2017-04-06 |
MARKET DATA |
No 68 (3101) |
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 |
715,00 |
698,15 |
56 |
620,00 |
619,86 |
13 |
1 335,00 |
1 318,01 |
69 |
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 |
100,13 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,57 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,08 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,24 |
102,26 |
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 |
97,15 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,56 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,35 |
108,35 |
108,290 |
108,290 |
108,290 |
108,290 |
108,290 |
5 000 |
5,54 |
1 |
PS0420 |
PL0000108510 |
97,50 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,40 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,59 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,27 |
96,20 |
96,270 |
96,270 |
96,180 |
96,220 |
96,228 |
250 000 |
243,68 |
15 |
DS1021 |
PL0000106670 |
112,80 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,12 |
96,99 |
97,020 |
97,100 |
96,960 |
97,050 |
97,008 |
205 000 |
203,29 |
16 |
WS0922 |
PL0000102646 |
114,15 |
114,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,63 |
105,62 |
105,600 |
105,600 |
105,570 |
105,570 |
105,585 |
20 000 |
21,48 |
2 |
DS0725 |
PL0000108197 |
100,14 |
100,09 |
100,150 |
100,150 |
100,140 |
100,140 |
100,145 |
20 000 |
20,49 |
2 |
DS0726 |
PL0000108866 |
93,92 |
93,38 |
93,550 |
93,570 |
93,300 |
93,460 |
93,436 |
115 000 |
109,49 |
11 |
DS0727 |
PL0000109427 |
91,92 |
91,84 |
91,900 |
91,950 |
91,750 |
91,900 |
91,888 |
80 000 |
74,93 |
7 |
WS0428 |
PL0000107611 |
93,00 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,53 |
122,60 |
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 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,67 |
99,70 |
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 |
97,17 |
97,19 |
97,170 |
97,170 |
97,170 |
97,170 |
97,170 |
10 000 |
9,79 |
1 |
WZ0124 |
PL0000107454 |
96,24 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,27 |
94,250 |
94,250 |
94,250 |
94,250 |
94,250 |
10 000 |
9,46 |
1 |
TOTAL |
715 000 |
698,15 |
56 |
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 |
142 |
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 |
99,64 |
1,59 |
1,24 |
99,59 |
1,42 |
DS1017 |
PL0000104543 |
101,97 |
102,13 |
1,55 |
1,27 |
102,05 |
1,41 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,20 |
102,30 |
1,60 |
1,51 |
102,25 |
1,55 |
PS0718 |
PL0000107595 |
101,00 |
101,07 |
1,71 |
1,65 |
101,04 |
1,68 |
OK1018 |
PL0000109062 |
97,11 |
97,29 |
1,92 |
1,80 |
97,20 |
1,86 |
WZ0119 |
PL0000107603 |
100,05 |
100,12 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
95,98 |
96,16 |
2,03 |
1,94 |
96,07 |
1,98 |
PS0719 |
PL0000108148 |
102,55 |
102,72 |
2,10 |
2,02 |
102,64 |
2,06 |
DS1019 |
PL0000105441 |
108,28 |
108,47 |
2,12 |
2,04 |
108,38 |
2,08 |
WZ0120 |
PL0000108601 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,48 |
97,67 |
2,37 |
2,30 |
97,58 |
2,33 |
DS1020 |
PL0000106126 |
109,36 |
109,55 |
2,45 |
2,40 |
109,46 |
2,42 |
WZ0121 |
PL0000106068 |
98,84 |
99,03 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,57 |
97,82 |
2,64 |
2,57 |
97,70 |
2,60 |
PS0721 |
PL0000109153 |
96,24 |
96,42 |
2,69 |
2,64 |
96,33 |
2,66 |
DS1021 |
PL0000106670 |
112,79 |
113,06 |
2,71 |
2,65 |
112,93 |
2,68 |
