2017-03-21 |
MARKET DATA |
No 56 (3089) |
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 |
872,50 |
859,29 |
51 |
5 735,00 |
5 840,69 |
26 |
6 607,50 |
6 699,98 |
77 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,49 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,18 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,30 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,04 |
97,05 |
97,050 |
97,050 |
97,050 |
97,050 |
97,050 |
5 000 |
4,85 |
1 |
OK0419 |
PL0000109633 |
95,75 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,20 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,18 |
97,13 |
97,180 |
97,200 |
97,180 |
97,180 |
97,186 |
70 000 |
68,98 |
3 |
DS1020 |
PL0000106126 |
109,15 |
109,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,02 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,54 |
95,54 |
95,540 |
95,540 |
95,510 |
95,510 |
95,518 |
185 000 |
178,85 |
5 |
DS1021 |
PL0000106670 |
112,24 |
110,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,35 |
96,22 |
96,390 |
96,400 |
96,390 |
96,400 |
96,393 |
15 000 |
14,77 |
2 |
WS0922 |
PL0000102646 |
113,44 |
112,56 |
113,390 |
113,440 |
113,390 |
113,390 |
113,417 |
100 000 |
116,27 |
9 |
DS1023 |
PL0000107264 |
104,39 |
104,16 |
104,250 |
104,250 |
104,250 |
104,250 |
104,250 |
100 000 |
105,88 |
1 |
DS0725 |
PL0000108197 |
98,45 |
98,25 |
98,360 |
98,450 |
98,360 |
98,440 |
98,424 |
45 000 |
45,26 |
4 |
DS0726 |
PL0000108866 |
91,53 |
91,25 |
91,480 |
91,560 |
91,480 |
91,530 |
91,521 |
65 000 |
60,56 |
8 |
DS0727 |
PL0000109427 |
90,00 |
89,64 |
89,650 |
90,000 |
89,640 |
89,900 |
89,759 |
272 500 |
249,09 |
16 |
WS0428 |
PL0000107611 |
90,66 |
92,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,93 |
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 |
109,55 |
109,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,24 |
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 |
5 000 |
5,02 |
1 |
WZ0120 |
PL0000108601 |
99,62 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,87 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,05 |
97,06 |
97,060 |
97,060 |
97,060 |
97,060 |
97,060 |
10 000 |
9,77 |
1 |
WZ0124 |
PL0000107454 |
96,00 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
872 500 |
859,29 |
51 |
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 |
160 |
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 |
99,54 |
1,63 |
1,36 |
99,50 |
1,48 |
DS1017 |
PL0000104543 |
102,14 |
102,22 |
1,57 |
1,44 |
102,18 |
1,50 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,37 |
1,66 |
1,54 |
102,31 |
1,59 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,80 |
1,74 |
100,95 |
1,77 |
OK1018 |
PL0000109062 |
96,96 |
97,10 |
1,96 |
1,87 |
97,03 |
1,91 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,70 |
95,83 |
2,12 |
2,06 |
95,77 |
2,09 |
PS0719 |
PL0000108148 |
102,39 |
102,54 |
2,19 |
2,12 |
102,47 |
2,15 |
DS1019 |
PL0000105441 |
108,14 |
108,27 |
2,23 |
2,18 |
108,21 |
2,20 |
WZ0120 |
PL0000108601 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,22 |
2,50 |
2,44 |
97,13 |
2,47 |
DS1020 |
PL0000106126 |
108,98 |
109,20 |
2,59 |
2,53 |
109,09 |
2,56 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
96,86 |
97,10 |
2,82 |
2,76 |
96,98 |
2,79 |
PS0721 |
PL0000109153 |
95,40 |
95,60 |
2,89 |
2,84 |
95,50 |
2,86 |
DS1021 |
PL0000106670 |
112,08 |
112,34 |
2,90 |
2,84 |
112,21 |
2,87 |
PS0422 |
