2017-03-24 |
MARKET DATA |
No 59 (3092) |
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 |
477,50 |
458,37 |
26 |
0,00 |
0,00 |
0 |
477,50 |
458,37 |
26 |
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 |
100,24 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,17 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,28 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,04 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,90 |
95,89 |
95,910 |
95,910 |
95,900 |
95,900 |
95,909 |
160 000 |
153,46 |
3 |
PS0719 |
PL0000108148 |
102,48 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,33 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,36 |
97,34 |
97,340 |
97,370 |
97,340 |
97,370 |
97,343 |
120 000 |
118,47 |
3 |
DS1020 |
PL0000106126 |
109,31 |
109,30 |
109,300 |
109,300 |
109,300 |
109,300 |
109,300 |
2 500 |
2,79 |
1 |
PS0421 |
PL0000108916 |
97,27 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,82 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,60 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,75 |
96,71 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
10 000 |
9,88 |
1 |
WS0922 |
PL0000102646 |
113,80 |
113,83 |
113,800 |
113,800 |
113,800 |
113,800 |
113,800 |
5 000 |
5,84 |
1 |
DS1023 |
PL0000107264 |
105,10 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,39 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
92,58 |
92,48 |
92,550 |
92,590 |
92,550 |
92,580 |
92,572 |
50 000 |
47,13 |
5 |
DS0727 |
PL0000109427 |
90,97 |
90,85 |
90,850 |
91,100 |
90,850 |
91,050 |
91,030 |
115 000 |
106,62 |
10 |
WS0428 |
PL0000107611 |
91,81 |
93,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,67 |
121,57 |
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 |
109,80 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
99,66 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,96 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,15 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,15 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,28 |
94,250 |
94,250 |
94,250 |
94,250 |
94,250 |
15 000 |
14,18 |
2 |
TOTAL |
477 500 |
458,37 |
26 |
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 |
155 |
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 |
99,49 |
99,57 |
1,57 |
1,32 |
99,53 |
1,45 |
DS1017 |
PL0000104543 |
102,11 |
102,19 |
1,53 |
1,40 |
102,15 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,36 |
1,63 |
1,52 |
102,30 |
1,58 |
PS0718 |
PL0000107595 |
100,92 |
101,01 |
1,79 |
1,72 |
100,97 |
1,75 |
OK1018 |
PL0000109062 |
97,00 |
97,16 |
1,95 |
1,84 |
97,08 |
1,90 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,82 |
95,93 |
2,08 |
2,02 |
95,88 |
2,05 |
PS0719 |
PL0000108148 |
102,41 |
102,59 |
2,17 |
2,09 |
102,50 |
2,13 |
DS1019 |
PL0000105441 |
108,23 |
108,38 |
2,18 |
2,12 |
108,31 |
2,15 |
WZ0120 |
PL0000108601 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,22 |
97,37 |
2,45 |
2,39 |
97,30 |
2,42 |
DS1020 |
PL0000106126 |
109,14 |
109,33 |
2,54 |
2,49 |
109,24 |
2,51 |
WZ0121 |
PL0000106068 |
98,82 |
99,03 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,14 |
97,35 |
2,75 |
2,69 |
97,25 |
2,72 |
PS0721 |
PL0000109153 |
95,64 |
95,83 |
2,83 |
2,78 |
95,74 |
2,81 |
DS1021 |
PL0000106670 |
112,43 |
112,69 |
2,81 |
2,76 |
112,56 |
2,78 |
PS0422 |
PL0000109492 |
96,57 |
96,75 |
2,99 |
2,95 |
96,66 |
2,97 |
WS0922 |
PL0000102646 |
113,58 |
113,85 |
3,02 |
2,97 |
113,72 |
3,00 |
WZ1122 |
PL0000109377 |
97,06 |
97,28 |
--- |
--- |
97,17 |
--- |
IZ0823 |
PL0000105359 |
108,91 |
110,68 |
--- |
--- |
109,80 |
--- |
DS1023 |
PL0000107264 |
104,81 |
105,09 |
3,17 |
3,13 |
104,95 |
3,15 |
WZ0124 |
PL0000107454 |
96,06 |
96,37 |
--- |
--- |
96,22 |
--- |
DS0725 |
PL0000108197 |
99,03 |
99,39 |
3,38 |
3,33 |
99,21 |
3,36 |
WZ0126 |
PL0000108817 |
94,11 |
94,41 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
92,19 |
92,55 |
3,49 |
3,44 |
92,37 |
3,47 |
DS0727 |
PL0000109427 |
90,69 |
91,06 |
3,59 |
3,55 |
90,88 |
3,57 |
WS0429 |
PL0000105391 |
120,66 |
121,91 |
3,61 |
3,49 |
121,29 |
3,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,50 |
99,59 |
1,54 |
1,26 |
99,55 |
1,39 |
DS1017 |
PL0000104543 |
102,12 |
102,20 |
1,52 |
1,38 |
102,16 |
1,45 |
WZ0118 |
PL0000104717 |
100,12 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
102,26 |
102,36 |
1,61 |
1,52 |
102,31 |
1,57 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,77 |
1,70 |
100,99 |
1,73 |
OK1018 |
PL0000109062 |
97,02 |
97,20 |
1,94 |
1,82 |
97,11 |
1,88 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,86 |
95,96 |
2,06 |
2,01 |
95,91 |
2,03 |
PS0719 |
PL0000108148 |
102,44 |
102,61 |
2,16 |
2,09 |
102,53 |
2,12 |
DS1019 |
PL0000105441 |
108,29 |
108,42 |
2,15 |
2,10 |
108,36 |
2,13 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,31 |
97,41 |
2,42 |
2,38 |
97,36 |
2,40 |
DS1020 |
PL0000106126 |
109,25 |
109,38 |
2,51 |
2,47 |
109,32 |
2,49 |
WZ0121 |
PL0000106068 |
98,88 |
99,03 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,23 |
97,37 |
2,72 |
2,69 |
97,30 |
2,71 |
PS0721 |
PL0000109153 |
95,75 |
95,94 |
2,80 |
2,76 |
95,85 |
2,78 |
DS1021 |
PL0000106670 |
112,57 |
112,74 |
2,78 |
2,74 |
112,66 |
2,76 |
PS0422 |
PL0000109492 |
96,66 |
96,81 |
2,97 |
2,93 |
96,74 |
2,95 |
WS0922 |
PL0000102646 |
113,74 |
113,96 |
2,99 |
2,95 |
113,85 |
2,97 |
WZ1122 |
PL0000109377 |
97,09 |
97,28 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,02 |
110,67 |
--- |
--- |
109,85 |
--- |
DS1023 |
PL0000107264 |
105,04 |
105,30 |
3,14 |
3,09 |
105,17 |
3,11 |
WZ0124 |
PL0000107454 |
96,08 |
96,38 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
99,26 |
99,60 |
3,35 |
3,30 |
99,43 |
3,33 |
WZ0126 |
PL0000108817 |
94,13 |
94,36 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
92,42 |
92,68 |
3,46 |
3,43 |
92,55 |
3,44 |
DS0727 |
PL0000109427 |
90,91 |
91,21 |
3,56 |
3,53 |
91,06 |
3,55 |
WS0429 |
PL0000105391 |
120,94 |
122,08 |
3,58 |
3,48 |
121,51 |
3,53 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.