2017-04-13 |
MARKET DATA |
No 73 (3106) |
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 |
920,00 |
903,25 |
56 |
1 235,00 |
1 223,65 |
11 |
2 155,00 |
2 126,90 |
67 |
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 |
100,05 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,60 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,93 |
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 |
101,01 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,22 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,09 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,24 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,64 |
97,64 |
97,610 |
97,610 |
97,610 |
97,610 |
97,610 |
100 000 |
99,09 |
1 |
DS1020 |
PL0000106126 |
109,33 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,62 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,28 |
96,22 |
96,260 |
96,290 |
96,200 |
96,230 |
96,253 |
325 000 |
317,00 |
13 |
DS1021 |
PL0000106670 |
112,79 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,25 |
97,10 |
97,110 |
97,260 |
97,110 |
97,180 |
97,209 |
335 000 |
333,06 |
22 |
WS0922 |
PL0000102646 |
114,15 |
114,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,75 |
105,63 |
105,780 |
105,850 |
105,780 |
105,850 |
105,803 |
15 000 |
16,16 |
2 |
DS0725 |
PL0000108197 |
100,45 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,98 |
93,72 |
93,950 |
94,070 |
93,850 |
93,900 |
93,984 |
85 000 |
81,45 |
10 |
DS0727 |
PL0000109427 |
92,41 |
92,12 |
92,120 |
92,500 |
92,120 |
92,350 |
92,322 |
60 000 |
56,49 |
8 |
WS0428 |
PL0000107611 |
93,90 |
94,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,10 |
122,93 |
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 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,69 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,89 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,17 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,26 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,26 |
94,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
920 000 |
903,25 |
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 |
133 |
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 |
99,59 |
99,66 |
1,55 |
1,28 |
99,63 |
1,40 |
DS1017 |
PL0000104543 |
101,89 |
102,00 |
1,53 |
1,33 |
101,95 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,16 |
102,25 |
1,59 |
1,50 |
102,21 |
1,54 |
PS0718 |
PL0000107595 |
100,98 |
101,06 |
1,71 |
1,64 |
101,02 |
1,68 |
OK1018 |
PL0000109062 |
97,19 |
97,36 |
1,90 |
1,78 |
97,28 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,05 |
96,18 |
2,02 |
1,95 |
96,12 |
1,98 |
PS0719 |
PL0000108148 |
102,50 |
102,65 |
2,11 |
2,04 |
102,58 |
2,07 |
DS1019 |
PL0000105441 |
108,16 |
108,31 |
2,13 |
2,07 |
108,24 |
2,10 |
WZ0120 |
PL0000108601 |
99,65 |
99,77 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,53 |
97,66 |
2,36 |
2,31 |
97,60 |
2,33 |
DS1020 |
PL0000106126 |
109,21 |
109,38 |
2,48 |
2,43 |
109,30 |
2,45 |
WZ0121 |
PL0000106068 |
98,84 |
99,00 |
--- |
--- |
98,92 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,66 |
2,67 |
2,62 |
97,56 |
2,65 |
PS0721 |
PL0000109153 |
96,10 |
96,26 |
2,73 |
2,69 |
96,18 |
2,71 |
DS1021 |
PL0000106670 |
112,59 |
112,85 |
2,74 |
2,69 |
112,72 |
2,71 |
PS0422 |
PL0000109492 |
96,98 |
97,14 |
2,90 |
