2017-05-15 |
MARKET DATA |
No 91 (3124) |
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 |
475,00 |
475,61 |
25 |
820,00 |
847,74 |
10 |
1 295,00 |
1 323,35 |
35 |
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 |
99,73 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,65 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,05 |
102,07 |
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 |
97,40 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,29 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,04 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,84 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,42 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,90 |
97,83 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
90 000 |
88,22 |
1 |
PS0721 |
PL0000109153 |
96,57 |
96,54 |
96,530 |
96,530 |
96,510 |
96,510 |
96,513 |
70 000 |
68,55 |
2 |
DS1021 |
PL0000106670 |
112,89 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,60 |
97,50 |
97,600 |
97,600 |
97,460 |
97,460 |
97,547 |
150 000 |
146,52 |
10 |
WS0922 |
PL0000102646 |
114,46 |
114,38 |
114,330 |
114,330 |
114,330 |
114,330 |
114,330 |
50 000 |
59,02 |
2 |
DS1023 |
PL0000107264 |
106,11 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,94 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,40 |
94,36 |
94,250 |
94,250 |
94,250 |
94,250 |
94,250 |
10 000 |
9,63 |
1 |
DS0727 |
PL0000109427 |
93,02 |
92,79 |
92,790 |
92,810 |
92,790 |
92,810 |
92,803 |
15 000 |
14,22 |
2 |
WS0428 |
PL0000107611 |
93,90 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,91 |
123,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,09 |
127,26 |
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 |
110,55 |
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 |
100,10 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,73 |
99,75 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
5 000 |
5,02 |
1 |
WZ0121 |
PL0000106068 |
99,00 |
99,00 |
98,990 |
98,990 |
98,980 |
98,980 |
98,987 |
70 000 |
69,68 |
4 |
WZ1122 |
PL0000109377 |
97,40 |
97,42 |
97,400 |
97,400 |
97,390 |
97,390 |
97,397 |
15 000 |
14,74 |
2 |
WZ0124 |
PL0000107454 |
96,50 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
475 000 |
475,61 |
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 |
105 |
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 |
101,64 |
101,73 |
1,47 |
1,27 |
101,69 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,02 |
102,10 |
1,57 |
1,48 |
102,06 |
1,52 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,72 |
1,65 |
100,95 |
1,68 |
OK1018 |
PL0000109062 |
97,39 |
97,55 |
1,85 |
1,74 |
97,47 |
1,79 |
WZ0119 |
PL0000107603 |
100,07 |
100,12 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,27 |
96,35 |
1,98 |
1,94 |
96,31 |
1,96 |
PS0719 |
PL0000108148 |
102,54 |
102,66 |
2,05 |
1,99 |
102,60 |
2,02 |
DS1019 |
PL0000105441 |
108,02 |
108,12 |
2,09 |
2,05 |
108,07 |
2,07 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,83 |
97,96 |
2,27 |
2,22 |
97,90 |
2,24 |
DS1020 |
PL0000106126 |
109,40 |
109,56 |
2,37 |
2,32 |
109,48 |
2,34 |
WZ0121 |
PL0000106068 |
98,95 |
99,05 |
--- |
--- |
99,00 |
--- |
PS0421 |
PL0000108916 |
97,86 |
98,00 |
2,58 |
2,54 |
97,93 |
2,56 |
PS0721 |
PL0000109153 |
96,55 |
96,70 |
2,63 |
2,59 |
96,63 |
2,61 |
DS1021 |
PL0000106670 |
112,88 |
113,11 |
2,63 |
2,58 |
113,00 |
2,61 |
PS0422 |
PL0000109492 |
97,55 |
97,77 |
2,79 |
2,74 |
97,66 |
2,76 |
WS0922 |
PL0000102646 |
114,44 |
114,68 |
2,80 |
2,76 |
114,56 |
2,78 |
WZ1122 |
PL0000109377 |
97,37 |
97,48 |
--- |
--- |
97,43 |
--- |
IZ0823 |
PL0000105359 |
109,96 |
111,02 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
106,09 |
106,45 |
2,94 |
2,88 |
106,27 |
2,91 |
WZ0124 |
PL0000107454 |
96,46 |
96,69 |
--- |
--- |
96,58 |
--- |
DS0725 |
PL0000108197 |
100,92 |
101,28 |
3,12 |
3,07 |
101,10 |
3,09 |
WZ0126 |
PL0000108817 |
94,60 |
94,82 |
--- |
--- |
94,71 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,78 |
3,21 |
3,16 |
94,58 |
3,19 |
DS0727 |
PL0000109427 |
92,97 |
93,39 |
3,32 |
3,27 |
93,18 |
3,30 |
WS0429 |
PL0000105391 |
123,64 |
124,68 |
3,32 |
3,22 |
124,16 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,64 |
101,73 |
1,47 |
1,27 |
101,69 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,03 |
102,09 |
1,55 |
1,49 |
102,06 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,71 |
1,66 |
100,95 |
1,68 |
OK1018 |
PL0000109062 |
97,36 |
97,52 |
1,87 |
1,76 |
97,44 |
1,82 |
WZ0119 |
PL0000107603 |
100,07 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,24 |
96,32 |
2,00 |
1,95 |
96,28 |
1,97 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
2,08 |
2,02 |
102,54 |
2,05 |
DS1019 |
PL0000105441 |
107,96 |
108,05 |
2,11 |
2,08 |
108,01 |
2,09 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,75 |
97,86 |
2,30 |
2,26 |
97,81 |
2,28 |
DS1020 |
PL0000106126 |
109,33 |
109,46 |
2,39 |
2,35 |
109,40 |
2,37 |
WZ0121 |
PL0000106068 |
98,95 |
99,06 |
--- |
--- |
99,01 |
--- |
PS0421 |
PL0000108916 |
97,79 |
97,89 |
2,60 |
2,57 |
97,84 |
2,58 |
PS0721 |
PL0000109153 |
96,47 |
96,58 |
2,65 |
2,62 |
96,53 |
2,63 |
DS1021 |
PL0000106670 |
112,72 |
112,91 |
2,67 |
2,63 |
112,82 |
2,65 |
PS0422 |
PL0000109492 |
97,43 |
97,54 |
2,81 |
2,79 |
97,49 |
2,80 |
WS0922 |
PL0000102646 |
114,28 |
114,46 |
2,83 |
2,80 |
114,37 |
2,82 |
WZ1122 |
PL0000109377 |
97,37 |
97,46 |
--- |
--- |
97,42 |
--- |
IZ0823 |
PL0000105359 |
109,93 |
110,94 |
--- |
--- |
110,44 |
--- |
DS1023 |
PL0000107264 |
105,85 |
106,20 |
2,98 |
2,93 |
106,03 |
2,95 |
WZ0124 |
PL0000107454 |
96,47 |
96,70 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
100,61 |
100,96 |
3,16 |
3,11 |
100,79 |
3,14 |
WZ0126 |
PL0000108817 |
94,57 |
94,75 |
--- |
--- |
94,66 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,42 |
3,25 |
3,21 |
94,25 |
3,23 |
DS0727 |
PL0000109427 |
92,69 |
92,90 |
3,36 |
3,33 |
92,80 |
3,34 |
WS0429 |
PL0000105391 |
123,35 |
124,13 |
3,34 |
3,27 |
123,74 |
3,31 |
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 |
1,460 |
1,460 |
1,460 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
70 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
110 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
40 |
PS0422 |
PL0000109492 |
1/3 |
2 |
1,440 |
1,440 |
1,440 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
130 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
165 |
TOTAL |
820 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.