PL0000109492 |
96,14 |
96,34 |
3,08 |
3,03 |
96,24 |
3,06 |
WS0922 |
PL0000102646 |
113,12 |
113,40 |
3,11 |
3,06 |
113,26 |
3,09 |
WZ1122 |
PL0000109377 |
96,95 |
97,15 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
108,79 |
110,69 |
--- |
--- |
109,74 |
--- |
DS1023 |
PL0000107264 |
104,19 |
104,44 |
3,28 |
3,24 |
104,32 |
3,26 |
WZ0124 |
PL0000107454 |
95,88 |
96,16 |
--- |
--- |
96,02 |
--- |
DS0725 |
PL0000108197 |
97,96 |
98,32 |
3,53 |
3,48 |
98,14 |
3,51 |
WZ0126 |
PL0000108817 |
93,87 |
94,19 |
--- |
--- |
94,03 |
--- |
DS0726 |
PL0000108866 |
91,03 |
91,41 |
3,65 |
3,60 |
91,22 |
3,62 |
DS0727 |
PL0000109427 |
89,45 |
89,81 |
3,75 |
3,70 |
89,63 |
3,72 |
WS0429 |
PL0000105391 |
119,18 |
120,23 |
3,74 |
3,65 |
119,71 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,47 |
99,55 |
1,57 |
1,33 |
99,51 |
1,45 |
DS1017 |
PL0000104543 |
102,16 |
102,24 |
1,53 |
1,40 |
102,20 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,27 |
102,38 |
1,63 |
1,53 |
102,33 |
1,58 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,79 |
1,74 |
100,96 |
1,76 |
OK1018 |
PL0000109062 |
97,01 |
97,12 |
1,93 |
1,85 |
97,07 |
1,89 |
WZ0119 |
PL0000107603 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,72 |
95,83 |
2,11 |
2,06 |
95,78 |
2,08 |
PS0719 |
PL0000108148 |
102,39 |
102,55 |
2,19 |
2,12 |
102,47 |
2,15 |
DS1019 |
PL0000105441 |
108,14 |
108,27 |
2,23 |
2,18 |
108,21 |
2,20 |
WZ0120 |
PL0000108601 |
99,58 |
99,69 |
--- |
--- |
99,64 |
--- |
PS0420 |
PL0000108510 |
97,09 |
97,22 |
2,49 |
2,44 |
97,16 |
2,46 |
DS1020 |
PL0000106126 |
109,08 |
109,21 |
2,56 |
2,53 |
109,15 |
2,55 |
WZ0121 |
PL0000106068 |
98,79 |
98,95 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
96,97 |
97,11 |
2,79 |
2,75 |
97,04 |
2,77 |
PS0721 |
PL0000109153 |
95,46 |
95,65 |
2,87 |
2,83 |
95,56 |
2,85 |
DS1021 |
PL0000106670 |
112,18 |
112,42 |
2,87 |
2,82 |
112,30 |
2,85 |
PS0422 |
PL0000109492 |
96,26 |
96,42 |
3,05 |
3,02 |
96,34 |
3,03 |
WS0922 |
PL0000102646 |
113,28 |
113,44 |
3,08 |
3,05 |
113,36 |
3,07 |
WZ1122 |
PL0000109377 |
96,99 |
97,11 |
--- |
--- |
97,05 |
--- |
IZ0823 |
PL0000105359 |
108,80 |
110,77 |
--- |
--- |
109,79 |
--- |
DS1023 |
PL0000107264 |
104,30 |
104,55 |
3,26 |
3,22 |
104,43 |
3,24 |
WZ0124 |
PL0000107454 |
95,91 |
96,16 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
98,29 |
98,51 |
3,49 |
3,45 |
98,40 |
3,47 |
WZ0126 |
PL0000108817 |
93,97 |
94,23 |
--- |
--- |
94,10 |
--- |
DS0726 |
PL0000108866 |
91,36 |
91,56 |
3,60 |
3,58 |
91,46 |
3,59 |
DS0727 |
PL0000109427 |
89,72 |
89,98 |
3,71 |
3,68 |
89,85 |
3,70 |
WS0429 |
PL0000105391 |
119,50 |
120,37 |
3,71 |
3,63 |
119,94 |
3,67 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
400 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
300 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
300 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,420 |
1,450 |
1,435 |
800 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
400 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,420 |
1,470 |
1,462 |
130 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
160 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
110 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
245 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
150 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
170 |
TOTAL |
5 735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.