2017-06-05 |
MARKET DATA |
No 106 (3139) |
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 |
1 010,00 |
999,34 |
29 |
710,00 |
691,19 |
9 |
1 720,00 |
1 690,53 |
38 |
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 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,44 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,95 |
101,94 |
101,950 |
101,950 |
101,940 |
101,940 |
101,948 |
250 000 |
255,97 |
2 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,62 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,55 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,71 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,06 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,24 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,64 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,54 |
98,50 |
98,530 |
98,540 |
98,530 |
98,540 |
98,535 |
100 000 |
98,77 |
4 |
PS0721 |
PL0000109153 |
97,28 |
97,20 |
97,280 |
97,280 |
97,180 |
97,180 |
97,267 |
100 000 |
98,79 |
4 |
DS1021 |
PL0000106670 |
113,53 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,38 |
98,33 |
98,400 |
98,410 |
98,400 |
98,410 |
98,407 |
35 000 |
34,54 |
2 |
WS0922 |
PL0000102646 |
115,22 |
115,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,08 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,91 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,55 |
95,41 |
95,500 |
95,500 |
95,470 |
95,470 |
95,492 |
365 000 |
356,47 |
10 |
DS0727 |
PL0000109427 |
94,39 |
94,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,11 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,24 |
125,89 |
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 |
110,62 |
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 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,88 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
10 000 |
10,05 |
1 |
WZ0121 |
PL0000106068 |
99,16 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,68 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
96,92 |
96,950 |
96,950 |
96,860 |
96,860 |
96,915 |
60 000 |
58,55 |
3 |
WZ0126 |
PL0000108817 |
95,13 |
95,10 |
95,130 |
95,130 |
95,100 |
95,100 |
95,117 |
90 000 |
86,20 |
3 |
TOTAL |
1 010 000 |
999,34 |
29 |
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 |
84 |
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 |
101,51 |
1,45 |
1,25 |
101,47 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,93 |
101,99 |
1,53 |
1,46 |
101,96 |
1,49 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,68 |
1,62 |
100,95 |
1,64 |
OK1018 |
PL0000109062 |
97,59 |
97,70 |
1,78 |
1,70 |
97,65 |
1,73 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,51 |
96,60 |
1,91 |
1,85 |
96,56 |
1,88 |
PS0719 |
PL0000108148 |
102,67 |
102,77 |
1,96 |
1,91 |
102,72 |
1,93 |
DS1019 |
PL0000105441 |
108,04 |
108,15 |
2,01 |
1,96 |
108,10 |
1,98 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,20 |
98,37 |
2,15 |
2,09 |
98,29 |
2,12 |
DS1020 |
PL0000106126 |
109,58 |
109,75 |
2,27 |
2,22 |
109,67 |
2,24 |
WZ0121 |
PL0000106068 |
99,10 |
99,24 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,42 |
98,56 |
2,43 |
2,39 |
98,49 |
2,41 |
PS0721 |
PL0000109153 |
97,16 |
97,30 |
2,48 |
2,44 |
97,23 |
2,46 |
DS1021 |
PL0000106670 |
113,40 |
113,64 |
2,48 |
2,43 |
113,52 |
2,45 |
PS0422 |
PL0000109492 |
98,33 |
98,52 |
2,62 |
2,57 |
98,43 |
2,59 |
WS0922 |
PL0000102646 |
115,13 |
115,41 |
2,65 |
2,59 |
115,27 |
2,62 |
WZ1122 |
PL0000109377 |
97,65 |
97,83 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,89 |
110,85 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
107,00 |
107,33 |
2,78 |
2,73 |
107,17 |
2,76 |
WZ0124 |
PL0000107454 |
96,88 |
97,08 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,26 |
2,99 |
2,93 |
102,06 |
2,96 |
WZ0126 |
PL0000108817 |
95,06 |
95,26 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
95,43 |
95,84 |
3,08 |
3,03 |
95,64 |
3,05 |
DS0727 |
PL0000109427 |
94,31 |
94,66 |
3,16 |
3,12 |
94,49 |
3,14 |
WS0429 |
PL0000105391 |
125,83 |
126,99 |
3,11 |
3,01 |
126,41 |
3,06 |
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 |
1,45 |
1,25 |
101,47 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,91 |
101,97 |
1,55 |
1,48 |
101,94 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,68 |
1,63 |
100,94 |
1,65 |
OK1018 |
PL0000109062 |
97,58 |
97,70 |
1,79 |
1,70 |
97,64 |
1,74 |
WZ0119 |
PL0000107603 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,52 |
96,59 |
1,90 |
1,86 |
96,56 |
1,88 |
PS0719 |
PL0000108148 |
102,66 |
102,73 |
1,96 |
1,93 |
102,70 |
1,94 |
DS1019 |
PL0000105441 |
108,01 |
108,12 |
2,02 |
1,97 |
108,07 |
1,99 |
WZ0120 |
PL0000108601 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,17 |
98,35 |
2,16 |
2,09 |
98,26 |
2,13 |
DS1020 |
PL0000106126 |
109,54 |
109,75 |
2,28 |
2,22 |
109,65 |
2,25 |
WZ0121 |
PL0000106068 |
99,08 |
99,21 |
--- |
--- |
99,15 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,53 |
2,44 |
2,40 |
98,46 |
2,42 |
PS0721 |
PL0000109153 |
97,11 |
97,25 |
2,49 |
2,46 |
97,18 |
2,47 |
DS1021 |
PL0000106670 |
113,37 |
113,54 |
2,49 |
2,45 |
113,46 |
2,47 |
PS0422 |
PL0000109492 |
98,26 |
98,40 |
2,63 |
2,60 |
98,33 |
2,62 |
WS0922 |
PL0000102646 |
115,08 |
115,29 |
2,66 |
2,62 |
115,19 |
2,63 |
WZ1122 |
PL0000109377 |
97,62 |
97,77 |
--- |
--- |
97,70 |
--- |
IZ0823 |
PL0000105359 |
109,96 |
110,84 |
--- |
--- |
110,40 |
--- |
DS1023 |
PL0000107264 |
106,83 |
107,17 |
2,81 |
2,76 |
107,00 |
2,78 |
WZ0124 |
PL0000107454 |
96,79 |
97,02 |
--- |
--- |
96,91 |
--- |
DS0725 |
PL0000108197 |
101,62 |
101,90 |
3,02 |
2,98 |
101,76 |
3,00 |
WZ0126 |
PL0000108817 |
95,01 |
95,17 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,46 |
3,11 |
3,08 |
95,33 |
3,09 |
DS0727 |
PL0000109427 |
94,05 |
94,30 |
3,19 |
3,16 |
94,18 |
3,18 |
WS0429 |
PL0000105391 |
125,27 |
126,17 |
3,16 |
3,08 |
125,72 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
170 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
10 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
25 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
135 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,430 |
1,480 |
1,478 |
315 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
TOTAL |
710 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.