2017-03-22 |
MARKET DATA |
No 57 (3090) |
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 |
545,00 |
538,90 |
35 |
700,00 |
699,85 |
4 |
1 245,00 |
1 238,75 |
39 |
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 |
100,27 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,49 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,20 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,35 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
100,98 |
100,980 |
100,980 |
100,970 |
100,970 |
100,973 |
75 000 |
76,97 |
3 |
OK1018 |
PL0000109062 |
97,06 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,82 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,50 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,32 |
108,27 |
108,300 |
108,310 |
108,300 |
108,310 |
108,309 |
90 000 |
99,51 |
5 |
PS0420 |
PL0000108510 |
97,28 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,30 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,23 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,77 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,58 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,75 |
96,54 |
96,580 |
96,760 |
96,580 |
96,750 |
96,743 |
120 000 |
118,55 |
6 |
WS0922 |
PL0000102646 |
113,80 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,95 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,15 |
98,81 |
98,900 |
99,110 |
98,900 |
99,110 |
99,055 |
40 000 |
40,48 |
3 |
DS0726 |
PL0000108866 |
92,19 |
91,95 |
92,020 |
92,030 |
92,020 |
92,030 |
92,028 |
25 000 |
23,42 |
2 |
DS0727 |
PL0000109427 |
90,77 |
90,35 |
90,450 |
90,810 |
90,450 |
90,720 |
90,624 |
195 000 |
179,95 |
16 |
WS0428 |
PL0000107611 |
91,49 |
93,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,09 |
120,77 |
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 |
109,70 |
110,00 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,65 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,08 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,02 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
545 000 |
538,90 |
35 |
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 |
159 |
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 |
1,61 |
1,31 |
99,51 |
1,46 |
DS1017 |
PL0000104543 |
102,15 |
102,24 |
1,53 |
1,39 |
102,20 |
1,45 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,26 |
102,39 |
1,63 |
1,52 |
102,33 |
1,57 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,79 |
1,73 |
100,97 |
1,76 |
OK1018 |
PL0000109062 |
96,99 |
97,14 |
1,94 |
1,84 |
97,07 |
1,89 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
OK0419 |
PL0000109633 |
95,73 |
95,89 |
2,11 |
2,03 |
95,81 |
2,07 |
PS0719 |
PL0000108148 |
102,40 |
102,57 |
2,18 |
2,11 |
102,49 |
2,14 |
DS1019 |
PL0000105441 |
108,18 |
108,30 |
2,21 |
2,16 |
108,24 |
2,19 |
WZ0120 |
PL0000108601 |
99,59 |
99,72 |
--- |
--- |
99,66 |
--- |
PS0420 |
PL0000108510 |
97,17 |
97,29 |
2,46 |
2,42 |
97,23 |
2,44 |
DS1020 |
PL0000106126 |
109,09 |
109,28 |
2,56 |
2,51 |
109,19 |
2,53 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
97,03 |
97,24 |
2,78 |
