2017-05-30 |
MARKET DATA |
No 102 (3135) |
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 |
1 647,50 |
1 642,83 |
48 |
155,00 |
152,45 |
2 |
1 802,50 |
1 795,27 |
50 |
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 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,50 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,98 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,57 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,47 |
96,49 |
96,470 |
96,470 |
96,470 |
96,470 |
96,470 |
70 000 |
67,53 |
1 |
PS0719 |
PL0000108148 |
102,72 |
102,73 |
102,710 |
102,710 |
102,710 |
102,710 |
102,710 |
100 000 |
105,48 |
1 |
DS1019 |
PL0000105441 |
108,13 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,10 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,55 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,27 |
98,19 |
98,250 |
98,250 |
98,190 |
98,190 |
98,244 |
50 000 |
49,22 |
2 |
PS0721 |
PL0000109153 |
96,94 |
96,90 |
96,930 |
96,930 |
96,900 |
96,920 |
96,917 |
35 000 |
34,44 |
4 |
DS1021 |
PL0000106670 |
113,16 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,05 |
97,98 |
97,960 |
98,030 |
97,960 |
98,030 |
98,000 |
135 000 |
132,61 |
10 |
WS0922 |
PL0000102646 |
114,81 |
114,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,61 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,40 |
101,38 |
101,310 |
101,310 |
101,300 |
101,300 |
101,301 |
110 000 |
114,48 |
4 |
DS0726 |
PL0000108866 |
94,77 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,76 |
93,42 |
93,540 |
93,580 |
93,540 |
93,580 |
93,561 |
50 000 |
47,85 |
5 |
WS0428 |
PL0000107611 |
94,29 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,65 |
124,80 |
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 |
110,30 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,24 |
100,23 |
100,230 |
100,240 |
100,220 |
100,220 |
100,231 |
500 000 |
504,33 |
8 |
WZ0119 |
PL0000107603 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,81 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,19 |
99,190 |
99,190 |
99,170 |
99,170 |
99,175 |
327 500 |
326,88 |
4 |
WZ1122 |
PL0000109377 |
97,72 |
97,74 |
97,710 |
97,710 |
97,710 |
97,710 |
97,710 |
75 000 |
73,31 |
3 |
WZ0124 |
PL0000107454 |
96,90 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,14 |
95,12 |
95,140 |
95,140 |
95,090 |
95,090 |
95,113 |
195 000 |
186,71 |
6 |
TOTAL |
1 647 500 |
1 642,83 |
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 |
90 |
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 |
101,49 |
101,56 |
1,46 |
1,29 |
101,53 |
1,36 |
WZ0118 |
PL0000104717 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,96 |
102,04 |
1,53 |
1,45 |
102,00 |
1,49 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,68 |
1,63 |
100,95 |
1,66 |
OK1018 |
PL0000109062 |
97,55 |
97,65 |
1,79 |
1,71 |
97,60 |
1,75 |
WZ0119 |
PL0000107603 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,46 |
96,53 |
1,92 |
1,88 |
96,50 |
1,89 |
PS0719 |
PL0000108148 |
102,69 |
102,81 |
1,96 |
1,90 |
102,75 |
1,93 |
DS1019 |
PL0000105441 |
108,06 |
108,17 |
2,02 |
1,98 |
108,12 |
2,00 |
WZ0120 |
PL0000108601 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,26 |
