2017-04-26 |
MARKET DATA |
No 80 (3113) |
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 |
300,00 |
289,30 |
22 |
430,00 |
439,05 |
7 |
730,00 |
728,35 |
29 |
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 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,83 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,15 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,99 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,25 |
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 |
102,48 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,15 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,60 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,22 |
109,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,59 |
97,59 |
97,570 |
97,590 |
97,570 |
97,570 |
97,577 |
30 000 |
29,28 |
3 |
PS0721 |
PL0000109153 |
96,18 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,55 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,09 |
97,08 |
97,100 |
97,100 |
97,050 |
97,050 |
97,058 |
120 000 |
116,49 |
5 |
WS0922 |
PL0000102646 |
113,99 |
114,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,41 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,04 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,50 |
93,45 |
93,450 |
93,550 |
93,450 |
93,550 |
93,517 |
15 000 |
14,31 |
2 |
DS0727 |
PL0000109427 |
91,90 |
91,89 |
91,900 |
91,910 |
91,890 |
91,910 |
91,901 |
75 000 |
70,35 |
6 |
WS0428 |
PL0000107611 |
92,53 |
94,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,33 |
122,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,86 |
125,52 |
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 |
109,85 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,73 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,36 |
97,36 |
97,360 |
97,360 |
97,330 |
97,330 |
97,347 |
60 000 |
58,87 |
6 |
WZ0124 |
PL0000107454 |
96,37 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,40 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
289,30 |
22 |
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 |
124 |
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 |
101,92 |
1,51 |
1,30 |
101,87 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,13 |
102,22 |
1,57 |
1,48 |
102,18 |
1,52 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,72 |
1,65 |
100,99 |
1,68 |
OK1018 |
PL0000109062 |
97,23 |
97,40 |
1,90 |
1,78 |
97,32 |
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 |
102,46 |
102,60 |
2,11 |
2,05 |
102,53 |
2,08 |
DS1019 |
PL0000105441 |
108,07 |
108,21 |
2,14 |
2,08 |
108,14 |
2,11 |
WZ0120 |
PL0000108601 |
99,70 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,53 |
97,68 |
2,36 |
2,31 |
97,61 |
2,33 |
DS1020 |
PL0000106126 |
109,14 |
109,31 |
2,48 |
2,43 |
109,23 |
2,45 |
WZ0121 |
PL0000106068 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,62 |
2,68 |
2,63 |
97,54 |
2,66 |
PS0721 |
PL0000109153 |
96,08 |
96,24 |
2,74 |
2,70 |
96,16 |
2,72 |
DS1021 |
PL0000106670 |
112,48 |
112,73 |
2,75 |
2,70 |
112,61 |
2,72 |
PS0422 |
PL0000109492 |
96,97 |
97,15 |
2,91 |
2,87 |
97,06 |
2,89 |
WS0922 |
PL0000102646 |
113,84 |
114,08 |
2,94 |
2,89 |
113,96 |
2,92 |
WZ1122 |
PL0000109377 |
97,26 |
97,40 |
--- |
--- |
97,33 |
--- |
IZ0823 |
PL0000105359 |
109,17 |
110,92 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,28 |
105,63 |
3,09 |
3,03 |
105,46 |
3,06 |
WZ0124 |
PL0000107454 |
96,24 |
96,48 |
--- |
--- |
96,36 |
--- |
DS0725 |
PL0000108197 |
99,86 |
100,20 |
3,27 |
3,22 |
100,03 |
3,24 |
WZ0126 |
PL0000108817 |
94,27 |
94,54 |
--- |
--- |
94,41 |
--- |
DS0726 |
PL0000108866 |
93,26 |
93,59 |
3,36 |
3,31 |
93,43 |
3,33 |
DS0727 |
PL0000109427 |
91,65 |
91,98 |
3,48 |
3,44 |
91,82 |
3,46 |
WS0429 |
PL0000105391 |
121,89 |
123,14 |
3,48 |
3,37 |
122,52 |
3,43 |
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 |
1,51 |
1,30 |
101,87 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,14 |
102,22 |
1,56 |
1,48 |
102,18 |
1,52 |
PS0718 |
PL0000107595 |
100,97 |
101,04 |
1,70 |
1,64 |
101,01 |
1,67 |
OK1018 |
PL0000109062 |
97,24 |
97,39 |
1,89 |
1,79 |
97,32 |
1,84 |
WZ0119 |
PL0000107603 |
100,08 |
100,15 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,14 |
96,22 |
2,00 |
1,95 |
96,18 |
1,97 |
PS0719 |
PL0000108148 |
102,47 |
102,63 |
2,11 |
2,04 |
102,55 |
2,07 |
DS1019 |
PL0000105441 |
108,10 |
108,21 |
2,12 |
2,08 |
108,16 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,56 |
97,70 |
2,35 |
2,30 |
97,63 |
2,33 |
DS1020 |
PL0000106126 |
109,14 |
109,36 |
2,48 |
2,42 |
109,25 |
2,45 |
WZ0121 |
PL0000106068 |
98,88 |
98,99 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,52 |
97,69 |
2,66 |
2,62 |
97,61 |
2,64 |
PS0721 |
PL0000109153 |
96,07 |
96,29 |
2,74 |
2,68 |
96,18 |
2,71 |
DS1021 |
PL0000106670 |
112,49 |
112,76 |
2,75 |
2,69 |
112,63 |
2,72 |
PS0422 |
PL0000109492 |
97,03 |
97,14 |
2,90 |
2,87 |
97,09 |
2,88 |
WS0922 |
PL0000102646 |
113,88 |
114,11 |
2,93 |
2,89 |
114,00 |
2,91 |
WZ1122 |
PL0000109377 |
97,29 |
97,40 |
--- |
--- |
97,35 |
--- |
IZ0823 |
PL0000105359 |
109,17 |
110,92 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,71 |
3,08 |
3,01 |
105,51 |
3,05 |
WZ0124 |
PL0000107454 |
96,29 |
96,45 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
99,96 |
100,21 |
3,25 |
3,22 |
100,09 |
3,23 |
WZ0126 |
PL0000108817 |
94,33 |
94,51 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
93,32 |
93,60 |
3,35 |
3,31 |
93,46 |
3,33 |
DS0727 |
PL0000109427 |
91,77 |
92,02 |
3,47 |
3,43 |
91,90 |
3,45 |
WS0429 |
PL0000105391 |
122,05 |
122,95 |
3,47 |
3,39 |
122,50 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
50 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
90 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,350 |
1,370 |
1,357 |
60 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.