2017-05-25 |
MARKET DATA |
No 99 (3132) |
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 |
625,00 |
619,31 |
20 |
1 880,00 |
1 947,51 |
22 |
2 505,00 |
2 566,82 |
42 |
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 |
99,79 |
99,78 |
99,790 |
99,790 |
99,780 |
99,780 |
99,785 |
195 000 |
194,58 |
4 |
DS1017 |
PL0000104543 |
101,57 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,02 |
102,06 |
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 |
97,49 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,42 |
96,41 |
96,400 |
96,410 |
96,400 |
96,410 |
96,402 |
130 000 |
125,32 |
2 |
PS0719 |
PL0000108148 |
102,61 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,05 |
108,02 |
108,050 |
108,050 |
108,050 |
108,050 |
108,050 |
45 000 |
50,09 |
3 |
PS0420 |
PL0000108510 |
97,99 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,40 |
109,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,03 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,75 |
96,73 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
125 000 |
122,78 |
2 |
DS1021 |
PL0000106670 |
112,89 |
113,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,78 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,55 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,22 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,95 |
101,02 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
10 000 |
10,37 |
1 |
DS0726 |
PL0000108866 |
94,30 |
94,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,01 |
92,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,36 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,50 |
123,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,60 |
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 |
110,20 |
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 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,71 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,96 |
96,97 |
96,960 |
96,960 |
96,960 |
96,960 |
96,960 |
70 000 |
68,31 |
4 |
WZ0126 |
PL0000108817 |
95,10 |
95,10 |
95,100 |
95,100 |
95,100 |
95,100 |
95,100 |
50 000 |
47,86 |
4 |
TOTAL |
625 000 |
619,31 |
20 |
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 |
93 |
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 |
101,54 |
101,62 |
1,41 |
1,22 |
101,58 |
1,32 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,07 |
1,53 |
1,43 |
102,03 |
1,48 |
PS0718 |
PL0000107595 |
100,93 |
100,98 |
1,68 |
1,63 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,47 |
97,59 |
1,84 |
1,75 |
97,53 |
1,79 |
WZ0119 |
PL0000107603 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,38 |
96,45 |
1,95 |
1,91 |
96,42 |
1,93 |
PS0719 |
PL0000108148 |
102,56 |
102,69 |
2,02 |
1,96 |
102,63 |
1,99 |
DS1019 |
PL0000105441 |
107,99 |
108,10 |
2,06 |
2,01 |
108,05 |
2,03 |
WZ0120 |
PL0000108601 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,10 |
2,23 |
2,18 |
98,03 |
2,20 |
DS1020 |
PL0000106126 |
109,35 |
109,51 |
2,36 |
2,31 |
109,43 |
2,33 |
WZ0121 |
PL0000106068 |
99,10 |
99,20 |
--- |
--- |
99,15 |
--- |
PS0421 |
PL0000108916 |
97,96 |
98,08 |
2,55 |
2,52 |
98,02 |
2,54 |
PS0721 |
PL0000109153 |
96,65 |
96,78 |
2,61 |
2,57 |
96,72 |
2,59 |
DS1021 |
PL0000106670 |
112,86 |
113,07 |
2,62 |
2,57 |
112,97 |
2,59 |
PS0422 |
PL0000109492 |
97,62 |
97,79 |
2,77 |
2,74 |
97,71 |
2,75 |
WS0922 |
PL0000102646 |
114,37 |
114,61 |
2,80 |
2,76 |
114,49 |
2,78 |
WZ1122 |
PL0000109377 |
97,57 |
97,74 |
--- |
--- |
97,66 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
110,91 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
106,06 |
106,39 |
2,94 |
2,89 |
106,23 |
2,92 |
WZ0124 |
PL0000107454 |
96,85 |
97,06 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,17 |
3,13 |
3,08 |
101,00 |
3,11 |
WZ0126 |
PL0000108817 |
94,93 |
95,16 |
--- |
--- |
95,05 |
--- |
DS0726 |
PL0000108866 |
94,13 |
94,48 |
3,25 |
3,20 |
94,31 |
3,22 |
DS0727 |
PL0000109427 |
92,92 |
93,18 |
3,33 |
3,30 |
93,05 |
3,31 |
WS0429 |
PL0000105391 |
123,31 |
124,33 |
3,34 |
3,25 |
123,82 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,53 |
101,62 |
1,44 |
1,22 |
101,58 |
1,32 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
102,00 |
102,08 |
1,51 |
1,42 |
102,04 |
1,47 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,68 |
1,63 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,47 |
97,59 |
1,84 |
1,75 |
97,53 |
1,79 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,40 |
96,46 |
1,94 |
1,91 |
96,43 |
1,92 |
PS0719 |
PL0000108148 |
102,59 |
102,72 |
2,01 |
1,95 |
102,66 |
1,98 |
DS1019 |
PL0000105441 |
108,01 |
108,10 |
2,05 |
2,01 |
108,06 |
2,03 |
WZ0120 |
PL0000108601 |
99,83 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,10 |
2,23 |
2,18 |
98,03 |
2,20 |
DS1020 |
PL0000106126 |
109,38 |
109,55 |
2,35 |
2,30 |
109,47 |
2,32 |
WZ0121 |
PL0000106068 |
99,13 |
99,23 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
97,98 |
98,09 |
2,55 |
2,52 |
98,04 |
2,53 |
PS0721 |
PL0000109153 |
96,72 |
96,85 |
2,59 |
2,56 |
96,79 |
2,57 |
DS1021 |
PL0000106670 |
112,87 |
113,08 |
2,61 |
2,57 |
112,98 |
2,59 |
PS0422 |
PL0000109492 |
97,73 |
97,85 |
2,75 |
2,72 |
97,79 |
2,74 |
WS0922 |
PL0000102646 |
114,43 |
114,60 |
2,79 |
2,76 |
114,52 |
2,77 |
WZ1122 |
PL0000109377 |
97,65 |
97,76 |
--- |
--- |
97,71 |
--- |
IZ0823 |
PL0000105359 |
109,87 |
110,80 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,52 |
2,92 |
2,87 |
106,36 |
2,89 |
WZ0124 |
PL0000107454 |
96,87 |
97,04 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
100,87 |
101,11 |
3,12 |
3,09 |
100,99 |
3,11 |
WZ0126 |
PL0000108817 |
95,00 |
95,18 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,48 |
3,24 |
3,20 |
94,36 |
3,22 |
DS0727 |
PL0000109427 |
92,91 |
93,13 |
3,33 |
3,30 |
93,02 |
3,32 |
WS0429 |
PL0000105391 |
123,32 |
124,12 |
3,34 |
3,27 |
123,72 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
215 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
370 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
40 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,440 |
1,450 |
1,443 |
260 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
140 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
220 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
145 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
55 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
100 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
60 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
20 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
20 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,400 |
1,450 |
1,425 |
60 |
PS0420 |
PL0000108510 |
1/5 |
4 |
1,450 |
1,450 |
1,450 |
110 |
OK0419 |
PL0000109633 |
1/5 |
4 |
1,450 |
1,450 |
1,450 |
15 |
TOTAL |
1 880 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.