2017-03-29 |
MARKET DATA |
No 62 (3095) |
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 |
1 582,50 |
1 603,95 |
105 |
175,00 |
174,58 |
3 |
1 757,50 |
1 778,53 |
108 |
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 |
100,23 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
50 000 |
52,32 |
1 |
OK0717 |
PL0000108502 |
99,51 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,12 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,31 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,07 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,93 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,50 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,30 |
108,22 |
108,220 |
108,280 |
108,220 |
108,280 |
108,250 |
100 000 |
110,62 |
3 |
PS0420 |
PL0000108510 |
97,55 |
97,36 |
97,340 |
97,550 |
97,320 |
97,550 |
97,358 |
165 000 |
162,95 |
9 |
DS1020 |
PL0000106126 |
109,28 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,27 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
10 000 |
9,92 |
1 |
PS0721 |
PL0000109153 |
95,85 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,63 |
112,55 |
112,630 |
112,630 |
112,550 |
112,560 |
112,564 |
160 000 |
184,06 |
13 |
PS0422 |
PL0000109492 |
96,77 |
96,69 |
96,810 |
96,810 |
96,730 |
96,770 |
96,762 |
90 000 |
88,97 |
7 |
WS0922 |
PL0000102646 |
113,74 |
113,72 |
113,730 |
113,730 |
113,730 |
113,730 |
113,730 |
5 000 |
5,84 |
1 |
DS1023 |
PL0000107264 |
105,15 |
104,68 |
105,140 |
105,140 |
104,850 |
105,090 |
105,036 |
175 000 |
186,82 |
8 |
DS0725 |
PL0000108197 |
99,43 |
98,53 |
99,170 |
99,530 |
99,170 |
99,430 |
99,438 |
185 000 |
188,06 |
6 |
DS0726 |
PL0000108866 |
92,74 |
91,54 |
92,580 |
92,760 |
92,450 |
92,740 |
92,607 |
385 000 |
363,10 |
41 |
DS0727 |
PL0000109427 |
91,21 |
89,78 |
91,120 |
91,200 |
91,000 |
91,170 |
91,099 |
80 000 |
74,24 |
10 |
WS0428 |
PL0000107611 |
91,83 |
93,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,44 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,42 |
123,93 |
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 |
109,85 |
110,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,22 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
100 000 |
100,51 |
1 |
WZ0119 |
PL0000107603 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,66 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
99,01 |
98,900 |
98,900 |
98,880 |
98,880 |
98,890 |
70 000 |
69,45 |
3 |
WZ1122 |
PL0000109377 |
97,12 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,23 |
94,26 |
94,270 |
94,270 |
94,270 |
94,270 |
94,270 |
7 500 |
7,09 |
1 |
TOTAL |
1 582 500 |
1 603,95 |
105 |
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 |
152 |
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 |
99,60 |
1,58 |
1,26 |
99,55 |
1,42 |
DS1017 |
PL0000104543 |
102,10 |
102,20 |
1,50 |
1,33 |
102,15 |
1,42 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,37 |
1,62 |
1,50 |
102,31 |
1,55 |
PS0718 |
PL0000107595 |
100,95 |
101,05 |
1,76 |
1,68 |
101,00 |
1,72 |
OK1018 |
PL0000109062 |
97,04 |
97,22 |
1,93 |
1,81 |
97,13 |
1,87 |
WZ0119 |
PL0000107603 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,88 |
96,05 |
2,05 |
1,97 |
95,97 |
2,01 |
PS0719 |
PL0000108148 |
102,47 |
102,65 |
2,14 |
2,06 |
102,56 |
2,10 |
DS1019 |
PL0000105441 |
