2017-04-28 |
MARKET DATA |
No 82 (3115) |
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 |
310,00 |
299,01 |
24 |
0,00 |
0,00 |
0 |
310,00 |
299,01 |
24 |
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 |
99,67 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,77 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,11 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
100,99 |
100,980 |
100,980 |
100,980 |
100,980 |
100,980 |
10 000 |
10,29 |
1 |
OK1018 |
PL0000109062 |
97,34 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,20 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,48 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,15 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,70 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,77 |
1 |
DS1020 |
PL0000106126 |
109,24 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,66 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,28 |
96,28 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
25 000 |
24,39 |
2 |
DS1021 |
PL0000106670 |
112,64 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,20 |
97,09 |
97,040 |
97,150 |
97,010 |
97,150 |
97,113 |
130 000 |
126,32 |
8 |
WS0922 |
PL0000102646 |
114,00 |
114,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,51 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,78 |
93,65 |
93,660 |
93,660 |
93,660 |
93,660 |
93,660 |
10 000 |
9,56 |
1 |
DS0727 |
PL0000109427 |
92,20 |
92,07 |
92,070 |
92,100 |
92,070 |
92,100 |
92,096 |
35 000 |
32,91 |
4 |
WS0428 |
PL0000107611 |
92,96 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,86 |
122,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,64 |
125,83 |
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 |
109,80 |
110,35 |
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 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,74 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,94 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,36 |
97,39 |
97,360 |
97,360 |
97,360 |
97,360 |
97,360 |
10 000 |
9,82 |
1 |
WZ0124 |
PL0000107454 |
96,36 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,42 |
94,43 |
94,420 |
94,450 |
94,420 |
94,450 |
94,441 |
80 000 |
75,95 |
6 |
TOTAL |
310 000 |
299,01 |
24 |
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 |
118 |
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 |
101,75 |
101,86 |
1,51 |
1,29 |
101,81 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,21 |
1,58 |
1,45 |
102,15 |
1,51 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,71 |
1,64 |
100,99 |
1,67 |
OK1018 |
PL0000109062 |
97,32 |
97,47 |
1,86 |
1,75 |
97,40 |
1,80 |
WZ0119 |
PL0000107603 |
100,08 |
100,16 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,19 |
96,28 |
1,99 |
1,94 |
96,24 |
1,96 |
PS0719 |
PL0000108148 |
102,45 |
102,61 |
2,11 |
2,04 |
102,53 |
2,07 |
DS1019 |
PL0000105441 |
108,11 |
108,24 |
2,10 |
2,05 |
108,18 |
2,07 |
WZ0120 |
PL0000108601 |
99,70 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,66 |
97,81 |
2,32 |
2,27 |
97,74 |
2,29 |
DS1020 |
PL0000106126 |
109,20 |
109,42 |
2,45 |
2,39 |
109,31 |
2,42 |
WZ0121 |
PL0000106068 |
98,89 |
99,03 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,63 |
97,82 |
2,63 |
2,58 |
97,73 |
2,61 |
PS0721 |
PL0000109153 |
96,24 |
96,43 |
2,70 |
2,65 |
96,34 |
2,67 |
DS1021 |
PL0000106670 |
112,60 |
112,89 |
2,72 |
2,65 |
112,75 |
2,68 |
PS0422 |
PL0000109492 |
97,12 |
97,28 |
2,88 |
2,84 |
97,20 |
2,86 |
WS0922 |
PL0000102646 |
113,98 |
114,24 |
2,90 |
2,86 |
114,11 |
2,88 |
WZ1122 |
PL0000109377 |
97,29 |
97,45 |
--- |
--- |
97,37 |
--- |
IZ0823 |
PL0000105359 |
108,89 |
111,16 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,49 |
105,91 |
3,05 |
2,98 |
105,70 |
3,01 |
WZ0124 |
PL0000107454 |
96,25 |
96,52 |
--- |
--- |
96,39 |
--- |
DS0725 |
PL0000108197 |
100,17 |
100,55 |
3,22 |
3,17 |
100,36 |
3,20 |
WZ0126 |
PL0000108817 |
94,27 |
94,53 |
--- |
--- |
94,40 |
--- |
DS0726 |
PL0000108866 |
93,71 |
94,02 |
3,30 |
3,26 |
93,87 |
3,28 |
DS0727 |
PL0000109427 |
92,13 |
92,48 |
3,42 |
3,38 |
92,31 |
3,40 |
WS0429 |
PL0000105391 |
122,58 |
123,72 |
3,42 |
3,32 |
123,15 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,75 |
101,87 |
1,51 |
1,27 |
101,81 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,09 |
102,21 |
1,57 |
1,45 |
102,15 |
1,51 |
PS0718 |
PL0000107595 |
100,95 |
101,01 |
1,71 |
1,66 |
100,98 |
1,68 |
OK1018 |
PL0000109062 |
97,31 |
97,46 |
1,86 |
1,76 |
97,39 |
1,81 |
WZ0119 |
PL0000107603 |
100,08 |
100,16 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,17 |
96,26 |
2,00 |
1,95 |
96,22 |
1,97 |
PS0719 |
PL0000108148 |
102,44 |
102,58 |
2,11 |
2,05 |
102,51 |
2,08 |
DS1019 |
PL0000105441 |
108,08 |
108,20 |
2,11 |
2,06 |
108,14 |
2,09 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,73 |
2,33 |
2,30 |
97,68 |
2,31 |
DS1020 |
PL0000106126 |
109,17 |
109,39 |
2,46 |
2,40 |
109,28 |
2,43 |
WZ0121 |
PL0000106068 |
98,90 |
99,03 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
97,58 |
97,74 |
2,65 |
2,60 |
97,66 |
2,63 |
PS0721 |
PL0000109153 |
96,18 |
96,35 |
2,72 |
2,67 |
96,27 |
2,69 |
DS1021 |
PL0000106670 |
112,55 |
112,74 |
2,73 |
2,69 |
112,65 |
2,71 |
PS0422 |
PL0000109492 |
97,08 |
97,20 |
2,89 |
2,86 |
97,14 |
2,87 |
WS0922 |
PL0000102646 |
113,90 |
114,14 |
2,92 |
2,87 |
114,02 |
2,90 |
WZ1122 |
PL0000109377 |
97,32 |
97,43 |
--- |
--- |
97,38 |
--- |
IZ0823 |
PL0000105359 |
108,89 |
111,16 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,38 |
105,74 |
3,07 |
3,01 |
105,56 |
3,04 |
WZ0124 |
PL0000107454 |
96,31 |
96,53 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
100,01 |
100,40 |
3,25 |
3,19 |
100,21 |
3,22 |
WZ0126 |
PL0000108817 |
94,34 |
94,48 |
--- |
--- |
94,41 |
--- |
DS0726 |
PL0000108866 |
93,48 |
93,77 |
3,33 |
3,29 |
93,63 |
3,31 |
DS0727 |
PL0000109427 |
91,97 |
92,23 |
3,44 |
3,41 |
92,10 |
3,43 |
WS0429 |
PL0000105391 |
122,29 |
123,22 |
3,44 |
3,36 |
122,76 |
3,40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.