2017-04-24 |
MARKET DATA |
No 78 (3111) |
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 |
950,00 |
937,53 |
28 |
0,00 |
0,00 |
0 |
950,00 |
937,53 |
28 |
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 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,84 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,22 |
102,21 |
102,210 |
102,220 |
102,210 |
102,220 |
102,213 |
150 000 |
153,34 |
3 |
PS0718 |
PL0000107595 |
101,00 |
100,99 |
101,000 |
101,000 |
100,990 |
100,990 |
100,995 |
200 000 |
205,76 |
2 |
OK1018 |
PL0000109062 |
97,24 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,17 |
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 |
108,15 |
108,17 |
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 |
109,26 |
109,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,69 |
97,63 |
97,670 |
97,670 |
97,670 |
97,670 |
97,670 |
10 000 |
9,77 |
1 |
PS0721 |
PL0000109153 |
96,29 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,74 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,31 |
97,15 |
97,240 |
97,280 |
97,240 |
97,280 |
97,270 |
120 000 |
116,73 |
7 |
WS0922 |
PL0000102646 |
114,15 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,72 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,45 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,95 |
93,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,36 |
92,10 |
92,100 |
92,160 |
92,100 |
92,160 |
92,144 |
55 000 |
51,72 |
4 |
WS0428 |
PL0000107611 |
93,00 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,10 |
122,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,86 |
126,05 |
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 |
109,90 |
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 |
100,10 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,73 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,32 |
97,25 |
97,250 |
97,300 |
97,250 |
97,300 |
97,276 |
210 000 |
205,88 |
6 |
WZ0124 |
PL0000107454 |
96,35 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,35 |
94,350 |
94,350 |
94,350 |
94,350 |
94,350 |
205 000 |
194,35 |
5 |
TOTAL |
950 000 |
937,53 |
28 |
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 |
126 |
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 |
99,62 |
99,68 |
1,55 |
1,30 |
99,65 |
1,42 |
DS1017 |
PL0000104543 |
101,83 |
101,95 |
1,51 |
1,28 |
101,89 |
1,40 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,12 |
102,22 |
1,59 |
1,49 |
102,17 |
1,54 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
1,71 |
1,66 |
100,99 |
1,69 |
OK1018 |
PL0000109062 |
97,22 |
97,39 |
1,90 |
1,78 |
97,31 |
1,84 |
WZ0119 |
PL0000107603 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
OK0419 |
PL0000109633 |
96,10 |
96,23 |
2,01 |
1,94 |
96,17 |
1,97 |
PS0719 |
PL0000108148 |
102,49 |
102,62 |
2,10 |
2,04 |
102,56 |
2,07 |
DS1019 |
PL0000105441 |
108,09 |
108,22 |
2,13 |
2,08 |
108,16 |
2,11 |
WZ0120 |
PL0000108601 |
99,68 |
99,79 |
--- |
--- |
99,74 |
--- |
PS0420 |
PL0000108510 |
97,56 |
97,70 |
2,35 |
2,30 |
97,63 |
2,33 |
DS1020 |
PL0000106126 |
109,15 |
109,31 |
2,48 |
2,44 |
109,23 |
2,46 |
WZ0121 |
PL0000106068 |
98,89 |
99,02 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,48 |
97,66 |
2,67 |
2,62 |
97,57 |
2,65 |
PS0721 |
PL0000109153 |
96,12 |
96,29 |
2,73 |
2,68 |
96,21 |
2,70 |
DS1021 |
PL0000106670 |
112,53 |
112,78 |
2,74 |
2,69 |
112,66 |
2,72 |
PS0422 |
PL0000109492 |
97,02 |
97,20 |
2,90 |
2,86 |
97,11 |
2,88 |
WS0922 |
PL0000102646 |
113,89 |
114,13 |
2,93 |
2,89 |
114,01 |
2,91 |
WZ1122 |
PL0000109377 |
97,16 |
97,31 |
--- |
--- |
97,24 |
--- |
IZ0823 |
PL0000105359 |
109,29 |
110,80 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,41 |
105,75 |
3,07 |
3,01 |
105,58 |
3,04 |
WZ0124 |
PL0000107454 |
96,22 |
96,44 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
99,96 |
100,33 |
3,25 |
3,20 |
100,15 |
3,23 |
WZ0126 |
PL0000108817 |
94,27 |
94,50 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
93,40 |
93,83 |
3,34 |
3,28 |
93,62 |
3,31 |
DS0727 |
PL0000109427 |
91,76 |
92,16 |
3,47 |
3,42 |
91,96 |
3,44 |
WS0429 |
PL0000105391 |
122,13 |
123,33 |
3,46 |
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 |
99,62 |
99,68 |
1,55 |
1,30 |
99,65 |
1,42 |
DS1017 |
PL0000104543 |
101,83 |
101,94 |
1,51 |
1,30 |
101,89 |
1,40 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,23 |
1,57 |
1,48 |
102,19 |
1,52 |
PS0718 |
PL0000107595 |
100,97 |
101,02 |
1,70 |
1,66 |
101,00 |
1,68 |
OK1018 |
PL0000109062 |
97,23 |
97,40 |
1,89 |
1,77 |
97,32 |
1,83 |
WZ0119 |
PL0000107603 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
OK0419 |
PL0000109633 |
96,14 |
96,26 |
1,99 |
1,93 |
96,20 |
1,96 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
2,09 |
2,04 |
102,57 |
2,06 |
DS1019 |
PL0000105441 |
108,13 |
108,25 |
2,12 |
2,07 |
108,19 |
2,10 |
WZ0120 |
PL0000108601 |
99,69 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,62 |
97,74 |
2,33 |
2,29 |
97,68 |
2,31 |
DS1020 |
PL0000106126 |
109,24 |
109,39 |
2,45 |
2,41 |
109,32 |
2,43 |
WZ0121 |
PL0000106068 |
98,90 |
99,02 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,62 |
97,72 |
2,63 |
2,61 |
97,67 |
2,62 |
PS0721 |
PL0000109153 |
96,24 |
96,40 |
2,70 |
2,65 |
96,32 |
2,68 |
DS1021 |
PL0000106670 |
112,70 |
112,89 |
2,71 |
2,67 |
112,80 |
2,69 |
PS0422 |
PL0000109492 |
97,25 |
97,39 |
2,85 |
2,82 |
97,32 |
2,83 |
WS0922 |
PL0000102646 |
114,10 |
114,33 |
2,89 |
2,85 |
114,22 |
2,87 |
WZ1122 |
PL0000109377 |
97,26 |
97,37 |
--- |
--- |
97,32 |
--- |
IZ0823 |
PL0000105359 |
109,36 |
110,77 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
105,61 |
105,94 |
3,03 |
2,98 |
105,78 |
3,00 |
WZ0124 |
PL0000107454 |
96,29 |
96,47 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
100,37 |
100,64 |
3,19 |
3,16 |
100,51 |
3,18 |
WZ0126 |
PL0000108817 |
94,31 |
94,53 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
93,70 |
93,99 |
3,30 |
3,26 |
93,85 |
3,28 |
DS0727 |
PL0000109427 |
92,16 |
92,46 |
3,42 |
3,38 |
92,31 |
3,40 |
WS0429 |
PL0000105391 |
122,61 |
123,64 |
3,42 |
3,33 |
123,13 |
3,37 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.