2017-03-13 |
MARKET DATA |
No 50 (3083) |
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 |
225,00 |
225,63 |
12 |
1 385,00 |
1 375,12 |
18 |
1 610,00 |
1 600,75 |
30 |
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 |
100,35 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,44 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,26 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,33 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,00 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,68 |
95,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,25 |
108,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,10 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,97 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,47 |
95,55 |
95,470 |
95,470 |
95,460 |
95,460 |
95,463 |
30 000 |
28,97 |
2 |
DS1021 |
PL0000106670 |
112,25 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,18 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,26 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,50 |
104,50 |
104,570 |
104,570 |
104,570 |
104,570 |
104,570 |
100 000 |
106,12 |
1 |
DS0725 |
PL0000108197 |
98,37 |
98,37 |
98,370 |
98,370 |
98,370 |
98,370 |
98,370 |
20 000 |
20,09 |
1 |
DS0726 |
PL0000108866 |
91,34 |
91,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,72 |
89,68 |
89,720 |
89,720 |
89,620 |
89,680 |
89,660 |
45 000 |
41,07 |
5 |
WS0428 |
PL0000107611 |
90,53 |
92,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,75 |
119,96 |
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 |
110,05 |
110,55 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,58 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
20 000 |
19,97 |
2 |
WZ0121 |
PL0000106068 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
96,98 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,92 |
93,92 |
93,920 |
93,920 |
93,920 |
93,920 |
93,920 |
10 000 |
9,42 |
1 |
TOTAL |
225 000 |
225,63 |
12 |
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 |
168 |
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 |
1,61 |
1,31 |
99,48 |
1,45 |
DS1017 |
PL0000104543 |
102,24 |
102,34 |
1,53 |
1,38 |
102,29 |
1,46 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,41 |
1,66 |
1,55 |
102,35 |
1,60 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,83 |
1,76 |
100,94 |
1,79 |
OK1018 |
PL0000109062 |
96,93 |
97,10 |
1,95 |
1,84 |
97,02 |
1,89 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,65 |
95,83 |
2,13 |
2,04 |
95,74 |
2,08 |
PS0719 |
PL0000108148 |
102,39 |
102,55 |
2,20 |
2,13 |
102,47 |
2,16 |
DS1019 |
PL0000105441 |
108,18 |
108,36 |
2,24 |
2,17 |
108,27 |
2,20 |
WZ0120 |
PL0000108601 |
99,53 |
99,68 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,26 |
2,50 |
2,42 |
97,15 |
2,46 |
DS1020 |
PL0000106126 |
109,06 |
109,27 |
2,59 |
2,53 |
109,17 |
2,55 |
WZ0121 |
PL0000106068 |
98,72 |
98,95 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,85 |
97,10 |
2,82 |
2,75 |
96,98 |
2,78 |
PS0721 |
PL0000109153 |
95,39 |
95,62 |
2,89 |
2,83 |
95,51 |
2,86 |
DS1021 |
PL0000106670 |
112,12 |
112,37 |
2,90 |
2,84 |
112,25 |
2,87 |
PS0422 |
PL0000109492 |
96,09 |
96,31 |
3,09 |
3,04 |
96,20 |
3,06 |
WS0922 |
PL0000102646 |
113,17 |
113,47 |
3,11 |
3,06 |
113,32 |
3,09 |
WZ1122 |
PL0000109377 |
96,90 |
97,11 |
--- |
--- |
97,01 |
--- |
IZ0823 |
PL0000105359 |
109,03 |
111,50 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
104,19 |
104,61 |
3,28 |
3,21 |
104,40 |
3,25 |
WZ0124 |
PL0000107454 |
95,74 |
96,04 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
98,18 |
98,55 |
3,50 |
3,45 |
98,37 |
3,47 |
WZ0126 |
PL0000108817 |
93,72 |
94,06 |
--- |
--- |
93,89 |
--- |
DS0726 |
PL0000108866 |
91,10 |
91,52 |
3,64 |
3,58 |
91,31 |
3,61 |
DS0727 |
PL0000109427 |
89,46 |
89,89 |
3,74 |
3,69 |
89,68 |
3,71 |
WS0429 |
PL0000105391 |
119,34 |
120,47 |
3,73 |
3,63 |
119,91 |
3,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,42 |
99,54 |
1,61 |
1,28 |
99,48 |
1,45 |
DS1017 |
PL0000104543 |
102,23 |
102,34 |
1,55 |
1,38 |
102,29 |
1,46 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,42 |
1,64 |
1,54 |
102,36 |
1,59 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,82 |
1,76 |
100,94 |
1,79 |
OK1018 |
PL0000109062 |
96,94 |
97,07 |
1,94 |
1,86 |
97,01 |
1,90 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,65 |
95,83 |
2,13 |
2,04 |
95,74 |
2,08 |
PS0719 |
PL0000108148 |
102,37 |
102,55 |
2,21 |
2,13 |
102,46 |
2,17 |
DS1019 |
PL0000105441 |
108,19 |
108,33 |
2,23 |
2,18 |
108,26 |
2,21 |
WZ0120 |
PL0000108601 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
97,05 |
97,20 |
2,49 |
2,44 |
97,13 |
2,47 |
DS1020 |
PL0000106126 |
109,10 |
109,28 |
2,57 |
2,52 |
109,19 |
2,55 |
WZ0121 |
PL0000106068 |
98,75 |
98,93 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
96,90 |
97,07 |
2,81 |
2,76 |
96,99 |
2,78 |
PS0721 |
PL0000109153 |
95,41 |
95,64 |
2,88 |
2,82 |
95,53 |
2,85 |
DS1021 |
PL0000106670 |
112,16 |
112,43 |
2,89 |
2,83 |
112,30 |
2,86 |
PS0422 |
PL0000109492 |
96,14 |
96,28 |
3,08 |
3,04 |
96,21 |
3,06 |
WS0922 |
PL0000102646 |
113,17 |
113,45 |
3,11 |
3,06 |
113,31 |
3,09 |
WZ1122 |
PL0000109377 |
96,93 |
97,13 |
--- |
--- |
97,03 |
--- |
IZ0823 |
PL0000105359 |
109,13 |
111,45 |
--- |
--- |
110,29 |
--- |
DS1023 |
PL0000107264 |
104,44 |
104,63 |
3,24 |
3,21 |
104,54 |
3,22 |
WZ0124 |
PL0000107454 |
95,83 |
96,07 |
--- |
--- |
95,95 |
--- |
DS0725 |
PL0000108197 |
98,18 |
98,59 |
3,50 |
3,44 |
98,39 |
3,47 |
WZ0126 |
PL0000108817 |
93,85 |
94,07 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
91,15 |
91,44 |
3,63 |
3,59 |
91,30 |
3,61 |
DS0727 |
PL0000109427 |
89,58 |
89,90 |
3,73 |
3,69 |
89,74 |
3,71 |
WS0429 |
PL0000105391 |
119,36 |
120,40 |
3,73 |
3,63 |
119,88 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
20 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
200 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,450 |
1,470 |
1,456 |
155 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
240 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,480 |
1,469 |
305 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,480 |
1,478 |
240 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
25 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
75 |
TOTAL |
1 385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.