2,72 |
97,14 |
2,75 |
PS0721 |
PL0000109153 |
95,56 |
95,79 |
2,85 |
2,79 |
95,68 |
2,82 |
DS1021 |
PL0000106670 |
112,36 |
112,58 |
2,83 |
2,79 |
112,47 |
2,81 |
PS0422 |
PL0000109492 |
96,35 |
96,58 |
3,03 |
2,98 |
96,47 |
3,01 |
WS0922 |
PL0000102646 |
113,45 |
113,70 |
3,05 |
3,01 |
113,58 |
3,03 |
WZ1122 |
PL0000109377 |
96,96 |
97,16 |
--- |
--- |
97,06 |
--- |
IZ0823 |
PL0000105359 |
108,69 |
111,01 |
--- |
--- |
109,85 |
--- |
DS1023 |
PL0000107264 |
104,52 |
104,78 |
3,22 |
3,18 |
104,65 |
3,20 |
WZ0124 |
PL0000107454 |
95,96 |
96,16 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
98,56 |
98,86 |
3,45 |
3,41 |
98,71 |
3,43 |
WZ0126 |
PL0000108817 |
93,98 |
94,23 |
--- |
--- |
94,11 |
--- |
DS0726 |
PL0000108866 |
91,64 |
92,00 |
3,57 |
3,52 |
91,82 |
3,54 |
DS0727 |
PL0000109427 |
90,09 |
90,41 |
3,67 |
3,63 |
90,25 |
3,65 |
WS0429 |
PL0000105391 |
120,01 |
121,04 |
3,67 |
3,57 |
120,53 |
3,62 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,46 |
99,56 |
1,61 |
1,31 |
99,51 |
1,46 |
DS1017 |
PL0000104543 |
102,16 |
102,25 |
1,52 |
1,37 |
102,21 |
1,43 |
WZ0118 |
PL0000104717 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,31 |
102,41 |
1,59 |
1,50 |
102,36 |
1,54 |
PS0718 |
PL0000107595 |
100,95 |
101,02 |
1,77 |
1,72 |
100,99 |
1,74 |
OK1018 |
PL0000109062 |
97,03 |
97,16 |
1,92 |
1,83 |
97,10 |
1,87 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,79 |
95,91 |
2,08 |
2,02 |
95,85 |
2,05 |
PS0719 |
PL0000108148 |
102,45 |
102,63 |
2,16 |
2,08 |
102,54 |
2,12 |
DS1019 |
PL0000105441 |
108,29 |
108,40 |
2,17 |
2,13 |
108,35 |
2,14 |
WZ0120 |
PL0000108601 |
99,60 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0420 |
PL0000108510 |
97,25 |
97,38 |
2,43 |
2,39 |
97,32 |
2,41 |
DS1020 |
PL0000106126 |
109,25 |
109,39 |
2,52 |
2,48 |
109,32 |
2,50 |
WZ0121 |
PL0000106068 |
98,83 |
98,97 |
--- |
--- |
98,90 |
--- |
PS0421 |
PL0000108916 |
97,16 |
97,30 |
2,74 |
2,70 |
97,23 |
2,72 |
PS0721 |
PL0000109153 |
95,74 |
95,93 |
2,80 |
2,76 |
95,84 |
2,78 |
DS1021 |
PL0000106670 |
112,51 |
112,78 |
2,80 |
2,74 |
112,65 |
2,77 |
PS0422 |
PL0000109492 |
96,61 |
96,75 |
2,98 |
2,95 |
96,68 |
2,96 |
WS0922 |
PL0000102646 |
113,67 |
113,95 |
3,01 |
2,96 |
113,81 |
2,98 |
WZ1122 |
PL0000109377 |
97,01 |
97,15 |
--- |
--- |
97,08 |
--- |
IZ0823 |
PL0000105359 |
108,80 |
111,05 |
--- |
--- |
109,93 |
--- |
DS1023 |
PL0000107264 |
104,82 |
105,10 |
3,17 |
3,13 |
104,96 |
3,15 |
WZ0124 |
PL0000107454 |
95,97 |
96,19 |
--- |
--- |
96,08 |
--- |
DS0725 |
PL0000108197 |
99,06 |
99,33 |
3,38 |
3,34 |
99,20 |
3,36 |
WZ0126 |
PL0000108817 |
94,00 |
94,21 |
--- |
--- |
94,11 |
--- |
DS0726 |
PL0000108866 |
92,12 |
92,38 |
3,50 |
3,47 |
92,25 |
3,48 |
DS0727 |
PL0000109427 |
90,53 |
90,79 |
3,61 |
3,58 |
90,66 |
3,59 |
WS0429 |
PL0000105391 |
120,58 |
121,42 |
3,61 |
3,54 |
121,00 |
3,58 |
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 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
140 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,420 |
1,450 |
1,438 |
510 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.