2017-03-17 |
MARKET DATA |
No 54 (3087) |
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 |
552,50 |
533,73 |
37 |
3 100,00 |
3 078,87 |
26 |
3 652,50 |
3 612,59 |
63 |
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 |
100,30 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,50 |
99,47 |
99,470 |
99,500 |
99,470 |
99,500 |
99,494 |
52 500 |
52,23 |
2 |
DS1017 |
PL0000104543 |
102,17 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,27 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,91 |
100,910 |
100,920 |
100,910 |
100,920 |
100,915 |
20 000 |
20,51 |
2 |
OK1018 |
PL0000109062 |
97,01 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,74 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,17 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,08 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,95 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,41 |
95,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,08 |
112,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,17 |
96,05 |
96,050 |
96,200 |
96,050 |
96,200 |
96,166 |
85 000 |
83,47 |
7 |
WS0922 |
PL0000102646 |
113,15 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,30 |
104,31 |
104,260 |
104,260 |
104,260 |
104,260 |
104,260 |
25 000 |
26,47 |
1 |
DS0725 |
PL0000108197 |
98,10 |
98,05 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
5 000 |
5,01 |
1 |
DS0726 |
PL0000108866 |
91,18 |
91,00 |
91,060 |
91,240 |
91,000 |
91,070 |
91,108 |
65 000 |
60,28 |
4 |
DS0727 |
PL0000109427 |
89,51 |
89,41 |
89,450 |
89,470 |
89,410 |
89,460 |
89,423 |
190 000 |
173,01 |
17 |
WS0428 |
PL0000107611 |
90,39 |
92,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,53 |
119,70 |
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 |
109,50 |
109,60 |
109,350 |
109,400 |
109,350 |
109,400 |
109,375 |
10 000 |
12,83 |
2 |
WZ0118 |
PL0000104717 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,63 |
99,64 |
99,630 |
99,630 |
99,630 |
99,630 |
99,630 |
100 000 |
99,91 |
1 |
WZ0121 |
PL0000106068 |
98,86 |
98,91 |
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 |
96,00 |
96,09 |
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 |
552 500 |
533,73 |
37 |
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 |
162 |
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 |
99,46 |
99,56 |
1,57 |
1,28 |
99,51 |
1,43 |
DS1017 |
PL0000104543 |
102,16 |
102,27 |
1,57 |
1,39 |
102,22 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,38 |
1,66 |
1,54 |
102,32 |
1,60 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,81 |
1,75 |
100,94 |
1,78 |
OK1018 |
PL0000109062 |
96,94 |
97,09 |
1,96 |
1,87 |
97,02 |
1,91 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,67 |
95,82 |
2,13 |
2,06 |
95,75 |
2,09 |
PS0719 |
PL0000108148 |
102,38 |
102,56 |
2,19 |
2,12 |
102,47 |
2,16 |
DS1019 |
PL0000105441 |
108,12 |
108,28 |
2,24 |
2,18 |
108,20 |
2,21 |
WZ0120 |
PL0000108601 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,18 |
2,51 |
2,45 |
97,10 |
2,48 |
DS1020 |
PL0000106126 |
108,94 |
109,15 |
2,61 |
2,55 |
109,05 |
2,58 |
WZ0121 |
PL0000106068 |
98,76 |
98,94 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
96,80 |
97,03 |
2,84 |
2,77 |
96,92 |
2,80 |
PS0721 |
PL0000109153 |
95,33 |
95,56 |
2,91 |
2,85 |
95,45 |
2,88 |
DS1021 |
PL0000106670 |
111,99 |
112,25 |
2,92 |
2,86 |
112,12 |
2,89 |
PS0422 |
PL0000109492 |
95,99 |
96,18 |
3,11 |
3,07 |
96,09 |
3,09 |
WS0922 |
PL0000102646 |
113,02 |
113,30 |
3,13 |
3,08 |
113,16 |
3,11 |
WZ1122 |
PL0000109377 |
97,00 |
97,14 |
--- |
--- |
97,07 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
110,78 |
--- |
--- |
