2017-03-10 |
MARKET DATA |
No 49 (3082) |
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 |
1 040,00 |
1 052,50 |
61 |
1 740,00 |
1 728,24 |
16 |
2 780,00 |
2 780,73 |
77 |
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 |
100,36 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,43 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,25 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,31 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,00 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,70 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,49 |
102,45 |
102,490 |
102,490 |
102,490 |
102,490 |
102,490 |
235 000 |
245,71 |
6 |
DS1019 |
PL0000105441 |
108,25 |
108,25 |
108,240 |
108,250 |
108,230 |
108,250 |
108,243 |
65 000 |
71,73 |
5 |
PS0420 |
PL0000108510 |
97,13 |
97,10 |
97,160 |
97,160 |
97,160 |
97,160 |
97,160 |
5 000 |
4,92 |
1 |
DS1020 |
PL0000106126 |
109,18 |
109,13 |
109,180 |
109,180 |
109,160 |
109,160 |
109,166 |
75 000 |
83,39 |
3 |
PS0421 |
PL0000108916 |
96,96 |
96,92 |
96,910 |
97,000 |
96,910 |
97,000 |
96,961 |
37 500 |
37,02 |
3 |
PS0721 |
PL0000109153 |
95,55 |
95,35 |
95,420 |
95,550 |
95,350 |
95,380 |
95,440 |
232 500 |
224,48 |
13 |
DS1021 |
PL0000106670 |
112,24 |
112,20 |
112,100 |
112,150 |
112,100 |
112,150 |
112,125 |
20 000 |
22,87 |
2 |
PS0422 |
PL0000109492 |
96,20 |
96,08 |
96,080 |
96,220 |
96,080 |
96,110 |
96,138 |
50 000 |
49,06 |
5 |
WS0922 |
PL0000102646 |
113,27 |
113,17 |
113,140 |
113,140 |
113,140 |
113,140 |
113,140 |
10 000 |
11,59 |
1 |
DS1023 |
PL0000107264 |
104,40 |
104,15 |
104,360 |
104,660 |
104,350 |
104,660 |
104,393 |
105 000 |
111,22 |
4 |
DS0725 |
PL0000108197 |
98,24 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,21 |
91,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,65 |
89,44 |
89,450 |
89,700 |
89,380 |
89,400 |
89,572 |
160 000 |
145,86 |
15 |
WS0428 |
PL0000107611 |
90,52 |
92,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,76 |
119,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,08 |
112,28 |
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 |
110,15 |
110,35 |
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 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,59 |
99,60 |
99,590 |
99,590 |
99,590 |
99,590 |
99,590 |
10 000 |
9,98 |
1 |
WZ0121 |
PL0000106068 |
98,80 |
98,82 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
35 000 |
34,66 |
2 |
WZ1122 |
PL0000109377 |
97,05 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,88 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 040 000 |
1 052,50 |
61 |
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 |
169 |
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 |
99,53 |
1,63 |
1,30 |
99,47 |
1,46 |
DS1017 |
PL0000104543 |
102,24 |
102,35 |
1,55 |
1,38 |
102,30 |
1,46 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,27 |
102,42 |
1,68 |
1,54 |
102,35 |
1,60 |
PS0718 |
PL0000107595 |
100,87 |
100,97 |
1,84 |
1,77 |
100,92 |
1,81 |
OK1018 |
PL0000109062 |
96,91 |
97,07 |
1,96 |
1,86 |
96,99 |
1,91 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,63 |
95,76 |
2,14 |
2,07 |
95,70 |
2,10 |
PS0719 |
PL0000108148 |
102,31 |
102,48 |
2,23 |
2,16 |
102,40 |
2,19 |
DS1019 |
PL0000105441 |
108,09 |
108,27 |
2,27 |
2,21 |
108,18 |
2,24 |
WZ0120 |
PL0000108601 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
96,99 |
97,20 |
2,51 |
2,44 |
97,10 |
2,48 |
DS1020 |
PL0000106126 |
108,94 |
109,17 |
2,62 |
2,56 |
109,06 |
2,59 |
WZ0121 |
