2017-04-19 |
MARKET DATA |
No 75 (3108) |
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 |
285,00 |
282,47 |
20 |
880,00 |
918,16 |
14 |
1 165,00 |
1 200,63 |
34 |
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 |
100,03 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,61 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,89 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,16 |
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 |
97,23 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,10 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,26 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,64 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,33 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,65 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,30 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,86 |
112,88 |
112,880 |
112,880 |
112,880 |
112,880 |
112,880 |
10 000 |
11,57 |
1 |
PS0422 |
PL0000109492 |
97,35 |
97,26 |
97,360 |
97,380 |
97,260 |
97,260 |
97,333 |
95 000 |
94,58 |
9 |
WS0922 |
PL0000102646 |
114,28 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,85 |
105,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,60 |
100,60 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
10 000 |
10,30 |
1 |
DS0726 |
PL0000108866 |
94,28 |
94,08 |
94,280 |
94,280 |
94,080 |
94,080 |
94,180 |
20 000 |
19,21 |
2 |
DS0727 |
PL0000109427 |
92,68 |
92,60 |
92,670 |
92,700 |
92,550 |
92,550 |
92,624 |
35 000 |
33,07 |
4 |
WS0428 |
PL0000107611 |
93,50 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,48 |
123,40 |
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 |
109,92 |
110,50 |
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 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,97 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
100 000 |
99,35 |
1 |
WZ1122 |
PL0000109377 |
97,17 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,22 |
96,25 |
96,220 |
96,220 |
96,220 |
96,220 |
96,220 |
10 000 |
9,67 |
1 |
WZ0126 |
PL0000108817 |
94,24 |
94,29 |
94,240 |
94,240 |
94,240 |
94,240 |
94,240 |
5 000 |
4,73 |
1 |
TOTAL |
285 000 |
282,47 |
20 |
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 |
131 |
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 |
99,67 |
1,54 |
1,27 |
99,64 |
1,39 |
DS1017 |
PL0000104543 |
101,88 |
101,96 |
1,51 |
1,36 |
101,92 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,24 |
1,59 |
1,50 |
102,20 |
1,54 |
PS0718 |
PL0000107595 |
100,98 |
101,05 |
1,70 |
1,65 |
101,02 |
1,67 |
OK1018 |
PL0000109062 |
97,21 |
97,38 |
1,89 |
1,77 |
97,30 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,08 |
96,21 |
2,01 |
1,94 |
96,15 |
1,97 |
PS0719 |
PL0000108148 |
102,52 |
102,66 |
2,09 |
2,03 |
102,59 |
2,06 |
DS1019 |
PL0000105441 |
108,19 |
108,34 |
2,11 |
2,05 |
108,27 |
2,08 |
WZ0120 |
PL0000108601 |
99,67 |
99,78 |
--- |
--- |
99,73 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,73 |
2,34 |
2,29 |
97,66 |
2,31 |
DS1020 |
PL0000106126 |
109,30 |
109,46 |
2,45 |
2,40 |
109,38 |
2,43 |
WZ0121 |
PL0000106068 |
98,88 |
99,01 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,62 |
97,80 |
2,63 |
2,58 |
97,71 |
2,61 |
PS0721 |
PL0000109153 |
96,26 |
96,43 |
2,69 |
2,64 |
96,35 |
2,66 |
DS1021 |
PL0000106670 |
112,82 |
113,07 |
2,69 |
2,63 |
112,95 |
2,66 |
PS0422 |
PL0000109492 |
97,26 |
97,39 |
2,84 |
2,81 |
97,33 |
2,83 |
WS0922 |
PL0000102646 |
114,22 |
114,48 |
2,88 |
2,83 |
114,35 |
2,85 |
WZ1122 |
PL0000109377 |
97,14 |
97,29 |
--- |
--- |
97,22 |
--- |
IZ0823 |
PL0000105359 |
109,30 |
110,95 |
--- |
--- |
110,13 |
--- |
DS1023 |
PL0000107264 |
105,80 |
106,13 |
3,00 |
2,95 |
105,97 |
2,97 |
WZ0124 |
PL0000107454 |
96,15 |
96,41 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
100,55 |
100,91 |
3,17 |
3,12 |
100,73 |
3,14 |
WZ0126 |
PL0000108817 |
94,19 |
94,43 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
94,06 |
94,37 |
3,25 |
3,21 |
94,22 |
3,23 |
DS0727 |
PL0000109427 |
92,55 |
92,95 |
3,37 |
3,32 |
92,75 |
3,34 |
WS0429 |
PL0000105391 |
123,18 |
124,22 |
3,36 |
3,27 |
123,70 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,60 |
99,66 |
1,54 |
1,31 |
99,63 |
1,43 |
DS1017 |
PL0000104543 |
101,88 |
101,96 |
1,51 |
1,36 |
101,92 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,24 |
1,59 |
1,50 |
102,20 |
1,54 |
PS0718 |
PL0000107595 |
100,99 |
101,05 |
1,70 |
1,65 |
101,02 |
1,67 |
OK1018 |
PL0000109062 |
97,21 |
97,38 |
1,89 |
1,77 |
97,30 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,08 |
96,21 |
2,01 |
1,94 |
96,15 |
1,97 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
2,10 |
2,05 |
102,57 |
2,07 |
DS1019 |
PL0000105441 |
108,20 |
108,33 |
2,11 |
2,06 |
108,27 |
2,08 |
WZ0120 |
PL0000108601 |
99,66 |
99,74 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,70 |
2,34 |
2,30 |
97,64 |
2,32 |
DS1020 |
PL0000106126 |
109,26 |
109,41 |
2,46 |
2,42 |
109,34 |
2,44 |
WZ0121 |
PL0000106068 |
98,87 |
98,99 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,61 |
97,74 |
2,63 |
2,60 |
97,68 |
2,61 |
PS0721 |
PL0000109153 |
96,19 |
96,36 |
2,71 |
2,66 |
96,28 |
2,68 |
DS1021 |
PL0000106670 |
112,74 |
112,98 |
2,71 |
2,65 |
112,86 |
2,68 |
PS0422 |
PL0000109492 |
97,22 |
97,32 |
2,85 |
2,83 |
97,27 |
2,84 |
WS0922 |
PL0000102646 |
114,09 |
114,34 |
2,90 |
2,85 |
114,22 |
2,88 |
WZ1122 |
PL0000109377 |
97,13 |
97,28 |
--- |
--- |
97,21 |
--- |
IZ0823 |
PL0000105359 |
109,38 |
110,87 |
--- |
--- |
110,13 |
--- |
DS1023 |
PL0000107264 |
105,67 |
106,00 |
3,02 |
2,97 |
105,84 |
3,00 |
WZ0124 |
PL0000107454 |
96,16 |
96,32 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,65 |
3,18 |
3,16 |
100,56 |
3,17 |
WZ0126 |
PL0000108817 |
94,19 |
94,38 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
93,93 |
94,16 |
3,27 |
3,24 |
94,05 |
3,25 |
DS0727 |
PL0000109427 |
92,48 |
92,71 |
3,38 |
3,35 |
92,60 |
3,36 |
WS0429 |
PL0000105391 |
122,97 |
123,84 |
3,38 |
3,30 |
123,41 |
3,34 |
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 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
5 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
175 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
160 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
300 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
10 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
TOTAL |
880 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.