2017-05-05 |
MARKET DATA |
No 85 (3118) |
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 |
580,00 |
603,66 |
16 |
265,00 |
261,84 |
5 |
845,00 |
865,49 |
21 |
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 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,72 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,09 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,97 |
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 |
96,19 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,49 |
102,49 |
102,500 |
102,510 |
102,500 |
102,510 |
102,507 |
300 000 |
315,21 |
4 |
DS1019 |
PL0000105441 |
108,04 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,64 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,57 |
97,59 |
97,620 |
97,630 |
97,620 |
97,630 |
97,626 |
40 000 |
39,08 |
2 |
PS0721 |
PL0000109153 |
96,17 |
96,23 |
96,170 |
96,170 |
96,160 |
96,160 |
96,162 |
110 000 |
107,30 |
3 |
DS1021 |
PL0000106670 |
112,48 |
112,47 |
112,470 |
112,540 |
112,470 |
112,540 |
112,528 |
60 000 |
69,37 |
2 |
PS0422 |
PL0000109492 |
97,04 |
97,02 |
97,020 |
97,020 |
97,020 |
97,020 |
97,020 |
25 000 |
24,28 |
2 |
WS0922 |
PL0000102646 |
113,81 |
113,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,40 |
105,44 |
105,440 |
105,470 |
105,440 |
105,470 |
105,452 |
45 000 |
48,42 |
3 |
DS0725 |
PL0000108197 |
99,97 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,35 |
93,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
91,85 |
91,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,00 |
94,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,33 |
122,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,98 |
125,68 |
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 |
100,23 |
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 |
99,72 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,96 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,37 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,37 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,45 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
603,66 |
16 |
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 |
113 |
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 |
101,70 |
101,81 |
1,51 |
1,28 |
101,76 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
102,07 |
102,18 |
1,56 |
1,45 |
102,13 |
1,50 |
PS0718 |
PL0000107595 |
100,91 |
101,01 |
1,73 |
1,65 |
100,96 |
1,69 |
OK1018 |
PL0000109062 |
97,31 |
97,47 |
1,88 |
1,77 |
97,39 |
1,82 |
WZ0119 |
PL0000107603 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,25 |
2,02 |
1,97 |
96,20 |
1,99 |
PS0719 |
PL0000108148 |
102,40 |
102,53 |
2,12 |
2,07 |
102,47 |
2,09 |
DS1019 |
PL0000105441 |
107,97 |
108,11 |
2,14 |
2,08 |
108,04 |
2,11 |
WZ0120 |
PL0000108601 |
99,68 |
99,79 |
--- |
--- |
99,74 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,73 |
2,35 |
2,30 |
97,66 |
2,32 |
DS1020 |
PL0000106126 |
109,05 |
109,28 |
2,48 |
2,42 |
109,17 |
2,45 |
WZ0121 |
PL0000106068 |
98,89 |
99,05 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
97,48 |
97,67 |
2,68 |
2,62 |
97,58 |
2,65 |
PS0721 |
PL0000109153 |
96,10 |
96,29 |
2,74 |
2,69 |
96,20 |
2,71 |
DS1021 |
PL0000106670 |
112,39 |
112,61 |
2,76 |
2,71 |
112,50 |
2,73 |
PS0422 |
PL0000109492 |
96,91 |
97,10 |
2,93 |
2,88 |
97,01 |
2,90 |
WS0922 |
PL0000102646 |
113,71 |
113,98 |
2,95 |
2,90 |
113,85 |
2,92 |
WZ1122 |
PL0000109377 |
97,28 |
97,44 |
--- |
--- |
97,36 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
111,04 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
105,17 |
105,54 |
3,10 |
3,04 |
105,36 |
3,07 |
WZ0124 |
PL0000107454 |
96,32 |
96,50 |
--- |
--- |
96,41 |
--- |
DS0725 |
PL0000108197 |
99,76 |
100,15 |
3,28 |
3,23 |
99,96 |
3,25 |
WZ0126 |
PL0000108817 |
94,37 |
94,55 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
93,22 |
93,57 |
3,37 |
3,32 |
93,40 |
3,34 |
DS0727 |
PL0000109427 |
91,68 |
92,06 |
3,48 |
3,43 |
91,87 |
3,46 |
WS0429 |
PL0000105391 |
122,01 |
123,29 |
3,47 |
3,35 |
122,65 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,70 |
101,81 |
1,51 |
1,28 |
101,76 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,08 |
102,18 |
1,55 |
1,45 |
102,13 |
1,50 |
PS0718 |
PL0000107595 |
100,93 |
101,01 |
1,71 |
1,65 |
100,97 |
1,68 |
OK1018 |
PL0000109062 |
97,33 |
97,50 |
1,87 |
1,75 |
97,42 |
1,80 |
WZ0119 |
PL0000107603 |
100,08 |
100,16 |
--- |
--- |
100,12 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,27 |
2,02 |
1,96 |
96,21 |
1,99 |
PS0719 |
PL0000108148 |
102,43 |
102,54 |
2,11 |
2,06 |
102,49 |
2,08 |
DS1019 |
PL0000105441 |
108,01 |
108,11 |
2,12 |
2,08 |
108,06 |
2,10 |
WZ0120 |
PL0000108601 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,73 |
2,35 |
2,30 |
97,67 |
2,32 |
DS1020 |
PL0000106126 |
109,07 |
109,30 |
2,48 |
2,41 |
109,19 |
2,44 |
WZ0121 |
PL0000106068 |
98,91 |
99,05 |
--- |
--- |
98,98 |
--- |
PS0421 |
PL0000108916 |
97,51 |
97,64 |
2,67 |
2,63 |
97,58 |
2,65 |
PS0721 |
PL0000109153 |
96,12 |
96,27 |
2,74 |
2,70 |
96,20 |
2,71 |
DS1021 |
PL0000106670 |
112,40 |
112,57 |
2,75 |
2,71 |
112,49 |
2,73 |
PS0422 |
PL0000109492 |
96,96 |
97,10 |
2,92 |
2,88 |
97,03 |
2,90 |
WS0922 |
PL0000102646 |
113,72 |
113,98 |
2,95 |
2,90 |
113,85 |
2,92 |
WZ1122 |
PL0000109377 |
97,32 |
97,45 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
109,04 |
111,04 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
105,32 |
105,57 |
3,08 |
3,03 |
105,45 |
3,05 |
WZ0124 |
PL0000107454 |
96,31 |
96,52 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
99,74 |
100,12 |
3,28 |
3,23 |
99,93 |
3,26 |
WZ0126 |
PL0000108817 |
94,38 |
94,56 |
--- |
--- |
94,47 |
--- |
DS0726 |
PL0000108866 |
93,18 |
93,48 |
3,37 |
3,33 |
93,33 |
3,35 |
DS0727 |
PL0000109427 |
91,72 |
92,01 |
3,47 |
3,44 |
91,87 |
3,46 |
WS0429 |
PL0000105391 |
122,00 |
123,28 |
3,47 |
3,35 |
122,64 |
3,41 |
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 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
40 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
50 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
110 |
OK0717 |
PL0000108502 |
3/7 |
4 |
1,470 |
1,470 |
1,470 |
15 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
50 |
TOTAL |
265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.