2017-04-20 |
MARKET DATA |
No 76 (3109) |
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 |
800,00 |
777,06 |
48 |
1 000,00 |
994,15 |
11 |
1 800,00 |
1 771,21 |
59 |
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) |
OK0717 |
PL0000108502 |
99,62 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,86 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,15 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,00 |
101,02 |
100,990 |
100,990 |
100,990 |
100,990 |
100,990 |
10 000 |
10,29 |
1 |
OK1018 |
PL0000109062 |
97,26 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,16 |
96,16 |
96,160 |
96,160 |
96,160 |
96,160 |
96,160 |
180 000 |
173,09 |
4 |
PS0719 |
PL0000108148 |
102,49 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,18 |
108,19 |
108,180 |
108,180 |
108,170 |
108,170 |
108,173 |
30 000 |
33,27 |
2 |
PS0420 |
PL0000108510 |
97,60 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,24 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,56 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,21 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,72 |
112,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,22 |
97,14 |
97,190 |
97,250 |
97,140 |
97,200 |
97,179 |
355 000 |
344,98 |
19 |
WS0922 |
PL0000102646 |
114,12 |
114,12 |
114,120 |
114,120 |
114,120 |
114,120 |
114,120 |
10 000 |
11,75 |
1 |
DS1023 |
PL0000107264 |
105,68 |
105,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,41 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,95 |
93,85 |
93,950 |
94,000 |
93,850 |
93,860 |
93,925 |
65 000 |
62,27 |
6 |
DS0727 |
PL0000109427 |
92,48 |
92,30 |
92,580 |
92,580 |
92,330 |
92,350 |
92,410 |
150 000 |
141,42 |
15 |
WS0428 |
PL0000107611 |
93,00 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,15 |
123,10 |
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 |
110,39 |
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 |
98,91 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,17 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
800 000 |
777,06 |
48 |
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 |
128 |
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 |
99,61 |
99,68 |
1,55 |
1,27 |
99,65 |
1,39 |
DS1017 |
PL0000104543 |
101,85 |
101,95 |
1,51 |
1,32 |
101,90 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,13 |
102,24 |
1,58 |
1,47 |
102,19 |
1,52 |
PS0718 |
PL0000107595 |
100,98 |
101,05 |
1,70 |
1,64 |
101,02 |
1,67 |
OK1018 |
PL0000109062 |
97,21 |
97,37 |
1,90 |
1,79 |
97,29 |
1,84 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,08 |
96,20 |
2,02 |
1,95 |
96,14 |
1,98 |
PS0719 |
PL0000108148 |
102,47 |
102,60 |
2,11 |
2,05 |
102,54 |
2,08 |
DS1019 |
PL0000105441 |
108,10 |
108,26 |
2,14 |
2,08 |
108,18 |
2,11 |
WZ0120 |
PL0000108601 |
99,65 |
99,77 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,54 |
97,68 |
2,35 |
2,31 |
97,61 |
2,33 |
DS1020 |
PL0000106126 |
109,20 |
109,37 |
2,47 |
2,42 |
109,29 |
2,44 |
WZ0121 |
PL0000106068 |
98,83 |
98,99 |
--- |
--- |
98,91 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,70 |
2,66 |
2,61 |
97,62 |
2,63 |
PS0721 |
PL0000109153 |
96,18 |
96,35 |
2,71 |
2,67 |
96,27 |
2,69 |
DS1021 |
PL0000106670 |
112,69 |
112,93 |
2,71 |
2,66 |
112,81 |
2,69 |
PS0422 |
PL0000109492 |
97,17 |
97,30 |
2,86 |
2,83 |
97,24 |
2,85 |
WS0922 |
PL0000102646 |
114,04 |
114,31 |
2,91 |
2,86 |
114,18 |
2,88 |
WZ1122 |
PL0000109377 |
97,07 |
97,27 |
--- |
--- |
97,17 |
--- |
IZ0823 |
PL0000105359 |
109,41 |
110,83 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
105,64 |
105,98 |
3,03 |
2,97 |
105,81 |
3,00 |
WZ0124 |
PL0000107454 |
96,11 |
96,34 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
100,36 |
100,61 |
3,20 |
3,16 |
100,49 |
3,18 |
WZ0126 |
PL0000108817 |
94,13 |
94,37 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
93,86 |
94,18 |
3,28 |
3,24 |
94,02 |
3,26 |
DS0727 |
PL0000109427 |
92,37 |
92,61 |
3,39 |
3,36 |
92,49 |
3,38 |
WS0429 |
PL0000105391 |
122,92 |
123,94 |
3,39 |
3,30 |
123,43 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,61 |
99,67 |
1,55 |
1,31 |
99,64 |
1,43 |
DS1017 |
PL0000104543 |
101,85 |
101,95 |
1,51 |
1,32 |
101,90 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,24 |
1,57 |
1,47 |
102,19 |
1,52 |
PS0718 |
PL0000107595 |
100,96 |
101,04 |
1,72 |
1,65 |
101,00 |
1,68 |
OK1018 |
PL0000109062 |
97,24 |
97,37 |
1,88 |
1,79 |
97,31 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,09 |
96,21 |
2,01 |
1,95 |
96,15 |
1,98 |
PS0719 |
PL0000108148 |
102,46 |
102,58 |
2,12 |
2,06 |
102,52 |
2,09 |
DS1019 |
PL0000105441 |
108,12 |
108,22 |
2,13 |
2,09 |
108,17 |
2,11 |
WZ0120 |
PL0000108601 |
99,65 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,54 |
97,64 |
2,35 |
2,32 |
97,59 |
2,34 |
DS1020 |
PL0000106126 |
109,16 |
109,32 |
2,48 |
2,44 |
109,24 |
2,46 |
WZ0121 |
PL0000106068 |
98,86 |
98,99 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,51 |
97,65 |
2,66 |
2,62 |
97,58 |
2,64 |
PS0721 |
PL0000109153 |
96,12 |
96,28 |
2,73 |
2,68 |
96,20 |
2,71 |
DS1021 |
PL0000106670 |
112,59 |
112,78 |
2,73 |
2,69 |
112,69 |
2,71 |
PS0422 |
PL0000109492 |
97,10 |
97,22 |
2,88 |
2,85 |
97,16 |
2,86 |
WS0922 |
PL0000102646 |
113,98 |
114,24 |
2,92 |
2,87 |
114,11 |
2,89 |
WZ1122 |
PL0000109377 |
97,12 |
97,27 |
--- |
--- |
97,20 |
--- |
IZ0823 |
PL0000105359 |
109,40 |
110,79 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
105,45 |
105,79 |
3,06 |
3,00 |
105,62 |
3,03 |
WZ0124 |
PL0000107454 |
96,13 |
96,31 |
--- |
--- |
96,22 |
--- |
DS0725 |
PL0000108197 |
100,14 |
100,50 |
3,23 |
3,18 |
100,32 |
3,20 |
WZ0126 |
PL0000108817 |
94,13 |
94,34 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
93,69 |
93,94 |
3,30 |
3,27 |
93,82 |
3,28 |
DS0727 |
PL0000109427 |
92,14 |
92,42 |
3,42 |
3,38 |
92,28 |
3,40 |
WS0429 |
PL0000105391 |
122,46 |
123,60 |
3,43 |
3,33 |
123,03 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
5 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
200 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
70 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
135 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
80 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
40 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
210 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
25 |
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.