2017-04-27 |
MARKET DATA |
No 81 (3114) |
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 |
437,50 |
440,79 |
28 |
1 540,00 |
1 582,45 |
11 |
1 977,50 |
2 023,25 |
39 |
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 |
99,66 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,79 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,13 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,99 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,34 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,20 |
96,19 |
96,190 |
96,200 |
96,190 |
96,200 |
96,192 |
52 500 |
50,50 |
3 |
PS0719 |
PL0000108148 |
102,47 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,14 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,70 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,22 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,66 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,30 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,65 |
112,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,27 |
96,85 |
97,150 |
97,260 |
97,150 |
97,210 |
97,219 |
190 000 |
184,80 |
11 |
WS0922 |
PL0000102646 |
114,06 |
114,08 |
114,080 |
114,150 |
114,080 |
114,150 |
114,115 |
50 000 |
58,80 |
2 |
DS1023 |
PL0000107264 |
105,56 |
105,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,27 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,82 |
93,60 |
93,650 |
93,850 |
93,630 |
93,800 |
93,771 |
95 000 |
90,91 |
6 |
DS0727 |
PL0000109427 |
92,26 |
92,00 |
92,000 |
92,000 |
92,000 |
92,000 |
92,000 |
20 000 |
18,79 |
3 |
WS0428 |
PL0000107611 |
92,70 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,40 |
122,86 |
123,090 |
123,400 |
123,090 |
123,400 |
123,227 |
30 000 |
37,00 |
3 |
WS0437 |
PL0000104857 |
116,16 |
125,80 |
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 |
100,24 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,93 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,35 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,38 |
94,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
437 500 |
440,79 |
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 |
120 |
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 |
101,78 |
101,90 |
1,49 |
1,25 |
101,84 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,10 |
102,22 |
1,57 |
1,45 |
102,16 |
1,51 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,71 |
1,64 |
100,99 |
1,68 |
OK1018 |
PL0000109062 |
97,25 |
97,42 |
1,90 |
1,78 |
97,34 |
1,84 |
WZ0119 |
PL0000107603 |
100,08 |
100,15 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,25 |
2,00 |
1,95 |
96,20 |
1,98 |
PS0719 |
PL0000108148 |
102,44 |
102,60 |
2,12 |
2,04 |
102,52 |
2,08 |
DS1019 |
PL0000105441 |
108,05 |
108,21 |
2,13 |
2,07 |
108,13 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,75 |
2,35 |
2,29 |
97,66 |
2,32 |
DS1020 |
PL0000106126 |
109,12 |
109,36 |
2,48 |
2,41 |
109,24 |
2,44 |
WZ0121 |
PL0000106068 |
98,88 |
98,99 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,74 |
2,66 |
2,60 |
97,64 |
2,63 |
PS0721 |
PL0000109153 |
96,11 |
96,35 |
2,73 |
2,67 |
96,23 |
2,70 |
DS1021 |
PL0000106670 |
112,52 |
112,80 |
2,74 |
2,68 |
112,66 |
2,71 |
PS0422 |
PL0000109492 |
97,05 |
97,25 |
2,89 |
2,85 |
97,15 |
2,87 |
WS0922 |
PL0000102646 |
113,90 |
114,19 |
2,92 |
2,87 |
114,05 |
2,89 |
WZ1122 |
PL0000109377 |
97,29 |
97,42 |
--- |
--- |
97,36 |
--- |
IZ0823 |
PL0000105359 |
109,01 |
111,16 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
105,38 |
105,80 |
3,07 |
3,00 |
105,59 |
3,03 |
WZ0124 |
PL0000107454 |
96,28 |
96,45 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
99,99 |
100,38 |
3,25 |
3,19 |
100,19 |
3,22 |
WZ0126 |
PL0000108817 |
94,31 |
94,50 |
--- |
--- |
94,41 |
--- |
DS0726 |
PL0000108866 |
93,52 |
93,77 |
3,32 |
3,29 |
93,65 |
3,31 |
DS0727 |
PL0000109427 |
91,87 |
92,15 |
3,45 |
3,42 |
92,01 |
3,44 |
WS0429 |
PL0000105391 |
122,15 |
123,29 |
3,46 |
3,35 |
122,72 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,78 |
101,89 |
1,49 |
1,27 |
101,84 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,10 |
102,23 |
1,57 |
1,44 |
102,17 |
1,50 |
PS0718 |
PL0000107595 |
100,97 |
101,04 |
1,69 |
1,64 |
101,01 |
1,66 |
OK1018 |
PL0000109062 |
97,28 |
97,43 |
1,88 |
1,77 |
97,36 |
1,82 |
WZ0119 |
PL0000107603 |
100,08 |
100,15 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,17 |
96,25 |
1,99 |
1,95 |
96,21 |
1,97 |
PS0719 |
PL0000108148 |
102,44 |
102,61 |
2,12 |
2,04 |
102,53 |
2,07 |
DS1019 |
PL0000105441 |
108,11 |
108,20 |
2,11 |
2,07 |
108,16 |
2,09 |
WZ0120 |
PL0000108601 |
99,70 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,76 |
2,33 |
2,28 |
97,70 |
2,30 |
DS1020 |
PL0000106126 |
109,19 |
109,39 |
2,46 |
2,40 |
109,29 |
2,43 |
WZ0121 |
PL0000106068 |
98,89 |
99,01 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,61 |
97,77 |
2,64 |
2,60 |
97,69 |
2,62 |
PS0721 |
PL0000109153 |
96,25 |
96,42 |
2,70 |
2,65 |
96,34 |
2,67 |
DS1021 |
PL0000106670 |
112,61 |
112,83 |
2,72 |
2,67 |
112,72 |
2,69 |
PS0422 |
PL0000109492 |
97,20 |
97,34 |
2,86 |
2,83 |
97,27 |
2,84 |
WS0922 |
PL0000102646 |
114,01 |
114,26 |
2,90 |
2,85 |
114,14 |
2,88 |
WZ1122 |
PL0000109377 |
97,31 |
97,41 |
--- |
--- |
97,36 |
--- |
IZ0823 |
PL0000105359 |
109,17 |
110,93 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
105,50 |
105,92 |
3,05 |
2,98 |
105,71 |
3,01 |
WZ0124 |
PL0000107454 |
96,30 |
96,44 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
100,17 |
100,54 |
3,22 |
3,17 |
100,36 |
3,20 |
WZ0126 |
PL0000108817 |
94,32 |
94,47 |
--- |
--- |
94,40 |
--- |
DS0726 |
PL0000108866 |
93,73 |
93,96 |
3,30 |
3,27 |
93,85 |
3,28 |
DS0727 |
PL0000109427 |
92,09 |
92,36 |
3,43 |
3,39 |
92,23 |
3,41 |
WS0429 |
PL0000105391 |
122,52 |
123,75 |
3,42 |
3,31 |
123,14 |
3,37 |
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 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
165 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
160 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
165 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
165 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
180 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
180 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
TOTAL |
1 540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.