2017-05-31 |
MARKET DATA |
No 103 (3136) |
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 |
335,00 |
338,19 |
23 |
1 425,00 |
1 552,61 |
13 |
1 760,00 |
1 890,79 |
36 |
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 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,97 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,58 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,51 |
96,49 |
96,510 |
96,510 |
96,510 |
96,510 |
96,510 |
10 000 |
9,65 |
1 |
PS0719 |
PL0000108148 |
102,72 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,12 |
108,08 |
108,100 |
108,110 |
108,100 |
108,110 |
108,103 |
75 000 |
83,56 |
2 |
PS0420 |
PL0000108510 |
98,20 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,61 |
109,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,33 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,10 |
96,93 |
97,040 |
97,110 |
97,040 |
97,060 |
97,067 |
120 000 |
118,28 |
7 |
DS1021 |
PL0000106670 |
113,31 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,20 |
98,02 |
98,110 |
98,200 |
98,110 |
98,200 |
98,182 |
12 500 |
12,30 |
3 |
WS0922 |
PL0000102646 |
114,97 |
114,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,78 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,62 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,03 |
94,83 |
94,890 |
94,890 |
94,890 |
94,890 |
94,890 |
40 000 |
38,81 |
1 |
DS0727 |
PL0000109427 |
93,90 |
93,48 |
93,690 |
93,900 |
93,690 |
93,900 |
93,775 |
65 000 |
62,34 |
7 |
WS0428 |
PL0000107611 |
95,50 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,35 |
124,92 |
125,570 |
125,570 |
125,570 |
125,570 |
125,570 |
2 500 |
3,15 |
1 |
WS0437 |
PL0000104857 |
119,91 |
129,51 |
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 |
100,22 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
10 000 |
10,09 |
1 |
WZ0119 |
PL0000107603 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,20 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,72 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,94 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,14 |
95,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
338,19 |
23 |
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 |
89 |
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 |
1,46 |
1,26 |
101,52 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,95 |
102,03 |
1,54 |
1,45 |
101,99 |
1,49 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,70 |
1,63 |
100,94 |
1,66 |
OK1018 |
PL0000109062 |
97,52 |
97,63 |
1,81 |
1,73 |
97,58 |
1,77 |
WZ0119 |
PL0000107603 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,42 |
96,52 |
1,94 |
1,89 |
96,47 |
1,91 |
PS0719 |
PL0000108148 |
102,63 |
102,75 |
1,98 |
1,93 |
102,69 |
1,96 |
DS1019 |
PL0000105441 |
107,99 |
108,11 |
2,04 |
2,00 |
108,05 |
2,02 |
WZ0120 |
PL0000108601 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,22 |
2,21 |
2,14 |
98,13 |
2,17 |
DS1020 |
PL0000106126 |
109,43 |
109,62 |
2,32 |
2,27 |
109,53 |
2,30 |
WZ0121 |
PL0000106068 |
99,08 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0421 |
PL0000108916 |
98,10 |
98,24 |
2,52 |
2,48 |
98,17 |
2,50 |
PS0721 |
PL0000109153 |
96,82 |
96,96 |
2,57 |
2,53 |
96,89 |
2,55 |
DS1021 |
PL0000106670 |
113,03 |
113,28 |
2,57 |
2,52 |
113,16 |
2,54 |
PS0422 |
PL0000109492 |
97,91 |
98,07 |
2,71 |
2,67 |
97,99 |
2,69 |
WS0922 |
PL0000102646 |
114,64 |
114,86 |
2,74 |
2,70 |
114,75 |
2,72 |
WZ1122 |
PL0000109377 |
97,62 |
97,78 |
--- |
--- |
97,70 |
--- |
IZ0823 |
PL0000105359 |
109,98 |
110,83 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,68 |
2,89 |
2,84 |
106,54 |
2,86 |
WZ0124 |
PL0000107454 |
96,78 |
97,07 |
--- |
--- |
96,93 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,43 |
3,09 |
3,05 |
101,29 |
3,07 |
WZ0126 |
PL0000108817 |
95,00 |
95,24 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,59 |
94,90 |
3,19 |
3,15 |
94,75 |
3,17 |
DS0727 |
PL0000109427 |
93,32 |
93,59 |
3,28 |
3,25 |
93,46 |
3,27 |
WS0429 |
PL0000105391 |
124,29 |
125,25 |
3,25 |
3,17 |
124,77 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,48 |
101,55 |
1,46 |
1,29 |
101,52 |
1,36 |
WZ0118 |
PL0000104717 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,96 |
102,03 |
1,53 |
1,45 |
102,00 |
1,48 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,68 |
1,63 |
100,95 |
1,65 |
OK1018 |
PL0000109062 |
97,56 |
97,67 |
1,78 |
1,70 |
97,62 |
1,74 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,47 |
96,56 |
1,91 |
1,86 |
96,52 |
1,89 |
PS0719 |
PL0000108148 |
102,69 |
102,79 |
1,96 |
1,91 |
102,74 |
1,93 |
DS1019 |
PL0000105441 |
108,10 |
108,18 |
2,00 |
1,97 |
108,14 |
1,98 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,26 |
2,16 |
2,12 |
98,21 |
2,14 |
DS1020 |
PL0000106126 |
109,58 |
109,75 |
2,28 |
2,23 |
109,67 |
2,26 |
WZ0121 |
PL0000106068 |
99,14 |
99,25 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,29 |
98,41 |
2,46 |
2,43 |
98,35 |
2,45 |
PS0721 |
PL0000109153 |
97,05 |
97,16 |
2,51 |
2,48 |
97,11 |
2,49 |
DS1021 |
PL0000106670 |
113,27 |
113,41 |
2,52 |
2,49 |
113,34 |
2,50 |
PS0422 |
PL0000109492 |
98,15 |
98,28 |
2,66 |
2,63 |
98,22 |
2,64 |
WS0922 |
PL0000102646 |
114,93 |
115,12 |
2,69 |
2,65 |
115,03 |
2,67 |
WZ1122 |
PL0000109377 |
97,68 |
97,82 |
--- |
--- |
97,75 |
--- |
IZ0823 |
PL0000105359 |
109,98 |
110,77 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
106,73 |
106,97 |
2,83 |
2,79 |
106,85 |
2,81 |
WZ0124 |
PL0000107454 |
96,86 |
97,06 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
101,51 |
101,73 |
3,04 |
3,00 |
101,62 |
3,02 |
WZ0126 |
PL0000108817 |
95,05 |
95,25 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
94,90 |
95,22 |
3,15 |
3,11 |
95,06 |
3,13 |
DS0727 |
PL0000109427 |
93,75 |
93,98 |
3,23 |
3,20 |
93,87 |
3,22 |
WS0429 |
PL0000105391 |
124,92 |
125,63 |
3,20 |
3,13 |
125,28 |
3,16 |
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 |
1,350 |
1,350 |
1,350 |
440 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
60 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
305 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
150 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
95 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
45 |
TOTAL |
1 425 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.