2017-04-04 |
MARKET DATA |
No 66 (3099) |
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 |
412,50 |
400,56 |
36 |
3 240,00 |
3 226,22 |
40 |
3 652,50 |
3 626,78 |
76 |
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 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,55 |
99,56 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
10 000 |
9,96 |
1 |
DS1017 |
PL0000104543 |
102,04 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,25 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,03 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,12 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,02 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,60 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,40 |
108,48 |
108,400 |
108,400 |
108,400 |
108,400 |
108,400 |
10 000 |
11,09 |
1 |
PS0420 |
PL0000108510 |
97,62 |
97,55 |
97,580 |
97,580 |
97,580 |
97,580 |
97,580 |
10 000 |
9,90 |
1 |
DS1020 |
PL0000106126 |
109,45 |
109,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,62 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,35 |
96,29 |
96,350 |
96,350 |
96,240 |
96,240 |
96,329 |
170 000 |
165,84 |
14 |
DS1021 |
PL0000106670 |
112,97 |
113,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,24 |
97,15 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
25 000 |
24,82 |
1 |
WS0922 |
PL0000102646 |
114,31 |
114,26 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
10 000 |
11,73 |
1 |
DS1023 |
PL0000107264 |
105,70 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,25 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,70 |
93,46 |
93,550 |
93,570 |
93,430 |
93,430 |
93,497 |
42 500 |
40,48 |
4 |
DS0727 |
PL0000109427 |
92,26 |
91,95 |
92,250 |
92,250 |
91,890 |
92,020 |
92,143 |
135 000 |
126,75 |
13 |
WS0428 |
PL0000107611 |
93,00 |
94,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,79 |
122,75 |
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 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,09 |
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 |
98,90 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,15 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,29 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,28 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
412 500 |
400,56 |
36 |
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 |
146 |
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 |
99,53 |
99,62 |
1,57 |
1,27 |
99,58 |
1,40 |
DS1017 |
PL0000104543 |
102,01 |
102,16 |
1,55 |
1,29 |
102,09 |
1,41 |
WZ0118 |
PL0000104717 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
102,22 |
102,34 |
1,60 |
1,49 |
102,28 |
1,55 |
PS0718 |
PL0000107595 |
101,00 |
101,07 |
1,71 |
1,66 |
101,04 |
1,68 |
OK1018 |
PL0000109062 |
97,11 |
97,29 |
1,91 |
1,78 |
97,20 |
1,84 |
WZ0119 |
PL0000107603 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
OK0419 |
PL0000109633 |
96,01 |
96,17 |
2,00 |
1,92 |
96,09 |
1,96 |
PS0719 |
PL0000108148 |
102,59 |
102,75 |
2,08 |
2,01 |
102,67 |
2,05 |
DS1019 |
PL0000105441 |
108,35 |
108,53 |
2,10 |
2,03 |
108,44 |
2,07 |
WZ0120 |
PL0000108601 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,55 |
97,70 |
2,34 |
2,29 |
97,63 |
2,31 |
DS1020 |
PL0000106126 |
109,42 |
109,64 |
2,44 |
2,38 |
109,53 |
2,41 |
WZ0121 |
PL0000106068 |
98,86 |
99,05 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,60 |
97,84 |
2,63 |
2,57 |
97,72 |
2,60 |
PS0721 |
PL0000109153 |
96,25 |
96,40 |
2,68 |
2,64 |
96,33 |
2,66 |
DS1021 |
PL0000106670 |
112,93 |
113,21 |
2,69 |
2,63 |
113,07 |
2,66 |
PS0422 |
PL0000109492 |
97,18 |
97,45 |
2,86 |
2,80 |
97,32 |
2,82 |
WS0922 |
PL0000102646 |
114,23 |
114,52 |
2,89 |
2,84 |
114,38 |
2,86 |
WZ1122 |
PL0000109377 |
97,09 |
97,28 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
108,85 |
111,09 |
--- |
--- |
