2017-06-01 |
MARKET DATA |
No 104 (3137) |
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 |
845,00 |
827,77 |
36 |
4 320,00 |
4 376,37 |
33 |
5 165,00 |
5 204,14 |
69 |
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 |
99,80 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,49 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,96 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,59 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,49 |
96,51 |
96,510 |
96,510 |
96,510 |
96,510 |
96,510 |
100 000 |
96,51 |
1 |
PS0719 |
PL0000108148 |
102,69 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,05 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,16 |
98,17 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
50 000 |
49,16 |
1 |
DS1020 |
PL0000106126 |
109,57 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,30 |
98,27 |
98,300 |
98,300 |
98,250 |
98,250 |
98,260 |
195 000 |
192,05 |
6 |
PS0721 |
PL0000109153 |
97,06 |
97,03 |
97,060 |
97,060 |
96,980 |
96,980 |
97,017 |
170 000 |
167,50 |
4 |
DS1021 |
PL0000106670 |
113,25 |
113,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,17 |
98,14 |
98,170 |
98,170 |
98,120 |
98,120 |
98,145 |
20 000 |
19,68 |
2 |
WS0922 |
PL0000102646 |
114,92 |
114,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,66 |
106,76 |
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 |
94,90 |
94,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,78 |
93,66 |
93,620 |
93,810 |
93,620 |
93,800 |
93,732 |
195 000 |
186,99 |
16 |
WS0428 |
PL0000107611 |
95,00 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,30 |
125,30 |
125,000 |
125,000 |
125,000 |
125,000 |
125,000 |
5 000 |
6,28 |
1 |
WS0437 |
PL0000104857 |
120,02 |
129,55 |
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 |
100,220 |
100,240 |
100,220 |
100,240 |
100,237 |
60 000 |
60,54 |
2 |
WZ0119 |
PL0000107603 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,87 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
25 000 |
25,12 |
1 |
WZ0121 |
PL0000106068 |
99,18 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,70 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,94 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,14 |
95,17 |
95,140 |
95,140 |
95,140 |
95,140 |
95,140 |
25 000 |
23,95 |
2 |
TOTAL |
845 000 |
827,77 |
36 |
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 |
86 |
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 |
101,44 |
101,52 |
1,48 |
1,28 |
101,48 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,95 |
102,02 |
1,52 |
1,44 |
101,99 |
1,47 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,68 |
1,62 |
100,95 |
1,65 |
OK1018 |
PL0000109062 |
97,56 |
97,68 |
1,79 |
1,70 |
97,62 |
1,75 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,46 |
96,55 |
1,93 |
1,88 |
96,51 |
1,90 |
PS0719 |
PL0000108148 |
102,66 |
102,77 |
1,96 |
1,91 |
102,72 |
1,94 |
DS1019 |
PL0000105441 |
108,03 |
108,14 |
2,02 |
1,97 |
108,09 |
1,99 |
WZ0120 |
PL0000108601 |
99,78 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0420 |
PL0000108510 |
98,14 |
98,31 |
2,17 |
2,11 |
98,23 |
2,14 |
DS1020 |
PL0000106126 |
109,54 |
109,70 |
2,29 |
2,24 |
109,62 |
2,26 |
WZ0121 |
PL0000106068 |
99,13 |
99,25 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,25 |
98,40 |
2,48 |
2,43 |
98,33 |
2,45 |
PS0721 |
PL0000109153 |
97,03 |
97,16 |
2,51 |
2,48 |
97,10 |
2,49 |
DS1021 |
PL0000106670 |
113,23 |
113,46 |
2,52 |
2,47 |
113,35 |
2,50 |
PS0422 |
PL0000109492 |
98,12 |
98,28 |
2,66 |
2,63 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,85 |
115,11 |
2,70 |
2,65 |
114,98 |
2,68 |
WZ1122 |
PL0000109377 |
97,67 |
97,84 |
--- |
--- |
97,76 |
--- |
IZ0823 |
PL0000105359 |
109,89 |
110,77 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
106,64 |
106,96 |
2,85 |
2,79 |
106,80 |
2,82 |
WZ0124 |
PL0000107454 |
96,88 |
97,07 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,35 |
101,66 |
3,06 |
3,01 |
101,51 |
3,03 |
WZ0126 |
PL0000108817 |
95,05 |
95,24 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
94,79 |
95,15 |
3,16 |
3,12 |
94,97 |
3,14 |
DS0727 |
PL0000109427 |
93,61 |
93,94 |
3,25 |
3,21 |
93,78 |
3,23 |
WS0429 |
PL0000105391 |
124,94 |
125,89 |
3,19 |
3,11 |
125,42 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,44 |
101,52 |
1,48 |
1,28 |
101,48 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,95 |
102,01 |
1,52 |
1,45 |
101,98 |
1,48 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,68 |
1,63 |
100,94 |
1,66 |
OK1018 |
PL0000109062 |
97,57 |
97,68 |
1,79 |
1,70 |
97,63 |
1,74 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,47 |
96,55 |
1,92 |
1,88 |
96,51 |
1,90 |
PS0719 |
PL0000108148 |
102,64 |
102,74 |
1,97 |
1,93 |
102,69 |
1,95 |
DS1019 |
PL0000105441 |
108,01 |
108,12 |
2,03 |
1,98 |
108,07 |
2,00 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,24 |
2,18 |
2,13 |
98,18 |
2,15 |
DS1020 |
PL0000106126 |
109,49 |
109,66 |
2,30 |
2,25 |
109,58 |
2,27 |
WZ0121 |
PL0000106068 |
99,11 |
99,23 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,22 |
98,34 |
2,48 |
2,45 |
98,28 |
2,47 |
PS0721 |
PL0000109153 |
96,97 |
97,10 |
2,53 |
2,49 |
97,04 |
2,51 |
DS1021 |
PL0000106670 |
113,19 |
113,37 |
2,53 |
2,49 |
113,28 |
2,51 |
PS0422 |
PL0000109492 |
98,12 |
98,27 |
2,66 |
2,63 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,83 |
115,04 |
2,70 |
2,67 |
114,94 |
2,68 |
WZ1122 |
PL0000109377 |
97,65 |
97,79 |
--- |
--- |
97,72 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
110,78 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
106,61 |
106,94 |
2,85 |
2,80 |
106,78 |
2,82 |
WZ0124 |
PL0000107454 |
96,85 |
97,04 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,73 |
3,05 |
3,00 |
101,57 |
3,03 |
WZ0126 |
PL0000108817 |
95,04 |
95,22 |
--- |
--- |
95,13 |
--- |
DS0726 |
PL0000108866 |
94,84 |
95,16 |
3,16 |
3,11 |
95,00 |
3,14 |
DS0727 |
PL0000109427 |
93,68 |
93,91 |
3,24 |
3,21 |
93,80 |
3,22 |
WS0429 |
PL0000105391 |
124,95 |
125,69 |
3,19 |
3,13 |
125,32 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
170 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
130 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
240 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
400 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
30 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
110 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
120 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
60 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
570 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
15 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
DS0726 |
PL0000108866 |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
500 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,490 |
1,475 |
310 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
720 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,450 |
1,447 |
320 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
210 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
210 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
50 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
5 |
TOTAL |
4 320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.