2017-04-03 |
MARKET DATA |
No 65 (3098) |
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 |
365,00 |
352,39 |
31 |
1 240,00 |
1 266,36 |
19 |
1 605,00 |
1 618,75 |
50 |
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 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,54 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,05 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,26 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,02 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,12 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,03 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,63 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,43 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,58 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,51 |
109,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,70 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,25 |
96,16 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
10 000 |
9,74 |
1 |
DS1021 |
PL0000106670 |
113,00 |
112,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,24 |
97,21 |
97,250 |
97,260 |
97,250 |
97,260 |
97,252 |
30 000 |
29,81 |
2 |
WS0922 |
PL0000102646 |
114,28 |
114,23 |
114,240 |
114,240 |
114,240 |
114,240 |
114,240 |
10 000 |
11,73 |
2 |
DS1023 |
PL0000107264 |
105,73 |
105,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,13 |
100,13 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
10 000 |
10,26 |
1 |
DS0726 |
PL0000108866 |
93,63 |
93,40 |
93,400 |
93,650 |
93,400 |
93,650 |
93,533 |
210 000 |
200,07 |
16 |
DS0727 |
PL0000109427 |
92,06 |
91,88 |
91,990 |
92,110 |
91,900 |
92,110 |
92,001 |
90 000 |
84,37 |
8 |
WS0428 |
PL0000107611 |
93,00 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,84 |
122,51 |
122,780 |
122,780 |
122,780 |
122,780 |
122,780 |
5 000 |
6,41 |
1 |
WS0437 |
PL0000104857 |
115,82 |
125,82 |
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 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,67 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,18 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,31 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
365 000 |
352,39 |
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 |
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 |
147 |
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 |
99,52 |
99,65 |
1,59 |
1,15 |
99,59 |
1,35 |
DS1017 |
PL0000104543 |
102,02 |
102,16 |
1,55 |
1,31 |
102,09 |
1,43 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,21 |
102,34 |
1,62 |
1,50 |
102,28 |
1,55 |
PS0718 |
PL0000107595 |
100,99 |
101,07 |
1,72 |
1,66 |
101,03 |
1,69 |
OK1018 |
PL0000109062 |
97,09 |
97,27 |
1,92 |
1,79 |
97,18 |
1,86 |
WZ0119 |
PL0000107603 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
95,97 |
96,14 |
2,02 |
1,93 |
96,06 |
1,98 |
PS0719 |
PL0000108148 |
102,56 |
102,74 |
2,10 |
2,02 |
102,65 |
2,06 |
DS1019 |
PL0000105441 |
108,31 |
108,50 |
2,12 |
2,05 |
108,41 |
2,08 |
WZ0120 |
PL0000108601 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,65 |
2,37 |
2,30 |
97,55 |
2,34 |
DS1020 |
PL0000106126 |
109,32 |
109,55 |
2,47 |
2,41 |
109,44 |
2,44 |
WZ0121 |
PL0000106068 |
98,84 |
99,03 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,45 |
97,69 |
2,67 |
2,61 |
97,57 |
2,64 |
PS0721 |
PL0000109153 |
96,04 |
96,20 |
2,73 |
2,69 |
96,12 |
2,71 |
DS1021 |
PL0000106670 |
112,77 |
113,03 |
2,73 |
2,67 |
112,90 |
2,70 |
PS0422 |
PL0000109492 |
97,04 |
97,26 |
2,89 |
2,84 |
97,15 |
2,86 |
WS0922 |
PL0000102646 |
114,02 |
114,28 |
2,93 |
2,88 |
114,15 |
2,91 |
WZ1122 |
PL0000109377 |
97,06 |
97,24 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
108,80 |
111,15 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
105,43 |
105,80 |
3,07 |
3,01 |
105,62 |
3,04 |
WZ0124 |
PL0000107454 |
96,13 |
96,42 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
99,80 |
100,20 |
3,27 |
3,22 |
100,00 |
3,25 |
WZ0126 |
PL0000108817 |
94,13 |
94,46 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
93,15 |
93,47 |
3,37 |
3,32 |
93,31 |
3,35 |
DS0727 |
PL0000109427 |
91,62 |
91,94 |
3,48 |
3,44 |
91,78 |
3,46 |
WS0429 |
PL0000105391 |
121,75 |
123,06 |
3,50 |
3,39 |
122,41 |
3,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,52 |
99,60 |
1,59 |
1,32 |
99,56 |
1,45 |
DS1017 |
PL0000104543 |
102,02 |
102,17 |
1,55 |
1,29 |
102,10 |
1,41 |
WZ0118 |
PL0000104717 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
102,24 |
102,34 |
1,59 |
1,50 |
102,29 |
1,54 |
PS0718 |
PL0000107595 |
101,00 |
101,07 |
1,71 |
1,66 |
101,04 |
1,68 |
OK1018 |
PL0000109062 |
97,11 |
97,29 |
1,90 |
1,78 |
97,20 |
1,84 |
WZ0119 |
PL0000107603 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
OK0419 |
PL0000109633 |
96,00 |
96,13 |
2,01 |
1,94 |
96,07 |
1,97 |
PS0719 |
PL0000108148 |
102,58 |
102,69 |
2,09 |
2,04 |
102,64 |
2,06 |
DS1019 |
PL0000105441 |
108,38 |
108,53 |
2,09 |
2,04 |
108,46 |
2,06 |
WZ0120 |
PL0000108601 |
99,63 |
99,76 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,49 |
97,63 |
2,36 |
2,31 |
97,56 |
2,33 |
DS1020 |
PL0000106126 |
109,38 |
109,59 |
2,46 |
2,40 |
109,49 |
2,43 |
WZ0121 |
PL0000106068 |
98,86 |
99,03 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,71 |
2,65 |
2,60 |
97,62 |
2,62 |
PS0721 |
PL0000109153 |
96,17 |
96,31 |
2,70 |
2,67 |
96,24 |
2,68 |
DS1021 |
PL0000106670 |
112,88 |
113,13 |
2,70 |
2,65 |
113,01 |
2,67 |
PS0422 |
PL0000109492 |
97,14 |
97,29 |
2,86 |
2,83 |
97,22 |
2,85 |
WS0922 |
PL0000102646 |
114,13 |
114,40 |
2,91 |
2,86 |
114,27 |
2,89 |
WZ1122 |
PL0000109377 |
97,11 |
97,29 |
--- |
--- |
97,20 |
--- |
IZ0823 |
PL0000105359 |
108,93 |
111,05 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
105,64 |
105,95 |
3,03 |
2,98 |
105,80 |
3,01 |
WZ0124 |
PL0000107454 |
96,17 |
96,42 |
--- |
--- |
96,30 |
--- |
DS0725 |
PL0000108197 |
99,99 |
100,24 |
3,25 |
3,21 |
100,12 |
3,23 |
WZ0126 |
PL0000108817 |
94,17 |
94,45 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
93,47 |
93,71 |
3,32 |
3,29 |
93,59 |
3,31 |
DS0727 |
PL0000109427 |
91,91 |
92,14 |
3,44 |
3,41 |
92,03 |
3,43 |
WS0429 |
PL0000105391 |
122,28 |
123,20 |
3,46 |
3,37 |
122,74 |
3,41 |
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 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
130 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
150 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
225 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
105 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
110 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
75 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
TOTAL |
1 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.