2017-04-21 |
MARKET DATA |
No 77 (3110) |
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 |
1 020,00 |
1 010,35 |
38 |
470,00 |
470,66 |
7 |
1 490,00 |
1 481,00 |
45 |
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 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,86 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,20 |
102,20 |
102,180 |
102,200 |
102,180 |
102,200 |
102,196 |
385 000 |
393,45 |
7 |
PS0718 |
PL0000107595 |
101,00 |
101,01 |
101,000 |
101,000 |
101,000 |
101,000 |
101,000 |
100 000 |
102,88 |
1 |
OK1018 |
PL0000109062 |
97,29 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,19 |
96,20 |
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 |
108,18 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,65 |
97,64 |
97,650 |
97,650 |
97,650 |
97,650 |
97,650 |
10 000 |
9,77 |
1 |
DS1020 |
PL0000106126 |
109,23 |
109,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,61 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,22 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,65 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,22 |
97,18 |
97,180 |
97,230 |
97,180 |
97,200 |
97,211 |
255 000 |
247,89 |
18 |
WS0922 |
PL0000102646 |
114,08 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,65 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,24 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,85 |
93,82 |
93,750 |
93,850 |
93,750 |
93,850 |
93,783 |
15 000 |
14,35 |
2 |
DS0727 |
PL0000109427 |
92,28 |
92,18 |
92,160 |
92,240 |
92,140 |
92,240 |
92,192 |
200 000 |
188,14 |
8 |
WS0428 |
PL0000107611 |
93,50 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,90 |
123,15 |
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 |
109,86 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,71 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,20 |
97,20 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
55 000 |
53,88 |
1 |
WZ0124 |
PL0000107454 |
96,22 |
96,26 |
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 |
1 020 000 |
1 010,35 |
38 |
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 |
127 |
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 |
1,57 |
1,29 |
99,65 |
1,41 |
DS1017 |
PL0000104543 |
101,83 |
101,95 |
1,53 |
1,30 |
101,89 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,23 |
1,58 |
1,49 |
102,19 |
1,53 |
PS0718 |
PL0000107595 |
100,96 |
101,03 |
1,71 |
1,66 |
101,00 |
1,68 |
OK1018 |
PL0000109062 |
97,23 |
97,38 |
1,89 |
1,78 |
97,31 |
1,83 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,10 |
96,24 |
2,01 |
1,93 |
96,17 |
1,97 |
PS0719 |
PL0000108148 |
102,48 |
102,61 |
2,11 |
2,05 |
102,55 |
2,07 |
DS1019 |
PL0000105441 |
108,11 |
108,23 |
2,13 |
2,08 |
108,17 |
2,11 |
WZ0120 |
PL0000108601 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0420 |
PL0000108510 |
97,55 |
97,69 |
2,35 |
2,30 |
97,62 |
2,33 |
DS1020 |
PL0000106126 |
109,17 |
109,34 |
2,48 |
2,43 |
109,26 |
2,45 |
WZ0121 |
PL0000106068 |
98,85 |
99,00 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
97,50 |
97,68 |
2,67 |
2,62 |
97,59 |
2,64 |
PS0721 |
PL0000109153 |
96,14 |
96,31 |
2,72 |
2,68 |
96,23 |
2,70 |
DS1021 |
PL0000106670 |
112,61 |
112,84 |
2,73 |
2,68 |
112,73 |
2,70 |
PS0422 |
PL0000109492 |
97,10 |
97,25 |
2,88 |
2,85 |
97,18 |
2,86 |
WS0922 |
PL0000102646 |
114,02 |
114,23 |
2,91 |
2,87 |
114,13 |
2,89 |
WZ1122 |
PL0000109377 |
97,12 |
97,25 |
--- |
--- |
97,19 |
--- |
IZ0823 |
PL0000105359 |
109,23 |
110,87 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,49 |
105,83 |
3,05 |
3,00 |
105,66 |
3,02 |
WZ0124 |
PL0000107454 |
96,10 |
96,36 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
100,18 |
100,54 |
3,22 |
3,17 |
100,36 |
3,20 |
WZ0126 |
PL0000108817 |
94,12 |
94,38 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
93,70 |
94,05 |
3,30 |
3,25 |
93,88 |
3,27 |
DS0727 |
PL0000109427 |
92,11 |
92,49 |
3,42 |
3,38 |
92,30 |
3,40 |
WS0429 |
PL0000105391 |
122,50 |
123,66 |
3,43 |
3,32 |
123,08 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,61 |
99,68 |
1,57 |
1,29 |
99,65 |
1,41 |
DS1017 |
PL0000104543 |
101,83 |
101,95 |
1,53 |
1,30 |
101,89 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,22 |
1,58 |
1,50 |
102,18 |
1,54 |
PS0718 |
PL0000107595 |
100,98 |
101,03 |
1,70 |
1,66 |
101,01 |
1,67 |
OK1018 |
PL0000109062 |
97,27 |
97,39 |
1,86 |
1,78 |
97,33 |
1,82 |
WZ0119 |
PL0000107603 |
100,07 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,16 |
96,25 |
1,98 |
1,93 |
96,21 |
1,95 |
PS0719 |
PL0000108148 |
102,51 |
102,63 |
2,09 |
2,04 |
102,57 |
2,07 |
DS1019 |
PL0000105441 |
108,15 |
108,25 |
2,11 |
2,08 |
108,20 |
2,10 |
WZ0120 |
PL0000108601 |
99,68 |
99,76 |
--- |
--- |
99,72 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,73 |
2,34 |
2,29 |
97,66 |
2,31 |
DS1020 |
PL0000106126 |
109,20 |
109,36 |
2,47 |
2,42 |
109,28 |
2,45 |
WZ0121 |
PL0000106068 |
98,89 |
99,00 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,54 |
97,66 |
2,65 |
2,62 |
97,60 |
2,64 |
PS0721 |
PL0000109153 |
96,18 |
96,34 |
2,71 |
2,67 |
96,26 |
2,69 |
DS1021 |
PL0000106670 |
112,59 |
112,79 |
2,73 |
2,69 |
112,69 |
2,71 |
PS0422 |
PL0000109492 |
97,16 |
97,28 |
2,87 |
2,84 |
97,22 |
2,85 |
WS0922 |
PL0000102646 |
113,99 |
114,19 |
2,91 |
2,88 |
114,09 |
2,90 |
WZ1122 |
PL0000109377 |
97,16 |
97,29 |
--- |
--- |
97,23 |
--- |
IZ0823 |
PL0000105359 |
109,27 |
110,80 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
105,52 |
105,76 |
3,05 |
3,01 |
105,64 |
3,03 |
WZ0124 |
PL0000107454 |
96,16 |
96,33 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
100,14 |
100,48 |
3,23 |
3,18 |
100,31 |
3,20 |
WZ0126 |
PL0000108817 |
94,19 |
94,37 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
93,72 |
93,92 |
3,30 |
3,27 |
93,82 |
3,28 |
DS0727 |
PL0000109427 |
92,16 |
92,36 |
3,42 |
3,39 |
92,26 |
3,40 |
WS0429 |
PL0000105391 |
122,51 |
123,53 |
3,43 |
3,34 |
123,02 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
145 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
40 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
80 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
3/5 |
2 |
1,450 |
1,450 |
1,450 |
5 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
80 |
WZ1122 |
PL0000109377 |
3/6 |
3 |
1,450 |
1,450 |
1,450 |
70 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.