2017-03-15 |
MARKET DATA |
No 52 (3085) |
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 |
0,00 |
0,00 |
0 |
1 905,00 |
1 930,14 |
24 |
1 905,00 |
1 930,14 |
24 |
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 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,42 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,20 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,27 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,94 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,65 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,35 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,17 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,05 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,85 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,40 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,07 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,07 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,10 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,27 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,00 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,08 |
91,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,48 |
89,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,27 |
92,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,41 |
119,75 |
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 |
109,95 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,59 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,82 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,03 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,00 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
166 |
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 |
99,40 |
99,52 |
1,69 |
1,35 |
99,46 |
1,52 |
DS1017 |
PL0000104543 |
102,18 |
102,29 |
1,60 |
1,42 |
102,24 |
1,50 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,37 |
1,69 |
1,57 |
102,31 |
1,62 |
PS0718 |
PL0000107595 |
100,87 |
100,96 |
1,84 |
1,77 |
100,92 |
1,80 |
OK1018 |
PL0000109062 |
96,90 |
97,05 |
1,98 |
1,88 |
96,98 |
1,93 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,62 |
95,80 |
2,15 |
2,06 |
95,71 |
2,10 |
PS0719 |
PL0000108148 |
102,33 |
102,51 |
2,22 |
2,14 |
102,42 |
2,18 |
DS1019 |
PL0000105441 |
108,14 |
108,30 |
2,25 |
2,19 |
108,22 |
2,22 |
WZ0120 |
PL0000108601 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,98 |
97,17 |
2,52 |
2,45 |
97,08 |
2,49 |
DS1020 |
PL0000106126 |
108,96 |
109,18 |
2,61 |
2,55 |
109,07 |
2,58 |
WZ0121 |
PL0000106068 |
98,72 |
98,94 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
96,78 |
97,02 |
2,84 |
2,78 |
96,90 |
2,81 |
PS0721 |
PL0000109153 |
95,34 |
95,58 |
2,90 |
2,84 |
95,46 |
2,87 |
DS1021 |
PL0000106670 |
112,03 |
112,29 |
2,92 |
2,86 |
112,16 |
2,89 |
PS0422 |
PL0000109492 |
95,99 |
96,20 |
3,11 |
3,06 |
96,10 |
3,08 |
WS0922 |
PL0000102646 |
112,99 |
113,27 |
3,14 |
3,09 |
113,13 |
3,12 |
WZ1122 |
PL0000109377 |
96,92 |
97,13 |
--- |
--- |
97,03 |
--- |
IZ0823 |
PL0000105359 |
109,10 |
111,42 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,41 |
3,28 |
3,24 |
104,30 |
3,26 |
WZ0124 |
PL0000107454 |
95,83 |
96,12 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
97,90 |
98,28 |
3,54 |
3,49 |
98,09 |
3,51 |
WZ0126 |
PL0000108817 |
93,87 |
94,16 |
--- |
--- |
94,02 |
--- |
DS0726 |
PL0000108866 |
90,99 |
91,24 |
3,65 |
3,62 |
91,12 |
3,63 |
DS0727 |
PL0000109427 |
89,39 |
89,70 |
3,75 |
3,71 |
89,55 |
3,73 |
WS0429 |
PL0000105391 |
119,01 |
119,99 |
3,76 |
3,67 |
119,50 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,40 |
99,50 |
1,69 |
1,41 |
99,45 |
1,55 |
DS1017 |
PL0000104543 |
102,17 |
102,29 |
1,61 |
1,42 |
102,23 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,23 |
102,37 |
1,70 |
1,57 |
102,30 |
1,63 |
PS0718 |
PL0000107595 |
100,87 |
100,96 |
1,84 |
1,77 |
100,92 |
1,80 |
OK1018 |
PL0000109062 |
96,91 |
97,06 |
1,97 |
1,87 |
96,99 |
1,92 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,63 |
95,77 |
2,14 |
2,07 |
95,70 |
2,11 |
PS0719 |
PL0000108148 |
102,33 |
102,52 |
2,22 |
2,14 |
102,43 |
2,18 |
DS1019 |
PL0000105441 |
108,14 |
108,30 |
2,25 |
2,19 |
108,22 |
2,22 |
WZ0120 |
PL0000108601 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0420 |
PL0000108510 |
96,99 |
97,16 |
2,52 |
2,46 |
97,08 |
2,49 |
DS1020 |
PL0000106126 |
109,01 |
109,18 |
2,60 |
2,55 |
109,10 |
2,57 |
WZ0121 |
PL0000106068 |
98,75 |
98,94 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,77 |
96,94 |
2,84 |
2,80 |
96,86 |
2,82 |
PS0721 |
PL0000109153 |
95,32 |
95,55 |
2,91 |
2,85 |
95,44 |
2,88 |
DS1021 |
PL0000106670 |
112,03 |
112,29 |
2,92 |
2,86 |
112,16 |
2,89 |
PS0422 |
PL0000109492 |
96,02 |
96,16 |
3,10 |
3,07 |
96,09 |
3,09 |
WS0922 |
PL0000102646 |
113,01 |
113,28 |
3,14 |
3,09 |
113,15 |
3,11 |
WZ1122 |
PL0000109377 |
96,96 |
97,15 |
--- |
--- |
97,06 |
--- |
IZ0823 |
PL0000105359 |
109,13 |
111,39 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
104,22 |
104,41 |
3,28 |
3,24 |
104,32 |
3,26 |
WZ0124 |
PL0000107454 |
95,88 |
96,13 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
97,88 |
98,21 |
3,54 |
3,50 |
98,05 |
3,52 |
WZ0126 |
PL0000108817 |
93,93 |
94,16 |
--- |
--- |
94,05 |
--- |
DS0726 |
PL0000108866 |
91,01 |
91,24 |
3,65 |
3,62 |
91,13 |
3,63 |
DS0727 |
PL0000109427 |
89,37 |
89,65 |
3,75 |
3,72 |
89,51 |
3,74 |
WS0429 |
PL0000105391 |
119,05 |
120,12 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
60 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
45 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
185 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
190 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
220 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
270 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
140 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
150 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
190 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
160 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
20 |
TOTAL |
1 905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.