2017-04-12 |
MARKET DATA |
No 72 (3105) |
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 |
640,00 |
645,56 |
45 |
3 915,00 |
3 947,53 |
35 |
4 555,00 |
4 593,09 |
80 |
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 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,95 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,19 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,00 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,22 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,05 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,50 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,23 |
108,19 |
108,190 |
108,230 |
108,190 |
108,230 |
108,210 |
140 000 |
155,19 |
5 |
PS0420 |
PL0000108510 |
97,56 |
97,57 |
97,570 |
97,570 |
97,550 |
97,550 |
97,560 |
10 000 |
9,90 |
2 |
DS1020 |
PL0000106126 |
109,30 |
109,29 |
109,280 |
109,300 |
109,280 |
109,300 |
109,290 |
10 000 |
11,18 |
2 |
PS0421 |
PL0000108916 |
97,47 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,15 |
95,92 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
65 000 |
63,33 |
4 |
DS1021 |
PL0000106670 |
112,61 |
112,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,02 |
96,98 |
97,010 |
97,020 |
97,000 |
97,020 |
97,009 |
280 000 |
277,81 |
20 |
WS0922 |
PL0000102646 |
113,90 |
114,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,40 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,53 |
93,51 |
93,550 |
93,550 |
93,550 |
93,550 |
93,550 |
50 000 |
47,69 |
6 |
DS0727 |
PL0000109427 |
91,95 |
91,95 |
91,950 |
91,980 |
91,950 |
91,980 |
91,964 |
25 000 |
23,45 |
3 |
WS0428 |
PL0000107611 |
92,80 |
94,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,41 |
122,55 |
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 |
110,00 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
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 |
99,68 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,88 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,14 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,18 |
96,24 |
96,260 |
96,260 |
96,260 |
96,260 |
96,260 |
10 000 |
9,67 |
1 |
WZ0126 |
PL0000108817 |
94,28 |
94,28 |
94,280 |
94,280 |
94,280 |
94,280 |
94,280 |
50 000 |
47,35 |
2 |
TOTAL |
640 000 |
645,56 |
45 |
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 |
134 |
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 |
99,57 |
99,65 |
1,61 |
1,31 |
99,61 |
1,46 |
DS1017 |
PL0000104543 |
101,92 |
102,04 |
1,50 |
1,27 |
101,98 |
1,38 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,26 |
1,62 |
1,50 |
102,20 |
1,56 |
PS0718 |
PL0000107595 |
100,97 |
101,04 |
1,72 |
1,66 |
101,01 |
1,69 |
OK1018 |
PL0000109062 |
97,19 |
97,35 |
1,89 |
1,78 |
97,27 |
1,84 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,03 |
96,16 |
2,03 |
1,96 |
96,10 |
1,99 |
PS0719 |
PL0000108148 |
102,48 |
102,63 |
2,12 |
2,05 |
102,56 |
2,08 |
DS1019 |
PL0000105441 |
108,14 |
108,27 |
2,14 |
2,09 |
108,21 |
2,11 |
WZ0120 |
PL0000108601 |
99,65 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,47 |
97,61 |
2,38 |
2,33 |
97,54 |
2,35 |
DS1020 |
PL0000106126 |
109,22 |
109,36 |
2,48 |
2,44 |
109,29 |
2,46 |
WZ0121 |
PL0000106068 |
98,84 |
99,01 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,44 |
97,66 |
2,68 |
2,62 |
97,55 |
2,65 |
PS0721 |
PL0000109153 |
96,07 |
96,30 |
2,74 |
2,68 |
96,19 |
2,70 |
DS1021 |
PL0000106670 |
112,57 |
112,85 |
2,75 |
2,69 |
112,71 |
2,72 |
PS0422 |
PL0000109492 |
96,91 |
97,08 |
2,92 |
2,88 |
97,00 |
2,90 |
WS0922 |
PL0000102646 |
113,82 |
114,06 |
2,95 |
2,91 |
113,94 |
2,93 |
WZ1122 |
PL0000109377 |