2,18 |
2,12 |
98,18 |
2,15 |
DS1020 |
PL0000106126 |
109,50 |
109,68 |
2,31 |
2,25 |
109,59 |
2,28 |
WZ0121 |
PL0000106068 |
99,15 |
99,30 |
--- |
--- |
99,23 |
--- |
PS0421 |
PL0000108916 |
98,19 |
98,33 |
2,49 |
2,45 |
98,26 |
2,47 |
PS0721 |
PL0000109153 |
96,90 |
97,02 |
2,54 |
2,51 |
96,96 |
2,53 |
DS1021 |
PL0000106670 |
113,12 |
113,35 |
2,55 |
2,50 |
113,24 |
2,53 |
PS0422 |
PL0000109492 |
97,97 |
98,12 |
2,70 |
2,66 |
98,05 |
2,68 |
WS0922 |
PL0000102646 |
114,73 |
114,97 |
2,73 |
2,68 |
114,85 |
2,71 |
WZ1122 |
PL0000109377 |
97,68 |
97,82 |
--- |
--- |
97,75 |
--- |
IZ0823 |
PL0000105359 |
109,90 |
110,81 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
106,54 |
106,80 |
2,86 |
2,82 |
106,67 |
2,84 |
WZ0124 |
PL0000107454 |
96,84 |
97,08 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
101,33 |
101,64 |
3,06 |
3,02 |
101,49 |
3,04 |
WZ0126 |
PL0000108817 |
95,07 |
95,29 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
94,70 |
95,05 |
3,17 |
3,13 |
94,88 |
3,15 |
DS0727 |
PL0000109427 |
93,43 |
93,74 |
3,27 |
3,23 |
93,59 |
3,25 |
WS0429 |
PL0000105391 |
124,38 |
125,34 |
3,24 |
3,16 |
124,86 |
3,20 |
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 |
1,46 |
1,29 |
101,53 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,97 |
102,03 |
1,52 |
1,46 |
102,00 |
1,49 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,69 |
1,64 |
100,94 |
1,66 |
OK1018 |
PL0000109062 |
97,53 |
97,63 |
1,80 |
1,73 |
97,58 |
1,77 |
WZ0119 |
PL0000107603 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,44 |
96,51 |
1,93 |
1,89 |
96,48 |
1,91 |
PS0719 |
PL0000108148 |
102,65 |
102,75 |
1,98 |
1,93 |
102,70 |
1,95 |
DS1019 |
PL0000105441 |
108,03 |
108,13 |
2,03 |
1,99 |
108,08 |
2,01 |
WZ0120 |
PL0000108601 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,21 |
2,20 |
2,14 |
98,13 |
2,17 |
DS1020 |
PL0000106126 |
109,45 |
109,64 |
2,32 |
2,27 |
109,55 |
2,29 |
WZ0121 |
PL0000106068 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
PS0421 |
PL0000108916 |
98,12 |
98,25 |
2,51 |
2,47 |
98,19 |
2,49 |
PS0721 |
PL0000109153 |
96,85 |
96,97 |
2,56 |
2,53 |
96,91 |
2,54 |
DS1021 |
PL0000106670 |
113,06 |
113,29 |
2,57 |
2,52 |
113,18 |
2,54 |
PS0422 |
PL0000109492 |
97,94 |
98,07 |
2,70 |
2,67 |
98,01 |
2,69 |
WS0922 |
PL0000102646 |
114,67 |
114,88 |
2,74 |
2,70 |
114,78 |
2,72 |
WZ1122 |
PL0000109377 |
97,64 |
97,78 |
--- |
--- |
97,71 |
--- |
IZ0823 |
PL0000105359 |
109,94 |
110,79 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,72 |
2,88 |
2,83 |
106,59 |
2,86 |
WZ0124 |
PL0000107454 |
96,79 |
97,07 |
--- |
--- |
96,93 |
--- |
DS0725 |
PL0000108197 |
101,22 |
101,46 |
3,08 |
3,04 |
101,34 |
3,06 |
WZ0126 |
PL0000108817 |
95,01 |
95,19 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,92 |
3,18 |
3,15 |
94,78 |
3,16 |
DS0727 |
PL0000109427 |
93,39 |
93,62 |
3,27 |
3,25 |
93,51 |
3,26 |
WS0429 |
PL0000105391 |
124,38 |
125,36 |
3,24 |
3,16 |
124,87 |
3,20 |
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 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
120 |
PS0421 |
PL0000108916 |
0/7 |
7 |
1,250 |
1,250 |
1,250 |
35 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.