PL0000106068 |
98,72 |
98,94 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,77 |
97,01 |
2,84 |
2,78 |
96,89 |
2,81 |
PS0721 |
PL0000109153 |
95,28 |
95,52 |
2,91 |
2,85 |
95,40 |
2,88 |
DS1021 |
PL0000106670 |
112,06 |
112,26 |
2,91 |
2,87 |
112,16 |
2,89 |
PS0422 |
PL0000109492 |
95,97 |
96,19 |
3,11 |
3,06 |
96,08 |
3,09 |
WS0922 |
PL0000102646 |
113,02 |
113,29 |
3,14 |
3,09 |
113,16 |
3,12 |
WZ1122 |
PL0000109377 |
96,86 |
97,15 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
108,89 |
111,56 |
--- |
--- |
110,23 |
--- |
DS1023 |
PL0000107264 |
103,93 |
104,31 |
3,32 |
3,26 |
104,12 |
3,29 |
WZ0124 |
PL0000107454 |
95,78 |
96,14 |
--- |
--- |
95,96 |
--- |
DS0725 |
PL0000108197 |
97,77 |
98,18 |
3,56 |
3,50 |
97,98 |
3,53 |
WZ0126 |
PL0000108817 |
93,75 |
94,08 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
90,76 |
91,15 |
3,68 |
3,63 |
90,96 |
3,65 |
DS0727 |
PL0000109427 |
89,11 |
89,53 |
3,79 |
3,73 |
89,32 |
3,76 |
WS0429 |
PL0000105391 |
118,90 |
120,16 |
3,77 |
3,66 |
119,53 |
3,71 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,41 |
99,53 |
1,63 |
1,30 |
99,47 |
1,46 |
DS1017 |
PL0000104543 |
102,23 |
102,35 |
1,57 |
1,38 |
102,29 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,29 |
102,41 |
1,66 |
1,55 |
102,35 |
1,60 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,82 |
1,76 |
100,94 |
1,79 |
OK1018 |
PL0000109062 |
96,97 |
97,09 |
1,92 |
1,84 |
97,03 |
1,88 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,64 |
95,82 |
2,13 |
2,04 |
95,73 |
2,08 |
PS0719 |
PL0000108148 |
102,38 |
102,54 |
2,20 |
2,13 |
102,46 |
2,17 |
DS1019 |
PL0000105441 |
108,19 |
108,33 |
2,24 |
2,18 |
108,26 |
2,21 |
WZ0120 |
PL0000108601 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
97,09 |
97,23 |
2,48 |
2,43 |
97,16 |
2,46 |
DS1020 |
PL0000106126 |
109,10 |
109,26 |
2,58 |
2,53 |
109,18 |
2,55 |
WZ0121 |
PL0000106068 |
98,74 |
98,89 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
96,86 |
97,03 |
2,82 |
2,77 |
96,95 |
2,79 |
PS0721 |
PL0000109153 |
95,41 |
95,66 |
2,88 |
2,82 |
95,54 |
2,85 |
DS1021 |
PL0000106670 |
112,19 |
112,38 |
2,89 |
2,84 |
112,29 |
2,86 |
PS0422 |
PL0000109492 |
96,11 |
96,29 |
3,08 |
3,04 |
96,20 |
3,06 |
WS0922 |
PL0000102646 |
113,15 |
113,44 |
3,12 |
3,06 |
113,30 |
3,09 |
WZ1122 |
PL0000109377 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
IZ0823 |
PL0000105359 |
109,22 |
111,28 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
104,22 |
104,52 |
3,28 |
3,23 |
104,37 |
3,25 |
WZ0124 |
PL0000107454 |
95,77 |
96,08 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
98,09 |
98,50 |
3,51 |
3,46 |
98,30 |
3,48 |
WZ0126 |
PL0000108817 |
93,82 |
94,07 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
91,04 |
91,45 |
3,64 |
3,59 |
91,25 |
3,61 |
DS0727 |
PL0000109427 |
89,41 |
89,82 |
3,75 |
3,70 |
89,62 |
3,72 |
WS0429 |
PL0000105391 |
119,25 |
120,48 |
3,74 |
3,63 |
119,87 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
10 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
25 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
375 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
70 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
400 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
455 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
65 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
70 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
80 |
TOTAL |
1 740 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.