97,03 |
97,25 |
--- |
--- |
97,14 |
--- |
IZ0823 |
PL0000105359 |
109,05 |
111,08 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
105,24 |
105,62 |
3,10 |
3,03 |
105,43 |
3,06 |
WZ0124 |
PL0000107454 |
96,10 |
96,33 |
--- |
--- |
96,22 |
--- |
DS0725 |
PL0000108197 |
99,84 |
100,21 |
3,27 |
3,22 |
100,03 |
3,24 |
WZ0126 |
PL0000108817 |
94,17 |
94,37 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
93,34 |
93,64 |
3,34 |
3,30 |
93,49 |
3,32 |
DS0727 |
PL0000109427 |
91,70 |
92,04 |
3,47 |
3,43 |
91,87 |
3,45 |
WS0429 |
PL0000105391 |
122,00 |
123,22 |
3,48 |
3,37 |
122,61 |
3,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,57 |
99,65 |
1,61 |
1,31 |
99,61 |
1,46 |
DS1017 |
PL0000104543 |
101,90 |
102,01 |
1,53 |
1,33 |
101,96 |
1,42 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,25 |
1,61 |
1,51 |
102,20 |
1,56 |
PS0718 |
PL0000107595 |
100,97 |
101,05 |
1,72 |
1,65 |
101,01 |
1,69 |
OK1018 |
PL0000109062 |
97,19 |
97,32 |
1,89 |
1,80 |
97,26 |
1,84 |
WZ0119 |
PL0000107603 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,04 |
96,15 |
2,02 |
1,96 |
96,10 |
1,99 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
2,12 |
2,06 |
102,54 |
2,09 |
DS1019 |
PL0000105441 |
108,18 |
108,27 |
2,13 |
2,09 |
108,23 |
2,11 |
WZ0120 |
PL0000108601 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,51 |
97,61 |
2,36 |
2,33 |
97,56 |
2,34 |
DS1020 |
PL0000106126 |
109,22 |
109,34 |
2,48 |
2,44 |
109,28 |
2,46 |
WZ0121 |
PL0000106068 |
98,84 |
99,01 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,43 |
97,61 |
2,68 |
2,63 |
97,52 |
2,66 |
PS0721 |
PL0000109153 |
96,11 |
96,27 |
2,72 |
2,68 |
96,19 |
2,70 |
DS1021 |
PL0000106670 |
112,56 |
112,81 |
2,75 |
2,70 |
112,69 |
2,72 |
PS0422 |
PL0000109492 |
96,97 |
97,08 |
2,91 |
2,88 |
97,03 |
2,89 |
WS0922 |
PL0000102646 |
113,83 |
114,10 |
2,95 |
2,90 |
113,97 |
2,93 |
WZ1122 |
PL0000109377 |
97,10 |
97,22 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
109,20 |
110,90 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,58 |
3,09 |
3,04 |
105,44 |
3,06 |
WZ0124 |
PL0000107454 |
96,12 |
96,31 |
--- |
--- |
96,22 |
--- |
DS0725 |
PL0000108197 |
100,00 |
100,24 |
3,25 |
3,21 |
100,12 |
3,23 |
WZ0126 |
PL0000108817 |
94,19 |
94,36 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,42 |
93,61 |
3,33 |
3,31 |
93,52 |
3,32 |
DS0727 |
PL0000109427 |
91,82 |
92,05 |
3,46 |
3,43 |
91,94 |
3,44 |
WS0429 |
PL0000105391 |
121,96 |
122,94 |
3,48 |
3,39 |
122,45 |
3,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
100 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
5 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
100 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
200 |
DS1017 |
PL0000104543 |
1/6 |
5 |
1,460 |
1,460 |
1,460 |
20 |
PS0421 |
PL0000108916 |
1/6 |
5 |
1,490 |
1,490 |
1,490 |
5 |
PS0721 |
PL0000109153 |
1/6 |
5 |
1,490 |
1,490 |
1,490 |
10 |
PS0422 |
PL0000109492 |
1/6 |
5 |
1,490 |
1,490 |
1,490 |
95 |
OK0419 |
PL0000109633 |
1/6 |
5 |
1,490 |
1,490 |
1,490 |
25 |
WZ0118 |
PL0000104717 |
1/6 |
5 |
1,480 |
1,480 |
1,480 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
255 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,490 |
1,477 |
370 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,490 |
1,477 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
255 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,490 |
1,486 |
400 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
40 |
TOTAL |
2 915 |
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 |
1,520 |
1,520 |
1,520 |
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.