2017-05-17 |
MARKET DATA |
No 93 (3126) |
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 |
1 675,00 |
1 681,21 |
75 |
1 385,00 |
1 360,84 |
17 |
3 060,00 |
3 042,05 |
92 |
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 |
99,74 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,64 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,03 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,43 |
97,47 |
97,470 |
97,470 |
97,470 |
97,470 |
97,470 |
100 000 |
97,47 |
1 |
OK0419 |
PL0000109633 |
96,31 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,04 |
108,00 |
108,040 |
108,050 |
108,040 |
108,050 |
108,049 |
100 000 |
111,15 |
3 |
PS0420 |
PL0000108510 |
97,91 |
97,85 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
100 000 |
98,00 |
1 |
DS1020 |
PL0000106126 |
109,34 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,95 |
97,93 |
97,850 |
98,000 |
97,820 |
98,000 |
97,879 |
165 000 |
161,72 |
8 |
PS0721 |
PL0000109153 |
96,70 |
96,62 |
96,530 |
96,700 |
96,470 |
96,700 |
96,611 |
45 000 |
44,12 |
3 |
DS1021 |
PL0000106670 |
112,89 |
112,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,65 |
97,57 |
97,520 |
97,750 |
97,510 |
97,750 |
97,616 |
35 000 |
34,22 |
3 |
WS0922 |
PL0000102646 |
114,44 |
114,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,15 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,08 |
100,90 |
101,060 |
101,140 |
100,840 |
101,140 |
100,935 |
355 000 |
367,74 |
25 |
DS0726 |
PL0000108866 |
94,28 |
94,19 |
94,350 |
94,370 |
94,350 |
94,370 |
94,360 |
20 000 |
19,28 |
2 |
DS0727 |
PL0000109427 |
93,10 |
92,80 |
92,750 |
93,150 |
92,740 |
93,150 |
92,855 |
50 000 |
47,45 |
5 |
WS0428 |
PL0000107611 |
93,49 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,21 |
123,85 |
124,130 |
124,150 |
124,130 |
124,150 |
124,143 |
30 000 |
37,36 |
4 |
WS0437 |
PL0000104857 |
117,89 |
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 |
110,48 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,93 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,18 |
99,18 |
99,150 |
99,150 |
99,140 |
99,140 |
99,148 |
130 000 |
129,63 |
3 |
WZ1122 |
PL0000109377 |
97,62 |
97,50 |
97,620 |
97,620 |
97,500 |
97,610 |
97,579 |
140 000 |
137,84 |
5 |
WZ0124 |
PL0000107454 |
97,00 |
96,99 |
96,990 |
97,050 |
96,990 |
97,040 |
97,020 |
405 000 |
395,24 |
12 |
WZ0126 |
PL0000108817 |
94,94 |
95,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 675 000 |
1 681,21 |
75 |
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 |
103 |
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 |
101,62 |
101,71 |
1,46 |
1,27 |
101,67 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
102,01 |
102,11 |
1,56 |
1,46 |
102,06 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
101,00 |
1,71 |
1,64 |
100,96 |
1,67 |
OK1018 |
PL0000109062 |
97,36 |
97,54 |
1,88 |
1,75 |
97,45 |
1,82 |
WZ0119 |
PL0000107603 |
100,11 |
100,31 |
--- |
--- |
100,21 |
--- |
OK0419 |
PL0000109633 |
96,25 |
96,40 |
2,00 |
1,91 |
96,33 |
1,95 |
PS0719 |
PL0000108148 |
102,46 |
102,62 |
2,08 |
2,01 |
102,54 |
2,05 |
DS1019 |
PL0000105441 |
107,94 |
108,06 |
2,12 |
2,07 |
108,00 |
2,09 |
WZ0120 |
PL0000108601 |
99,77 |
100,16 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
97,78 |
97,97 |
2,29 |
2,22 |
97,88 |
2,25 |
DS1020 |
PL0000106126 |
109,30 |
109,51 |
2,39 |
2,33 |
109,41 |
2,36 |
WZ0121 |
PL0000106068 |
99,11 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0421 |
