2017-06-02 |
MARKET DATA |
No 105 (3138) |
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 |
687,50 |
682,47 |
36 |
1 595,00 |
1 598,95 |
14 |
2 282,50 |
2 281,41 |
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 |
99,81 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,44 |
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 |
100,94 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,62 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,58 |
96,53 |
96,530 |
96,560 |
96,530 |
96,560 |
96,545 |
195 000 |
188,26 |
4 |
PS0719 |
PL0000108148 |
102,72 |
102,71 |
102,710 |
102,730 |
102,710 |
102,730 |
102,726 |
100 000 |
105,54 |
3 |
DS1019 |
PL0000105441 |
108,11 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,25 |
98,23 |
98,260 |
98,260 |
98,260 |
98,260 |
98,260 |
25 000 |
24,61 |
1 |
DS1020 |
PL0000106126 |
109,64 |
109,62 |
109,690 |
109,690 |
109,690 |
109,690 |
109,690 |
30 000 |
33,87 |
1 |
PS0421 |
PL0000108916 |
98,45 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,22 |
97,08 |
97,070 |
97,070 |
97,050 |
97,050 |
97,060 |
95 000 |
93,65 |
4 |
DS1021 |
PL0000106670 |
113,48 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,44 |
98,21 |
98,240 |
98,250 |
98,240 |
98,250 |
98,247 |
35 000 |
34,48 |
2 |
WS0922 |
PL0000102646 |
115,30 |
115,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,07 |
106,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,89 |
101,65 |
101,670 |
101,670 |
101,670 |
101,670 |
101,670 |
7 500 |
7,84 |
1 |
DS0726 |
PL0000108866 |
95,45 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,37 |
93,90 |
94,160 |
94,420 |
94,080 |
94,420 |
94,233 |
180 000 |
173,52 |
18 |
WS0428 |
PL0000107611 |
95,50 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,95 |
125,60 |
126,050 |
126,050 |
126,050 |
126,050 |
126,050 |
5 000 |
6,34 |
1 |
WS0437 |
PL0000104857 |
121,32 |
130,44 |
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 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,84 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,74 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,12 |
95,16 |
95,160 |
95,160 |
95,160 |
95,160 |
95,160 |
15 000 |
14,37 |
1 |
TOTAL |
687 500 |
682,47 |
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 |
85 |
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 |
101,43 |
101,52 |
1,48 |
1,26 |
101,48 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,94 |
102,02 |
1,52 |
1,43 |
101,98 |
1,48 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,68 |
1,63 |
100,94 |
1,65 |
OK1018 |
PL0000109062 |
97,57 |
97,70 |
1,79 |
1,69 |
97,64 |
1,74 |
WZ0119 |
PL0000107603 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,47 |
96,56 |
1,92 |
1,87 |
96,52 |
1,90 |
PS0719 |
PL0000108148 |
102,64 |
102,73 |
1,97 |
1,93 |
102,69 |
1,95 |
DS1019 |
PL0000105441 |
108,00 |
108,11 |
2,03 |
1,98 |
108,06 |
2,00 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,28 |
2,18 |
2,12 |
98,20 |
2,15 |
DS1020 |
PL0000106126 |
109,48 |
109,64 |
2,30 |
2,26 |
109,56 |
2,28 |
WZ0121 |
PL0000106068 |
99,09 |
99,23 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,25 |
98,40 |
2,48 |
2,43 |
98,33 |
2,45 |
PS0721 |
PL0000109153 |
96,98 |
97,11 |
2,53 |
2,49 |
97,05 |
2,51 |
DS1021 |
PL0000106670 |
113,22 |
113,44 |
2,52 |
2,47 |
113,33 |
2,50 |
PS0422 |
PL0000109492 |
98,11 |
98,28 |
2,67 |
2,63 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,85 |
115,11 |
2,70 |
2,65 |
114,98 |
2,68 |
WZ1122 |
PL0000109377 |
97,65 |
97,82 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,77 |
110,84 |
--- |
--- |
110,31 |
--- |
DS1023 |
PL0000107264 |
106,64 |
106,97 |
2,84 |
2,79 |
106,81 |
2,82 |
WZ0124 |
PL0000107454 |
96,84 |
97,07 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
101,38 |
101,79 |
3,05 |
3,00 |
101,59 |
3,02 |
WZ0126 |
PL0000108817 |
95,05 |
95,24 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,23 |
3,15 |
3,11 |
95,05 |
3,13 |
DS0727 |
PL0000109427 |
93,62 |
93,96 |
3,25 |
3,21 |
93,79 |
3,23 |
WS0429 |
PL0000105391 |
124,89 |
125,83 |
3,20 |
3,11 |
125,36 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,43 |
101,51 |
1,48 |
1,28 |
101,47 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,95 |
102,01 |
1,51 |
1,44 |
101,98 |
1,48 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,67 |
1,62 |
100,95 |
1,65 |
OK1018 |
PL0000109062 |
97,60 |
97,71 |
1,77 |
1,69 |
97,66 |
1,72 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,54 |
96,61 |
1,89 |
1,85 |
96,58 |
1,86 |
PS0719 |
PL0000108148 |
102,69 |
102,76 |
1,95 |
1,92 |
102,73 |
1,93 |
DS1019 |
PL0000105441 |
108,08 |
108,17 |
1,99 |
1,96 |
108,13 |
1,97 |
WZ0120 |
PL0000108601 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,20 |
98,35 |
2,15 |
2,09 |
98,28 |
2,12 |
DS1020 |
PL0000106126 |
109,61 |
109,77 |
2,26 |
2,22 |
109,69 |
2,24 |
WZ0121 |
PL0000106068 |
99,11 |
99,24 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
98,41 |
98,56 |
2,43 |
2,39 |
98,49 |
2,41 |
PS0721 |
PL0000109153 |
97,17 |
97,29 |
2,48 |
2,44 |
97,23 |
2,46 |
DS1021 |
PL0000106670 |
113,44 |
113,64 |
2,47 |
2,43 |
113,54 |
2,45 |
PS0422 |
PL0000109492 |
98,38 |
98,50 |
2,61 |
2,58 |
98,44 |
2,59 |
WS0922 |
PL0000102646 |
115,21 |
115,37 |
2,63 |
2,60 |
115,29 |
2,62 |
WZ1122 |
PL0000109377 |
97,66 |
97,82 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,87 |
110,79 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,28 |
2,78 |
2,74 |
107,15 |
2,76 |
WZ0124 |
PL0000107454 |
96,88 |
97,06 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,15 |
2,99 |
2,95 |
102,00 |
2,97 |
WZ0126 |
PL0000108817 |
95,06 |
95,23 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
95,40 |
95,65 |
3,08 |
3,05 |
95,53 |
3,07 |
DS0727 |
PL0000109427 |
94,29 |
94,51 |
3,17 |
3,14 |
94,40 |
3,15 |
WS0429 |
PL0000105391 |
125,78 |
126,67 |
3,12 |
3,04 |
126,23 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
110 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
410 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
30 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,500 |
1,500 |
1,500 |
200 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
110 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
50 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,500 |
1,510 |
1,504 |
380 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
10 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
200 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
5 |
TOTAL |
1 595 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.