2017-05-11 |
MARKET DATA |
No 89 (3122) |
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 |
720,00 |
701,24 |
41 |
2 230,00 |
2 374,82 |
20 |
2 950,00 |
3 076,06 |
61 |
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 |
101,68 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,06 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,38 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,26 |
96,27 |
96,260 |
96,260 |
96,260 |
96,260 |
96,260 |
50 000 |
48,13 |
1 |
PS0719 |
PL0000108148 |
102,54 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,03 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,78 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,32 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,77 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,45 |
96,27 |
96,270 |
96,400 |
96,270 |
96,350 |
96,366 |
165 000 |
161,33 |
6 |
DS1021 |
PL0000106670 |
112,76 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,45 |
97,27 |
97,290 |
97,380 |
97,290 |
97,380 |
97,336 |
90 000 |
87,71 |
8 |
WS0922 |
PL0000102646 |
114,21 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,87 |
105,76 |
105,800 |
105,800 |
105,800 |
105,800 |
105,800 |
15 000 |
16,20 |
1 |
DS0725 |
PL0000108197 |
100,58 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,05 |
93,84 |
93,850 |
94,060 |
93,850 |
94,060 |
93,957 |
30 000 |
28,79 |
3 |
DS0727 |
PL0000109427 |
92,70 |
92,35 |
92,390 |
92,700 |
92,390 |
92,700 |
92,590 |
215 000 |
203,40 |
17 |
WS0428 |
PL0000107611 |
94,00 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,20 |
123,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,16 |
126,46 |
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 |
110,40 |
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 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
120 000 |
120,77 |
2 |
WZ0120 |
PL0000108601 |
99,72 |
99,73 |
99,730 |
99,730 |
99,730 |
99,730 |
99,730 |
10 000 |
10,03 |
2 |
WZ0121 |
PL0000106068 |
98,94 |
98,96 |
98,960 |
98,960 |
98,960 |
98,960 |
98,960 |
25 000 |
24,88 |
1 |
WZ1122 |
PL0000109377 |
97,39 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
720 000 |
701,24 |
41 |
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 |
107 |
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 |
101,66 |
101,78 |
1,47 |
1,21 |
101,72 |
1,34 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,04 |
102,12 |
1,56 |
1,47 |
102,08 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,71 |
1,64 |
100,96 |
1,68 |
OK1018 |
PL0000109062 |
97,37 |
97,53 |
1,86 |
1,74 |
97,45 |
1,80 |
WZ0119 |
PL0000107603 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,22 |
96,31 |
2,00 |
1,95 |
96,27 |
1,97 |
PS0719 |
PL0000108148 |
102,50 |
102,61 |
2,07 |
2,02 |
102,56 |
2,04 |
DS1019 |
PL0000105441 |
108,00 |
108,09 |
2,10 |
2,07 |
108,05 |
2,08 |
WZ0120 |
PL0000108601 |
99,68 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,84 |
2,31 |
2,26 |
97,78 |
2,29 |
DS1020 |
PL0000106126 |
109,20 |
109,37 |
2,43 |
2,38 |
109,29 |
2,40 |
WZ0121 |
PL0000106068 |
98,90 |
99,00 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,65 |
97,79 |
2,63 |
2,59 |
97,72 |
2,61 |
PS0721 |
PL0000109153 |
96,26 |
96,40 |
2,70 |
2,67 |
96,33 |
2,68 |
DS1021 |
PL0000106670 |
112,58 |
112,78 |