109,68 |
--- |
DS1023 |
PL0000107264 |
104,22 |
104,45 |
3,27 |
3,24 |
104,34 |
3,25 |
WZ0124 |
PL0000107454 |
95,97 |
96,22 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
97,93 |
98,25 |
3,54 |
3,49 |
98,09 |
3,51 |
WZ0126 |
PL0000108817 |
93,96 |
94,22 |
--- |
--- |
94,09 |
--- |
DS0726 |
PL0000108866 |
91,02 |
91,32 |
3,65 |
3,61 |
91,17 |
3,63 |
DS0727 |
PL0000109427 |
89,38 |
89,77 |
3,75 |
3,71 |
89,58 |
3,73 |
WS0429 |
PL0000105391 |
119,28 |
120,22 |
3,74 |
3,65 |
119,75 |
3,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,46 |
99,53 |
1,57 |
1,37 |
99,50 |
1,46 |
DS1017 |
PL0000104543 |
102,16 |
102,26 |
1,57 |
1,41 |
102,21 |
1,49 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,39 |
1,66 |
1,53 |
102,32 |
1,60 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,81 |
1,75 |
100,95 |
1,78 |
OK1018 |
PL0000109062 |
96,98 |
97,10 |
1,94 |
1,86 |
97,04 |
1,90 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,69 |
95,81 |
2,12 |
2,06 |
95,75 |
2,09 |
PS0719 |
PL0000108148 |
102,40 |
102,53 |
2,19 |
2,13 |
102,47 |
2,16 |
DS1019 |
PL0000105441 |
108,14 |
108,28 |
2,23 |
2,18 |
108,21 |
2,21 |
WZ0120 |
PL0000108601 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,20 |
2,51 |
2,45 |
97,12 |
2,48 |
DS1020 |
PL0000106126 |
109,04 |
109,18 |
2,58 |
2,54 |
109,11 |
2,56 |
WZ0121 |
PL0000106068 |
98,81 |
98,95 |
--- |
--- |
98,88 |
--- |
PS0421 |
PL0000108916 |
96,89 |
97,03 |
2,81 |
2,77 |
96,96 |
2,79 |
PS0721 |
PL0000109153 |
95,36 |
95,57 |
2,90 |
2,85 |
95,47 |
2,87 |
DS1021 |
PL0000106670 |
112,03 |
112,29 |
2,91 |
2,85 |
112,16 |
2,88 |
PS0422 |
PL0000109492 |
96,11 |
96,23 |
3,08 |
3,06 |
96,17 |
3,07 |
WS0922 |
PL0000102646 |
113,09 |
113,34 |
3,12 |
3,07 |
113,22 |
3,10 |
WZ1122 |
PL0000109377 |
97,01 |
97,15 |
--- |
--- |
97,08 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
110,79 |
--- |
--- |
109,71 |
--- |
DS1023 |
PL0000107264 |
104,21 |
104,44 |
3,28 |
3,24 |
104,33 |
3,26 |
WZ0124 |
PL0000107454 |
95,94 |
96,16 |
--- |
--- |
96,05 |
--- |
DS0725 |
PL0000108197 |
97,99 |
98,23 |
3,53 |
3,49 |
98,11 |
3,51 |
WZ0126 |
PL0000108817 |
93,96 |
94,18 |
--- |
--- |
94,07 |
--- |
DS0726 |
PL0000108866 |
91,02 |
91,28 |
3,65 |
3,61 |
91,15 |
3,63 |
DS0727 |
PL0000109427 |
89,37 |
89,63 |
3,76 |
3,72 |
89,50 |
3,74 |
WS0429 |
PL0000105391 |
119,22 |
120,10 |
3,74 |
3,66 |
119,66 |
3,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
5 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,510 |
1,510 |
1,510 |
200 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
65 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
25 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
80 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
200 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
30 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
510 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
75 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
220 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,450 |
1,480 |
1,472 |
760 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
70 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
215 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
245 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
60 |
PS0421 |
PL0000108916 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
100 |
OK0419 |
PL0000109633 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
130 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
30 |
WZ0126 |
PL0000108817 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
80 |
TOTAL |
3 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.