2017-03-14 |
MARKET DATA |
No 51 (3084) |
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 |
280,00 |
277,58 |
20 |
1 640,00 |
1 615,76 |
30 |
1 920,00 |
1 893,33 |
50 |
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 |
100,34 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,42 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,22 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,29 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,93 |
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 |
95,71 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,39 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,21 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,16 |
97,09 |
97,070 |
97,070 |
97,060 |
97,060 |
97,066 |
65 000 |
63,96 |
2 |
DS1020 |
PL0000106126 |
109,10 |
109,15 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
20 000 |
22,23 |
2 |
PS0421 |
PL0000108916 |
96,90 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,47 |
95,55 |
95,440 |
95,470 |
95,440 |
95,470 |
95,450 |
30 000 |
28,97 |
3 |
DS1021 |
PL0000106670 |
112,18 |
112,27 |
112,180 |
112,180 |
112,180 |
112,180 |
112,180 |
10 000 |
11,44 |
1 |
PS0422 |
PL0000109492 |
96,12 |
96,15 |
96,060 |
96,060 |
96,060 |
96,060 |
96,060 |
10 000 |
9,81 |
1 |
WS0922 |
PL0000102646 |
113,20 |
113,23 |
113,200 |
113,200 |
113,200 |
113,200 |
113,200 |
10 000 |
11,59 |
1 |
DS1023 |
PL0000107264 |
104,40 |
104,39 |
104,310 |
104,310 |
104,310 |
104,310 |
104,310 |
10 000 |
10,59 |
1 |
DS0725 |
PL0000108197 |
98,20 |
98,15 |
98,120 |
98,150 |
98,110 |
98,150 |
98,119 |
35 000 |
35,07 |
3 |
DS0726 |
PL0000108866 |
91,22 |
91,10 |
91,050 |
91,050 |
91,050 |
91,050 |
91,050 |
20 000 |
18,53 |
2 |
DS0727 |
PL0000109427 |
89,58 |
89,56 |
89,700 |
89,710 |
89,550 |
89,550 |
89,628 |
20 000 |
18,25 |
3 |
WS0428 |
PL0000107611 |
90,39 |
92,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,56 |
119,65 |
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 |
110,25 |
110,60 |
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 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,81 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,02 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,95 |
94,02 |
94,030 |
94,030 |
94,030 |
94,030 |
94,030 |
50 000 |
47,14 |
1 |
TOTAL |
280 000 |
277,58 |
20 |
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 |
167 |
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 |
1,65 |
1,32 |
99,47 |
1,48 |
DS1017 |
PL0000104543 |
102,21 |
102,32 |
1,57 |
1,39 |
102,27 |
1,47 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,26 |
102,39 |
1,67 |
1,56 |
102,33 |
1,61 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,83 |
1,77 |
100,93 |
1,80 |
OK1018 |
PL0000109062 |
96,93 |
97,07 |
1,95 |
1,86 |
97,00 |
1,91 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,67 |
95,84 |
2,12 |
2,03 |
95,76 |
2,07 |
PS0719 |
PL0000108148 |
102,37 |
102,52 |
2,20 |
2,14 |
102,45 |
2,17 |
DS1019 |
PL0000105441 |
108,15 |
108,31 |
2,25 |
2,19 |
108,23 |
2,22 |
WZ0120 |
PL0000108601 |
99,53 |
99,69 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,21 |
2,50 |
2,44 |
97,13 |
2,47 |
DS1020 |
PL0000106126 |
109,04 |
109,22 |
2,59 |
2,54 |
109,13 |
2,56 |
WZ0121 |
PL0000106068 |
98,74 |
98,92 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,84 |
97,08 |
2,82 |
2,76 |
96,96 |
2,79 |
PS0721 |
PL0000109153 |
95,40 |
95,61 |
2,88 |
2,83 |
95,51 |
2,86 |
DS1021 |
PL0000106670 |
112,11 |
112,37 |
2,90 |
2,84 |
112,24 |
2,87 |
