2017-05-29 |
MARKET DATA |
No 101 (3134) |
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 |
285,00 |
280,65 |
9 |
2 000,00 |
2 115,82 |
11 |
2 285,00 |
2 396,47 |
20 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,52 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,98 |
102,02 |
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 |
97,55 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,47 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,70 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,11 |
108,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,08 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,55 |
109,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,21 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,93 |
96,93 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
50 000 |
49,22 |
1 |
DS1021 |
PL0000106670 |
113,14 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,05 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,83 |
114,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,57 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,45 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,73 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,52 |
93,51 |
93,520 |
93,600 |
93,520 |
93,600 |
93,554 |
25 000 |
23,92 |
3 |
WS0428 |
PL0000107611 |
94,28 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,61 |
124,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
110,25 |
110,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,86 |
99,810 |
99,810 |
99,810 |
99,810 |
99,810 |
100 000 |
100,44 |
1 |
WZ0121 |
PL0000106068 |
99,20 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,72 |
97,75 |
97,760 |
97,760 |
97,760 |
97,760 |
97,760 |
85 000 |
83,12 |
3 |
WZ0124 |
PL0000107454 |
96,92 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,15 |
95,17 |
95,170 |
95,170 |
95,170 |
95,170 |
95,170 |
25 000 |
23,95 |
1 |
TOTAL |
285 000 |
280,65 |
9 |
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 |
91 |
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 |
101,48 |
101,56 |
1,50 |
1,31 |
101,52 |
1,41 |
WZ0118 |
PL0000104717 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,97 |
102,06 |
1,53 |
1,43 |
102,02 |
1,47 |
PS0718 |
PL0000107595 |
100,92 |
100,99 |
1,68 |
1,62 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,52 |
97,62 |
1,81 |
1,73 |
97,57 |
1,77 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,43 |
96,51 |
1,93 |
1,89 |
96,47 |
1,91 |
PS0719 |
PL0000108148 |
102,66 |
102,79 |
1,97 |
1,91 |
102,73 |
1,94 |
DS1019 |
PL0000105441 |
108,05 |
108,17 |
2,03 |
1,98 |
108,11 |
2,00 |
WZ0120 |
PL0000108601 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,23 |
2,20 |
2,13 |
98,14 |
2,17 |
DS1020 |
PL0000106126 |
109,49 |
109,67 |
2,31 |
2,26 |
109,58 |
2,29 |
WZ0121 |
PL0000106068 |
99,16 |
99,27 |
--- |
--- |
99,22 |
--- |
PS0421 |
PL0000108916 |
98,12 |
98,30 |
2,51 |
2,46 |
98,21 |
2,48 |
PS0721 |
PL0000109153 |
96,85 |
97,03 |
2,56 |
2,51 |
96,94 |
2,53 |
DS1021 |
PL0000106670 |
113,07 |
113,32 |
2,57 |
2,51 |
113,20 |
2,54 |
PS0422 |
PL0000109492 |
97,90 |
98,09 |
2,71 |
2,67 |
98,00 |
2,69 |
WS0922 |
PL0000102646 |
114,69 |
114,92 |
2,74 |
2,69 |
114,81 |
2,72 |
WZ1122 |
PL0000109377 |
97,65 |
97,82 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,84 |
110,94 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
106,52 |
106,83 |
2,87 |
2,82 |
106,68 |
2,84 |
WZ0124 |
PL0000107454 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
101,22 |
101,52 |
3,08 |
3,03 |
101,37 |
3,05 |
WZ0126 |
PL0000108817 |
95,01 |
95,36 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
94,56 |
94,88 |
3,19 |
3,15 |
94,72 |
3,17 |
DS0727 |
PL0000109427 |
93,24 |
93,60 |
3,29 |
3,25 |
93,42 |
3,27 |
WS0429 |
PL0000105391 |
124,20 |
125,06 |
3,26 |
3,18 |
124,63 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,49 |
101,56 |
1,48 |
1,31 |
101,53 |
1,39 |
WZ0118 |
PL0000104717 |
100,22 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
101,97 |
102,03 |
1,53 |
1,46 |
102,00 |
1,50 |
PS0718 |
PL0000107595 |
100,93 |
100,98 |
1,68 |
1,63 |
100,96 |
1,65 |
OK1018 |
PL0000109062 |
97,54 |
97,63 |
1,79 |
1,72 |
97,59 |
1,75 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,46 |
96,51 |
1,91 |
1,89 |
96,49 |
1,90 |
PS0719 |
PL0000108148 |
102,68 |
102,79 |
1,96 |
1,91 |
102,74 |
1,94 |
DS1019 |
PL0000105441 |
108,09 |
108,16 |
2,01 |
1,98 |
108,13 |
2,00 |
WZ0120 |
PL0000108601 |
99,78 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0420 |
PL0000108510 |
98,06 |
98,23 |
2,19 |
2,13 |
98,15 |
2,16 |
DS1020 |
PL0000106126 |
109,53 |
109,70 |
2,30 |
2,25 |
109,62 |
2,27 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,18 |
98,30 |
2,49 |
2,46 |
98,24 |
2,48 |
PS0721 |
PL0000109153 |
96,88 |
97,01 |
2,55 |
2,52 |
96,95 |
2,53 |
DS1021 |
PL0000106670 |
113,10 |
113,30 |
2,56 |
2,52 |
113,20 |
2,54 |
PS0422 |
PL0000109492 |
98,01 |
98,13 |
2,69 |
2,66 |
98,07 |
2,67 |
WS0922 |
PL0000102646 |
114,80 |
114,98 |
2,72 |
2,68 |
114,89 |
2,70 |
WZ1122 |
PL0000109377 |
97,67 |
97,80 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,93 |
110,89 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
106,54 |
106,80 |
2,86 |
2,82 |
106,67 |
2,84 |
WZ0124 |
PL0000107454 |
96,85 |
97,05 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,37 |
101,60 |
3,05 |
3,02 |
101,49 |
3,04 |
WZ0126 |
PL0000108817 |
95,07 |
95,25 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
94,68 |
95,02 |
3,18 |
3,13 |
94,85 |
3,15 |
DS0727 |
PL0000109427 |
93,47 |
93,68 |
3,26 |
3,24 |
93,58 |
3,25 |
WS0429 |
PL0000105391 |
124,38 |
125,15 |
3,24 |
3,18 |
124,77 |
3,21 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
400 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
5 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
200 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
200 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
400 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
120 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
570 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
105 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.