2017-02-24 |
MARKET DATA |
No 39 (3072) |
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 |
782,50 |
768,08 |
48 |
0,00 |
0,00 |
0 |
782,50 |
768,08 |
48 |
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 |
100,48 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,38 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,36 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,38 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,84 |
100,85 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
50 000 |
51,17 |
1 |
OK1018 |
PL0000109062 |
96,71 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,39 |
95,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,12 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,95 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,93 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,90 |
108,95 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
5 000 |
5,54 |
1 |
PS0421 |
PL0000108916 |
96,60 |
96,57 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
10 000 |
9,83 |
1 |
PS0721 |
PL0000109153 |
95,06 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
95,96 |
95,81 |
95,820 |
95,960 |
95,820 |
95,960 |
95,893 |
212 500 |
207,82 |
15 |
WS0922 |
PL0000102646 |
112,91 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
103,60 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
97,55 |
97,33 |
97,370 |
97,490 |
97,360 |
97,490 |
97,411 |
220 000 |
218,57 |
16 |
DS0726 |
PL0000108866 |
90,55 |
90,45 |
90,550 |
90,550 |
90,540 |
90,550 |
90,548 |
40 000 |
36,82 |
3 |
DS0727 |
PL0000109427 |
89,11 |
88,85 |
88,890 |
89,110 |
88,890 |
89,110 |
89,032 |
65 000 |
58,84 |
6 |
WS0428 |
PL0000107611 |
89,33 |
91,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,63 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,18 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
95,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,57 |
99,60 |
99,560 |
99,570 |
99,540 |
99,570 |
99,547 |
180 000 |
179,49 |
5 |
WZ0121 |
PL0000106068 |
98,85 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,89 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,77 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
782 500 |
768,08 |
48 |
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 |
183 |
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 |
99,36 |
99,47 |
1,60 |
1,32 |
99,42 |
1,45 |
DS1017 |
PL0000104543 |
102,34 |
102,46 |
1,61 |
1,43 |
102,40 |
1,52 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,32 |
102,43 |
1,70 |
1,60 |
102,38 |
1,65 |
PS0718 |
PL0000107595 |
100,80 |
100,88 |
1,91 |
1,85 |
100,84 |
1,88 |
OK1018 |
PL0000109062 |
96,68 |
96,78 |
2,06 |
2,00 |
96,73 |
2,03 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,33 |
95,48 |
2,25 |
2,17 |
95,41 |
2,21 |
PS0719 |
PL0000108148 |
102,09 |
102,23 |
2,34 |
2,28 |
102,16 |
2,31 |
DS1019 |
PL0000105441 |
107,89 |
108,06 |
2,39 |
2,33 |
107,98 |
2,36 |
WZ0120 |
PL0000108601 |
99,51 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
96,81 |
97,01 |
2,56 |
2,49 |
96,91 |
2,53 |
DS1020 |
PL0000106126 |
108,80 |
109,03 |
2,68 |
2,62 |
108,92 |
2,65 |
WZ0121 |
PL0000106068 |
98,74 |
98,96 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,43 |
96,71 |
2,92 |
2,85 |
96,57 |
2,89 |
PS0721 |
PL0000109153 |
94,95 |
95,18 |
2,99 |
2,93 |
95,07 |
2,96 |
DS1021 |
PL0000106670 |
111,78 |
112,07 |
2,99 |
2,93 |
111,93 |
2,96 |
PS0422 |
PL0000109492 |
95,76 |
96,01 |
3,15 |
3,10 |
95,89 |
3,12 |
WS0922 |
PL0000102646 |
112,77 |
113,05 |
3,20 |
3,15 |
112,91 |
3,18 |
WZ1122 |
PL0000109377 |
96,80 |
97,08 |
--- |
--- |
96,94 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
113,52 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
103,49 |
103,92 |
3,40 |
3,33 |
103,71 |
3,36 |
WZ0124 |
PL0000107454 |
95,68 |
96,04 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
97,39 |
97,80 |
3,61 |
3,55 |
97,60 |
3,58 |
WZ0126 |
PL0000108817 |
93,68 |
93,96 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
90,49 |
90,84 |
3,71 |
3,67 |
90,67 |
3,69 |
DS0727 |
PL0000109427 |
88,83 |
89,13 |
3,82 |
3,78 |
88,98 |
3,80 |
WS0429 |
PL0000105391 |
117,88 |
119,29 |
3,87 |
3,74 |
118,59 |
3,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,36 |
99,47 |
1,60 |
1,32 |
99,42 |
1,45 |
DS1017 |
PL0000104543 |
102,34 |
102,46 |
1,61 |
1,43 |
102,40 |
1,52 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,33 |
102,44 |
1,69 |
1,59 |
102,39 |
1,64 |
PS0718 |
PL0000107595 |
100,81 |
100,88 |
1,91 |
1,85 |
100,85 |
1,88 |
OK1018 |
PL0000109062 |
96,67 |
96,78 |
2,07 |
2,00 |
96,73 |
2,03 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,36 |
95,50 |
2,23 |
2,16 |
95,43 |
2,20 |
PS0719 |
PL0000108148 |
102,09 |
102,23 |
2,34 |
2,28 |
102,16 |
2,31 |
DS1019 |
PL0000105441 |
107,92 |
108,02 |
2,38 |
2,34 |
107,97 |
2,36 |
WZ0120 |
PL0000108601 |
99,50 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,02 |
2,54 |
2,49 |
96,95 |
2,52 |
DS1020 |
PL0000106126 |
108,84 |
109,05 |
2,67 |
2,62 |
108,95 |
2,64 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,54 |
96,68 |
2,89 |
2,86 |
96,61 |
2,87 |
PS0721 |
PL0000109153 |
95,02 |
95,20 |
2,97 |
2,92 |
95,11 |
2,95 |
DS1021 |
PL0000106670 |
111,94 |
112,10 |
2,96 |
2,93 |
112,02 |
2,94 |
PS0422 |
PL0000109492 |
95,85 |
95,98 |
3,13 |
3,10 |
95,92 |
3,12 |
WS0922 |
PL0000102646 |
112,77 |
112,95 |
3,20 |
3,17 |
112,86 |
3,19 |
WZ1122 |
PL0000109377 |
96,82 |
97,08 |
--- |
--- |
96,95 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
113,52 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,75 |
3,40 |
3,36 |
103,63 |
3,38 |
WZ0124 |
PL0000107454 |
95,76 |
96,06 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
97,37 |
97,57 |
3,61 |
3,59 |
97,47 |
3,60 |
WZ0126 |
PL0000108817 |
93,69 |
93,95 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
90,44 |
90,72 |
3,72 |
3,68 |
90,58 |
3,70 |
DS0727 |
PL0000109427 |
88,94 |
89,16 |
3,80 |
3,78 |
89,05 |
3,79 |
WS0429 |
PL0000105391 |
117,84 |
119,25 |
3,88 |
3,75 |
118,55 |
3,81 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.