2017-03-09 |
MARKET DATA |
No 48 (3081) |
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 |
1 480,00 |
1 474,82 |
69 |
1 910,00 |
1 946,00 |
21 |
3 390,00 |
3 420,82 |
90 |
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 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,47 |
99,50 |
99,470 |
99,470 |
99,460 |
99,460 |
99,467 |
145 000 |
144,23 |
2 |
DS1017 |
PL0000104543 |
102,30 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,36 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,97 |
96,91 |
96,930 |
97,010 |
96,930 |
97,000 |
96,998 |
690 000 |
669,28 |
13 |
OK0419 |
PL0000109633 |
95,72 |
95,65 |
95,720 |
95,720 |
95,720 |
95,720 |
95,720 |
10 000 |
9,57 |
1 |
PS0719 |
PL0000108148 |
102,49 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,20 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,14 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,20 |
109,16 |
109,170 |
109,170 |
109,150 |
109,150 |
109,155 |
85 000 |
94,48 |
4 |
PS0421 |
PL0000108916 |
97,03 |
96,91 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
10 000 |
9,88 |
1 |
PS0721 |
PL0000109153 |
95,57 |
95,54 |
95,550 |
95,550 |
95,530 |
95,530 |
95,537 |
15 000 |
14,50 |
2 |
DS1021 |
PL0000106670 |
112,29 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,31 |
96,22 |
96,230 |
96,250 |
96,220 |
96,230 |
96,234 |
150 000 |
147,33 |
12 |
WS0922 |
PL0000102646 |
113,37 |
113,34 |
113,320 |
113,320 |
113,320 |
113,320 |
113,320 |
10 000 |
11,60 |
1 |
DS1023 |
PL0000107264 |
104,50 |
104,35 |
104,450 |
104,640 |
104,450 |
104,500 |
104,563 |
140 000 |
148,52 |
9 |
DS0725 |
PL0000108197 |
98,30 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,25 |
91,15 |
91,150 |
91,400 |
91,150 |
91,400 |
91,233 |
30 000 |
27,84 |
2 |
DS0727 |
PL0000109427 |
89,70 |
89,55 |
89,500 |
89,800 |
89,500 |
89,650 |
89,636 |
110 000 |
100,34 |
13 |
WS0428 |
PL0000107611 |
90,57 |
92,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,05 |
112,00 |
119,880 |
120,150 |
119,880 |
119,950 |
119,943 |
50 000 |
62,51 |
7 |
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 |
110,40 |
110,50 |
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 |
100,03 |
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 |
10 000 |
9,98 |
1 |
WZ0121 |
PL0000106068 |
98,80 |
98,90 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
25 000 |
24,76 |
1 |
WZ1122 |
PL0000109377 |
97,00 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 480 000 |
1 474,82 |
69 |
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 |
170 |
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 |
99,45 |
99,53 |
1,51 |
1,29 |
99,49 |
1,40 |
DS1017 |
PL0000104543 |
102,26 |
102,38 |
1,54 |
1,35 |
102,32 |
1,44 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,40 |
1,67 |
1,56 |
102,34 |
1,62 |
PS0718 |
PL0000107595 |
100,86 |
100,96 |
1,85 |
1,78 |
100,91 |
1,82 |
OK1018 |
PL0000109062 |
96,83 |
96,96 |
2,01 |
1,92 |
96,90 |
1,96 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,53 |
95,69 |
2,18 |
2,10 |
95,61 |
2,14 |
PS0719 |
PL0000108148 |
102,26 |
102,43 |
2,26 |
2,18 |
102,35 |
2,22 |
DS1019 |
PL0000105441 |
108,06 |
108,22 |
2,29 |
2,23 |
108,14 |
2,26 |
WZ0120 |
PL0000108601 |
99,52 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,19 |
2,51 |
2,44 |
97,10 |
2,48 |
DS1020 |
PL0000106126 |
108,95 |
109,20 |
2,62 |
2,55 |
109,08 |
2,58 |
WZ0121 |
PL0000106068 |
98,73 |
