2017-05-02 |
MARKET DATA |
No 83 (3116) |
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 |
215,00 |
204,22 |
10 |
900,00 |
921,52 |
14 |
1 115,00 |
1 125,75 |
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 |
99,68 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,74 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,10 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,34 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,17 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,46 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,06 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,65 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,60 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,20 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,55 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,08 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,92 |
113,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,42 |
105,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,56 |
93,42 |
93,430 |
93,430 |
93,380 |
93,380 |
93,396 |
165 000 |
157,31 |
5 |
DS0727 |
PL0000109427 |
91,93 |
91,80 |
91,850 |
91,910 |
91,840 |
91,880 |
91,876 |
50 000 |
46,91 |
5 |
WS0428 |
PL0000107611 |
92,70 |
94,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,55 |
122,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,14 |
125,43 |
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 |
109,75 |
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 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,35 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,43 |
94,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
215 000 |
204,22 |
10 |
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 |
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 |
117 |
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 |
101,72 |
101,84 |
1,55 |
1,31 |
101,78 |
1,43 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,20 |
1,58 |
1,45 |
102,14 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
101,01 |
1,73 |
1,66 |
100,97 |
1,69 |
OK1018 |
PL0000109062 |
97,31 |
97,48 |
1,87 |
1,75 |
97,40 |
1,80 |
WZ0119 |
PL0000107603 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,16 |
96,27 |
2,00 |
1,95 |
96,22 |
1,97 |
PS0719 |
PL0000108148 |
102,44 |
102,56 |
2,11 |
2,06 |
102,50 |
2,08 |
DS1019 |
PL0000105441 |
108,03 |
108,17 |
2,13 |
2,07 |
108,10 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,81 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,62 |
97,75 |
2,34 |
2,29 |
97,69 |
2,31 |
DS1020 |
PL0000106126 |
109,14 |
109,36 |
2,47 |
2,40 |
109,25 |
2,43 |
WZ0121 |
PL0000106068 |
98,90 |
99,05 |
--- |
--- |
98,98 |
--- |
PS0421 |
PL0000108916 |
97,55 |
97,75 |
2,66 |
2,60 |
97,65 |
2,63 |
PS0721 |
PL0000109153 |
96,16 |
96,34 |
2,72 |
2,68 |
96,25 |
2,70 |
DS1021 |
PL0000106670 |
112,51 |
112,77 |
2,73 |
2,68 |
112,64 |
2,71 |
PS0422 |
PL0000109492 |
96,99 |
97,17 |
2,91 |
2,87 |
97,08 |
2,89 |
WS0922 |
PL0000102646 |
113,84 |
114,10 |
2,93 |
2,88 |
113,97 |
2,91 |
WZ1122 |
PL0000109377 |
97,31 |
97,46 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
108,60 |
111,52 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
105,31 |
105,68 |
3,08 |
3,02 |
105,50 |
3,05 |
WZ0124 |
PL0000107454 |
96,30 |
96,54 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
99,92 |
100,31 |
3,26 |
3,20 |
100,12 |
3,23 |
WZ0126 |
PL0000108817 |
94,29 |
94,59 |
--- |
--- |
94,44 |
--- |
DS0726 |
PL0000108866 |
93,39 |
93,73 |
3,34 |
3,30 |
93,56 |
3,32 |
DS0727 |
PL0000109427 |
91,77 |
92,14 |
3,47 |
3,42 |
91,96 |
3,44 |
WS0429 |
PL0000105391 |
122,07 |
123,40 |
3,46 |
3,34 |
122,74 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,72 |
101,84 |
1,55 |
1,31 |
101,78 |
1,43 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,20 |
1,58 |
1,45 |
102,14 |
1,52 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,72 |
1,66 |
100,97 |
1,69 |
OK1018 |
PL0000109062 |
97,31 |
97,47 |
1,87 |
1,75 |
97,39 |
1,81 |
WZ0119 |
PL0000107603 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,25 |
2,01 |
1,96 |
96,20 |
1,98 |
PS0719 |
PL0000108148 |
102,42 |
102,55 |
2,12 |
2,06 |
102,49 |
2,09 |
DS1019 |
PL0000105441 |
108,02 |
108,15 |
2,13 |
2,08 |
108,09 |
2,10 |
WZ0120 |
PL0000108601 |
99,70 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,61 |
97,73 |
2,34 |
2,30 |
97,67 |
2,32 |
DS1020 |
PL0000106126 |
109,11 |
109,31 |
2,47 |
2,42 |
109,21 |
2,45 |
WZ0121 |
PL0000106068 |
98,90 |
99,05 |
--- |
--- |
98,98 |
--- |
PS0421 |
PL0000108916 |
97,55 |
97,69 |
2,66 |
2,62 |
97,62 |
2,64 |
PS0721 |
PL0000109153 |
96,13 |
96,31 |
2,73 |
2,68 |
96,22 |
2,71 |
DS1021 |
PL0000106670 |
112,48 |
112,68 |
2,74 |
2,70 |
112,58 |
2,72 |
PS0422 |
PL0000109492 |
97,02 |
97,13 |
2,90 |
2,88 |
97,08 |
2,89 |
WS0922 |
PL0000102646 |
113,85 |
114,06 |
2,93 |
2,89 |
113,96 |
2,91 |
WZ1122 |
PL0000109377 |
97,31 |
97,46 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
108,86 |
111,47 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
105,27 |
105,63 |
3,09 |
3,03 |
105,45 |
3,06 |
WZ0124 |
PL0000107454 |
96,29 |
96,55 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
99,85 |
100,21 |
3,27 |
3,22 |
100,03 |
3,24 |
WZ0126 |
PL0000108817 |
94,35 |
94,61 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
93,29 |
93,56 |
3,36 |
3,32 |
93,43 |
3,34 |
DS0727 |
PL0000109427 |
91,78 |
92,03 |
3,47 |
3,44 |
91,91 |
3,45 |
WS0429 |
PL0000105391 |
122,01 |
122,97 |
3,47 |
3,38 |
122,49 |
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 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
50 |
DS1021 |
PL0000106670 |
0/2 |
2 |
1,490 |
1,490 |
1,490 |
50 |
PS0719 |
PL0000108148 |
0/2 |
2 |
1,350 |
1,350 |
1,350 |
80 |
DS0727 |
PL0000109427 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
40 |
WS0922 |
PL0000102646 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
60 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
5 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
115 |
OK0717 |
PL0000108502 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
10 |
PS0421 |
PL0000108916 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
175 |
PS0721 |
PL0000109153 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
210 |
DS0727 |
PL0000109427 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
40 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
65 |
TOTAL |
900 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.