109,97 |
--- |
DS1023 |
PL0000107264 |
105,68 |
106,08 |
3,03 |
2,96 |
105,88 |
2,99 |
WZ0124 |
PL0000107454 |
96,18 |
96,45 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
100,22 |
100,61 |
3,22 |
3,16 |
100,42 |
3,19 |
WZ0126 |
PL0000108817 |
94,18 |
94,50 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
93,60 |
93,93 |
3,31 |
3,26 |
93,77 |
3,29 |
DS0727 |
PL0000109427 |
92,02 |
92,41 |
3,43 |
3,38 |
92,22 |
3,41 |
WS0429 |
PL0000105391 |
122,46 |
123,71 |
3,44 |
3,33 |
123,09 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,53 |
99,63 |
1,57 |
1,23 |
99,58 |
1,40 |
DS1017 |
PL0000104543 |
102,02 |
102,15 |
1,53 |
1,31 |
102,09 |
1,41 |
WZ0118 |
PL0000104717 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,23 |
102,31 |
1,59 |
1,52 |
102,27 |
1,56 |
PS0718 |
PL0000107595 |
101,01 |
101,07 |
1,70 |
1,66 |
101,04 |
1,68 |
OK1018 |
PL0000109062 |
97,11 |
97,29 |
1,91 |
1,78 |
97,20 |
1,84 |
WZ0119 |
PL0000107603 |
100,05 |
100,12 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
95,98 |
96,12 |
2,02 |
1,95 |
96,05 |
1,98 |
PS0719 |
PL0000108148 |
102,56 |
102,67 |
2,10 |
2,05 |
102,62 |
2,07 |
DS1019 |
PL0000105441 |
108,34 |
108,50 |
2,11 |
2,04 |
108,42 |
2,07 |
WZ0120 |
PL0000108601 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,46 |
97,59 |
2,37 |
2,32 |
97,53 |
2,35 |
DS1020 |
PL0000106126 |
109,36 |
109,54 |
2,46 |
2,41 |
109,45 |
2,43 |
WZ0121 |
PL0000106068 |
98,86 |
99,04 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,71 |
2,65 |
2,60 |
97,62 |
2,62 |
PS0721 |
PL0000109153 |
96,19 |
96,35 |
2,70 |
2,66 |
96,27 |
2,68 |
DS1021 |
PL0000106670 |
112,76 |
113,04 |
2,73 |
2,66 |
112,90 |
2,70 |
PS0422 |
PL0000109492 |
97,11 |
97,24 |
2,87 |
2,84 |
97,18 |
2,86 |
WS0922 |
PL0000102646 |
114,07 |
114,30 |
2,92 |
2,88 |
114,19 |
2,90 |
WZ1122 |
PL0000109377 |
97,09 |
97,25 |
--- |
--- |
97,17 |
--- |
IZ0823 |
PL0000105359 |
108,96 |
111,09 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,48 |
105,83 |
3,06 |
3,00 |
105,66 |
3,03 |
WZ0124 |
PL0000107454 |
96,18 |
96,37 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
99,92 |
100,12 |
3,26 |
3,23 |
100,02 |
3,24 |
WZ0126 |
PL0000108817 |
94,19 |
94,38 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
93,33 |
93,54 |
3,34 |
3,32 |
93,44 |
3,33 |
DS0727 |
PL0000109427 |
91,70 |
92,01 |
3,47 |
3,43 |
91,86 |
3,45 |
WS0429 |
PL0000105391 |
122,18 |
123,17 |
3,46 |
3,38 |
122,68 |
3,42 |
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 |
1,450 |
1,450 |
1,450 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
60 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
180 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
70 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
35 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
45 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
160 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
265 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
325 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
200 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
30 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
170 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,450 |
1,480 |
1,452 |
285 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
60 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0726 |
PL0000108866 |
2/8 |
6 |
1,400 |
1,400 |
1,400 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
95 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,490 |
1,481 |
45 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,430 |
1,470 |
1,455 |
350 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
200 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
95 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
TOTAL |
3 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.