2017-04-25 |
MARKET DATA |
No 79 (3112) |
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 |
782,50 |
781,29 |
49 |
0,00 |
0,00 |
0 |
782,50 |
781,29 |
49 |
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 |
99,64 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,85 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,20 |
102,20 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
70 000 |
71,55 |
1 |
PS0718 |
PL0000107595 |
100,99 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,24 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,16 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,52 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,15 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,63 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,24 |
109,26 |
109,270 |
109,270 |
109,270 |
109,270 |
109,270 |
125 000 |
139,90 |
3 |
PS0421 |
PL0000108916 |
97,62 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,27 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,72 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,25 |
97,10 |
97,240 |
97,240 |
97,070 |
97,070 |
97,192 |
100 000 |
97,20 |
8 |
WS0922 |
PL0000102646 |
114,13 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,65 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,32 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,77 |
91,54 |
93,610 |
93,710 |
93,550 |
93,550 |
93,659 |
100 000 |
95,55 |
7 |
DS0727 |
PL0000109427 |
92,20 |
89,86 |
92,200 |
92,200 |
91,900 |
91,910 |
92,042 |
132 500 |
124,46 |
14 |
WS0428 |
PL0000107611 |
93,00 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,94 |
122,60 |
122,560 |
122,560 |
122,560 |
122,560 |
122,560 |
10 000 |
12,26 |
1 |
WS0437 |
PL0000104857 |
116,66 |
125,67 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,37 |
97,36 |
97,330 |
97,370 |
97,330 |
97,350 |
97,343 |
245 000 |
240,36 |
15 |
WZ0124 |
PL0000107454 |
96,37 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,40 |
94,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
782 500 |
781,29 |
49 |
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 |
125 |
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) |
(%) |
DS1017 |
PL0000104543 |
101,81 |
101,93 |
1,53 |
1,30 |
101,87 |
1,41 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,22 |
1,55 |
1,48 |
102,19 |
1,51 |
PS0718 |
PL0000107595 |
100,97 |
101,03 |
1,70 |
1,65 |
101,00 |
1,68 |
OK1018 |
PL0000109062 |
97,23 |
97,40 |
1,90 |
1,78 |
97,32 |
1,83 |
WZ0119 |
PL0000107603 |
100,08 |
100,14 |
--- |
--- |
100,11 |
--- |
OK0419 |
PL0000109633 |
96,14 |
96,27 |
1,99 |
1,92 |
96,21 |
1,96 |
PS0719 |
PL0000108148 |
102,51 |
102,63 |
2,09 |
2,04 |
102,57 |
2,06 |
DS1019 |
PL0000105441 |
108,12 |
108,24 |
2,12 |
2,07 |
108,18 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,81 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,61 |
97,75 |
2,33 |
2,28 |
97,68 |
2,31 |
DS1020 |
PL0000106126 |
109,23 |
109,38 |
2,46 |
2,41 |
109,31 |
2,43 |
WZ0121 |
PL0000106068 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,59 |
97,77 |
2,64 |
2,59 |
97,68 |
2,62 |
PS0721 |
PL0000109153 |
96,25 |
96,41 |
2,69 |
2,65 |
96,33 |
2,67 |
DS1021 |
PL0000106670 |
112,69 |
112,94 |
2,71 |
2,65 |
112,82 |
2,68 |
PS0422 |
PL0000109492 |
97,21 |
97,36 |
2,86 |
2,82 |
97,29 |
2,84 |
WS0922 |
PL0000102646 |
114,10 |
114,34 |
2,89 |
2,85 |
114,22 |
2,87 |
WZ1122 |
PL0000109377 |
97,30 |
97,40 |
--- |
--- |
97,35 |
--- |
IZ0823 |
PL0000105359 |
109,37 |
110,78 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
105,61 |
105,95 |
3,03 |
2,98 |
105,78 |
3,00 |
WZ0124 |
PL0000107454 |
96,29 |
96,51 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,64 |
3,20 |
3,16 |
100,47 |
3,18 |
WZ0126 |
PL0000108817 |
94,34 |
94,56 |
--- |
--- |
94,45 |
--- |
DS0726 |
PL0000108866 |
93,72 |
94,00 |
3,30 |
3,26 |
93,86 |
3,28 |
DS0727 |
PL0000109427 |
92,15 |
92,44 |
3,42 |
3,38 |
92,30 |
3,40 |
WS0429 |
PL0000105391 |
122,64 |
123,80 |
3,42 |
3,31 |
123,22 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,81 |
101,92 |
1,53 |
1,32 |
101,87 |
1,41 |
WZ0118 |
PL0000104717 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
102,15 |
102,22 |
1,55 |
1,48 |
102,19 |
1,51 |
PS0718 |
PL0000107595 |
100,97 |
101,03 |
1,70 |
1,65 |
101,00 |
1,68 |
OK1018 |
PL0000109062 |
97,23 |
97,38 |
1,90 |
1,79 |
97,31 |
1,84 |
WZ0119 |
PL0000107603 |
100,08 |
100,15 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,13 |
96,23 |
2,00 |
1,95 |
96,18 |
1,97 |
PS0719 |
PL0000108148 |
102,49 |
102,61 |
2,10 |
2,05 |
102,55 |
2,07 |
DS1019 |
PL0000105441 |
108,12 |
108,22 |
2,12 |
2,08 |
108,17 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,69 |
2,35 |
2,31 |
97,63 |
2,33 |
DS1020 |
PL0000106126 |
109,17 |
109,33 |
2,47 |
2,43 |
109,25 |
2,45 |
WZ0121 |
PL0000106068 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,51 |
97,64 |
2,66 |
2,63 |
97,58 |
2,64 |
PS0721 |
PL0000109153 |
96,10 |
96,27 |
2,73 |
2,69 |
96,19 |
2,71 |
DS1021 |
PL0000106670 |
112,51 |
112,73 |
2,75 |
2,70 |
112,62 |
2,72 |
PS0422 |
PL0000109492 |
97,02 |
97,16 |
2,90 |
2,87 |
97,09 |
2,88 |
WS0922 |
PL0000102646 |
113,87 |
114,08 |
2,93 |
2,89 |
113,98 |
2,91 |
WZ1122 |
PL0000109377 |
97,29 |
97,40 |
--- |
--- |
97,35 |
--- |
IZ0823 |
PL0000105359 |
109,21 |
110,90 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
105,34 |
105,68 |
3,08 |
3,02 |
105,51 |
3,05 |
WZ0124 |
PL0000107454 |
96,27 |
96,43 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
99,98 |
100,22 |
3,25 |
3,22 |
100,10 |
3,23 |
WZ0126 |
PL0000108817 |
94,33 |
94,51 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
93,31 |
93,56 |
3,35 |
3,32 |
93,44 |
3,33 |
DS0727 |
PL0000109427 |
91,73 |
92,04 |
3,47 |
3,43 |
91,89 |
3,45 |
WS0429 |
PL0000105391 |
121,97 |
123,09 |
3,48 |
3,37 |
122,53 |
3,43 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.