PS0422 |
PL0000109492 |
97,09 |
97,28 |
2,88 |
2,83 |
97,19 |
2,85 |
WS0922 |
PL0000102646 |
114,10 |
114,38 |
2,91 |
2,86 |
114,24 |
2,89 |
WZ1122 |
PL0000109377 |
97,07 |
97,27 |
--- |
--- |
97,17 |
--- |
IZ0823 |
PL0000105359 |
108,94 |
111,19 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
105,50 |
105,92 |
3,06 |
2,99 |
105,71 |
3,02 |
WZ0124 |
PL0000107454 |
96,12 |
96,34 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
99,96 |
100,37 |
3,25 |
3,19 |
100,17 |
3,22 |
WZ0126 |
PL0000108817 |
94,12 |
94,38 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
93,45 |
93,77 |
3,33 |
3,29 |
93,61 |
3,31 |
DS0727 |
PL0000109427 |
91,85 |
92,23 |
3,45 |
3,40 |
92,04 |
3,43 |
WS0429 |
PL0000105391 |
122,27 |
123,52 |
3,45 |
3,34 |
122,90 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,55 |
99,62 |
1,56 |
1,31 |
99,59 |
1,42 |
DS1017 |
PL0000104543 |
101,98 |
102,12 |
1,53 |
1,28 |
102,05 |
1,41 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,20 |
102,28 |
1,60 |
1,52 |
102,24 |
1,56 |
PS0718 |
PL0000107595 |
100,99 |
101,06 |
1,71 |
1,66 |
101,03 |
1,68 |
OK1018 |
PL0000109062 |
97,13 |
97,27 |
1,91 |
1,81 |
97,20 |
1,86 |
WZ0119 |
PL0000107603 |
100,05 |
100,12 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
95,95 |
96,12 |
2,05 |
1,96 |
96,04 |
2,00 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
2,11 |
2,06 |
102,57 |
2,09 |
DS1019 |
PL0000105441 |
108,26 |
108,39 |
2,12 |
2,07 |
108,33 |
2,10 |
WZ0120 |
PL0000108601 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,46 |
97,59 |
2,37 |
2,33 |
97,53 |
2,35 |
DS1020 |
PL0000106126 |
109,30 |
109,47 |
2,47 |
2,42 |
109,39 |
2,44 |
WZ0121 |
PL0000106068 |
98,85 |
99,03 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,63 |
2,67 |
2,62 |
97,55 |
2,65 |
PS0721 |
PL0000109153 |
96,16 |
96,30 |
2,71 |
2,67 |
96,23 |
2,69 |
DS1021 |
PL0000106670 |
112,64 |
112,92 |
2,75 |
2,68 |
112,78 |
2,72 |
PS0422 |
PL0000109492 |
97,00 |
97,12 |
2,90 |
2,87 |
97,06 |
2,88 |
WS0922 |
PL0000102646 |
113,95 |
114,23 |
2,94 |
2,89 |
114,09 |
2,91 |
WZ1122 |
PL0000109377 |
97,08 |
97,24 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
108,99 |
111,19 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
105,52 |
105,81 |
3,05 |
3,00 |
105,67 |
3,03 |
WZ0124 |
PL0000107454 |
96,17 |
96,33 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
100,02 |
100,25 |
3,24 |
3,21 |
100,14 |
3,23 |
WZ0126 |
PL0000108817 |
94,19 |
94,36 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,37 |
93,59 |
3,34 |
3,31 |
93,48 |
3,32 |
DS0727 |
PL0000109427 |
91,77 |
92,01 |
3,46 |
3,43 |
91,89 |
3,45 |
WS0429 |
PL0000105391 |
121,97 |
123,04 |
3,48 |
3,39 |
122,51 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
240 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
10 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
60 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
90 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
30 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
10 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
30 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
110 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
10 |
OK1018 |
PL0000109062 |
1/12 |
11 |
1,490 |
1,490 |
1,490 |
20 |
PS0422 |
PL0000109492 |
1/12 |
11 |
1,490 |
1,490 |
1,490 |
10 |
TOTAL |
620 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.