2017-05-16 |
MARKET DATA |
No 92 (3125) |
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 |
2 400,00 |
2 400,50 |
87 |
315,00 |
323,27 |
7 |
2 715,00 |
2 723,77 |
94 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,64 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,03 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,37 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,28 |
96,27 |
96,270 |
96,270 |
96,270 |
96,270 |
96,270 |
20 000 |
19,25 |
1 |
PS0719 |
PL0000108148 |
102,50 |
102,50 |
102,500 |
102,500 |
102,490 |
102,490 |
102,491 |
70 000 |
73,60 |
3 |
DS1019 |
PL0000105441 |
107,97 |
107,92 |
107,940 |
107,980 |
107,920 |
107,980 |
107,958 |
165 000 |
183,23 |
7 |
PS0420 |
PL0000108510 |
97,76 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,32 |
109,31 |
109,270 |
109,270 |
109,270 |
109,270 |
109,270 |
30 000 |
33,67 |
1 |
PS0421 |
PL0000108916 |
97,81 |
97,72 |
97,700 |
97,800 |
97,700 |
97,800 |
97,744 |
225 000 |
220,21 |
5 |
PS0721 |
PL0000109153 |
96,53 |
96,37 |
96,450 |
96,530 |
96,360 |
96,480 |
96,445 |
295 000 |
288,71 |
15 |
DS1021 |
PL0000106670 |
112,76 |
112,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,50 |
97,33 |
97,350 |
97,500 |
97,300 |
97,500 |
97,437 |
130 000 |
126,85 |
10 |
WS0922 |
PL0000102646 |
114,31 |
114,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,95 |
105,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,83 |
100,45 |
100,470 |
100,880 |
100,470 |
100,880 |
100,683 |
55 000 |
56,83 |
5 |
DS0726 |
PL0000108866 |
94,16 |
93,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,86 |
92,41 |
92,610 |
92,850 |
92,460 |
92,850 |
92,652 |
45 000 |
42,61 |
4 |
WS0428 |
PL0000107611 |
93,50 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,28 |
123,320 |
123,700 |
123,320 |
123,700 |
123,436 |
35 000 |
43,33 |
4 |
WS0437 |
PL0000104857 |
117,50 |
126,38 |
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 |
110,25 |
110,45 |
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 |
100,16 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,00 |
99,020 |
99,150 |
99,020 |
99,150 |
99,091 |
645 000 |
642,78 |
12 |
WZ1122 |
PL0000109377 |
97,58 |
97,43 |
97,430 |
97,540 |
97,430 |
97,540 |
97,485 |
545 000 |
536,03 |
15 |
WZ0124 |
PL0000107454 |
96,73 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,80 |
94,69 |
94,700 |
94,850 |
94,700 |
94,850 |
94,721 |
140 000 |
133,40 |
5 |
TOTAL |
2 400 000 |
2 400,50 |
87 |
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 |
104 |
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 |
101,63 |
101,71 |
1,46 |
1,29 |
101,67 |
1,38 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
102,01 |
102,08 |
1,57 |
1,50 |
102,05 |
1,53 |
PS0718 |
PL0000107595 |
100,90 |
100,97 |
1,72 |
1,66 |
100,94 |
1,69 |
OK1018 |
PL0000109062 |
97,35 |
97,51 |
1,88 |
1,77 |
97,43 |
1,83 |
WZ0119 |
PL0000107603 |
100,07 |
100,13 |
--- |
--- |
100,10 |
--- |
OK0419 |
PL0000109633 |
96,23 |
96,32 |
2,00 |
1,95 |
96,28 |
1,98 |
PS0719 |
PL0000108148 |
102,47 |
102,56 |
2,08 |
2,04 |
102,52 |
2,06 |
DS1019 |
PL0000105441 |
107,91 |
108,01 |
2,13 |
2,09 |
107,96 |
2,11 |
WZ0120 |
PL0000108601 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0420 |
PL0000108510 |
97,69 |
97,84 |
