2017-03-31 |
MARKET DATA |
No 64 (3097) |
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 |
872,50 |
879,12 |
30 |
0,00 |
0,00 |
0 |
872,50 |
879,12 |
30 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,58 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,12 |
102,13 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
150 000 |
156,65 |
3 |
PS0418 |
PL0000107314 |
102,27 |
102,28 |
102,270 |
102,270 |
102,270 |
102,270 |
102,270 |
5 000 |
5,29 |
1 |
PS0718 |
PL0000107595 |
101,01 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,11 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,99 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,58 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,39 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,50 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,35 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,47 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,03 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,85 |
112,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,10 |
96,90 |
96,910 |
96,930 |
96,910 |
96,930 |
96,920 |
20 000 |
19,81 |
2 |
WS0922 |
PL0000102646 |
114,10 |
113,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,63 |
104,66 |
105,560 |
105,630 |
105,550 |
105,550 |
105,561 |
110 000 |
118,06 |
3 |
DS0725 |
PL0000108197 |
99,72 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,22 |
92,93 |
92,930 |
93,170 |
92,930 |
93,170 |
93,045 |
85 000 |
80,56 |
8 |
DS0727 |
PL0000109427 |
91,67 |
89,78 |
91,500 |
91,650 |
91,500 |
91,650 |
91,547 |
75 000 |
69,96 |
7 |
WS0428 |
PL0000107611 |
92,23 |
94,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,25 |
122,30 |
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 |
110,15 |
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 |
250 000 |
251,31 |
1 |
WZ0119 |
PL0000107603 |
100,06 |
100,07 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
112 500 |
112,97 |
2 |
WZ0120 |
PL0000108601 |
99,67 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,93 |
98,900 |
98,930 |
98,890 |
98,930 |
98,895 |
65 000 |
64,51 |
3 |
WZ1122 |
PL0000109377 |
97,14 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,26 |
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 |
872 500 |
879,12 |
30 |
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 |
148 |
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 |
99,54 |
99,65 |
1,51 |
1,14 |
99,60 |
1,31 |
DS1017 |
PL0000104543 |
102,09 |
102,21 |
1,45 |
1,24 |
102,15 |
1,34 |
WZ0118 |
PL0000104717 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
102,23 |
102,36 |
1,61 |
1,48 |
102,30 |
1,54 |
PS0718 |
PL0000107595 |
100,95 |
101,05 |
1,75 |
1,68 |
101,00 |
1,72 |
OK1018 |
PL0000109062 |
97,06 |
97,23 |
1,93 |
1,82 |
97,15 |
1,87 |
WZ0119 |
PL0000107603 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
OK0419 |
PL0000109633 |
95,93 |
96,06 |
2,04 |
1,97 |
96,00 |
2,00 |
PS0719 |
PL0000108148 |
102,44 |
102,62 |
2,15 |
2,07 |
102,53 |
2,11 |
DS1019 |
PL0000105441 |
108,19 |
108,38 |
2,17 |
2,10 |
108,29 |
2,13 |
WZ0120 |
PL0000108601 |
99,62 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,33 |
97,50 |
2,41 |
2,35 |
97,42 |
2,38 |
DS1020 |
PL0000106126 |
109,20 |
109,39 |
2,51 |
2,46 |
109,30 |
2,48 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,31 |
97,53 |
2,71 |
2,65 |
97,42 |
2,68 |
PS0721 |
PL0000109153 |
95,85 |
96,05 |
2,78 |
2,73 |
95,95 |
2,76 |
DS1021 |
PL0000106670 |
112,57 |
112,84 |
2,77 |
2,71 |
112,71 |
2,74 |
PS0422 |
PL0000109492 |
96,85 |
97,02 |
2,93 |
2,89 |
96,94 |
2,91 |
WS0922 |
PL0000102646 |
113,78 |
114,05 |
2,98 |
2,93 |
113,92 |
2,95 |
WZ1122 |
PL0000109377 |
97,03 |
97,25 |
--- |
--- |
97,14 |
--- |
IZ0823 |
PL0000105359 |
108,83 |
111,13 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
105,06 |
105,38 |
3,13 |
3,08 |
105,22 |
3,10 |
WZ0124 |
PL0000107454 |
96,12 |
96,35 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
99,47 |
99,91 |
3,32 |
3,26 |
99,69 |
3,29 |
WZ0126 |
PL0000108817 |
94,18 |
94,39 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
92,78 |
93,13 |
3,42 |
3,37 |
92,96 |
3,39 |
DS0727 |
PL0000109427 |
91,19 |
91,59 |
3,53 |
3,48 |
91,39 |
3,51 |
WS0429 |
PL0000105391 |
120,62 |
123,49 |
3,61 |
3,35 |
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 |
99,53 |
99,65 |
1,54 |
1,14 |
99,59 |
1,34 |
DS1017 |
PL0000104543 |
102,07 |
102,17 |
1,48 |
1,31 |
102,12 |
1,39 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,25 |
102,33 |
1,59 |
1,51 |
102,29 |
1,55 |
PS0718 |
PL0000107595 |
100,99 |
101,07 |
1,72 |
1,66 |
101,03 |
1,69 |
OK1018 |
PL0000109062 |
97,09 |
97,27 |
1,91 |
1,79 |
97,18 |
1,85 |
WZ0119 |
PL0000107603 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,96 |
96,08 |
2,02 |
1,96 |
96,02 |
1,99 |
PS0719 |
PL0000108148 |
102,54 |
102,65 |
2,11 |
2,06 |
102,60 |
2,08 |
DS1019 |
PL0000105441 |
108,34 |
108,47 |
2,11 |
2,06 |
108,41 |
2,09 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,47 |
97,62 |
2,36 |
2,31 |
97,55 |
2,34 |
DS1020 |
PL0000106126 |
109,32 |
109,54 |
2,48 |
2,41 |
109,43 |
2,44 |
WZ0121 |
PL0000106068 |
98,85 |
99,00 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,44 |
97,61 |
2,67 |
2,63 |
97,53 |
2,65 |
PS0721 |
PL0000109153 |
96,00 |
96,19 |
2,74 |
2,70 |
96,10 |
2,72 |
DS1021 |
PL0000106670 |
112,81 |
113,04 |
2,72 |
2,67 |
112,93 |
2,69 |
PS0422 |
PL0000109492 |
97,04 |
97,15 |
2,89 |
2,86 |
97,10 |
2,87 |
WS0922 |
PL0000102646 |
114,04 |
114,23 |
2,93 |
2,89 |
114,14 |
2,91 |
WZ1122 |
PL0000109377 |
97,08 |
97,21 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
108,99 |
111,00 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
105,47 |
105,74 |
3,06 |
3,02 |
105,61 |
3,04 |
WZ0124 |
PL0000107454 |
96,16 |
96,35 |
--- |
--- |
96,26 |
--- |
DS0725 |
PL0000108197 |
99,67 |
99,97 |
3,29 |
3,25 |
99,82 |
3,27 |
WZ0126 |
PL0000108817 |
94,18 |
94,36 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
93,11 |
93,36 |
3,37 |
3,34 |
93,24 |
3,35 |
DS0727 |
PL0000109427 |
91,56 |
91,81 |
3,49 |
3,46 |
91,69 |
3,47 |
WS0429 |
PL0000105391 |
121,51 |
122,90 |
3,53 |
3,40 |
122,21 |
3,46 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.