98,93 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,80 |
96,97 |
2,83 |
2,79 |
96,89 |
2,81 |
PS0721 |
PL0000109153 |
95,32 |
95,57 |
2,90 |
2,84 |
95,45 |
2,87 |
DS1021 |
PL0000106670 |
112,08 |
112,33 |
2,91 |
2,86 |
112,21 |
2,88 |
PS0422 |
PL0000109492 |
96,11 |
96,28 |
3,08 |
3,04 |
96,20 |
3,06 |
WS0922 |
PL0000102646 |
113,11 |
113,38 |
3,13 |
3,08 |
113,25 |
3,10 |
WZ1122 |
PL0000109377 |
96,87 |
97,14 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
108,97 |
111,63 |
--- |
--- |
110,30 |
--- |
DS1023 |
PL0000107264 |
104,09 |
104,46 |
3,30 |
3,24 |
104,28 |
3,27 |
WZ0124 |
PL0000107454 |
95,80 |
96,12 |
--- |
--- |
95,96 |
--- |
DS0725 |
PL0000108197 |
97,99 |
98,38 |
3,53 |
3,47 |
98,19 |
3,50 |
WZ0126 |
PL0000108817 |
93,79 |
94,11 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
90,94 |
91,27 |
3,66 |
3,61 |
91,11 |
3,63 |
DS0727 |
PL0000109427 |
89,35 |
89,68 |
3,76 |
3,71 |
89,52 |
3,73 |
WS0429 |
PL0000105391 |
119,00 |
120,06 |
3,76 |
3,67 |
119,53 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,41 |
99,52 |
1,62 |
1,31 |
99,47 |
1,45 |
DS1017 |
PL0000104543 |
102,25 |
102,36 |
1,55 |
1,38 |
102,31 |
1,46 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,42 |
1,67 |
1,55 |
102,35 |
1,61 |
PS0718 |
PL0000107595 |
100,90 |
101,00 |
1,82 |
1,75 |
100,95 |
1,79 |
OK1018 |
PL0000109062 |
96,91 |
97,04 |
1,96 |
1,87 |
96,98 |
1,91 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,64 |
95,82 |
2,13 |
2,04 |
95,73 |
2,08 |
PS0719 |
PL0000108148 |
102,35 |
102,52 |
2,22 |
2,14 |
102,44 |
2,18 |
DS1019 |
PL0000105441 |
108,13 |
108,31 |
2,26 |
2,19 |
108,22 |
2,23 |
WZ0120 |
PL0000108601 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
97,05 |
97,21 |
2,49 |
2,44 |
97,13 |
2,46 |
DS1020 |
PL0000106126 |
109,06 |
109,26 |
2,59 |
2,53 |
109,16 |
2,56 |
WZ0121 |
PL0000106068 |
98,75 |
98,93 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,90 |
97,05 |
2,81 |
2,77 |
96,98 |
2,78 |
PS0721 |
PL0000109153 |
95,46 |
95,65 |
2,87 |
2,82 |
95,56 |
2,84 |
DS1021 |
PL0000106670 |
112,23 |
112,43 |
2,88 |
2,83 |
112,33 |
2,86 |
PS0422 |
PL0000109492 |
96,18 |
96,33 |
3,07 |
3,03 |
96,26 |
3,05 |
WS0922 |
PL0000102646 |
113,23 |
113,51 |
3,10 |
3,05 |
113,37 |
3,08 |
WZ1122 |
PL0000109377 |
96,92 |
97,15 |
--- |
--- |
97,04 |
--- |
IZ0823 |
PL0000105359 |
108,95 |
111,31 |
--- |
--- |
110,13 |
--- |
DS1023 |
PL0000107264 |
104,21 |
104,54 |
3,28 |
3,22 |
104,38 |
3,25 |
WZ0124 |
PL0000107454 |
95,81 |
96,16 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
98,08 |
98,49 |
3,51 |
3,46 |
98,29 |
3,49 |
WZ0126 |
PL0000108817 |
93,79 |
94,07 |
--- |
--- |
93,93 |
--- |
DS0726 |
PL0000108866 |
91,08 |
91,39 |
3,64 |
3,60 |
91,24 |
3,62 |
DS0727 |
PL0000109427 |
89,52 |
89,79 |
3,73 |
3,70 |
89,66 |
3,72 |
WS0429 |
PL0000105391 |
119,38 |
120,41 |
3,73 |
3,63 |
119,90 |
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) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
270 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
60 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
130 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
5 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,470 |
1,459 |
295 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
380 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,470 |
1,464 |
90 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
TOTAL |
1 910 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.