2017-03-16 |
MARKET DATA |
No 53 (3086) |
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 |
295,00 |
307,24 |
23 |
1 485,00 |
1 493,29 |
22 |
1 780,00 |
1 800,53 |
45 |
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 |
100,31 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,20 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,30 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,92 |
100,920 |
100,930 |
100,920 |
100,930 |
100,929 |
80 000 |
82,05 |
3 |
OK1018 |
PL0000109062 |
97,01 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,73 |
95,77 |
95,730 |
95,730 |
95,730 |
95,730 |
95,730 |
5 000 |
4,79 |
1 |
PS0719 |
PL0000108148 |
102,41 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,21 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,17 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,00 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,55 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,27 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,27 |
96,18 |
96,270 |
96,270 |
96,230 |
96,230 |
96,245 |
40 000 |
39,31 |
3 |
WS0922 |
PL0000102646 |
113,21 |
113,25 |
113,200 |
113,200 |
113,190 |
113,190 |
113,193 |
30 000 |
34,80 |
2 |
DS1023 |
PL0000107264 |
104,47 |
104,33 |
104,390 |
104,390 |
104,330 |
104,330 |
104,380 |
30 000 |
31,79 |
2 |
DS0725 |
PL0000108197 |
98,22 |
98,21 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
10 000 |
10,03 |
1 |
DS0726 |
PL0000108866 |
91,30 |
91,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
89,78 |
89,72 |
89,780 |
89,780 |
89,700 |
89,700 |
89,744 |
45 000 |
41,12 |
3 |
WS0428 |
PL0000107611 |
90,48 |
92,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,76 |
119,80 |
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 |
109,40 |
109,950 |
109,950 |
109,400 |
109,400 |
109,592 |
30 000 |
38,56 |
6 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,61 |
99,63 |
99,630 |
99,630 |
99,630 |
99,630 |
99,630 |
20 000 |
19,98 |
1 |
WZ0121 |
PL0000106068 |
98,83 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,07 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,08 |
96,08 |
96,080 |
96,080 |
96,080 |
96,080 |
96,080 |
5 000 |
4,82 |
1 |
WZ0126 |
PL0000108817 |
94,05 |
94,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
295 000 |
307,24 |
23 |
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 |
163 |
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 |
99,45 |
99,55 |
1,59 |
1,30 |
99,50 |
1,44 |
DS1017 |
PL0000104543 |
102,18 |
102,28 |
1,55 |
1,39 |
102,23 |
1,47 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,39 |
1,67 |
1,54 |
102,32 |
1,60 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,81 |
1,75 |
100,95 |
1,78 |
OK1018 |
PL0000109062 |
96,97 |
97,09 |
1,94 |
1,86 |
97,03 |
1,90 |
WZ0119 |
PL0000107603 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,68 |
95,85 |
2,13 |
2,04 |
95,77 |
2,08 |
PS0719 |
PL0000108148 |
102,38 |
102,56 |
2,20 |
2,12 |
102,47 |
2,16 |
DS1019 |
PL0000105441 |
108,17 |
108,32 |
2,23 |
2,17 |
108,25 |
2,20 |
WZ0120 |
PL0000108601 |
99,55 |
99,70 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
97,07 |
97,26 |
2,49 |
2,43 |
97,17 |
2,46 |
DS1020 |
PL0000106126 |
109,03 |
109,24 |
2,58 |
2,53 |
109,14 |
2,55 |
WZ0121 |
PL0000106068 |
98,78 |
98,97 |
--- |
--- |
98,88 |
--- |
PS0421 |
PL0000108916 |
96,91 |
97,15 |
2,81 |
2,74 |
97,03 |
2,77 |
PS0721 |
PL0000109153 |
95,45 |
95,68 |
2,88 |
2,82 |
95,57 |
2,84 |
DS1021 |
PL0000106670 |
112,14 |
112,42 |
2,89 |
2,83 |
