2017-03-23 |
MARKET DATA |
No 58 (3091) |
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 |
1 020,00 |
1 006,49 |
66 |
90,00 |
92,55 |
2 |
1 110,00 |
1 099,04 |
68 |
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 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,51 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,18 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,30 |
102,35 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
10 000 |
10,58 |
1 |
PS0718 |
PL0000107595 |
100,98 |
100,99 |
100,980 |
100,980 |
100,970 |
100,970 |
100,972 |
45 000 |
46,19 |
3 |
OK1018 |
PL0000109062 |
97,07 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,90 |
95,86 |
95,900 |
95,900 |
95,870 |
95,870 |
95,877 |
140 000 |
134,23 |
5 |
PS0719 |
PL0000108148 |
102,47 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,35 |
108,32 |
108,340 |
108,340 |
108,340 |
108,340 |
108,340 |
100 000 |
110,65 |
1 |
PS0420 |
PL0000108510 |
97,33 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,30 |
109,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,27 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,81 |
95,79 |
95,750 |
95,800 |
95,740 |
95,800 |
95,768 |
105 000 |
101,79 |
5 |
DS1021 |
PL0000106670 |
112,59 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,78 |
96,65 |
96,750 |
96,780 |
96,660 |
96,780 |
96,734 |
85 000 |
83,98 |
6 |
WS0922 |
PL0000102646 |
113,80 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,03 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,36 |
99,09 |
99,160 |
99,360 |
99,050 |
99,360 |
99,161 |
165 000 |
167,22 |
16 |
DS0726 |
PL0000108866 |
92,45 |
92,25 |
92,370 |
92,500 |
92,370 |
92,500 |
92,431 |
50 000 |
47,05 |
4 |
DS0727 |
PL0000109427 |
91,00 |
90,72 |
90,990 |
91,010 |
90,720 |
90,940 |
90,966 |
160 000 |
148,23 |
13 |
WS0428 |
PL0000107611 |
91,74 |
93,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,39 |
121,28 |
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 |
109,90 |
109,90 |
109,900 |
109,900 |
109,900 |
109,900 |
109,900 |
5 000 |
6,45 |
1 |
WZ0118 |
PL0000104717 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,65 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,94 |
98,92 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
15 000 |
14,88 |
1 |
WZ1122 |
PL0000109377 |
97,18 |
97,10 |
97,100 |
97,140 |
97,100 |
97,130 |
97,124 |
90 000 |
87,96 |
7 |
WZ0124 |
PL0000107454 |
96,15 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,22 |
94,230 |
94,250 |
94,230 |
94,250 |
94,240 |
50 000 |
47,27 |
3 |
TOTAL |
1 020 000 |
1 006,49 |
66 |
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 |
156 |
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 |
99,47 |
99,58 |
1,62 |
1,28 |
99,53 |
1,44 |
DS1017 |
PL0000104543 |
102,12 |
102,21 |
1,53 |
1,38 |
102,17 |
1,45 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,37 |
1,63 |
1,52 |
102,31 |
1,57 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,78 |
1,72 |
100,97 |
1,75 |
OK1018 |
PL0000109062 |
97,01 |
97,14 |
1,94 |
1,85 |
97,08 |
1,89 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,79 |
95,92 |
2,09 |
2,02 |
95,86 |
2,05 |
PS0719 |
PL0000108148 |
102,42 |
102,60 |
2,17 |
2,09 |
102,51 |
2,13 |
DS1019 |
PL0000105441 |
108,22 |
108,35 |
2,18 |
2,13 |