108,24 |
108,42 |
2,16 |
2,09 |
108,33 |
2,13 |
WZ0120 |
PL0000108601 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
PS0420 |
PL0000108510 |
97,30 |
97,44 |
2,42 |
2,37 |
97,37 |
2,40 |
DS1020 |
PL0000106126 |
109,21 |
109,39 |
2,51 |
2,46 |
109,30 |
2,49 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,22 |
97,42 |
2,73 |
2,68 |
97,32 |
2,70 |
PS0721 |
PL0000109153 |
95,76 |
95,93 |
2,80 |
2,76 |
95,85 |
2,78 |
DS1021 |
PL0000106670 |
112,52 |
112,74 |
2,79 |
2,74 |
112,63 |
2,76 |
PS0422 |
PL0000109492 |
96,68 |
96,84 |
2,96 |
2,93 |
96,76 |
2,95 |
WS0922 |
PL0000102646 |
113,62 |
113,90 |
3,01 |
2,96 |
113,76 |
2,99 |
WZ1122 |
PL0000109377 |
97,06 |
97,24 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
109,07 |
110,81 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
105,06 |
105,33 |
3,13 |
3,09 |
105,20 |
3,11 |
WZ0124 |
PL0000107454 |
96,06 |
96,33 |
--- |
--- |
96,20 |
--- |
DS0725 |
PL0000108197 |
99,28 |
99,65 |
3,35 |
3,30 |
99,47 |
3,32 |
WZ0126 |
PL0000108817 |
94,06 |
94,34 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
92,57 |
92,86 |
3,44 |
3,40 |
92,72 |
3,42 |
DS0727 |
PL0000109427 |
91,04 |
91,35 |
3,55 |
3,51 |
91,20 |
3,53 |
WS0429 |
PL0000105391 |
121,12 |
122,37 |
3,56 |
3,45 |
121,75 |
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 |
99,61 |
1,58 |
1,23 |
99,56 |
1,39 |
DS1017 |
PL0000104543 |
102,11 |
102,22 |
1,48 |
1,30 |
102,17 |
1,38 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,37 |
1,58 |
1,50 |
102,33 |
1,53 |
PS0718 |
PL0000107595 |
100,96 |
101,04 |
1,75 |
1,69 |
101,00 |
1,72 |
OK1018 |
PL0000109062 |
97,03 |
97,21 |
1,94 |
1,82 |
97,12 |
1,88 |
WZ0119 |
PL0000107603 |
100,02 |
100,09 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,90 |
96,01 |
2,04 |
1,99 |
95,96 |
2,01 |
PS0719 |
PL0000108148 |
102,46 |
102,64 |
2,15 |
2,07 |
102,55 |
2,11 |
DS1019 |
PL0000105441 |
108,26 |
108,39 |
2,16 |
2,11 |
108,33 |
2,13 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,32 |
97,45 |
2,41 |
2,37 |
97,39 |
2,39 |
DS1020 |
PL0000106126 |
109,21 |
109,40 |
2,51 |
2,46 |
109,31 |
2,49 |
WZ0121 |
PL0000106068 |
98,87 |
99,04 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,23 |
97,41 |
2,73 |
2,68 |
97,32 |
2,70 |
PS0721 |
PL0000109153 |
95,77 |
95,92 |
2,80 |
2,76 |
95,85 |
2,78 |
DS1021 |
PL0000106670 |
112,53 |
112,75 |
2,79 |
2,74 |
112,64 |
2,76 |
PS0422 |
PL0000109492 |
96,70 |
96,85 |
2,96 |
2,93 |
96,78 |
2,94 |
WS0922 |
PL0000102646 |
113,61 |
113,86 |
3,01 |
2,97 |
113,74 |
2,99 |
WZ1122 |
PL0000109377 |
97,07 |
97,23 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
109,08 |
110,83 |
--- |
--- |
109,96 |
--- |
DS1023 |
PL0000107264 |
104,93 |
105,22 |
3,15 |
3,11 |
105,08 |
3,13 |
WZ0124 |
PL0000107454 |
96,13 |
96,33 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
99,31 |
99,59 |
3,34 |
3,30 |
99,45 |
3,32 |
WZ0126 |
PL0000108817 |
94,17 |
94,35 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
92,63 |
92,87 |
3,43 |
3,40 |
92,75 |
3,42 |
DS0727 |
PL0000109427 |
91,10 |
91,35 |
3,54 |
3,51 |
91,23 |
3,53 |
WS0429 |
PL0000105391 |
121,00 |
122,12 |
3,57 |
3,47 |
121,56 |
3,52 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
40 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
125 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.