2017-03-27 |
MARKET DATA |
No 60 (3093) |
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 |
625,00 |
617,16 |
31 |
470,00 |
458,67 |
4 |
1 095,00 |
1 075,83 |
35 |
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 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,51 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,14 |
102,13 |
102,130 |
102,130 |
102,130 |
102,130 |
102,130 |
100 000 |
104,36 |
1 |
PS0418 |
PL0000107314 |
102,31 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,99 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,05 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,94 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,54 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,35 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,40 |
97,42 |
97,390 |
97,390 |
97,380 |
97,380 |
97,383 |
30 000 |
29,63 |
2 |
DS1020 |
PL0000106126 |
109,35 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,36 |
97,34 |
97,360 |
97,370 |
97,360 |
97,370 |
97,370 |
105 000 |
104,18 |
5 |
PS0721 |
PL0000109153 |
95,94 |
95,96 |
95,940 |
95,940 |
95,920 |
95,920 |
95,926 |
70 000 |
67,98 |
3 |
DS1021 |
PL0000106670 |
112,70 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,84 |
96,80 |
96,850 |
96,860 |
96,850 |
96,860 |
96,853 |
30 000 |
29,68 |
2 |
WS0922 |
PL0000102646 |
113,89 |
113,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,29 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,60 |
99,58 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
10 000 |
10,19 |
1 |
DS0726 |
PL0000108866 |
92,81 |
92,78 |
92,840 |
92,840 |
92,700 |
92,700 |
92,747 |
15 000 |
14,17 |
2 |
DS0727 |
PL0000109427 |
91,30 |
91,15 |
91,230 |
91,450 |
91,150 |
91,150 |
91,333 |
130 000 |
120,93 |
10 |
WS0428 |
PL0000107611 |
92,04 |
94,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,90 |
121,85 |
121,900 |
121,900 |
121,900 |
121,900 |
121,900 |
5 000 |
6,36 |
1 |
WS0437 |
PL0000104857 |
114,92 |
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 |
110,00 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,67 |
99,72 |
99,670 |
99,670 |
99,660 |
99,660 |
99,661 |
110 000 |
109,97 |
2 |
WZ0121 |
PL0000106068 |
98,93 |
99,00 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
10 000 |
9,92 |
1 |
WZ1122 |
PL0000109377 |
97,17 |
97,17 |
97,170 |
97,170 |
97,170 |
97,170 |
97,170 |
10 000 |
9,78 |
1 |
WZ0124 |
PL0000107454 |
96,20 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,23 |
94,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
625 000 |
617,16 |
31 |
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) |
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 |
154 |
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 |
99,58 |
1,59 |
1,30 |
99,54 |
1,43 |
DS1017 |
PL0000104543 |
102,09 |
102,17 |
1,55 |
1,42 |
102,13 |
1,48 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,37 |
1,63 |
1,51 |
102,31 |
1,56 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,76 |
1,70 |
100,99 |
1,73 |
OK1018 |
PL0000109062 |
97,04 |
97,22 |
1,93 |
1,81 |
97,13 |
1,87 |
WZ0119 |
PL0000107603 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
OK0419 |
PL0000109633 |
95,88 |
96,04 |
2,05 |
1,97 |
95,96 |
2,01 |
PS0719 |
PL0000108148 |
102,49 |
102,67 |
2,14 |
2,06 |
102,58 |
2,10 |
DS1019 |
PL0000105441 |
108,32 |
108,47 |
2,14 |
2,08 |
108,40 |
2,11 |
WZ0120 |
PL0000108601 |
99,62 |