108,29 |
2,16 |
WZ0120 |
PL0000108601 |
99,60 |
99,72 |
--- |
--- |
99,66 |
--- |
PS0420 |
PL0000108510 |
97,22 |
97,36 |
2,45 |
2,40 |
97,29 |
2,42 |
DS1020 |
PL0000106126 |
109,15 |
109,34 |
2,54 |
2,48 |
109,25 |
2,51 |
WZ0121 |
PL0000106068 |
98,81 |
98,97 |
--- |
--- |
98,89 |
--- |
PS0421 |
PL0000108916 |
97,13 |
97,34 |
2,75 |
2,70 |
97,24 |
2,72 |
PS0721 |
PL0000109153 |
95,68 |
95,92 |
2,82 |
2,76 |
95,80 |
2,79 |
DS1021 |
PL0000106670 |
112,45 |
112,72 |
2,81 |
2,75 |
112,59 |
2,78 |
PS0422 |
PL0000109492 |
96,57 |
96,76 |
2,99 |
2,94 |
96,67 |
2,96 |
WS0922 |
PL0000102646 |
113,59 |
113,87 |
3,02 |
2,97 |
113,73 |
3,00 |
WZ1122 |
PL0000109377 |
96,99 |
97,17 |
--- |
--- |
97,08 |
--- |
IZ0823 |
PL0000105359 |
108,86 |
110,76 |
--- |
--- |
109,81 |
--- |
DS1023 |
PL0000107264 |
104,79 |
105,08 |
3,18 |
3,13 |
104,94 |
3,15 |
WZ0124 |
PL0000107454 |
95,97 |
96,22 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
98,96 |
99,30 |
3,39 |
3,34 |
99,13 |
3,37 |
WZ0126 |
PL0000108817 |
94,01 |
94,27 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
91,99 |
92,37 |
3,52 |
3,47 |
92,18 |
3,49 |
DS0727 |
PL0000109427 |
90,47 |
90,87 |
3,62 |
3,57 |
90,67 |
3,59 |
WS0429 |
PL0000105391 |
120,53 |
121,62 |
3,62 |
3,52 |
121,08 |
3,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,49 |
99,58 |
1,56 |
1,28 |
99,54 |
1,41 |
DS1017 |
PL0000104543 |
102,14 |
102,23 |
1,50 |
1,35 |
102,19 |
1,42 |
WZ0118 |
PL0000104717 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,26 |
102,38 |
1,62 |
1,51 |
102,32 |
1,56 |
PS0718 |
PL0000107595 |
100,94 |
101,02 |
1,77 |
1,71 |
100,98 |
1,74 |
OK1018 |
PL0000109062 |
97,02 |
97,16 |
1,93 |
1,84 |
97,09 |
1,89 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,83 |
95,93 |
2,07 |
2,02 |
95,88 |
2,04 |
PS0719 |
PL0000108148 |
102,44 |
102,61 |
2,16 |
2,09 |
102,53 |
2,12 |
DS1019 |
PL0000105441 |
108,28 |
108,41 |
2,16 |
2,11 |
108,35 |
2,13 |
WZ0120 |
PL0000108601 |
99,61 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,27 |
97,39 |
2,43 |
2,39 |
97,33 |
2,41 |
DS1020 |
PL0000106126 |
109,25 |
109,39 |
2,51 |
2,47 |
109,32 |
2,49 |
WZ0121 |
PL0000106068 |
98,87 |
99,00 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,19 |
97,32 |
2,74 |
2,70 |
97,26 |
2,72 |
PS0721 |
PL0000109153 |
95,73 |
95,89 |
2,81 |
2,77 |
95,81 |
2,79 |
DS1021 |
PL0000106670 |
112,54 |
112,78 |
2,79 |
2,74 |
112,66 |
2,76 |
PS0422 |
PL0000109492 |
96,69 |
96,82 |
2,96 |
2,93 |
96,76 |
2,94 |
WS0922 |
PL0000102646 |
113,76 |
113,99 |
2,99 |
2,95 |
113,88 |
2,97 |
WZ1122 |
PL0000109377 |
97,11 |
97,24 |
--- |
--- |
97,18 |
--- |
IZ0823 |
PL0000105359 |
108,92 |
110,76 |
--- |
--- |
109,84 |
--- |
DS1023 |
PL0000107264 |
104,97 |
105,22 |
3,15 |
3,11 |
105,10 |
3,13 |
WZ0124 |
PL0000107454 |
96,08 |
96,30 |
--- |
--- |
96,19 |
--- |
DS0725 |
PL0000108197 |
99,22 |
99,47 |
3,35 |
3,32 |
99,35 |
3,34 |
WZ0126 |
PL0000108817 |
94,17 |
94,38 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
92,33 |
92,63 |
3,47 |
3,43 |
92,48 |
3,45 |
DS0727 |
PL0000109427 |
90,81 |
91,11 |
3,58 |
3,54 |
90,96 |
3,56 |
WS0429 |
PL0000105391 |
120,97 |
121,94 |
3,58 |
3,49 |
121,46 |
3,53 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
50 |
TOTAL |
90 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.