2017-05-23 |
MARKET DATA |
No 97 (3130) |
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 |
930,00 |
949,96 |
48 |
2 560,00 |
2 630,33 |
26 |
3 490,00 |
3 580,29 |
74 |
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 |
99,77 |
99,77 |
99,770 |
99,770 |
99,770 |
99,770 |
99,770 |
25 000 |
24,94 |
3 |
DS1017 |
PL0000104543 |
101,60 |
101,61 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
10 000 |
10,47 |
1 |
PS0418 |
PL0000107314 |
101,99 |
102,05 |
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 |
97,45 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,38 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,03 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,92 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,38 |
109,44 |
109,380 |
109,380 |
109,370 |
109,370 |
109,377 |
30 000 |
33,73 |
3 |
PS0421 |
PL0000108916 |
97,94 |
97,93 |
97,940 |
97,940 |
97,940 |
97,940 |
97,940 |
25 000 |
24,53 |
1 |
PS0721 |
PL0000109153 |
96,66 |
96,65 |
96,560 |
96,660 |
96,560 |
96,650 |
96,602 |
45 000 |
44,13 |
3 |
DS1021 |
PL0000106670 |
112,80 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,63 |
97,57 |
97,600 |
97,660 |
97,550 |
97,660 |
97,579 |
112 500 |
109,98 |
13 |
WS0922 |
PL0000102646 |
114,42 |
114,32 |
114,370 |
114,370 |
114,350 |
114,350 |
114,352 |
165 000 |
195,02 |
4 |
DS1023 |
PL0000107264 |
106,05 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,86 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,10 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,85 |
92,80 |
92,850 |
92,850 |
92,850 |
92,850 |
92,850 |
10 000 |
9,49 |
1 |
WS0428 |
PL0000107611 |
93,25 |
95,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,70 |
123,700 |
123,700 |
123,700 |
123,700 |
123,700 |
10 000 |
12,42 |
1 |
WS0437 |
PL0000104857 |
117,42 |
127,06 |
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 |
110,45 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,08 |
99,080 |
99,130 |
99,080 |
99,130 |
99,122 |
97 500 |
97,23 |
5 |
WZ1122 |
PL0000109377 |
97,61 |
97,60 |
97,600 |
97,650 |
97,600 |
97,650 |
97,638 |
260 000 |
253,86 |
5 |
WZ0124 |
PL0000107454 |
96,84 |
96,80 |
96,810 |
96,840 |
96,810 |
96,840 |
96,825 |
20 000 |
19,49 |
2 |
WZ0126 |
PL0000108817 |
94,95 |
94,91 |
94,910 |
94,990 |
94,910 |
94,990 |
94,968 |
120 000 |
114,68 |
6 |
TOTAL |
930 000 |
949,96 |
48 |
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 |
97 |
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 |
101,56 |
101,65 |
1,46 |
1,26 |
101,61 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,11 |
1,56 |
1,42 |
102,05 |
1,48 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,69 |
1,63 |
100,96 |
1,66 |
OK1018 |
PL0000109062 |
97,43 |
97,56 |
1,85 |
1,76 |
97,50 |
1,80 |
WZ0119 |
PL0000107603 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,37 |
96,46 |
1,95 |
1,90 |
96,42 |
1,92 |
PS0719 |
PL0000108148 |
102,53 |
102,68 |
2,04 |
1,97 |
102,61 |
2,01 |
DS1019 |
PL0000105441 |
107,99 |
108,11 |
2,07 |
2,03 |
108,05 |
2,05 |
WZ0120 |
PL0000108601 |
99,80 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0420 |
PL0000108510 |
97,90 |
98,06 |
2,25 |
2,19 |
97,98 |
2,22 |
DS1020 |
PL0000106126 |
109,32 |
109,53 |
2,37 |
2,31 |
109,43 |
2,34 |
WZ0121 |
PL0000106068 |
99,01 |
99,15 |
--- |
--- |
99,08 |
--- |
PS0421 |
PL0000108916 |
97,89 |
98,03 |
2,57 |
2,53 |
97,96 |
2,55 |
PS0721 |
PL0000109153 |
96,53 |
96,76 |
2,64 |
2,58 |
96,65 |
2,61 |
