2017-05-12 |
MARKET DATA |
No 90 (3123) |
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 |
1 152,50 |
1 130,15 |
51 |
805,00 |
871,86 |
7 |
1 957,50 |
2 002,01 |
58 |
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 |
99,72 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,67 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,05 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,38 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,30 |
96,28 |
96,280 |
96,300 |
96,280 |
96,300 |
96,298 |
120 000 |
115,56 |
4 |
PS0719 |
PL0000108148 |
102,58 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,05 |
108,05 |
108,080 |
108,080 |
108,080 |
108,080 |
108,080 |
25 000 |
27,78 |
1 |
PS0420 |
PL0000108510 |
97,86 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,44 |
109,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,92 |
97,89 |
97,940 |
97,940 |
97,930 |
97,930 |
97,933 |
75 000 |
73,54 |
3 |
PS0721 |
PL0000109153 |
96,60 |
96,52 |
96,540 |
96,620 |
96,540 |
96,580 |
96,564 |
345 000 |
338,02 |
11 |
DS1021 |
PL0000106670 |
112,95 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,66 |
97,50 |
97,500 |
97,690 |
97,500 |
97,640 |
97,620 |
110 000 |
107,52 |
5 |
WS0922 |
PL0000102646 |
114,48 |
114,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,16 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,97 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,47 |
94,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,20 |
92,83 |
93,000 |
93,200 |
93,000 |
93,160 |
93,112 |
220 000 |
209,29 |
18 |
WS0428 |
PL0000107611 |
94,20 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,95 |
123,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,27 |
127,23 |
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 |
110,30 |
110,40 |
110,300 |
110,300 |
110,300 |
110,300 |
110,300 |
2 500 |
3,26 |
1 |
WZ0118 |
PL0000104717 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,10 |
100,10 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
190 000 |
191,23 |
2 |
WZ0120 |
PL0000108601 |
99,73 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,98 |
98,98 |
98,980 |
98,980 |
98,980 |
98,980 |
98,980 |
30 000 |
29,86 |
3 |
WZ1122 |
PL0000109377 |
97,40 |
97,41 |
97,410 |
97,410 |
97,410 |
97,410 |
97,410 |
25 000 |
24,57 |
1 |
WZ0124 |
PL0000107454 |
96,46 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,60 |
94,600 |
94,600 |
94,600 |
94,600 |
94,600 |
10 000 |
9,52 |
2 |
TOTAL |
1 152 500 |
1 130,15 |
51 |
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 |
106 |
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 |
101,65 |
101,75 |
1,47 |
1,25 |
101,70 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,04 |
102,11 |
1,55 |
1,48 |
102,08 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
101,00 |
1,72 |
1,64 |
100,96 |
1,68 |
OK1018 |
PL0000109062 |
97,37 |
97,53 |
1,86 |
1,75 |
97,45 |
1,81 |
WZ0119 |
PL0000107603 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
96,24 |
96,32 |
1,99 |
1,95 |
96,28 |
1,97 |
PS0719 |
PL0000108148 |
102,54 |
102,65 |
2,05 |
2,00 |
102,60 |
2,02 |
DS1019 |
PL0000105441 |
108,03 |
108,12 |
2,09 |
2,05 |
108,08 |
2,07 |
WZ0120 |
PL0000108601 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0420 |
PL0000108510 |
97,82 |
97,94 |
2,27 |
2,23 |
97,88 |
2,25 |
DS1020 |
PL0000106126 |
109,39 |
109,56 |
2,37 |
2,32 |
