2017-05-26 |
MARKET DATA |
No 100 (3133) |
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 |
1 080,00 |
1 084,38 |
56 |
810,00 |
810,48 |
8 |
1 890,00 |
1 894,86 |
64 |
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 |
99,78 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,52 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,00 |
102,05 |
102,000 |
102,000 |
102,000 |
102,000 |
102,000 |
110 000 |
112,60 |
2 |
PS0718 |
PL0000107595 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,53 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,47 |
96,45 |
96,450 |
96,470 |
96,450 |
96,470 |
96,462 |
105 000 |
101,29 |
4 |
PS0719 |
PL0000108148 |
102,67 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,08 |
108,07 |
108,070 |
108,080 |
108,070 |
108,080 |
108,078 |
85 000 |
94,65 |
4 |
PS0420 |
PL0000108510 |
98,07 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,52 |
109,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,19 |
98,10 |
98,100 |
98,230 |
98,100 |
98,230 |
98,203 |
70 000 |
68,88 |
4 |
PS0721 |
PL0000109153 |
96,94 |
96,82 |
96,940 |
96,940 |
96,890 |
96,890 |
96,903 |
50 000 |
49,19 |
4 |
DS1021 |
PL0000106670 |
113,16 |
113,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,00 |
97,82 |
97,900 |
98,000 |
97,900 |
98,000 |
97,943 |
255 000 |
250,31 |
13 |
WS0922 |
PL0000102646 |
114,78 |
114,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,58 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,32 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,68 |
94,51 |
94,550 |
94,910 |
94,550 |
94,910 |
94,892 |
125 000 |
121,26 |
4 |
DS0727 |
PL0000109427 |
93,45 |
92,53 |
93,140 |
93,570 |
93,140 |
93,570 |
93,420 |
115 000 |
109,87 |
10 |
WS0428 |
PL0000107611 |
94,50 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,50 |
123,99 |
124,150 |
124,660 |
124,150 |
124,660 |
124,291 |
45 000 |
56,18 |
6 |
WS0437 |
PL0000104857 |
119,04 |
127,57 |
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 |
100,17 |
100,19 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
85 000 |
85,68 |
2 |
WZ0120 |
PL0000108601 |
99,87 |
99,88 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
10 000 |
10,05 |
1 |
WZ0121 |
PL0000106068 |
99,20 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,70 |
97,75 |
97,750 |
97,750 |
97,750 |
97,750 |
97,750 |
25 000 |
24,44 |
2 |
WZ0124 |
PL0000107454 |
96,99 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,18 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 080 000 |
1 084,38 |
56 |
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 |
92 |
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 |
101,51 |
101,62 |
1,46 |
1,20 |
101,57 |
1,32 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,08 |
1,52 |
1,41 |
102,03 |
1,47 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,69 |
1,62 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,49 |
97,59 |
1,83 |
1,75 |
97,54 |
1,79 |
WZ0119 |
PL0000107603 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,39 |
96,47 |
1,95 |
1,91 |
96,43 |
1,93 |
PS0719 |
PL0000108148 |
102,59 |
102,72 |
2,01 |
1,95 |
102,66 |
1,97 |
DS1019 |
PL0000105441 |
108,00 |
108,12 |
2,05 |
2,00 |
108,06 |
2,03 |
WZ0120 |
PL0000108601 |
99,82 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,14 |
2,23 |
2,17 |
98,05 |
2,20 |
DS1020 |
PL0000106126 |
109,36 |
109,55 |
2,35 |
2,30 |
109,46 |
2,32 |
WZ0121 |
PL0000106068 |
99,14 |
99,26 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,00 |
98,14 |
2,54 |
2,50 |
98,07 |
2,52 |
PS0721 |
PL0000109153 |
96,72 |
96,88 |
2,59 |
2,55 |
96,80 |
2,57 |
DS1021 |
PL0000106670 |
112,88 |
113,16 |
2,61 |
2,55 |
113,02 |
2,58 |
PS0422 |
PL0000109492 |
97,72 |
97,90 |
2,75 |
2,71 |
97,81 |
2,73 |
WS0922 |
PL0000102646 |
114,44 |
114,68 |
2,79 |
2,74 |
114,56 |
2,76 |
WZ1122 |
PL0000109377 |
97,63 |
97,78 |
--- |
--- |
97,71 |
--- |
IZ0823 |
PL0000105359 |
109,89 |
110,80 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
106,22 |
106,55 |
2,92 |
2,86 |
106,39 |
2,89 |
WZ0124 |
PL0000107454 |
96,88 |
97,12 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
100,88 |
101,22 |
3,12 |
3,08 |
101,05 |
3,10 |
WZ0126 |
PL0000108817 |
95,02 |
95,28 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
94,22 |
94,58 |
3,24 |
3,19 |
94,40 |
3,21 |
DS0727 |
PL0000109427 |
92,96 |
93,23 |
3,33 |
3,29 |
93,10 |
3,31 |
WS0429 |
PL0000105391 |
123,37 |
124,40 |
3,34 |
3,24 |
123,89 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,51 |
101,61 |
1,46 |
1,22 |
101,56 |
1,34 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,07 |
1,52 |
1,43 |
102,03 |
1,47 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,68 |
1,62 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,51 |
97,62 |
1,81 |
1,73 |
97,57 |
1,77 |
WZ0119 |
PL0000107603 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,42 |
96,50 |
1,93 |
1,89 |
96,46 |
1,91 |
PS0719 |
PL0000108148 |
102,66 |
102,77 |
1,97 |
1,92 |
102,72 |
1,95 |
DS1019 |
PL0000105441 |
108,06 |
108,18 |
2,03 |
1,98 |
108,12 |
2,00 |
WZ0120 |
PL0000108601 |
99,81 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,02 |
98,17 |
2,21 |
2,15 |
98,10 |
2,18 |
DS1020 |
PL0000106126 |
109,48 |
109,66 |
2,32 |
2,26 |
109,57 |
2,29 |
WZ0121 |
PL0000106068 |
99,15 |
99,27 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,09 |
98,25 |
2,52 |
2,47 |
98,17 |
2,50 |
PS0721 |
PL0000109153 |
96,83 |
97,02 |
2,56 |
2,51 |
96,93 |
2,54 |
DS1021 |
PL0000106670 |
113,07 |
113,33 |
2,57 |
2,51 |
113,20 |
2,54 |
PS0422 |
PL0000109492 |
97,93 |
98,04 |
2,70 |
2,68 |
97,99 |
2,69 |
WS0922 |
PL0000102646 |
114,72 |
114,91 |
2,73 |
2,70 |
114,82 |
2,71 |
WZ1122 |
PL0000109377 |
97,66 |
97,81 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,96 |
110,78 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
106,47 |
106,75 |
2,88 |
2,83 |
106,61 |
2,85 |
WZ0124 |
PL0000107454 |
96,87 |
97,09 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,18 |
101,53 |
3,08 |
3,03 |
101,36 |
3,06 |
WZ0126 |
PL0000108817 |
95,02 |
95,34 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
94,54 |
94,89 |
3,19 |
3,15 |
94,72 |
3,17 |
DS0727 |
PL0000109427 |
93,33 |
93,57 |
3,28 |
3,25 |
93,45 |
3,27 |
WS0429 |
PL0000105391 |
124,19 |
125,00 |
3,26 |
3,19 |
124,60 |
3,23 |
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 |
1,350 |
1,350 |
1,350 |
165 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
75 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
375 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
35 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
160 |
TOTAL |
810 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.