2017-05-24 |
MARKET DATA |
No 98 (3131) |
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 |
1 435,00 |
1 418,53 |
39 |
895,00 |
898,72 |
8 |
2 330,00 |
2 317,25 |
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 |
99,77 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,57 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,00 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,50 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,39 |
96,39 |
96,390 |
96,390 |
96,380 |
96,380 |
96,381 |
400 000 |
385,52 |
6 |
PS0719 |
PL0000108148 |
102,57 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,04 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,96 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,38 |
109,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,98 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,69 |
96,68 |
96,690 |
96,690 |
96,650 |
96,650 |
96,656 |
145 000 |
142,27 |
4 |
DS1021 |
PL0000106670 |
112,95 |
112,88 |
112,910 |
112,910 |
112,910 |
112,910 |
112,910 |
110 000 |
127,89 |
2 |
PS0422 |
PL0000109492 |
97,69 |
97,67 |
97,690 |
97,690 |
97,650 |
97,650 |
97,668 |
45 000 |
44,04 |
4 |
WS0922 |
PL0000102646 |
114,45 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,05 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,90 |
100,94 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
42 500 |
44,02 |
2 |
DS0726 |
PL0000108866 |
94,30 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,90 |
92,93 |
92,870 |
92,870 |
92,850 |
92,850 |
92,864 |
50 000 |
47,48 |
2 |
WS0428 |
PL0000107611 |
93,31 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,46 |
123,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,51 |
127,29 |
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 |
110,30 |
110,45 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,86 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,14 |
99,14 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
122 500 |
122,19 |
4 |
WZ1122 |
PL0000109377 |
97,65 |
97,66 |
97,650 |
97,650 |
97,630 |
97,640 |
97,640 |
330 000 |
322,23 |
6 |
WZ0124 |
PL0000107454 |
96,98 |
96,92 |
97,010 |
97,010 |
96,970 |
96,970 |
96,993 |
60 000 |
58,56 |
5 |
WZ0126 |
PL0000108817 |
95,06 |
95,06 |
95,050 |
95,070 |
95,040 |
95,070 |
95,045 |
130 000 |
124,34 |
4 |
TOTAL |
1 435 000 |
1 418,53 |
39 |
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 |
96 |
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 |
101,64 |
1,44 |
1,25 |
101,60 |
1,34 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,99 |
102,07 |
1,54 |
1,45 |
102,03 |
1,50 |
PS0718 |
PL0000107595 |
100,93 |
100,98 |
1,68 |
1,64 |
100,96 |
1,66 |
OK1018 |
PL0000109062 |
97,44 |
97,55 |
1,85 |
1,77 |
97,50 |
1,80 |
WZ0119 |
PL0000107603 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,35 |
96,45 |
1,96 |
1,91 |
96,40 |
1,93 |
PS0719 |
PL0000108148 |
102,53 |
102,68 |
2,04 |
1,97 |
102,61 |
2,00 |
DS1019 |
PL0000105441 |
107,98 |
108,09 |
2,07 |
2,03 |
108,04 |
2,05 |
WZ0120 |
PL0000108601 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,04 |
2,25 |
2,20 |
97,97 |
2,22 |
DS1020 |
PL0000106126 |
109,31 |
109,47 |
2,37 |
2,33 |
109,39 |
2,35 |
WZ0121 |
PL0000106068 |
99,06 |
99,18 |