109,48 |
2,35 |
WZ0121 |
PL0000106068 |
98,91 |
99,01 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,87 |
98,04 |
2,57 |
2,53 |
97,96 |
2,55 |
PS0721 |
PL0000109153 |
96,53 |
96,69 |
2,63 |
2,59 |
96,61 |
2,61 |
DS1021 |
PL0000106670 |
112,91 |
113,12 |
2,63 |
2,58 |
113,02 |
2,60 |
PS0422 |
PL0000109492 |
97,58 |
97,77 |
2,78 |
2,74 |
97,68 |
2,76 |
WS0922 |
PL0000102646 |
114,44 |
114,68 |
2,80 |
2,76 |
114,56 |
2,78 |
WZ1122 |
PL0000109377 |
97,35 |
97,45 |
--- |
--- |
97,40 |
--- |
IZ0823 |
PL0000105359 |
109,62 |
110,85 |
--- |
--- |
110,24 |
--- |
DS1023 |
PL0000107264 |
106,13 |
106,49 |
2,94 |
2,88 |
106,31 |
2,91 |
WZ0124 |
PL0000107454 |
96,43 |
96,60 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
100,88 |
101,24 |
3,12 |
3,07 |
101,06 |
3,10 |
WZ0126 |
PL0000108817 |
94,46 |
94,69 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,75 |
3,22 |
3,16 |
94,55 |
3,19 |
DS0727 |
PL0000109427 |
92,98 |
93,22 |
3,32 |
3,29 |
93,10 |
3,31 |
WS0429 |
PL0000105391 |
123,51 |
124,57 |
3,33 |
3,23 |
124,04 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,65 |
101,74 |
1,47 |
1,27 |
101,70 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,04 |
102,11 |
1,55 |
1,48 |
102,08 |
1,51 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,71 |
1,65 |
100,96 |
1,68 |
OK1018 |
PL0000109062 |
97,37 |
97,53 |
1,86 |
1,75 |
97,45 |
1,81 |
WZ0119 |
PL0000107603 |
100,08 |
100,12 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,26 |
96,33 |
1,98 |
1,94 |
96,30 |
1,96 |
PS0719 |
PL0000108148 |
102,52 |
102,63 |
2,06 |
2,01 |
102,58 |
2,03 |
DS1019 |
PL0000105441 |
108,02 |
108,12 |
2,09 |
2,05 |
108,07 |
2,07 |
WZ0120 |
PL0000108601 |
99,71 |
99,78 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,80 |
97,91 |
2,28 |
2,24 |
97,86 |
2,26 |
DS1020 |
PL0000106126 |
109,41 |
109,56 |
2,37 |
2,32 |
109,49 |
2,34 |
WZ0121 |
PL0000106068 |
98,94 |
99,02 |
--- |
--- |
98,98 |
--- |
PS0421 |
PL0000108916 |
97,87 |
97,98 |
2,57 |
2,54 |
97,93 |
2,56 |
PS0721 |
PL0000109153 |
96,54 |
96,66 |
2,63 |
2,60 |
96,60 |
2,61 |
DS1021 |
PL0000106670 |
112,87 |
113,02 |
2,64 |
2,60 |
112,95 |
2,62 |
PS0422 |
PL0000109492 |
97,59 |
97,71 |
2,78 |
2,75 |
97,65 |
2,76 |
WS0922 |
PL0000102646 |
114,41 |
114,69 |
2,81 |
2,76 |
114,55 |
2,78 |
WZ1122 |
PL0000109377 |
97,35 |
97,46 |
--- |
--- |
97,41 |
--- |
IZ0823 |
PL0000105359 |
109,75 |
111,00 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,43 |
2,95 |
2,89 |
106,26 |
2,92 |
WZ0124 |
PL0000107454 |
96,43 |
96,61 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
100,88 |
101,23 |
3,12 |
3,07 |
101,06 |
3,10 |
WZ0126 |
PL0000108817 |
94,52 |
94,67 |
--- |
--- |
94,60 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,72 |
3,22 |
3,17 |
94,53 |
3,19 |
DS0727 |
PL0000109427 |
92,97 |
93,17 |
3,32 |
3,30 |
93,07 |
3,31 |
WS0429 |
PL0000105391 |
123,45 |
124,33 |
3,33 |
3,26 |
123,89 |
3,29 |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
220 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
40 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
170 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
45 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
180 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
50 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
100 |
TOTAL |
805 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.