PS0422 |
PL0000109492 |
96,05 |
96,24 |
3,10 |
3,05 |
96,15 |
3,07 |
WS0922 |
PL0000102646 |
113,11 |
113,38 |
3,12 |
3,07 |
113,25 |
3,10 |
WZ1122 |
PL0000109377 |
96,90 |
97,14 |
--- |
--- |
97,02 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
111,55 |
--- |
--- |
110,30 |
--- |
DS1023 |
PL0000107264 |
104,33 |
104,57 |
3,26 |
3,22 |
104,45 |
3,24 |
WZ0124 |
PL0000107454 |
95,81 |
96,10 |
--- |
--- |
95,96 |
--- |
DS0725 |
PL0000108197 |
98,08 |
98,48 |
3,51 |
3,46 |
98,28 |
3,49 |
WZ0126 |
PL0000108817 |
93,83 |
94,10 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
91,07 |
91,38 |
3,64 |
3,60 |
91,23 |
3,62 |
DS0727 |
PL0000109427 |
89,50 |
89,79 |
3,74 |
3,70 |
89,65 |
3,72 |
WS0429 |
PL0000105391 |
119,31 |
120,26 |
3,73 |
3,65 |
119,79 |
3,69 |
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 |
1,65 |
1,32 |
99,47 |
1,48 |
DS1017 |
PL0000104543 |
102,20 |
102,30 |
1,58 |
1,42 |
102,25 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,38 |
1,68 |
1,57 |
102,32 |
1,62 |
PS0718 |
PL0000107595 |
100,86 |
100,96 |
1,85 |
1,77 |
100,91 |
1,81 |
OK1018 |
PL0000109062 |
96,95 |
97,09 |
1,94 |
1,85 |
97,02 |
1,90 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,66 |
95,77 |
2,13 |
2,07 |
95,72 |
2,10 |
PS0719 |
PL0000108148 |
102,34 |
102,51 |
2,22 |
2,14 |
102,43 |
2,18 |
DS1019 |
PL0000105441 |
108,13 |
108,29 |
2,25 |
2,19 |
108,21 |
2,22 |
WZ0120 |
PL0000108601 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
96,99 |
97,14 |
2,52 |
2,46 |
97,07 |
2,49 |
DS1020 |
PL0000106126 |
109,00 |
109,20 |
2,60 |
2,54 |
109,10 |
2,57 |
WZ0121 |
PL0000106068 |
98,76 |
98,93 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,80 |
96,94 |
2,83 |
2,80 |
96,87 |
2,81 |
PS0721 |
PL0000109153 |
95,37 |
95,61 |
2,89 |
2,83 |
95,49 |
2,86 |
DS1021 |
PL0000106670 |
112,14 |
112,35 |
2,89 |
2,85 |
112,25 |
2,87 |
PS0422 |
PL0000109492 |
96,02 |
96,21 |
3,10 |
3,06 |
96,12 |
3,08 |
WS0922 |
PL0000102646 |
113,03 |
113,27 |
3,14 |
3,09 |
113,15 |
3,12 |
WZ1122 |
PL0000109377 |
96,96 |
97,14 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
109,14 |
111,55 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
104,26 |
104,49 |
3,27 |
3,23 |
104,38 |
3,25 |
WZ0124 |
PL0000107454 |
95,84 |
96,13 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
97,93 |
98,27 |
3,54 |
3,49 |
98,10 |
3,51 |
WZ0126 |
PL0000108817 |
93,89 |
94,13 |
--- |
--- |
94,01 |
--- |
DS0726 |
PL0000108866 |
90,98 |
91,23 |
3,65 |
3,62 |
91,11 |
3,63 |
DS0727 |
PL0000109427 |
89,34 |
89,62 |
3,76 |
3,72 |
89,48 |
3,74 |
WS0429 |
PL0000105391 |
119,06 |
120,11 |
3,76 |
3,66 |
119,59 |
3,71 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
100 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
30 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
5 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
200 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
20 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
25 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
75 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
60 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
140 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,480 |
1,510 |
1,506 |
380 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
115 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
80 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
70 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
TOTAL |
1 640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.