--- |
--- |
99,12 |
--- |
PS0421 |
PL0000108916 |
97,91 |
98,01 |
2,57 |
2,54 |
97,96 |
2,55 |
PS0721 |
PL0000109153 |
96,59 |
96,71 |
2,62 |
2,59 |
96,65 |
2,61 |
DS1021 |
PL0000106670 |
112,71 |
112,92 |
2,66 |
2,61 |
112,82 |
2,63 |
PS0422 |
PL0000109492 |
97,54 |
97,72 |
2,79 |
2,75 |
97,63 |
2,77 |
WS0922 |
PL0000102646 |
114,29 |
114,50 |
2,82 |
2,78 |
114,40 |
2,80 |
WZ1122 |
PL0000109377 |
97,57 |
97,73 |
--- |
--- |
97,65 |
--- |
IZ0823 |
PL0000105359 |
110,01 |
110,86 |
--- |
--- |
110,44 |
--- |
DS1023 |
PL0000107264 |
105,94 |
106,29 |
2,97 |
2,91 |
106,12 |
2,94 |
WZ0124 |
PL0000107454 |
96,79 |
96,98 |
--- |
--- |
96,89 |
--- |
DS0725 |
PL0000108197 |
100,78 |
101,05 |
3,14 |
3,10 |
100,92 |
3,12 |
WZ0126 |
PL0000108817 |
94,88 |
95,13 |
--- |
--- |
95,01 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,37 |
3,27 |
3,22 |
94,19 |
3,24 |
DS0727 |
PL0000109427 |
92,73 |
93,01 |
3,35 |
3,32 |
92,87 |
3,34 |
WS0429 |
PL0000105391 |
123,19 |
124,08 |
3,35 |
3,27 |
123,64 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,56 |
101,64 |
1,44 |
1,25 |
101,60 |
1,34 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,07 |
1,55 |
1,45 |
102,03 |
1,50 |
PS0718 |
PL0000107595 |
100,94 |
100,98 |
1,68 |
1,64 |
100,96 |
1,66 |
OK1018 |
PL0000109062 |
97,48 |
97,56 |
1,82 |
1,76 |
97,52 |
1,79 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,37 |
96,45 |
1,95 |
1,91 |
96,41 |
1,93 |
PS0719 |
PL0000108148 |
102,56 |
102,69 |
2,03 |
1,97 |
102,63 |
1,99 |
DS1019 |
PL0000105441 |
108,01 |
108,09 |
2,06 |
2,03 |
108,05 |
2,05 |
WZ0120 |
PL0000108601 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,04 |
2,24 |
2,20 |
97,99 |
2,22 |
DS1020 |
PL0000106126 |
109,36 |
109,50 |
2,36 |
2,32 |
109,43 |
2,34 |
WZ0121 |
PL0000106068 |
99,11 |
99,20 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
97,93 |
98,03 |
2,56 |
2,53 |
97,98 |
2,55 |
PS0721 |
PL0000109153 |
96,66 |
96,76 |
2,60 |
2,58 |
96,71 |
2,59 |
DS1021 |
PL0000106670 |
112,85 |
113,00 |
2,62 |
2,59 |
112,93 |
2,61 |
PS0422 |
PL0000109492 |
97,62 |
97,76 |
2,77 |
2,74 |
97,69 |
2,76 |
WS0922 |
PL0000102646 |
114,41 |
114,56 |
2,80 |
2,77 |
114,49 |
2,78 |
WZ1122 |
PL0000109377 |
97,60 |
97,71 |
--- |
--- |
97,66 |
--- |
IZ0823 |
PL0000105359 |
109,94 |
110,86 |
--- |
--- |
110,40 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,35 |
2,96 |
2,90 |
106,18 |
2,93 |
WZ0124 |
PL0000107454 |
96,90 |
97,05 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
100,82 |
101,11 |
3,13 |
3,09 |
100,97 |
3,11 |
WZ0126 |
PL0000108817 |
94,97 |
95,13 |
--- |
--- |
95,05 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,42 |
3,25 |
3,21 |
94,27 |
3,23 |
DS0727 |
PL0000109427 |
92,81 |
93,07 |
3,34 |
3,31 |
92,94 |
3,33 |
WS0429 |
PL0000105391 |
123,31 |
124,09 |
3,34 |
3,27 |
123,70 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
130 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
165 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
195 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,470 |
1,460 |
105 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
50 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
895 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.