2,87 |
97,06 |
2,89 |
WS0922 |
PL0000102646 |
113,88 |
114,15 |
2,94 |
2,89 |
114,02 |
2,92 |
WZ1122 |
PL0000109377 |
97,09 |
97,23 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
109,30 |
110,86 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
105,37 |
105,71 |
3,07 |
3,02 |
105,54 |
3,05 |
WZ0124 |
PL0000107454 |
96,11 |
96,38 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
99,97 |
100,36 |
3,25 |
3,20 |
100,17 |
3,22 |
WZ0126 |
PL0000108817 |
94,17 |
94,41 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
93,51 |
93,82 |
3,32 |
3,28 |
93,67 |
3,30 |
DS0727 |
PL0000109427 |
91,88 |
92,22 |
3,45 |
3,41 |
92,05 |
3,43 |
WS0429 |
PL0000105391 |
122,08 |
123,38 |
3,47 |
3,35 |
122,73 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,59 |
99,66 |
1,55 |
1,28 |
99,63 |
1,40 |
DS1017 |
PL0000104543 |
101,89 |
101,99 |
1,53 |
1,35 |
101,94 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,17 |
102,25 |
1,58 |
1,50 |
102,21 |
1,54 |
PS0718 |
PL0000107595 |
100,99 |
101,06 |
1,70 |
1,64 |
101,03 |
1,67 |
OK1018 |
PL0000109062 |
97,21 |
97,35 |
1,88 |
1,79 |
97,28 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,06 |
96,20 |
2,01 |
1,94 |
96,13 |
1,98 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
2,10 |
2,05 |
102,57 |
2,07 |
DS1019 |
PL0000105441 |
108,21 |
108,33 |
2,11 |
2,07 |
108,27 |
2,09 |
WZ0120 |
PL0000108601 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,55 |
97,66 |
2,35 |
2,31 |
97,61 |
2,33 |
DS1020 |
PL0000106126 |
109,26 |
109,41 |
2,46 |
2,42 |
109,34 |
2,44 |
WZ0121 |
PL0000106068 |
98,85 |
99,01 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,54 |
97,68 |
2,65 |
2,61 |
97,61 |
2,63 |
PS0721 |
PL0000109153 |
96,15 |
96,29 |
2,72 |
2,68 |
96,22 |
2,70 |
DS1021 |
PL0000106670 |
112,69 |
112,90 |
2,72 |
2,67 |
112,80 |
2,70 |
PS0422 |
PL0000109492 |
97,13 |
97,25 |
2,87 |
2,84 |
97,19 |
2,86 |
WS0922 |
PL0000102646 |
114,04 |
114,31 |
2,91 |
2,86 |
114,18 |
2,89 |
WZ1122 |
PL0000109377 |
97,12 |
97,25 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,38 |
110,83 |
--- |
--- |
110,11 |
--- |
DS1023 |
PL0000107264 |
105,58 |
105,89 |
3,04 |
2,99 |
105,74 |
3,01 |
WZ0124 |
PL0000107454 |
96,17 |
96,35 |
--- |
--- |
96,26 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,56 |
3,20 |
3,17 |
100,43 |
3,19 |
WZ0126 |
PL0000108817 |
94,21 |
94,38 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
93,70 |
93,94 |
3,30 |
3,27 |
93,82 |
3,28 |
DS0727 |
PL0000109427 |
92,19 |
92,50 |
3,41 |
3,37 |
92,35 |
3,39 |
WS0429 |
PL0000105391 |
122,38 |
123,64 |
3,44 |
3,33 |
123,01 |
3,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
5/6 |
1 |
1,490 |
1,490 |
1,490 |
180 |
PS0421 |
PL0000108916 |
5/6 |
1 |
1,490 |
1,490 |
1,490 |
65 |
PS0421 |
PL0000108916 |
0/5 |
5 |
1,490 |
1,490 |
1,490 |
45 |
PS0422 |
PL0000109492 |
0/5 |
5 |
1,490 |
1,490 |
1,490 |
90 |
WZ0120 |
PL0000108601 |
0/5 |
5 |
1,480 |
1,480 |
1,480 |
105 |
DS1017 |
PL0000104543 |
5/12 |
7 |
1,490 |
1,490 |
1,490 |
20 |
DS1021 |
PL0000106670 |
5/12 |
7 |
1,490 |
1,490 |
1,490 |
60 |
PS0719 |
PL0000108148 |
5/12 |
7 |
1,490 |
1,490 |
1,490 |
25 |
PS0721 |
PL0000109153 |
5/12 |
7 |
1,490 |
1,490 |
1,490 |
360 |
OK0419 |
PL0000109633 |
5/12 |
7 |
1,490 |
1,490 |
1,490 |
285 |
TOTAL |
1 235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.