PL0000108916 |
97,81 |
98,03 |
2,59 |
2,53 |
97,92 |
2,56 |
PS0721 |
PL0000109153 |
96,45 |
96,71 |
2,66 |
2,59 |
96,58 |
2,62 |
DS1021 |
PL0000106670 |
112,79 |
113,07 |
2,65 |
2,59 |
112,93 |
2,62 |
PS0422 |
PL0000109492 |
97,51 |
97,75 |
2,80 |
2,74 |
97,63 |
2,77 |
WS0922 |
PL0000102646 |
114,36 |
114,63 |
2,81 |
2,76 |
114,50 |
2,79 |
WZ1122 |
PL0000109377 |
97,53 |
97,74 |
--- |
--- |
97,64 |
--- |
IZ0823 |
PL0000105359 |
110,03 |
111,18 |
--- |
--- |
110,61 |
--- |
DS1023 |
PL0000107264 |
105,98 |
106,41 |
2,96 |
2,89 |
106,20 |
2,93 |
WZ0124 |
PL0000107454 |
96,74 |
97,09 |
--- |
--- |
96,92 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,16 |
3,13 |
3,08 |
100,99 |
3,11 |
WZ0126 |
PL0000108817 |
94,82 |
95,24 |
--- |
--- |
95,03 |
--- |
DS0726 |
PL0000108866 |
94,19 |
94,61 |
3,24 |
3,18 |
94,40 |
3,21 |
DS0727 |
PL0000109427 |
92,88 |
93,28 |
3,33 |
3,28 |
93,08 |
3,31 |
WS0429 |
PL0000105391 |
123,46 |
124,49 |
3,33 |
3,24 |
123,98 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,62 |
101,68 |
1,46 |
1,33 |
101,65 |
1,40 |
WZ0118 |
PL0000104717 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
102,01 |
102,11 |
1,56 |
1,46 |
102,06 |
1,51 |
PS0718 |
PL0000107595 |
100,95 |
101,00 |
1,68 |
1,64 |
100,98 |
1,65 |
OK1018 |
PL0000109062 |
97,37 |
97,51 |
1,87 |
1,77 |
97,44 |
1,82 |
WZ0119 |
PL0000107603 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,27 |
96,43 |
1,98 |
1,90 |
96,35 |
1,94 |
PS0719 |
PL0000108148 |
102,51 |
102,66 |
2,06 |
1,99 |
102,59 |
2,02 |
DS1019 |
PL0000105441 |
107,98 |
108,08 |
2,10 |
2,06 |
108,03 |
2,08 |
WZ0120 |
PL0000108601 |
99,85 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0420 |
PL0000108510 |
97,84 |
97,96 |
2,27 |
2,22 |
97,90 |
2,24 |
DS1020 |
PL0000106126 |
109,29 |
109,51 |
2,39 |
2,33 |
109,40 |
2,36 |
WZ0121 |
PL0000106068 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
97,85 |
97,99 |
2,58 |
2,54 |
97,92 |
2,56 |
PS0721 |
PL0000109153 |
96,57 |
96,73 |
2,62 |
2,58 |
96,65 |
2,60 |
DS1021 |
PL0000106670 |
112,80 |
113,00 |
2,65 |
2,60 |
112,90 |
2,63 |
PS0422 |
PL0000109492 |
97,57 |
97,74 |
2,78 |
2,74 |
97,66 |
2,76 |
WS0922 |
PL0000102646 |
114,35 |
114,61 |
2,82 |
2,77 |
114,48 |
2,79 |
WZ1122 |
PL0000109377 |
97,54 |
97,71 |
--- |
--- |
97,63 |
--- |
IZ0823 |
PL0000105359 |
110,04 |
111,03 |
--- |
--- |
110,54 |
--- |
DS1023 |
PL0000107264 |
105,99 |
106,38 |
2,96 |
2,90 |
106,19 |
2,93 |
WZ0124 |
PL0000107454 |
96,84 |
97,04 |
--- |
--- |
96,94 |
--- |
DS0725 |
PL0000108197 |
100,92 |
101,15 |
3,12 |
3,09 |
101,04 |
3,10 |
WZ0126 |
PL0000108817 |
94,90 |
95,27 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,57 |
3,24 |
3,19 |
94,36 |
3,22 |
DS0727 |
PL0000109427 |
92,89 |
93,19 |
3,33 |
3,30 |
93,04 |
3,31 |
WS0429 |
PL0000105391 |
123,43 |
124,23 |
3,33 |
3,26 |
123,83 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
160 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
40 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
15 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
215 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
365 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
200 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,470 |
1,465 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
190 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
60 |
TOTAL |
1 385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.