2017-05-18 |
MARKET DATA |
No 94 (3127) |
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 |
2 035,00 |
2 011,12 |
81 |
1 750,00 |
1 798,03 |
20 |
3 785,00 |
3 809,14 |
101 |
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 |
99,75 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,61 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,01 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,94 |
100,970 |
100,970 |
100,940 |
100,940 |
100,948 |
260 000 |
267,83 |
6 |
OK1018 |
PL0000109062 |
97,48 |
97,48 |
97,480 |
97,480 |
97,470 |
97,470 |
97,473 |
160 000 |
155,96 |
4 |
OK0419 |
PL0000109633 |
96,42 |
96,40 |
96,400 |
96,420 |
96,400 |
96,400 |
96,410 |
315 000 |
303,69 |
11 |
PS0719 |
PL0000108148 |
102,57 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,07 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,95 |
97,95 |
97,950 |
97,970 |
97,950 |
97,970 |
97,966 |
275 000 |
269,71 |
5 |
DS1020 |
PL0000106126 |
109,36 |
109,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,05 |
97,95 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
20 000 |
19,64 |
2 |
PS0721 |
PL0000109153 |
96,71 |
96,65 |
96,710 |
96,710 |
96,600 |
96,600 |
96,642 |
190 000 |
186,36 |
11 |
DS1021 |
PL0000106670 |
112,93 |
112,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,70 |
97,60 |
97,600 |
97,660 |
97,600 |
97,660 |
97,607 |
85 000 |
83,11 |
7 |
WS0922 |
PL0000102646 |
114,51 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,14 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,07 |
100,95 |
100,950 |
101,000 |
100,950 |
101,000 |
100,967 |
45 000 |
46,64 |
3 |
DS0726 |
PL0000108866 |
94,32 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,10 |
92,90 |
93,100 |
93,100 |
92,900 |
92,900 |
92,980 |
25 000 |
23,76 |
3 |
WS0428 |
PL0000107611 |
93,59 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
123,65 |
123,850 |
123,850 |
123,850 |
123,850 |
123,850 |
5 000 |
6,21 |
1 |
WS0437 |
PL0000104857 |
118,06 |
127,32 |
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 |
110,39 |
110,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,20 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
100 000 |
100,75 |
1 |
WZ0120 |
PL0000108601 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,20 |
99,16 |
99,200 |
99,200 |
99,100 |
99,100 |
99,134 |
177 500 |
177,00 |
6 |
WZ1122 |
PL0000109377 |
97,70 |
97,65 |
97,700 |
97,700 |
97,650 |
97,650 |
97,697 |
317 500 |
313,01 |
18 |
WZ0124 |
PL0000107454 |
97,00 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,05 |
95,200 |
95,200 |
94,990 |
94,990 |
95,165 |
60 000 |
57,45 |
3 |
TOTAL |
2 035 000 |
2 011,12 |
81 |
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 |
100 |
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 |
101,58 |
101,68 |
1,49 |
1,26 |
101,63 |
1,37 |
WZ0118 |
PL0000104717 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
102,00 |
102,12 |
1,56 |
1,43 |
102,06 |
1,49 |
PS0718 |
PL0000107595 |
100,93 |
101,02 |
1,69 |
1,61 |
100,98 |
1,65 |
OK1018 |
PL0000109062 |
97,39 |
97,57 |
1,87 |
1,74 |
97,48 |
1,80 |
WZ0119 |
PL0000107603 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,37 |
96,46 |
1,94 |
1,89 |
96,42 |
1,91 |
PS0719 |
PL0000108148 |
102,52 |
102,69 |
2,05 |
1,97 |
102,61 |
2,01 |
DS1019 |
PL0000105441 |
108,01 |
108,12 |
2,08 |
2,03 |
108,07 |
2,05 |
WZ0120 |
PL0000108601 |
99,86 |
100,08 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,06 |
2,25 |
2,19 |
97,98 |
2,22 |
DS1020 |
PL0000106126 |
109,31 |
109,55 |
2,38 |
2,31 |
109,43 |
2,35 |
