2017-04-11 |
MARKET DATA |
No 71 (3104) |
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 |
300,00 |
289,76 |
30 |
1 680,00 |
1 734,14 |
18 |
1 980,00 |
2 023,90 |
48 |
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 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,57 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
102,05 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,20 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,01 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,19 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,02 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,49 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,23 |
108,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,46 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,30 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,43 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,19 |
96,17 |
96,180 |
96,190 |
96,180 |
96,190 |
96,187 |
15 000 |
14,62 |
2 |
DS1021 |
PL0000106670 |
112,70 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,04 |
97,00 |
97,010 |
97,050 |
97,010 |
97,050 |
97,033 |
120 000 |
119,05 |
9 |
WS0922 |
PL0000102646 |
113,87 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,44 |
105,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,94 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,50 |
93,42 |
93,510 |
93,580 |
93,510 |
93,580 |
93,538 |
90 000 |
85,80 |
7 |
DS0727 |
PL0000109427 |
91,95 |
91,73 |
91,840 |
91,990 |
91,820 |
91,990 |
91,923 |
75 000 |
70,29 |
12 |
WS0428 |
PL0000107611 |
92,80 |
94,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,30 |
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 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,68 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,14 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,24 |
94,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
289,76 |
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 |
139 |
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 |
99,55 |
99,63 |
1,60 |
1,32 |
99,59 |
1,46 |
DS1017 |
PL0000104543 |
101,95 |
102,09 |
1,53 |
1,28 |
102,02 |
1,41 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,18 |
102,27 |
1,60 |
1,52 |
102,23 |
1,56 |
PS0718 |
PL0000107595 |
100,98 |
101,05 |
1,72 |
1,66 |
101,02 |
1,69 |
OK1018 |
PL0000109062 |
97,15 |
97,29 |
1,90 |
1,81 |
97,22 |
1,85 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,00 |
96,14 |
2,03 |
1,96 |
96,07 |
1,99 |
PS0719 |
PL0000108148 |
102,47 |
102,62 |
2,13 |
2,06 |
102,55 |
2,09 |
DS1019 |
PL0000105441 |
108,16 |
108,32 |
2,15 |
2,09 |
108,24 |
2,12 |
WZ0120 |
PL0000108601 |
99,65 |
99,77 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,44 |
97,63 |
2,38 |
2,32 |
97,54 |
2,35 |
DS1020 |
PL0000106126 |
109,22 |
109,42 |
2,49 |
2,43 |
109,32 |
2,46 |
WZ0121 |
PL0000106068 |
98,83 |
99,01 |
--- |
--- |
98,92 |
--- |
PS0421 |
PL0000108916 |
97,42 |
97,65 |
2,68 |
2,62 |
97,54 |
2,65 |
PS0721 |
PL0000109153 |
96,13 |
96,29 |
2,72 |
2,68 |
96,21 |
2,70 |
DS1021 |
PL0000106670 |
112,60 |
112,87 |
2,75 |
2,69 |
112,74 |
2,72 |
PS0422 |
PL0000109492 |
96,95 |
97,13 |
2,91 |
2,87 |
97,04 |
2,89 |
WS0922 |
PL0000102646 |
113,83 |
114,10 |
2,96 |
2,91 |
113,97 |
2,93 |
WZ1122 |
PL0000109377 |
97,03 |
97,26 |
--- |
--- |
97,15 |
--- |
IZ0823 |
PL0000105359 |
109,00 |
111,10 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,28 |
105,65 |
3,09 |
3,03 |
105,47 |
3,06 |
WZ0124 |
PL0000107454 |
96,09 |
96,36 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
99,76 |
100,16 |
3,28 |
3,22 |
99,96 |
3,25 |
WZ0126 |
PL0000108817 |
94,10 |
94,41 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
93,24 |
93,55 |
3,36 |
3,32 |
93,40 |
3,34 |
DS0727 |
PL0000109427 |
91,66 |
92,03 |
3,48 |
3,43 |
91,85 |
3,45 |
WS0429 |
PL0000105391 |
121,90 |
123,06 |
3,49 |
3,38 |
122,48 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,56 |
99,63 |
1,57 |
1,32 |
99,60 |
1,42 |
DS1017 |
PL0000104543 |
101,96 |
102,09 |
1,51 |
1,28 |
102,03 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,18 |
102,26 |
1,60 |
1,53 |
102,22 |
1,57 |
PS0718 |
PL0000107595 |
100,99 |
101,05 |
1,71 |
1,66 |
101,02 |
1,69 |
OK1018 |
PL0000109062 |
97,17 |
97,29 |
1,89 |
1,81 |
97,23 |
1,85 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,01 |
96,13 |
2,02 |
1,96 |
96,07 |
1,99 |
PS0719 |
PL0000108148 |
102,48 |
102,62 |
2,12 |
2,06 |
102,55 |
2,09 |
DS1019 |
PL0000105441 |
108,21 |
108,32 |
2,13 |
2,09 |
108,27 |
2,11 |
WZ0120 |
PL0000108601 |
99,65 |
99,74 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,63 |
2,38 |
2,32 |
97,54 |
2,35 |
DS1020 |
PL0000106126 |
109,26 |
109,42 |
2,47 |
2,43 |
109,34 |
2,45 |
WZ0121 |
PL0000106068 |
98,86 |
99,01 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,42 |
97,64 |
2,68 |
2,62 |
97,53 |
2,65 |
PS0721 |
PL0000109153 |
96,14 |
96,27 |
2,71 |
2,68 |
96,21 |
2,70 |
DS1021 |
PL0000106670 |
112,67 |
112,89 |
2,73 |
2,69 |
112,78 |
2,71 |
PS0422 |
PL0000109492 |
97,00 |
97,10 |
2,90 |
2,88 |
97,05 |
2,89 |
WS0922 |
PL0000102646 |
113,85 |
114,12 |
2,95 |
2,90 |
113,99 |
2,93 |
WZ1122 |
PL0000109377 |
97,04 |
97,23 |
--- |
--- |
97,14 |
--- |
IZ0823 |
PL0000105359 |
109,12 |
110,94 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,61 |
3,09 |
3,04 |
105,46 |
3,06 |
WZ0124 |
PL0000107454 |
96,15 |
96,32 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
99,89 |
100,26 |
3,26 |
3,21 |
100,08 |
3,24 |
WZ0126 |
PL0000108817 |
94,18 |
94,37 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,43 |
93,65 |
3,33 |
3,30 |
93,54 |
3,32 |
DS0727 |
PL0000109427 |
91,83 |
92,08 |
3,45 |
3,42 |
91,96 |
3,44 |
WS0429 |
PL0000105391 |
122,06 |
123,22 |
3,47 |
3,37 |
122,64 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
70 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
200 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
75 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
65 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
10 |
TOTAL |
680 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.