2017-05-10 |
MARKET DATA |
No 88 (3121) |
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 |
457,50 |
469,89 |
25 |
1 680,00 |
1 678,92 |
15 |
2 137,50 |
2 148,81 |
40 |
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 |
99,71 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,71 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,07 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,36 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,22 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,54 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,05 |
108,04 |
108,050 |
108,050 |
108,050 |
108,050 |
108,050 |
175 000 |
194,34 |
7 |
PS0420 |
PL0000108510 |
97,74 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,30 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,68 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,34 |
96,24 |
96,340 |
96,340 |
96,340 |
96,340 |
96,340 |
25 000 |
24,43 |
1 |
DS1021 |
PL0000106670 |
112,63 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,27 |
97,09 |
97,170 |
97,280 |
97,170 |
97,250 |
97,211 |
95 000 |
92,45 |
6 |
WS0922 |
PL0000102646 |
114,06 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,60 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,29 |
100,09 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
10 000 |
10,28 |
1 |
DS0726 |
PL0000108866 |
93,80 |
93,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,40 |
91,95 |
92,050 |
92,400 |
92,050 |
92,400 |
92,220 |
35 000 |
32,97 |
5 |
WS0428 |
PL0000107611 |
92,84 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,87 |
122,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,69 |
125,77 |
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 |
110,00 |
110,20 |
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 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,72 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,38 |
97,38 |
97,380 |
97,380 |
97,380 |
97,380 |
97,380 |
117 500 |
115,41 |
5 |
WZ0124 |
PL0000107454 |
96,43 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,55 |
94,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
457 500 |
469,89 |
25 |
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 |
110 |
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 |
101,69 |
101,80 |
1,47 |
1,24 |
101,75 |
1,34 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,06 |
102,17 |
1,55 |
1,44 |
102,12 |
1,49 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,73 |
1,66 |
100,95 |
1,69 |
OK1018 |
PL0000109062 |
97,33 |
97,50 |
1,88 |
1,76 |
97,42 |
1,81 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,15 |
96,27 |
2,03 |
1,97 |
96,21 |
2,00 |
PS0719 |
PL0000108148 |
102,45 |
102,57 |
2,10 |
2,04 |
102,51 |
2,07 |
DS1019 |
PL0000105441 |
107,91 |
108,06 |
2,15 |
2,09 |
107,99 |
2,12 |
WZ0120 |
PL0000108601 |
99,68 |
99,78 |
--- |
--- |
99,73 |
--- |
PS0420 |
PL0000108510 |
97,64 |
97,77 |
2,33 |
2,29 |
97,71 |
2,31 |
DS1020 |
PL0000106126 |
109,05 |
109,28 |
2,48 |
2,41 |
109,17 |
2,44 |
WZ0121 |
PL0000106068 |
98,89 |
99,00 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,52 |
97,66 |
2,67 |
2,63 |
97,59 |
2,65 |
PS0721 |
PL0000109153 |
96,08 |
96,26 |
2,75 |
2,70 |
96,17 |
2,72 |
DS1021 |
PL0000106670 |
112,42 |
112,61 |
2,74 |
2,70 |
112,52 |
2,72 |
PS0422 |
PL0000109492 |
96,99 |
97,12 |
2,91 |
2,88 |
97,06 |
2,89 |
WS0922 |
PL0000102646 |
113,76 |
114,01 |
2,94 |
2,89 |
113,89 |
2,91 |
WZ1122 |
PL0000109377 |
97,31 |
97,44 |
--- |
--- |
97,38 |
--- |
IZ0823 |
PL0000105359 |
109,19 |
110,86 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
105,32 |
105,68 |
3,07 |
3,01 |
105,50 |
3,04 |
WZ0124 |
PL0000107454 |
96,36 |
96,59 |
--- |
--- |
96,48 |
--- |
DS0725 |
PL0000108197 |
99,78 |
100,13 |
3,28 |
3,23 |
99,96 |
3,25 |
WZ0126 |
PL0000108817 |
94,39 |
94,67 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
93,25 |
93,55 |
3,36 |
3,32 |
93,40 |
3,34 |
DS0727 |
PL0000109427 |
91,66 |
92,01 |
3,48 |
3,44 |
91,84 |
3,46 |
WS0429 |
PL0000105391 |
122,14 |
123,03 |
3,45 |
3,37 |
122,59 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,69 |
101,79 |
1,47 |
1,26 |
101,74 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,06 |
102,13 |
1,55 |
1,48 |
102,10 |
1,51 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,71 |
1,66 |
100,96 |
1,68 |
OK1018 |
PL0000109062 |
97,35 |
97,51 |
1,86 |
1,75 |
97,43 |
1,81 |
WZ0119 |
PL0000107603 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
96,20 |
96,30 |
2,00 |
1,95 |
96,25 |
1,98 |
PS0719 |
PL0000108148 |
102,51 |
102,60 |
2,07 |
2,03 |
102,56 |
2,05 |
DS1019 |
PL0000105441 |
108,02 |
108,10 |
2,11 |
2,08 |
108,06 |
2,09 |
WZ0120 |
PL0000108601 |
99,69 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,82 |
2,31 |
2,27 |
97,76 |
2,29 |
DS1020 |
PL0000106126 |
109,25 |
109,40 |
2,42 |
2,38 |
109,33 |
2,40 |
WZ0121 |
PL0000106068 |
98,91 |
99,01 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,65 |
97,79 |
2,63 |
2,59 |
97,72 |
2,61 |
PS0721 |
PL0000109153 |
96,26 |
96,38 |
2,70 |
2,67 |
96,32 |
2,69 |
DS1021 |
PL0000106670 |
112,60 |
112,76 |
2,70 |
2,67 |
112,68 |
2,69 |
PS0422 |
PL0000109492 |
97,21 |
97,33 |
2,86 |
2,83 |
97,27 |
2,85 |
WS0922 |
PL0000102646 |
114,03 |
114,26 |
2,89 |
2,84 |
114,15 |
2,86 |
WZ1122 |
PL0000109377 |
97,34 |
97,44 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
109,38 |
110,86 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
105,53 |
105,85 |
3,04 |
2,99 |
105,69 |
3,01 |
WZ0124 |
PL0000107454 |
96,39 |
96,59 |
--- |
--- |
96,49 |
--- |
DS0725 |
PL0000108197 |
100,20 |
100,45 |
3,22 |
3,18 |
100,33 |
3,20 |
WZ0126 |
PL0000108817 |
94,47 |
94,68 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
93,68 |
93,94 |
3,30 |
3,27 |
93,81 |
3,29 |
DS0727 |
PL0000109427 |
92,20 |
92,44 |
3,42 |
3,39 |
92,32 |
3,40 |
WS0429 |
PL0000105391 |
122,60 |
123,39 |
3,41 |
3,34 |
123,00 |
3,38 |
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 |
1,470 |
1,470 |
1,470 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
120 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
140 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,460 |
1,458 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
160 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
325 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
TOTAL |
1 680 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.