2017-03-28 |
MARKET DATA |
No 61 (3094) |
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 |
532,50 |
520,75 |
49 |
540,00 |
560,51 |
4 |
1 072,50 |
1 081,26 |
53 |
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 |
100,22 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,52 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,12 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,26 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,06 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,94 |
95,98 |
95,930 |
95,930 |
95,930 |
95,930 |
95,930 |
5 000 |
4,80 |
1 |
PS0719 |
PL0000108148 |
102,49 |
102,54 |
102,540 |
102,540 |
102,540 |
102,540 |
102,540 |
5 000 |
5,24 |
1 |
DS1019 |
PL0000105441 |
108,32 |
108,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,39 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,32 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,32 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,89 |
95,86 |
95,820 |
95,890 |
95,800 |
95,890 |
95,837 |
130 000 |
126,13 |
8 |
DS1021 |
PL0000106670 |
112,68 |
112,66 |
112,620 |
112,620 |
112,620 |
112,620 |
112,620 |
10 000 |
11,51 |
1 |
PS0422 |
PL0000109492 |
96,82 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,86 |
113,79 |
113,810 |
113,810 |
113,810 |
113,810 |
113,810 |
5 000 |
5,84 |
1 |
DS1023 |
PL0000107264 |
105,17 |
105,15 |
105,110 |
105,110 |
105,110 |
105,110 |
105,110 |
20 000 |
21,36 |
2 |
DS0725 |
PL0000108197 |
99,48 |
99,29 |
99,500 |
99,540 |
99,500 |
99,540 |
99,530 |
70 000 |
71,22 |
6 |
DS0726 |
PL0000108866 |
92,82 |
92,62 |
92,700 |
92,830 |
92,620 |
92,830 |
92,764 |
102 500 |
96,82 |
11 |
DS0727 |
PL0000109427 |
91,27 |
91,03 |
91,210 |
91,310 |
91,210 |
91,310 |
91,261 |
50 000 |
46,48 |
8 |
WS0428 |
PL0000107611 |
91,85 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,55 |
121,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
110,15 |
110,000 |
110,000 |
110,000 |
110,000 |
110,000 |
10 000 |
12,93 |
1 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,94 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,14 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,28 |
96,26 |
96,280 |
96,280 |
96,280 |
96,280 |
96,280 |
10 000 |
9,66 |
1 |
WZ0126 |
PL0000108817 |
98,15 |
94,28 |
94,280 |
94,280 |
94,250 |
94,250 |
94,257 |
115 000 |
108,76 |
8 |
TOTAL |
532 500 |
520,75 |
49 |
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 |
153 |
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 |
99,50 |
99,59 |
1,57 |
1,28 |
99,55 |
1,41 |
DS1017 |
PL0000104543 |
102,10 |
102,19 |
1,52 |
1,36 |
102,15 |
1,43 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,36 |
1,62 |
1,51 |
102,30 |
1,57 |
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 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,88 |
96,05 |
2,05 |
1,96 |
95,97 |
2,01 |
PS0719 |
PL0000108148 |
102,48 |
102,65 |
2,14 |
2,07 |
102,57 |
2,10 |
DS1019 |
PL0000105441 |
108,25 |
108,43 |
2,16 |
2,09 |
108,34 |
2,13 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,31 |
97,45 |
2,42 |
2,37 |
97,38 |
2,39 |
DS1020 |
PL0000106126 |
109,24 |
109,39 |
2,51 |
2,47 |
109,32 |
2,48 |
WZ0121 |
PL0000106068 |
98,85 |
99,04 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,22 |
97,43 |
2,73 |
2,67 |
97,33 |
2,70 |
PS0721 |
PL0000109153 |
95,78 |
95,98 |
2,80 |
2,75 |
95,88 |
2,77 |
DS1021 |
PL0000106670 |
112,54 |
112,81 |
2,78 |
2,73 |
112,68 |
2,75 |
PS0422 |
PL0000109492 |
96,68 |
96,86 |
2,96 |
2,92 |
96,77 |
2,94 |
WS0922 |
PL0000102646 |
113,68 |
113,97 |
3,00 |
2,95 |
113,83 |
2,97 |
WZ1122 |
PL0000109377 |
97,05 |
97,24 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
109,07 |
111,00 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
105,09 |
105,36 |
3,13 |
3,08 |
105,23 |
3,10 |
WZ0124 |
PL0000107454 |
96,12 |
96,41 |
--- |
--- |
96,27 |
--- |
DS0725 |
PL0000108197 |
99,38 |
99,73 |
3,33 |
3,28 |
99,56 |
3,31 |
WZ0126 |
PL0000108817 |
94,13 |
94,41 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
92,60 |
92,94 |
3,44 |
3,39 |
92,77 |
3,42 |
DS0727 |
PL0000109427 |
91,03 |
91,36 |
3,55 |
3,51 |
91,20 |
3,53 |
WS0429 |
PL0000105391 |
121,11 |
122,24 |
3,56 |
3,46 |
121,68 |
3,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,50 |
99,60 |
1,57 |
1,25 |
99,55 |
1,41 |
DS1017 |
PL0000104543 |
102,10 |
102,20 |
1,52 |
1,35 |
102,15 |
1,43 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,36 |
1,61 |
1,51 |
102,31 |
1,56 |
PS0718 |
PL0000107595 |
100,96 |
101,04 |
1,75 |
1,69 |
101,00 |
1,72 |
OK1018 |
PL0000109062 |
97,04 |
97,21 |
1,93 |
1,82 |
97,13 |
1,87 |
WZ0119 |
PL0000107603 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,91 |
96,01 |
2,04 |
1,99 |
95,96 |
2,01 |
PS0719 |
PL0000108148 |
102,47 |
102,62 |
2,14 |
2,08 |
102,55 |
2,11 |
DS1019 |
PL0000105441 |
108,29 |
108,39 |
2,15 |
2,11 |
108,34 |
2,13 |
WZ0120 |
PL0000108601 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,33 |
97,44 |
2,41 |
2,37 |
97,39 |
2,39 |
DS1020 |
PL0000106126 |
109,27 |
109,41 |
2,50 |
2,46 |
109,34 |
2,48 |
WZ0121 |
PL0000106068 |
98,88 |
99,03 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,27 |
97,43 |
2,71 |
2,67 |
97,35 |
2,69 |
PS0721 |
PL0000109153 |
95,83 |
95,97 |
2,78 |
2,75 |
95,90 |
2,77 |
DS1021 |
PL0000106670 |
112,61 |
112,79 |
2,77 |
2,73 |
112,70 |
2,75 |
PS0422 |
PL0000109492 |
96,76 |
96,89 |
2,95 |
2,92 |
96,83 |
2,93 |
WS0922 |
PL0000102646 |
113,77 |
113,98 |
2,99 |
2,95 |
113,88 |
2,96 |
WZ1122 |
PL0000109377 |
97,08 |
97,24 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
109,10 |
110,88 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
105,13 |
105,39 |
3,12 |
3,08 |
105,26 |
3,10 |
WZ0124 |
PL0000107454 |
96,15 |
96,34 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
99,34 |
99,72 |
3,34 |
3,29 |
99,53 |
3,31 |
WZ0126 |
PL0000108817 |
94,16 |
94,36 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
92,66 |
92,88 |
3,43 |
3,40 |
92,77 |
3,42 |
DS0727 |
PL0000109427 |
91,13 |
91,38 |
3,54 |
3,51 |
91,26 |
3,52 |
WS0429 |
PL0000105391 |
121,13 |
122,28 |
3,56 |
3,46 |
121,71 |
3,51 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
120 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
160 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.