DS1021 |
PL0000106670 |
112,76 |
112,99 |
2,65 |
2,59 |
112,88 |
2,62 |
PS0422 |
PL0000109492 |
97,58 |
97,76 |
2,78 |
2,74 |
97,67 |
2,76 |
WS0922 |
PL0000102646 |
114,37 |
114,61 |
2,81 |
2,76 |
114,49 |
2,78 |
WZ1122 |
PL0000109377 |
97,52 |
97,69 |
--- |
--- |
97,61 |
--- |
IZ0823 |
PL0000105359 |
110,08 |
110,92 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
105,98 |
106,37 |
2,96 |
2,89 |
106,18 |
2,93 |
WZ0124 |
PL0000107454 |
96,70 |
96,89 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
100,74 |
101,11 |
3,14 |
3,09 |
100,93 |
3,12 |
WZ0126 |
PL0000108817 |
94,75 |
95,07 |
--- |
--- |
94,91 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,38 |
3,27 |
3,22 |
94,18 |
3,24 |
DS0727 |
PL0000109427 |
92,72 |
93,09 |
3,35 |
3,31 |
92,91 |
3,33 |
WS0429 |
PL0000105391 |
123,25 |
124,18 |
3,35 |
3,26 |
123,72 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,58 |
101,64 |
1,42 |
1,28 |
101,61 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,08 |
1,56 |
1,45 |
102,03 |
1,50 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,69 |
1,63 |
100,96 |
1,66 |
OK1018 |
PL0000109062 |
97,44 |
97,56 |
1,84 |
1,76 |
97,50 |
1,80 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,37 |
96,45 |
1,95 |
1,90 |
96,41 |
1,92 |
PS0719 |
PL0000108148 |
102,55 |
102,67 |
2,03 |
1,98 |
102,61 |
2,01 |
DS1019 |
PL0000105441 |
108,00 |
108,09 |
2,07 |
2,03 |
108,05 |
2,05 |
WZ0120 |
PL0000108601 |
99,81 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,02 |
2,25 |
2,21 |
97,96 |
2,23 |
DS1020 |
PL0000106126 |
109,33 |
109,49 |
2,37 |
2,32 |
109,41 |
2,35 |
WZ0121 |
PL0000106068 |
99,06 |
99,17 |
--- |
--- |
99,12 |
--- |
PS0421 |
PL0000108916 |
97,89 |
98,00 |
2,57 |
2,54 |
97,95 |
2,55 |
PS0721 |
PL0000109153 |
96,60 |
96,71 |
2,62 |
2,59 |
96,66 |
2,60 |
DS1021 |
PL0000106670 |
112,72 |
112,94 |
2,66 |
2,61 |
112,83 |
2,63 |
PS0422 |
PL0000109492 |
97,57 |
97,70 |
2,78 |
2,75 |
97,64 |
2,77 |
WS0922 |
PL0000102646 |
114,36 |
114,52 |
2,81 |
2,78 |
114,44 |
2,79 |
WZ1122 |
PL0000109377 |
97,54 |
97,67 |
--- |
--- |
97,61 |
--- |
IZ0823 |
PL0000105359 |
110,03 |
110,83 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
105,94 |
106,30 |
2,97 |
2,91 |
106,12 |
2,94 |
WZ0124 |
PL0000107454 |
96,73 |
96,90 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
100,78 |
101,03 |
3,14 |
3,10 |
100,91 |
3,12 |
WZ0126 |
PL0000108817 |
94,81 |
95,04 |
--- |
--- |
94,93 |
--- |
DS0726 |
PL0000108866 |
94,03 |
94,35 |
3,26 |
3,22 |
94,19 |
3,24 |
DS0727 |
PL0000109427 |
92,75 |
92,95 |
3,35 |
3,33 |
92,85 |
3,34 |
WS0429 |
PL0000105391 |
123,22 |
124,04 |
3,35 |
3,28 |
123,63 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
110 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
150 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
70 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
30 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
195 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
175 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
230 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
155 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
195 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
340 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
290 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
400 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
95 |
TOTAL |
2 560 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.