
98,25 |
3,49 |
WZ0126 |
PL0000108817 |
93,78 |
94,19 |
--- |
--- |
93,99 |
--- |
DS0726 |
PL0000108866 |
91,05 |
91,41 |
3,64 |
3,59 |
91,23 |
3,62 |
DS0727 |
PL0000109427 |
89,49 |
89,74 |
3,74 |
3,71 |
89,62 |
3,72 |
WS0429 |
PL0000105391 |
118,99 |
120,08 |
3,77 |
3,67 |
119,54 |
3,72 |
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 |
1,440 |
1,440 |
1,440 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,440 |
1,450 |
1,448 |
90 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
95 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
195 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,440 |
1,450 |
1,445 |
195 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
220 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
155 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
185 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
270 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,440 |
1,450 |
1,448 |
355 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
195 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
160 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
WZ0120 |
PL0000108601 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
140 |
TOTAL |
2 475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.