112,28 |
2,86 |
PS0422 |
PL0000109492 |
96,18 |
96,33 |
3,07 |
3,04 |
96,26 |
3,05 |
WS0922 |
PL0000102646 |
113,19 |
113,48 |
3,10 |
3,05 |
113,34 |
3,08 |
WZ1122 |
PL0000109377 |
96,94 |
97,15 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
109,10 |
111,42 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
104,42 |
104,66 |
3,24 |
3,20 |
104,54 |
3,22 |
WZ0124 |
PL0000107454 |
95,92 |
96,19 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
98,18 |
98,51 |
3,50 |
3,45 |
98,35 |
3,48 |
WZ0126 |
PL0000108817 |
93,93 |
94,19 |
--- |
--- |
94,06 |
--- |
DS0726 |
PL0000108866 |
91,26 |
91,53 |
3,62 |
3,58 |
91,40 |
3,60 |
DS0727 |
PL0000109427 |
89,65 |
89,93 |
3,72 |
3,68 |
89,79 |
3,70 |
WS0429 |
PL0000105391 |
119,40 |
120,58 |
3,73 |
3,62 |
119,99 |
3,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,45 |
99,54 |
1,59 |
1,33 |
99,50 |
1,44 |
DS1017 |
PL0000104543 |
102,18 |
102,26 |
1,55 |
1,42 |
102,22 |
1,49 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,27 |
102,39 |
1,65 |
1,54 |
102,33 |
1,59 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,81 |
1,75 |
100,95 |
1,78 |
OK1018 |
PL0000109062 |
96,98 |
97,09 |
1,94 |
1,86 |
97,04 |
1,90 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,71 |
95,80 |
2,11 |
2,07 |
95,76 |
2,09 |
PS0719 |
PL0000108148 |
102,39 |
102,54 |
2,19 |
2,13 |
102,47 |
2,16 |
DS1019 |
PL0000105441 |
108,17 |
108,31 |
2,23 |
2,17 |
108,24 |
2,20 |
WZ0120 |
PL0000108601 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
97,08 |
97,20 |
2,49 |
2,45 |
97,14 |
2,47 |
DS1020 |
PL0000106126 |
109,07 |
109,22 |
2,57 |
2,53 |
109,15 |
2,55 |
WZ0121 |
PL0000106068 |
98,79 |
98,94 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,88 |
97,05 |
2,81 |
2,77 |
96,97 |
2,79 |
PS0721 |
PL0000109153 |
95,38 |
95,62 |
2,89 |
2,83 |
95,50 |
2,86 |
DS1021 |
PL0000106670 |
112,06 |
112,34 |
2,90 |
2,84 |
112,20 |
2,87 |
PS0422 |
PL0000109492 |
96,13 |
96,26 |
3,08 |
3,05 |
96,20 |
3,06 |
WS0922 |
PL0000102646 |
113,15 |
113,39 |
3,11 |
3,07 |
113,27 |
3,09 |
WZ1122 |
PL0000109377 |
97,00 |
97,14 |
--- |
--- |
97,07 |
--- |
IZ0823 |
PL0000105359 |
108,67 |
110,67 |
--- |
--- |
109,67 |
--- |
DS1023 |
PL0000107264 |
104,27 |
104,48 |
3,27 |
3,23 |
104,38 |
3,25 |
WZ0124 |
PL0000107454 |
96,00 |
96,20 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
98,02 |
98,32 |
3,52 |
3,48 |
98,17 |
3,50 |
WZ0126 |
PL0000108817 |
93,98 |
94,19 |
--- |
--- |
94,09 |
--- |
DS0726 |
PL0000108866 |
91,18 |
91,42 |
3,63 |
3,59 |
91,30 |
3,61 |
DS0727 |
PL0000109427 |
89,60 |
89,82 |
3,73 |
3,70 |
89,71 |
3,71 |
WS0429 |
PL0000105391 |
119,40 |
120,18 |
3,73 |
3,65 |
119,79 |
3,69 |
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 |
1,500 |
1,500 |
1,500 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
30 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
100 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
40 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
245 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,510 |
1,498 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
110 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
145 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
110 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
260 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
30 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
75 |
OK1018 |
PL0000109062 |
4/11 |
7 |
1,480 |
1,480 |
1,480 |
160 |
TOTAL |
1 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.