2,32 |
2,27 |
97,77 |
2,29 |
DS1020 |
PL0000106126 |
109,23 |
109,40 |
2,41 |
2,36 |
109,32 |
2,39 |
WZ0121 |
PL0000106068 |
98,93 |
99,04 |
--- |
--- |
98,99 |
--- |
PS0421 |
PL0000108916 |
97,71 |
97,83 |
2,62 |
2,58 |
97,77 |
2,60 |
PS0721 |
PL0000109153 |
96,39 |
96,52 |
2,67 |
2,64 |
96,46 |
2,65 |
DS1021 |
PL0000106670 |
112,63 |
112,88 |
2,69 |
2,63 |
112,76 |
2,66 |
PS0422 |
PL0000109492 |
97,32 |
97,50 |
2,84 |
2,80 |
97,41 |
2,82 |
WS0922 |
PL0000102646 |
114,14 |
114,36 |
2,86 |
2,82 |
114,25 |
2,84 |
WZ1122 |
PL0000109377 |
97,35 |
97,46 |
--- |
--- |
97,41 |
--- |
IZ0823 |
PL0000105359 |
109,80 |
111,12 |
--- |
--- |
110,46 |
--- |
DS1023 |
PL0000107264 |
105,73 |
106,09 |
3,00 |
2,94 |
105,91 |
2,97 |
WZ0124 |
PL0000107454 |
96,45 |
96,70 |
--- |
--- |
96,58 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,84 |
3,18 |
3,13 |
100,66 |
3,15 |
WZ0126 |
PL0000108817 |
94,52 |
94,75 |
--- |
--- |
94,64 |
--- |
DS0726 |
PL0000108866 |
93,94 |
94,27 |
3,27 |
3,23 |
94,11 |
3,25 |
DS0727 |
PL0000109427 |
92,56 |
92,77 |
3,37 |
3,35 |
92,67 |
3,36 |
WS0429 |
PL0000105391 |
122,87 |
123,92 |
3,39 |
3,29 |
123,40 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,63 |
101,69 |
1,46 |
1,33 |
101,66 |
1,40 |
WZ0118 |
PL0000104717 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
102,02 |
102,09 |
1,56 |
1,49 |
102,06 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,71 |
1,66 |
100,95 |
1,68 |
OK1018 |
PL0000109062 |
97,33 |
97,50 |
1,90 |
1,78 |
97,42 |
1,83 |
WZ0119 |
PL0000107603 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,25 |
96,34 |
1,99 |
1,94 |
96,30 |
1,97 |
PS0719 |
PL0000108148 |
102,45 |
102,59 |
2,09 |
2,02 |
102,52 |
2,06 |
DS1019 |
PL0000105441 |
107,93 |
108,02 |
2,12 |
2,09 |
107,98 |
2,10 |
WZ0120 |
PL0000108601 |
99,78 |
100,00 |
--- |
--- |
99,89 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,87 |
2,31 |
2,26 |
97,80 |
2,28 |
DS1020 |
PL0000106126 |
109,25 |
109,42 |
2,41 |
2,36 |
109,34 |
2,38 |
WZ0121 |
PL0000106068 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
97,75 |
97,90 |
2,61 |
2,57 |
97,83 |
2,58 |
PS0721 |
PL0000109153 |
96,43 |
96,59 |
2,66 |
2,62 |
96,51 |
2,64 |
DS1021 |
PL0000106670 |
112,70 |
112,89 |
2,67 |
2,63 |
112,80 |
2,65 |
PS0422 |
PL0000109492 |
97,42 |
97,58 |
2,82 |
2,78 |
97,50 |
2,80 |
WS0922 |
PL0000102646 |
114,22 |
114,44 |
2,84 |
2,80 |
114,33 |
2,82 |
WZ1122 |
PL0000109377 |
97,54 |
97,68 |
--- |
--- |
97,61 |
--- |
IZ0823 |
PL0000105359 |
109,96 |
110,85 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
105,88 |
106,23 |
2,98 |
2,92 |
106,06 |
2,95 |
WZ0124 |
PL0000107454 |
96,66 |
96,99 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
100,71 |
100,91 |
3,15 |
3,12 |
100,81 |
3,13 |
WZ0126 |
PL0000108817 |
94,73 |
95,07 |
--- |
--- |
94,90 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,35 |
3,26 |
3,22 |
94,18 |
3,24 |
DS0727 |
PL0000109427 |
92,66 |
92,91 |
3,36 |
3,33 |
92,79 |
3,34 |
WS0429 |
PL0000105391 |
123,12 |
123,92 |
3,36 |
3,29 |
123,52 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
10 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
80 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
10 |
TOTAL |
315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.