2017-04-05 |
MARKET DATA |
No 67 (3100) |
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 |
445,00 |
431,05 |
29 |
2 285,00 |
2 268,71 |
30 |
2 730,00 |
2 699,75 |
59 |
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 |
100,15 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,55 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,03 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,23 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,02 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,11 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
95,99 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,56 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,37 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,52 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,38 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,56 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,30 |
96,21 |
96,270 |
96,270 |
96,170 |
96,220 |
96,196 |
95 000 |
92,55 |
5 |
DS1021 |
PL0000106670 |
112,79 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,12 |
96,99 |
97,030 |
97,160 |
97,030 |
97,160 |
97,100 |
65 000 |
64,51 |
4 |
WS0922 |
PL0000102646 |
114,06 |
114,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,65 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,13 |
99,98 |
100,120 |
100,130 |
100,120 |
100,130 |
100,127 |
35 000 |
35,84 |
2 |
DS0726 |
PL0000108866 |
93,58 |
93,39 |
93,300 |
93,510 |
93,280 |
93,510 |
93,390 |
110 000 |
104,66 |
8 |
DS0727 |
PL0000109427 |
92,00 |
91,75 |
92,000 |
92,010 |
91,670 |
92,000 |
91,901 |
105 000 |
98,34 |
8 |
WS0428 |
PL0000107611 |
93,00 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,55 |
122,59 |
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 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,09 |
100,080 |
100,080 |
100,070 |
100,070 |
100,073 |
35 000 |
35,15 |
2 |
WZ0120 |
PL0000108601 |
99,67 |
99,74 |
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 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,22 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,22 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
445 000 |
431,05 |
29 |
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 |
145 |
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 |
99,63 |
1,58 |
1,24 |
99,58 |
1,41 |
DS1017 |
PL0000104543 |
102,01 |
102,15 |
1,53 |
1,29 |
102,08 |
1,41 |
WZ0118 |
PL0000104717 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,21 |
102,31 |
1,61 |
1,51 |
102,26 |
1,56 |
PS0718 |
PL0000107595 |
101,00 |
101,07 |
1,71 |
1,66 |
101,04 |
1,68 |
OK1018 |
PL0000109062 |
97,10 |
97,28 |
1,92 |
1,79 |
97,19 |
1,86 |
WZ0119 |
PL0000107603 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
OK0419 |
PL0000109633 |
95,98 |
96,14 |
2,02 |
1,94 |
96,06 |
1,98 |
PS0719 |
PL0000108148 |
102,55 |
102,73 |
2,10 |
2,02 |
102,64 |
2,06 |
DS1019 |
PL0000105441 |
108,29 |
108,48 |
2,12 |
2,05 |
108,39 |
2,08 |
WZ0120 |
PL0000108601 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,46 |
97,64 |
2,37 |
2,31 |
97,55 |
2,34 |
DS1020 |
PL0000106126 |
109,33 |
109,53 |
2,47 |
2,41 |
109,43 |
2,44 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,50 |
97,74 |
2,66 |
2,59 |
97,62 |
2,63 |
PS0721 |
PL0000109153 |
96,17 |
96,35 |
2,70 |
2,66 |
96,26 |
2,68 |
DS1021 |
PL0000106670 |
112,75 |
113,03 |
2,73 |
2,67 |
112,89 |
2,70 |
PS0422 |
PL0000109492 |
97,02 |
97,27 |
2,89 |
2,84 |
97,15 |
2,86 |
WS0922 |
PL0000102646 |
114,01 |
114,29 |
2,93 |
2,88 |
114,15 |
2,91 |
WZ1122 |
PL0000109377 |
97,08 |
97,28 |
--- |
--- |
97,18 |
--- |
IZ0823 |
PL0000105359 |
109,07 |
110,91 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
105,40 |
105,83 |
3,07 |
3,00 |
105,62 |
3,04 |
WZ0124 |
PL0000107454 |
96,07 |
96,35 |
--- |
--- |
96,21 |
--- |
DS0725 |
PL0000108197 |
99,88 |
100,29 |
3,26 |
3,21 |
100,09 |
3,23 |
WZ0126 |
PL0000108817 |
94,09 |
94,38 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
93,32 |
93,65 |
3,34 |
3,30 |
93,49 |
3,32 |
DS0727 |
PL0000109427 |
91,69 |
92,06 |
3,47 |
3,43 |
91,88 |
3,45 |
WS0429 |
PL0000105391 |
122,09 |
123,30 |
3,47 |
3,36 |
122,70 |
3,42 |
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 |
1,58 |
1,24 |
99,58 |
1,41 |
DS1017 |
PL0000104543 |
102,01 |
102,14 |
1,53 |
1,31 |
102,08 |
1,41 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,22 |
102,30 |
1,60 |
1,52 |
102,26 |
1,56 |
PS0718 |
PL0000107595 |
100,99 |
101,07 |
1,72 |
1,66 |
101,03 |
1,69 |
OK1018 |
PL0000109062 |
97,09 |
97,27 |
1,92 |
1,80 |
97,18 |
1,86 |
WZ0119 |
PL0000107603 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
OK0419 |
PL0000109633 |
95,96 |
96,13 |
2,03 |
1,94 |
96,05 |
1,99 |
PS0719 |
PL0000108148 |
102,54 |
102,65 |
2,10 |
2,05 |
102,60 |
2,08 |
DS1019 |
PL0000105441 |
108,32 |
108,46 |
2,11 |
2,06 |
108,39 |
2,08 |
WZ0120 |
PL0000108601 |
99,63 |
99,76 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,46 |
97,60 |
2,37 |
2,32 |
97,53 |
2,35 |
DS1020 |
PL0000106126 |
109,34 |
109,49 |
2,46 |
2,42 |
109,42 |
2,44 |
WZ0121 |
PL0000106068 |
98,85 |
99,03 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,50 |
97,70 |
2,66 |
2,60 |
97,60 |
2,63 |
PS0721 |
PL0000109153 |
96,17 |
96,34 |
2,70 |
2,66 |
96,26 |
2,68 |
DS1021 |
PL0000106670 |
112,68 |
112,95 |
2,74 |
2,68 |
112,82 |
2,71 |
PS0422 |
PL0000109492 |
97,01 |
97,16 |
2,89 |
2,86 |
97,09 |
2,88 |
WS0922 |
PL0000102646 |
113,98 |
114,20 |
2,94 |
2,90 |
114,09 |
2,92 |
WZ1122 |
PL0000109377 |
97,10 |
97,27 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,12 |
110,91 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
105,46 |
105,79 |
3,06 |
3,01 |
105,63 |
3,04 |
WZ0124 |
PL0000107454 |
96,13 |
96,33 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
99,82 |
100,07 |
3,27 |
3,24 |
99,95 |
3,25 |
WZ0126 |
PL0000108817 |
94,14 |
94,37 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
93,34 |
93,57 |
3,34 |
3,31 |
93,46 |
3,33 |
DS0727 |
PL0000109427 |
91,75 |
92,00 |
3,46 |
3,43 |
91,88 |
3,45 |
WS0429 |
PL0000105391 |
122,14 |
123,09 |
3,47 |
3,38 |
122,62 |
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 |
1,490 |
1,490 |
1,490 |
35 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
60 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
60 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
95 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
310 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
75 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
195 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
320 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
335 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
385 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
50 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,490 |
1,483 |
160 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
40 |
TOTAL |
2 285 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.