2017-03-30 |
MARKET DATA |
No 63 (3096) |
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 |
530,00 |
529,04 |
34 |
0,00 |
0,00 |
0 |
530,00 |
529,04 |
34 |
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 |
100,19 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,53 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,11 |
102,18 |
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 |
100,98 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,10 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,97 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,31 |
108,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,41 |
97,44 |
97,440 |
97,440 |
97,440 |
97,440 |
97,440 |
10 000 |
9,89 |
1 |
DS1020 |
PL0000106126 |
109,32 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,41 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
95,98 |
95,91 |
95,910 |
95,910 |
95,910 |
95,910 |
95,910 |
50 000 |
48,56 |
4 |
DS1021 |
PL0000106670 |
112,73 |
112,73 |
112,760 |
112,760 |
112,760 |
112,760 |
112,760 |
40 000 |
46,11 |
2 |
PS0422 |
PL0000109492 |
96,97 |
96,87 |
96,910 |
97,030 |
96,910 |
96,950 |
96,967 |
370 000 |
366,60 |
19 |
WS0922 |
PL0000102646 |
113,93 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,18 |
104,66 |
105,230 |
105,230 |
105,230 |
105,230 |
105,230 |
10 000 |
10,70 |
1 |
DS0725 |
PL0000108197 |
99,67 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,05 |
91,54 |
92,900 |
93,020 |
92,900 |
93,020 |
92,963 |
40 000 |
37,88 |
5 |
DS0727 |
PL0000109427 |
91,51 |
89,78 |
91,380 |
91,380 |
91,370 |
91,370 |
91,375 |
10 000 |
9,31 |
2 |
WS0428 |
PL0000107611 |
92,23 |
94,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,90 |
121,93 |
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 |
109,85 |
110,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,22 |
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 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,91 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,11 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
530 000 |
529,04 |
34 |
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 |
EUR1027 |
XS1584894650 |
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 |
EURB136 |
XS1584948415 |
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 |
149 |
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 |
99,51 |
99,64 |
1,59 |
1,17 |
99,58 |
1,36 |
DS1017 |
PL0000104543 |
102,09 |
102,21 |
1,47 |
1,26 |
102,15 |
1,36 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,23 |
102,35 |
1,61 |
1,50 |
102,29 |
1,55 |
PS0718 |
PL0000107595 |
100,94 |
101,04 |
1,76 |
1,69 |
100,99 |
1,73 |
OK1018 |
PL0000109062 |
97,05 |
97,22 |
1,94 |
1,82 |
97,14 |
1,88 |
WZ0119 |
PL0000107603 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,89 |
96,04 |
2,06 |
1,98 |
95,97 |
2,02 |
PS0719 |
PL0000108148 |
102,46 |
102,63 |
2,14 |
2,07 |
102,55 |
2,10 |
DS1019 |
PL0000105441 |
108,20 |
108,38 |
2,17 |
2,10 |
108,29 |
2,13 |
WZ0120 |
PL0000108601 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
PS0420 |
PL0000108510 |
97,32 |
97,49 |
2,42 |
2,36 |
97,41 |
2,39 |
DS1020 |
PL0000106126 |
109,22 |
109,40 |
2,51 |
2,46 |
109,31 |
2,48 |
WZ0121 |
PL0000106068 |
98,83 |
99,05 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,29 |
97,50 |
2,71 |
2,66 |
97,40 |
2,68 |
PS0721 |
PL0000109153 |
95,83 |
96,02 |
2,79 |
2,74 |
95,93 |
2,76 |
DS1021 |
PL0000106670 |
112,57 |
112,78 |
2,77 |
2,73 |
112,68 |
2,75 |
PS0422 |
PL0000109492 |
96,77 |
96,96 |
2,94 |
2,90 |
96,87 |
2,92 |
WS0922 |
PL0000102646 |
113,70 |
113,97 |
2,99 |
2,94 |
113,84 |
2,97 |
WZ1122 |
PL0000109377 |
97,03 |
97,24 |
--- |
--- |
97,14 |
--- |
IZ0823 |
PL0000105359 |
108,98 |
111,23 |
--- |
--- |
110,11 |
--- |
DS1023 |
PL0000107264 |
105,04 |
105,35 |
3,13 |
3,08 |
105,20 |
3,11 |
WZ0124 |
PL0000107454 |
96,08 |
96,40 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
99,39 |
99,77 |
3,33 |
3,28 |
99,58 |
3,30 |
WZ0126 |
PL0000108817 |
94,08 |
94,41 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
92,72 |
93,04 |
3,42 |
3,38 |
92,88 |
3,40 |
DS0727 |
PL0000109427 |
91,22 |
91,54 |
3,53 |
3,49 |
91,38 |
3,51 |
WS0429 |
PL0000105391 |
121,22 |
122,90 |
3,55 |
3,40 |
122,06 |
3,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,52 |
99,64 |
1,56 |
1,17 |
99,58 |
1,36 |
DS1017 |
PL0000104543 |
102,09 |
102,20 |
1,47 |
1,28 |
102,15 |
1,36 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,36 |
1,59 |
1,49 |
102,31 |
1,54 |
PS0718 |
PL0000107595 |
100,95 |
101,04 |
1,76 |
1,69 |
101,00 |
1,72 |
OK1018 |
PL0000109062 |
97,07 |
97,23 |
1,92 |
1,82 |
97,15 |
1,87 |
WZ0119 |
PL0000107603 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,91 |
96,02 |
2,05 |
1,99 |
95,97 |
2,02 |
PS0719 |
PL0000108148 |
102,47 |
102,60 |
2,14 |
2,08 |
102,54 |
2,11 |
DS1019 |
PL0000105441 |
108,27 |
108,40 |
2,14 |
2,09 |
108,34 |
2,12 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,34 |
97,50 |
2,41 |
2,35 |
97,42 |
2,38 |
DS1020 |
PL0000106126 |
109,26 |
109,44 |
2,49 |
2,44 |
109,35 |
2,47 |
WZ0121 |
PL0000106068 |
98,86 |
99,03 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,33 |
97,50 |
2,70 |
2,66 |
97,42 |
2,68 |
PS0721 |
PL0000109153 |
95,91 |
96,06 |
2,77 |
2,73 |
95,99 |
2,75 |
DS1021 |
PL0000106670 |
112,65 |
112,86 |
2,75 |
2,71 |
112,76 |
2,73 |
PS0422 |
PL0000109492 |
96,89 |
97,02 |
2,92 |
2,89 |
96,96 |
2,90 |
WS0922 |
PL0000102646 |
113,79 |
114,04 |
2,98 |
2,93 |
113,92 |
2,95 |
WZ1122 |
PL0000109377 |
97,06 |
97,25 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
108,95 |
111,11 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,15 |
105,39 |
3,12 |
3,08 |
105,27 |
3,10 |
WZ0124 |
PL0000107454 |
96,15 |
96,41 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
99,52 |
99,82 |
3,31 |
3,27 |
99,67 |
3,29 |
WZ0126 |
PL0000108817 |
94,18 |
94,37 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
92,86 |
93,10 |
3,40 |
3,37 |
92,98 |
3,39 |
DS0727 |
PL0000109427 |
91,30 |
91,57 |
3,52 |
3,48 |
91,44 |
3,50 |
WS0429 |
PL0000105391 |
121,07 |
122,59 |
3,57 |
3,43 |
121,83 |
3,50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.