WZ0121 |
PL0000106068 |
99,10 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
97,95 |
98,08 |
2,55 |
2,52 |
98,02 |
2,53 |
PS0721 |
PL0000109153 |
96,63 |
96,78 |
2,61 |
2,57 |
96,71 |
2,59 |
DS1021 |
PL0000106670 |
112,88 |
113,14 |
2,62 |
2,57 |
113,01 |
2,60 |
PS0422 |
PL0000109492 |
97,62 |
97,84 |
2,77 |
2,72 |
97,73 |
2,75 |
WS0922 |
PL0000102646 |
114,47 |
114,71 |
2,79 |
2,75 |
114,59 |
2,77 |
WZ1122 |
PL0000109377 |
97,56 |
97,79 |
--- |
--- |
97,68 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
111,19 |
--- |
--- |
110,57 |
--- |
DS1023 |
PL0000107264 |
106,10 |
106,51 |
2,94 |
2,87 |
106,31 |
2,91 |
WZ0124 |
PL0000107454 |
96,83 |
97,13 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,37 |
3,11 |
3,06 |
101,19 |
3,08 |
WZ0126 |
PL0000108817 |
94,96 |
95,39 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,70 |
3,23 |
3,17 |
94,49 |
3,20 |
DS0727 |
PL0000109427 |
92,96 |
93,37 |
3,32 |
3,27 |
93,17 |
3,30 |
WS0429 |
PL0000105391 |
123,74 |
124,72 |
3,31 |
3,22 |
124,23 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,59 |
101,68 |
1,46 |
1,26 |
101,64 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,99 |
102,12 |
1,57 |
1,43 |
102,06 |
1,49 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,70 |
1,64 |
100,96 |
1,67 |
OK1018 |
PL0000109062 |
97,40 |
97,57 |
1,86 |
1,74 |
97,49 |
1,80 |
WZ0119 |
PL0000107603 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,35 |
96,46 |
1,95 |
1,89 |
96,41 |
1,92 |
PS0719 |
PL0000108148 |
102,54 |
102,67 |
2,04 |
1,98 |
102,61 |
2,01 |
DS1019 |
PL0000105441 |
108,00 |
108,09 |
2,08 |
2,04 |
108,05 |
2,06 |
WZ0120 |
PL0000108601 |
99,83 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0420 |
PL0000108510 |
97,84 |
97,98 |
2,27 |
2,22 |
97,91 |
2,24 |
DS1020 |
PL0000106126 |
109,31 |
109,49 |
2,38 |
2,33 |
109,40 |
2,36 |
WZ0121 |
PL0000106068 |
99,04 |
99,19 |
--- |
--- |
99,12 |
--- |
PS0421 |
PL0000108916 |
97,86 |
97,98 |
2,58 |
2,54 |
97,92 |
2,56 |
PS0721 |
PL0000109153 |
96,55 |
96,69 |
2,63 |
2,59 |
96,62 |
2,61 |
DS1021 |
PL0000106670 |
112,74 |
112,99 |
2,66 |
2,60 |
112,87 |
2,63 |
PS0422 |
PL0000109492 |
97,53 |
97,66 |
2,79 |
2,76 |
97,60 |
2,78 |
WS0922 |
PL0000102646 |
114,29 |
114,56 |
2,82 |
2,77 |
114,43 |
2,80 |
WZ1122 |
PL0000109377 |
97,54 |
97,72 |
--- |
--- |
97,63 |
--- |
IZ0823 |
PL0000105359 |
109,96 |
111,20 |
--- |
--- |
110,58 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,28 |
2,98 |
2,91 |
106,07 |
2,95 |
WZ0124 |
PL0000107454 |
96,70 |
96,97 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
100,68 |
100,99 |
3,15 |
3,11 |
100,84 |
3,13 |
WZ0126 |
PL0000108817 |
94,86 |
95,11 |
--- |
--- |
94,99 |
--- |
DS0726 |
PL0000108866 |
93,99 |
94,32 |
3,27 |
3,22 |
94,16 |
3,24 |
DS0727 |
PL0000109427 |
92,66 |
93,02 |
3,36 |
3,32 |
92,84 |
3,34 |
WS0429 |
PL0000105391 |
123,20 |
123,93 |
3,35 |
3,29 |
123,57 |
3,32 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
105 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
165 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
45 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
35 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
20 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
40 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
330 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
490 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
265 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
45 |
TOTAL |
1 750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.