2017-05-19 |
MARKET DATA |
No 95 (3128) |
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 |
560,00 |
556,04 |
25 |
2 130,00 |
2 148,74 |
22 |
2 690,00 |
2 704,78 |
47 |
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 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,58 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,00 |
102,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,46 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,36 |
96,39 |
96,390 |
96,390 |
96,390 |
96,390 |
96,390 |
5 000 |
4,82 |
1 |
PS0719 |
PL0000108148 |
102,54 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,03 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,91 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,29 |
109,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,93 |
97,92 |
97,940 |
97,940 |
97,930 |
97,930 |
97,933 |
35 000 |
34,33 |
2 |
PS0721 |
PL0000109153 |
96,62 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,81 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,64 |
97,58 |
97,580 |
97,640 |
97,580 |
97,620 |
97,603 |
135 000 |
132,00 |
9 |
WS0922 |
PL0000102646 |
114,38 |
114,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,06 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,95 |
101,00 |
100,950 |
100,950 |
100,850 |
100,850 |
100,902 |
55 000 |
56,97 |
6 |
DS0726 |
PL0000108866 |
94,10 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,90 |
92,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,36 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,49 |
123,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,63 |
127,33 |
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 |
110,40 |
110,60 |
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 |
100,16 |
100,16 |
100,170 |
100,170 |
100,160 |
100,160 |
100,168 |
180 000 |
181,37 |
2 |
WZ0120 |
PL0000108601 |
99,90 |
99,96 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
10 000 |
10,05 |
1 |
WZ0121 |
PL0000106068 |
99,06 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,64 |
97,64 |
97,670 |
97,670 |
97,640 |
97,640 |
97,652 |
130 000 |
126,95 |
3 |
WZ0124 |
PL0000107454 |
96,75 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,95 |
94,99 |
95,000 |
95,000 |
95,000 |
95,000 |
95,000 |
10 000 |
9,56 |
1 |
TOTAL |
560 000 |
556,04 |
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 |
99 |
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 |
101,57 |
101,66 |
1,48 |
1,28 |
101,62 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,11 |
1,57 |
1,43 |
102,05 |
1,49 |
PS0718 |
PL0000107595 |
100,89 |
100,99 |
1,72 |
1,64 |
100,94 |
1,68 |
OK1018 |
PL0000109062 |
97,37 |
97,53 |
1,89 |
1,77 |
97,45 |
1,83 |
WZ0119 |
PL0000107603 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,33 |
96,47 |
1,96 |
1,89 |
96,40 |
1,92 |
PS0719 |
PL0000108148 |
102,50 |
102,67 |
2,06 |
1,98 |
102,59 |
2,02 |
DS1019 |
PL0000105441 |
107,98 |
108,10 |
2,08 |
2,04 |
108,04 |
2,06 |
WZ0120 |
PL0000108601 |
99,78 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0420 |
PL0000108510 |
97,84 |
98,00 |
2,27 |
2,21 |
97,92 |
2,24 |
DS1020 |
PL0000106126 |
109,25 |
109,47 |
2,40 |
2,33 |
109,36 |
2,37 |
WZ0121 |
PL0000106068 |
99,01 |
99,22 |
--- |
--- |
99,12 |
--- |
PS0421 |
PL0000108916 |
97,86 |
97,99 |
2,58 |
2,54 |
97,93 |
2,56 |
PS0721 |
PL0000109153 |
96,51 |
96,70 |
2,64 |
2,59 |
96,61 |
2,62 |
DS1021 |
PL0000106670 |
112,74 |
112,98 |
2,65 |
2,60 |
112,86 |
2,63 |
PS0422 |
PL0000109492 |
97,50 |
97,67 |
2,80 |
2,76 |
97,59 |
2,78 |
WS0922 |