99,78 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,37 |
97,51 |
2,40 |
2,35 |
97,44 |
2,37 |
DS1020 |
PL0000106126 |
109,32 |
109,50 |
2,49 |
2,44 |
109,41 |
2,46 |
WZ0121 |
PL0000106068 |
98,86 |
99,06 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,31 |
97,52 |
2,70 |
2,65 |
97,42 |
2,67 |
PS0721 |
PL0000109153 |
95,90 |
96,06 |
2,77 |
2,73 |
95,98 |
2,75 |
DS1021 |
PL0000106670 |
112,65 |
112,91 |
2,76 |
2,71 |
112,78 |
2,73 |
PS0422 |
PL0000109492 |
96,80 |
96,98 |
2,94 |
2,90 |
96,89 |
2,92 |
WS0922 |
PL0000102646 |
113,86 |
114,12 |
2,97 |
2,92 |
113,99 |
2,95 |
WZ1122 |
PL0000109377 |
97,10 |
97,31 |
--- |
--- |
97,21 |
--- |
IZ0823 |
PL0000105359 |
108,95 |
110,99 |
--- |
--- |
109,97 |
--- |
DS1023 |
PL0000107264 |
105,22 |
105,50 |
3,11 |
3,06 |
105,36 |
3,08 |
WZ0124 |
PL0000107454 |
96,08 |
96,40 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
99,50 |
99,89 |
3,32 |
3,26 |
99,70 |
3,29 |
WZ0126 |
PL0000108817 |
94,11 |
94,50 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
92,72 |
93,03 |
3,42 |
3,38 |
92,88 |
3,40 |
DS0727 |
PL0000109427 |
91,16 |
91,55 |
3,53 |
3,49 |
91,36 |
3,51 |
WS0429 |
PL0000105391 |
121,25 |
122,69 |
3,55 |
3,42 |
121,97 |
3,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,49 |
99,59 |
1,59 |
1,27 |
99,54 |
1,43 |
DS1017 |
PL0000104543 |
102,11 |
102,20 |
1,52 |
1,37 |
102,16 |
1,43 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,37 |
1,62 |
1,51 |
102,31 |
1,56 |
PS0718 |
PL0000107595 |
100,96 |
101,04 |
1,76 |
1,69 |
101,00 |
1,73 |
OK1018 |
PL0000109062 |
97,03 |
97,22 |
1,93 |
1,81 |
97,13 |
1,87 |
WZ0119 |
PL0000107603 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,91 |
96,01 |
2,03 |
1,98 |
95,96 |
2,01 |
PS0719 |
PL0000108148 |
102,52 |
102,62 |
2,12 |
2,08 |
102,57 |
2,10 |
DS1019 |
PL0000105441 |
108,31 |
108,43 |
2,14 |
2,10 |
108,37 |
2,12 |
WZ0120 |
PL0000108601 |
99,61 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0420 |
PL0000108510 |
97,36 |
97,47 |
2,40 |
2,36 |
97,42 |
2,38 |
DS1020 |
PL0000106126 |
109,28 |
109,42 |
2,50 |
2,46 |
109,35 |
2,48 |
WZ0121 |
PL0000106068 |
98,88 |
99,04 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,29 |
97,47 |
2,71 |
2,66 |
97,38 |
2,69 |
PS0721 |
PL0000109153 |
95,85 |
96,04 |
2,78 |
2,73 |
95,95 |
2,75 |
DS1021 |
PL0000106670 |
112,63 |
112,88 |
2,77 |
2,71 |
112,76 |
2,74 |
PS0422 |
PL0000109492 |
96,78 |
96,91 |
2,94 |
2,91 |
96,85 |
2,92 |
WS0922 |
PL0000102646 |
113,79 |
114,02 |
2,98 |
2,94 |
113,91 |
2,96 |
WZ1122 |
PL0000109377 |
97,10 |
97,28 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,13 |
111,00 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
105,23 |
105,48 |
3,10 |
3,06 |
105,36 |
3,08 |
WZ0124 |
PL0000107454 |
96,12 |
96,39 |
--- |
--- |
96,26 |
--- |
DS0725 |
PL0000108197 |
99,48 |
99,86 |
3,32 |
3,27 |
99,67 |
3,29 |
WZ0126 |
PL0000108817 |
94,16 |
94,38 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
92,67 |
92,93 |
3,43 |
3,39 |
92,80 |
3,41 |
DS0727 |
PL0000109427 |
91,21 |
91,44 |
3,53 |
3,50 |
91,33 |
3,51 |
WS0429 |
PL0000105391 |
121,26 |
122,32 |
3,55 |
3,45 |
121,79 |
3,50 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
200 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,950 |
0,950 |
0,950 |
50 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
85 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
135 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.