2017-04-18 |
MARKET DATA |
No 74 (3107) |
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 |
265,00 |
255,84 |
25 |
1 215,00 |
1 219,00 |
25 |
1 480,00 |
1 474,83 |
50 |
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 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,61 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,90 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,17 |
102,23 |
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 |
97,23 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,08 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,25 |
108,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,60 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,33 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,65 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,26 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,84 |
112,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,33 |
97,18 |
97,220 |
97,340 |
97,220 |
97,340 |
97,269 |
110 000 |
109,44 |
8 |
WS0922 |
PL0000102646 |
114,22 |
114,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,80 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,71 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,06 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,68 |
92,41 |
92,530 |
92,690 |
92,530 |
92,680 |
92,609 |
155 000 |
146,40 |
17 |
WS0428 |
PL0000107611 |
93,50 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,41 |
123,19 |
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 |
109,95 |
110,39 |
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 |
98,93 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,18 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,21 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,24 |
94,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
255,84 |
25 |
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 |
132 |
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 |
99,60 |
99,69 |
1,53 |
1,18 |
99,65 |
1,34 |
DS1017 |
PL0000104543 |
101,88 |
101,98 |
1,53 |
1,34 |
101,93 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,25 |
1,60 |
1,50 |
102,20 |
1,55 |
PS0718 |
PL0000107595 |
100,97 |
101,06 |
1,71 |
1,64 |
101,02 |
1,67 |
OK1018 |
PL0000109062 |
97,20 |
97,37 |
1,89 |
1,77 |
97,29 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,06 |
96,19 |
2,02 |
1,95 |
96,13 |
1,98 |
PS0719 |
PL0000108148 |
102,49 |
102,64 |
2,11 |
2,04 |
102,57 |
2,07 |
DS1019 |
PL0000105441 |
108,15 |
108,30 |
2,13 |
2,07 |
108,23 |
2,10 |
WZ0120 |
PL0000108601 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,66 |
2,36 |
2,31 |
97,59 |
2,34 |
DS1020 |
PL0000106126 |
109,20 |
109,35 |
2,48 |
2,44 |
109,28 |
2,46 |
WZ0121 |
PL0000106068 |
98,85 |
99,01 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,62 |
2,67 |
2,63 |
97,54 |
2,65 |
PS0721 |
PL0000109153 |
96,09 |
96,27 |
2,73 |
2,68 |
96,18 |
2,71 |
DS1021 |
PL0000106670 |
112,64 |
112,89 |
2,73 |
2,68 |
112,77 |
2,70 |
PS0422 |
PL0000109492 |
97,05 |
97,22 |
2,89 |
2,85 |
97,14 |
2,87 |
WS0922 |
PL0000102646 |
113,96 |
114,24 |
2,93 |
2,87 |
114,10 |
2,90 |
WZ1122 |
PL0000109377 |
97,12 |
97,26 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,22 |
111,06 |
--- |
--- |
110,14 |
--- |
DS1023 |
PL0000107264 |
105,51 |
105,84 |
3,05 |
3,00 |
105,68 |
3,02 |
WZ0124 |
PL0000107454 |
96,11 |
96,37 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
100,19 |
100,55 |
3,22 |
3,17 |
100,37 |
3,19 |
WZ0126 |
PL0000108817 |
94,17 |
94,39 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,69 |
94,06 |
3,30 |
3,25 |
93,88 |
3,27 |
DS0727 |
PL0000109427 |
92,12 |
92,50 |
3,42 |
3,37 |
92,31 |
3,40 |
WS0429 |
PL0000105391 |
122,52 |
123,54 |
3,43 |
3,34 |
123,03 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,60 |
99,67 |
1,53 |
1,26 |
99,64 |
1,37 |
DS1017 |
PL0000104543 |
101,88 |
101,98 |
1,53 |
1,34 |
101,93 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,24 |
1,59 |
1,51 |
102,20 |
1,55 |
PS0718 |
PL0000107595 |
100,98 |
101,05 |
1,71 |
1,65 |
101,02 |
1,67 |
OK1018 |
PL0000109062 |
97,20 |
97,37 |
1,89 |
1,77 |
97,29 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,07 |
96,20 |
2,01 |
1,94 |
96,14 |
1,97 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
2,10 |
2,05 |
102,57 |
2,07 |
DS1019 |
PL0000105441 |
108,21 |
108,33 |
2,11 |
2,06 |
108,27 |
2,08 |
WZ0120 |
PL0000108601 |
99,66 |
99,75 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,58 |
97,71 |
2,34 |
2,29 |
97,65 |
2,31 |
DS1020 |
PL0000106126 |
109,30 |
109,44 |
2,45 |
2,41 |
109,37 |
2,43 |
WZ0121 |
PL0000106068 |
98,89 |
99,04 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
97,61 |
97,76 |
2,63 |
2,59 |
97,69 |
2,61 |
PS0721 |
PL0000109153 |
96,23 |
96,40 |
2,70 |
2,65 |
96,32 |
2,67 |
DS1021 |
PL0000106670 |
112,79 |
112,97 |
2,70 |
2,66 |
112,88 |
2,68 |
PS0422 |
PL0000109492 |
97,27 |
97,40 |
2,84 |
2,81 |
97,34 |
2,82 |
WS0922 |
PL0000102646 |
114,18 |
114,46 |
2,88 |
2,83 |
114,32 |
2,86 |
WZ1122 |
PL0000109377 |
97,13 |
97,27 |
--- |
--- |
97,20 |
--- |
IZ0823 |
PL0000105359 |
109,29 |
110,91 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
105,76 |
106,09 |
3,01 |
2,95 |
105,93 |
2,98 |
WZ0124 |
PL0000107454 |
96,15 |
96,35 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,81 |
3,16 |
3,13 |
100,70 |
3,15 |
WZ0126 |
PL0000108817 |
94,18 |
94,38 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,31 |
3,26 |
3,22 |
94,15 |
3,24 |
DS0727 |
PL0000109427 |
92,50 |
92,78 |
3,37 |
3,34 |
92,64 |
3,36 |
WS0429 |
PL0000105391 |
123,11 |
124,15 |
3,38 |
3,28 |
123,63 |
3,33 |
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 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
45 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
20 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
80 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
55 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
65 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
60 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
110 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
15 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
145 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
5 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
200 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
45 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
65 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
TOTAL |
1 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.