PL0000102646 |
114,29 |
114,55 |
2,82 |
2,77 |
114,42 |
2,80 |
WZ1122 |
PL0000109377 |
97,54 |
97,75 |
--- |
--- |
97,65 |
--- |
IZ0823 |
PL0000105359 |
109,89 |
111,10 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,32 |
2,96 |
2,90 |
106,16 |
2,93 |
WZ0124 |
PL0000107454 |
96,68 |
96,98 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
100,77 |
101,14 |
3,14 |
3,09 |
100,96 |
3,11 |
WZ0126 |
PL0000108817 |
94,83 |
95,19 |
--- |
--- |
95,01 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,38 |
3,27 |
3,21 |
94,18 |
3,24 |
DS0727 |
PL0000109427 |
92,73 |
93,05 |
3,35 |
3,31 |
92,89 |
3,33 |
WS0429 |
PL0000105391 |
123,25 |
124,12 |
3,35 |
3,27 |
123,69 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,57 |
101,65 |
1,48 |
1,30 |
101,61 |
1,39 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,99 |
102,11 |
1,56 |
1,43 |
102,05 |
1,49 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,71 |
1,64 |
100,95 |
1,67 |
OK1018 |
PL0000109062 |
97,41 |
97,53 |
1,86 |
1,77 |
97,47 |
1,81 |
WZ0119 |
PL0000107603 |
100,13 |
100,20 |
--- |
--- |
100,17 |
--- |
OK0419 |
PL0000109633 |
96,34 |
96,44 |
1,96 |
1,90 |
96,39 |
1,93 |
PS0719 |
PL0000108148 |
102,52 |
102,66 |
2,05 |
1,98 |
102,59 |
2,02 |
DS1019 |
PL0000105441 |
107,99 |
108,08 |
2,08 |
2,04 |
108,04 |
2,06 |
WZ0120 |
PL0000108601 |
99,81 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0420 |
PL0000108510 |
97,84 |
97,98 |
2,27 |
2,22 |
97,91 |
2,24 |
DS1020 |
PL0000106126 |
109,24 |
109,46 |
2,40 |
2,34 |
109,35 |
2,37 |
WZ0121 |
PL0000106068 |
99,01 |
99,20 |
--- |
--- |
99,11 |
--- |
PS0421 |
PL0000108916 |
97,87 |
97,98 |
2,58 |
2,55 |
97,93 |
2,56 |
PS0721 |
PL0000109153 |
96,57 |
96,70 |
2,63 |
2,59 |
96,64 |
2,61 |
DS1021 |
PL0000106670 |
112,75 |
112,92 |
2,65 |
2,61 |
112,84 |
2,63 |
PS0422 |
PL0000109492 |
97,56 |
97,71 |
2,79 |
2,75 |
97,64 |
2,77 |
WS0922 |
PL0000102646 |
114,31 |
114,53 |
2,82 |
2,78 |
114,42 |
2,80 |
WZ1122 |
PL0000109377 |
97,55 |
97,69 |
--- |
--- |
97,62 |
--- |
IZ0823 |
PL0000105359 |
110,08 |
110,90 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
105,98 |
106,29 |
2,96 |
2,91 |
106,14 |
2,93 |
WZ0124 |
PL0000107454 |
96,69 |
96,90 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
100,76 |
101,09 |
3,14 |
3,09 |
100,93 |
3,12 |
WZ0126 |
PL0000108817 |
94,84 |
95,08 |
--- |
--- |
94,96 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,37 |
3,26 |
3,22 |
94,19 |
3,24 |
DS0727 |
PL0000109427 |
92,71 |
93,02 |
3,36 |
3,32 |
92,87 |
3,34 |
WS0429 |
PL0000105391 |
123,22 |
123,97 |
3,35 |
3,28 |
123,60 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
165 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
15 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
100 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
30 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,460 |
1,490 |
1,484 |
250 |
OK0717 |
PL0000108502 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
15 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
360 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
45 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
210 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
400 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,460 |
1,490 |
1,471 |
70 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,460 |
1,470 |
1,467 |
250 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
170 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
10 |
TOTAL |
2 130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.