2017-03-20 |
MARKET DATA |
No 55 (3088) |
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 |
440,00 |
434,14 |
15 |
1 020,00 |
997,30 |
8 |
1 460,00 |
1 431,44 |
23 |
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 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,16 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,28 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,99 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,71 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,17 |
108,22 |
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 |
109,11 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
96,89 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,42 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,11 |
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 |
113,19 |
113,20 |
113,200 |
113,210 |
113,200 |
113,210 |
113,205 |
20 000 |
23,21 |
2 |
DS1023 |
PL0000107264 |
104,28 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
98,15 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
91,20 |
91,18 |
91,230 |
91,230 |
91,230 |
91,230 |
91,230 |
5 000 |
4,64 |
1 |
DS0727 |
PL0000109427 |
89,56 |
89,61 |
89,550 |
89,550 |
89,520 |
89,520 |
89,535 |
50 000 |
45,59 |
2 |
WS0428 |
PL0000107611 |
90,32 |
92,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,45 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,06 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,03 |
1 |
WZ0120 |
PL0000108601 |
99,62 |
99,62 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
10 000 |
9,99 |
1 |
WZ0121 |
PL0000106068 |
98,85 |
98,84 |
98,840 |
98,850 |
98,840 |
98,840 |
98,840 |
260 000 |
257,71 |
5 |
WZ1122 |
PL0000109377 |
97,03 |
97,02 |
97,030 |
97,030 |
97,020 |
97,020 |
97,021 |
85 000 |
82,97 |
3 |
WZ0124 |
PL0000107454 |
95,95 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,97 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
440 000 |
434,14 |
15 |
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 |
161 |
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 |
99,44 |
99,54 |
1,64 |
1,35 |
99,49 |
1,50 |
DS1017 |
PL0000104543 |
102,15 |
102,24 |
1,57 |
1,42 |
102,20 |
1,48 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,37 |
1,66 |
1,54 |
102,31 |
1,60 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,80 |
1,75 |
100,95 |
1,77 |
OK1018 |
PL0000109062 |
96,97 |
97,12 |
1,95 |
1,85 |
97,05 |
1,90 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,69 |
95,84 |
2,13 |
2,05 |
95,77 |
2,09 |
PS0719 |
PL0000108148 |
102,38 |
102,55 |
2,19 |
2,12 |
102,47 |
2,15 |
DS1019 |
PL0000105441 |
108,15 |
108,30 |
2,23 |
2,17 |
108,23 |
2,20 |
WZ0120 |
PL0000108601 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,25 |
2,50 |
2,43 |
97,16 |
2,46 |
DS1020 |
PL0000106126 |
108,96 |
109,19 |
2,60 |
2,54 |
109,08 |
2,57 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,87 |
97,11 |
2,82 |
2,75 |
96,99 |
2,79 |
PS0721 |
PL0000109153 |
95,39 |
95,63 |
2,89 |
2,83 |
95,51 |
2,86 |
DS1021 |
PL0000106670 |
112,06 |
112,33 |
2,90 |
2,84 |
112,20 |
2,87 |
PS0422 |
PL0000109492 |
96,08 |
96,27 |
3,09 |
3,05 |
96,18 |
3,07 |
WS0922 |
PL0000102646 |
113,08 |
113,35 |
3,12 |
3,07 |
113,22 |
3,10 |
WZ1122 |
PL0000109377 |
96,95 |
97,15 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
108,69 |
110,85 |
--- |
--- |
109,77 |
--- |
DS1023 |
PL0000107264 |
104,25 |
104,50 |
3,27 |
3,23 |
104,38 |
3,25 |
WZ0124 |
PL0000107454 |
95,90 |
96,18 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
97,96 |
98,35 |
3,53 |
3,48 |
98,16 |
3,50 |
WZ0126 |
PL0000108817 |
93,91 |
94,23 |
--- |
--- |
94,07 |
--- |
DS0726 |
PL0000108866 |
90,99 |
91,36 |
3,65 |
3,60 |
91,18 |
3,63 |
DS0727 |
PL0000109427 |
89,37 |
89,78 |
3,76 |
3,70 |
89,58 |
3,73 |
WS0429 |
PL0000105391 |
119,23 |
120,14 |
3,74 |
3,66 |
119,69 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,44 |
99,54 |
1,64 |
1,35 |
99,49 |
1,50 |
DS1017 |
PL0000104543 |
102,15 |
102,24 |
1,57 |
1,42 |
102,20 |
1,48 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,26 |
102,36 |
1,64 |
1,55 |
102,31 |
1,60 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,80 |
1,75 |
100,95 |
1,77 |
OK1018 |
PL0000109062 |
96,97 |
97,09 |
1,95 |
1,87 |
97,03 |
1,91 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,69 |
95,81 |
2,13 |
2,07 |
95,75 |
2,10 |
PS0719 |
PL0000108148 |
102,39 |
102,53 |
2,19 |
2,13 |
102,46 |
2,16 |
DS1019 |
PL0000105441 |
108,15 |
108,25 |
2,23 |
2,19 |
108,20 |
2,21 |
WZ0120 |
PL0000108601 |
99,56 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,19 |
2,50 |
2,45 |
97,12 |
2,48 |
DS1020 |
PL0000106126 |
109,05 |
109,20 |
2,57 |
2,53 |
109,13 |
2,55 |
WZ0121 |
PL0000106068 |
98,78 |
98,95 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,84 |
97,05 |
2,83 |
2,77 |
96,95 |
2,80 |
PS0721 |
PL0000109153 |
95,38 |
95,56 |
2,89 |
2,85 |
95,47 |
2,87 |
DS1021 |
PL0000106670 |
112,07 |
112,32 |
2,90 |
2,85 |
112,20 |
2,87 |
PS0422 |
PL0000109492 |
96,12 |
96,26 |
3,08 |
3,05 |
96,19 |
3,07 |
WS0922 |
PL0000102646 |
113,10 |
113,26 |
3,12 |
3,09 |
113,18 |
3,10 |
WZ1122 |
PL0000109377 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
IZ0823 |
PL0000105359 |
108,86 |
110,80 |
--- |
--- |
109,83 |
--- |
DS1023 |
PL0000107264 |
104,18 |
104,38 |
3,28 |
3,25 |
104,28 |
3,26 |
WZ0124 |
PL0000107454 |
95,88 |
96,15 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
98,04 |
98,27 |
3,52 |
3,49 |
98,16 |
3,50 |
WZ0126 |
PL0000108817 |
93,91 |
94,11 |
--- |
--- |
94,01 |
--- |
DS0726 |
PL0000108866 |
91,09 |
91,32 |
3,64 |
3,61 |
91,21 |
3,62 |
DS0727 |
PL0000109427 |
89,48 |
89,76 |
3,74 |
3,71 |
89,62 |
3,72 |
WS0429 |
PL0000105391 |
119,13 |
120,03 |
3,75 |
3,67 |
119,58 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
110 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
265 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
200 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
230 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
195 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.