2017-05-04 |
MARKET DATA |
No 84 (3117) |
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 |
277,50 |
275,40 |
22 |
1 425,00 |
1 491,63 |
15 |
1 702,50 |
1 767,03 |
37 |
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 |
99,69 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,73 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,09 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,32 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,17 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,42 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,02 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,61 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,54 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,13 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,43 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
96,97 |
96,96 |
96,960 |
96,960 |
96,940 |
96,940 |
96,943 |
80 000 |
77,62 |
6 |
WS0922 |
PL0000102646 |
113,75 |
113,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,21 |
105,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,83 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,31 |
93,30 |
93,320 |
93,320 |
93,280 |
93,280 |
93,297 |
30 000 |
28,58 |
3 |
DS0727 |
PL0000109427 |
91,77 |
91,78 |
91,770 |
91,880 |
91,770 |
91,880 |
91,851 |
60 000 |
56,29 |
5 |
WS0428 |
PL0000107611 |
92,44 |
94,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,67 |
122,45 |
122,450 |
122,670 |
122,450 |
122,670 |
122,525 |
27 500 |
33,75 |
4 |
WS0437 |
PL0000104857 |
115,65 |
125,34 |
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 |
99,74 |
99,740 |
99,740 |
99,730 |
99,730 |
99,733 |
30 000 |
30,07 |
3 |
WZ0121 |
PL0000106068 |
98,95 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,36 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
50 000 |
49,09 |
1 |
WZ0124 |
PL0000107454 |
96,35 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,46 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
277 500 |
275,40 |
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 |
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 |
114 |
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 |
101,71 |
101,83 |
1,51 |
1,26 |
101,77 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,07 |
102,19 |
1,57 |
1,45 |
102,13 |
1,51 |
PS0718 |
PL0000107595 |
100,92 |
101,01 |
1,72 |
1,65 |
100,97 |
1,68 |
OK1018 |
PL0000109062 |
97,31 |
97,48 |
1,88 |
1,76 |
97,40 |
1,81 |
WZ0119 |
PL0000107603 |
100,08 |
100,17 |
--- |
--- |
100,13 |
--- |
OK0419 |
PL0000109633 |
96,13 |
96,24 |
2,03 |
1,97 |
96,19 |
2,00 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
2,12 |
2,07 |
102,47 |
2,09 |
DS1019 |
PL0000105441 |
107,97 |
108,12 |
2,14 |
2,08 |
108,05 |
2,11 |
WZ0120 |
PL0000108601 |
99,70 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,72 |
2,35 |
2,30 |
97,66 |
2,32 |
DS1020 |
PL0000106126 |
109,05 |
109,28 |
2,49 |
2,42 |
109,17 |
2,45 |
WZ0121 |
PL0000106068 |
98,89 |
99,05 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
97,47 |
97,66 |
2,68 |
2,63 |
97,57 |
2,65 |
PS0721 |
PL0000109153 |
96,09 |
96,27 |
2,74 |
2,70 |
96,18 |
2,72 |
DS1021 |
PL0000106670 |
112,38 |
112,64 |
2,76 |
2,70 |
112,51 |
2,73 |
PS0422 |
PL0000109492 |
96,88 |
97,05 |
2,93 |
2,89 |
96,97 |
2,91 |
WS0922 |
PL0000102646 |
113,68 |
113,94 |
2,96 |
2,91 |
113,81 |
2,93 |
WZ1122 |
PL0000109377 |
97,30 |
97,45 |
--- |
--- |
97,38 |
--- |
IZ0823 |
PL0000105359 |
108,84 |
111,34 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
105,13 |
105,51 |
3,11 |
3,04 |
105,32 |
3,08 |
WZ0124 |
PL0000107454 |
96,29 |
96,55 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
99,68 |
100,07 |
3,29 |
3,24 |
99,88 |
3,26 |
WZ0126 |
PL0000108817 |
94,32 |
94,59 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
93,14 |
93,45 |
3,38 |
3,33 |
93,30 |
3,35 |
DS0727 |
PL0000109427 |
91,50 |
91,91 |
3,50 |
3,45 |
91,71 |
3,48 |
WS0429 |
PL0000105391 |
121,83 |
122,97 |
3,48 |
3,38 |
122,40 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,72 |
101,83 |
1,49 |
1,26 |
101,78 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,19 |
1,56 |
1,45 |
102,14 |
1,50 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,72 |
1,66 |
100,96 |
1,69 |
OK1018 |
PL0000109062 |
97,31 |
97,47 |
1,88 |
1,76 |
97,39 |
1,82 |
WZ0119 |
PL0000107603 |
100,08 |
100,17 |
--- |
--- |
100,13 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,24 |
2,02 |
1,97 |
96,20 |
1,99 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
2,12 |
2,07 |
102,47 |
2,09 |
DS1019 |
PL0000105441 |
107,97 |
108,11 |
2,14 |
2,09 |
108,04 |
2,11 |
WZ0120 |
PL0000108601 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0420 |
PL0000108510 |
97,58 |
97,69 |
2,35 |
2,31 |
97,64 |
2,33 |
DS1020 |
PL0000106126 |
109,05 |
109,27 |
2,49 |
2,42 |
109,16 |
2,45 |
WZ0121 |
PL0000106068 |
98,91 |
99,03 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
97,48 |
97,64 |
2,68 |
2,63 |
97,56 |
2,65 |
PS0721 |
PL0000109153 |
96,08 |
96,24 |
2,75 |
2,70 |
96,16 |
2,72 |
DS1021 |
PL0000106670 |
112,37 |
112,54 |
2,76 |
2,72 |
112,46 |
2,74 |
PS0422 |
PL0000109492 |
96,92 |
97,05 |
2,92 |
2,89 |
96,99 |
2,91 |
WS0922 |
PL0000102646 |
113,68 |
113,92 |
2,96 |
2,91 |
113,80 |
2,93 |
WZ1122 |
PL0000109377 |
97,31 |
97,43 |
--- |
--- |
97,37 |
--- |
IZ0823 |
PL0000105359 |
109,03 |
111,08 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
105,12 |
105,48 |
3,11 |
3,05 |
105,30 |
3,08 |
WZ0124 |
PL0000107454 |
96,31 |
96,55 |
--- |
--- |
96,43 |
--- |
DS0725 |
PL0000108197 |
99,71 |
100,04 |
3,29 |
3,24 |
99,88 |
3,26 |
WZ0126 |
PL0000108817 |
94,38 |
94,58 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
93,19 |
93,44 |
3,37 |
3,34 |
93,32 |
3,35 |
DS0727 |
PL0000109427 |
91,62 |
91,90 |
3,49 |
3,45 |
91,76 |
3,47 |
WS0429 |
PL0000105391 |
121,78 |
123,30 |
3,49 |
3,35 |
122,54 |
3,42 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
155 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
35 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
45 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
80 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
165 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
290 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
180 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
180 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
25 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
155 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
35 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
45 |
TOTAL |
1 425 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.