2,70 |
2,66 |
112,68 |
2,68 |
PS0422 |
PL0000109492 |
97,21 |
97,32 |
2,86 |
2,84 |
97,27 |
2,85 |
WS0922 |
PL0000102646 |
114,00 |
114,23 |
2,89 |
2,84 |
114,12 |
2,86 |
WZ1122 |
PL0000109377 |
97,33 |
97,44 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
109,48 |
110,71 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
105,53 |
105,83 |
3,04 |
2,99 |
105,68 |
3,01 |
WZ0124 |
PL0000107454 |
96,39 |
96,59 |
--- |
--- |
96,49 |
--- |
DS0725 |
PL0000108197 |
100,19 |
100,46 |
3,22 |
3,18 |
100,33 |
3,20 |
WZ0126 |
PL0000108817 |
94,42 |
94,68 |
--- |
--- |
94,55 |
--- |
DS0726 |
PL0000108866 |
93,63 |
93,98 |
3,31 |
3,27 |
93,81 |
3,29 |
DS0727 |
PL0000109427 |
92,19 |
92,44 |
3,42 |
3,39 |
92,32 |
3,40 |
WS0429 |
PL0000105391 |
122,52 |
123,59 |
3,42 |
3,32 |
123,06 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,67 |
101,78 |
1,45 |
1,21 |
101,73 |
1,32 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,05 |
102,12 |
1,55 |
1,47 |
102,09 |
1,50 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,71 |
1,66 |
100,95 |
1,69 |
OK1018 |
PL0000109062 |
97,36 |
97,52 |
1,87 |
1,75 |
97,44 |
1,81 |
WZ0119 |
PL0000107603 |
100,06 |
100,11 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
96,22 |
96,29 |
2,00 |
1,96 |
96,26 |
1,98 |
PS0719 |
PL0000108148 |
102,51 |
102,58 |
2,07 |
2,03 |
102,55 |
2,05 |
DS1019 |
PL0000105441 |
108,00 |
108,07 |
2,10 |
2,08 |
108,04 |
2,09 |
WZ0120 |
PL0000108601 |
99,68 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0420 |
PL0000108510 |
97,73 |
97,84 |
2,30 |
2,26 |
97,79 |
2,28 |
DS1020 |
PL0000106126 |
109,28 |
109,43 |
2,41 |
2,36 |
109,36 |
2,38 |
WZ0121 |
PL0000106068 |
98,91 |
99,00 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,71 |
97,83 |
2,62 |
2,58 |
97,77 |
2,60 |
PS0721 |
PL0000109153 |
96,35 |
96,49 |
2,68 |
2,64 |
96,42 |
2,66 |
DS1021 |
PL0000106670 |
112,67 |
112,84 |
2,68 |
2,65 |
112,76 |
2,66 |
PS0422 |
PL0000109492 |
97,33 |
97,44 |
2,83 |
2,81 |
97,39 |
2,82 |
WS0922 |
PL0000102646 |
114,12 |
114,33 |
2,86 |
2,83 |
114,23 |
2,84 |
WZ1122 |
PL0000109377 |
97,34 |
97,44 |
--- |
--- |
97,39 |
--- |
IZ0823 |
PL0000105359 |
109,57 |
110,73 |
--- |
--- |
110,15 |
--- |
DS1023 |
PL0000107264 |
105,77 |
106,04 |
3,00 |
2,95 |
105,91 |
2,98 |
WZ0124 |
PL0000107454 |
96,42 |
96,58 |
--- |
--- |
96,50 |
--- |
DS0725 |
PL0000108197 |
100,43 |
100,68 |
3,19 |
3,15 |
100,56 |
3,17 |
WZ0126 |
PL0000108817 |
94,45 |
94,68 |
--- |
--- |
94,57 |
--- |
DS0726 |
PL0000108866 |
93,84 |
94,10 |
3,28 |
3,25 |
93,97 |
3,27 |
DS0727 |
PL0000109427 |
92,45 |
92,67 |
3,39 |
3,36 |
92,56 |
3,37 |
WS0429 |
PL0000105391 |
122,74 |
123,50 |
3,40 |
3,33 |
123,12 |
3,36 |
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 |
60 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
300 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
60 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
100 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
165 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
550 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
370 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
155 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
TOTAL |
2 230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.