2017-06-06 |
MARKET DATA |
No 107 (3140) |
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 |
965,00 |
953,35 |
34 |
2 015,00 |
2 012,04 |
16 |
2 980,00 |
2 965,39 |
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 |
99,82 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,44 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,92 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,61 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,56 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,68 |
102,680 |
102,680 |
102,680 |
102,680 |
102,680 |
5 000 |
5,28 |
1 |
DS1019 |
PL0000105441 |
108,09 |
108,08 |
108,090 |
108,090 |
108,090 |
108,090 |
108,090 |
50 000 |
55,75 |
1 |
PS0420 |
PL0000108510 |
98,22 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,60 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,49 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,23 |
97,20 |
97,230 |
97,230 |
97,190 |
97,190 |
97,220 |
60 000 |
59,25 |
3 |
DS1021 |
PL0000106670 |
113,48 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,37 |
98,35 |
98,370 |
98,370 |
98,350 |
98,350 |
98,363 |
115 000 |
113,43 |
6 |
WS0922 |
PL0000102646 |
115,23 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,02 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,89 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,50 |
95,45 |
95,500 |
95,500 |
95,500 |
95,500 |
95,500 |
5 000 |
4,88 |
1 |
DS0727 |
PL0000109427 |
94,28 |
94,26 |
94,390 |
94,410 |
94,390 |
94,410 |
94,402 |
90 000 |
86,92 |
6 |
WS0428 |
PL0000107611 |
96,00 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,88 |
126,00 |
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 |
100,22 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,19 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
100 000 |
100,86 |
2 |
WZ0120 |
PL0000108601 |
99,83 |
99,82 |
99,830 |
99,830 |
99,820 |
99,830 |
99,821 |
165 000 |
165,81 |
7 |
WZ0121 |
PL0000106068 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,69 |
97,69 |
97,690 |
97,690 |
97,690 |
97,690 |
97,690 |
100 000 |
97,76 |
2 |
WZ0124 |
PL0000107454 |
96,93 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,12 |
95,11 |
95,110 |
95,130 |
95,110 |
95,130 |
95,119 |
275 000 |
263,42 |
5 |
TOTAL |
965 000 |
953,35 |
34 |
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 |
83 |
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 |
101,40 |
101,51 |
1,50 |
1,23 |
101,46 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,91 |
101,96 |
1,54 |
1,49 |
101,94 |
1,51 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,69 |
1,63 |
100,93 |
1,66 |
OK1018 |
PL0000109062 |
97,60 |
97,71 |
1,77 |
1,69 |
97,66 |
1,73 |
WZ0119 |
PL0000107603 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,51 |
96,62 |
1,91 |
1,85 |
96,57 |
1,87 |
PS0719 |
PL0000108148 |
102,66 |
102,75 |
1,96 |
1,92 |
102,71 |
1,94 |
DS1019 |
PL0000105441 |
108,03 |
108,13 |
2,01 |
1,97 |
108,08 |
1,99 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,39 |
2,15 |
2,08 |
98,30 |
2,11 |
DS1020 |
PL0000106126 |
109,59 |
109,79 |
2,27 |
2,21 |
109,69 |
2,24 |
WZ0121 |
PL0000106068 |
99,09 |
99,23 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,47 |
98,61 |
2,42 |
2,38 |
98,54 |
2,40 |
PS0721 |
PL0000109153 |
97,20 |
97,33 |
2,47 |
2,44 |
97,27 |
2,45 |
DS1021 |
PL0000106670 |
113,47 |
113,70 |
2,46 |
2,41 |
113,59 |
2,44 |
PS0422 |
PL0000109492 |
98,33 |
98,54 |
2,62 |
2,57 |
98,44 |
2,59 |
WS0922 |
PL0000102646 |
115,14 |
115,41 |
2,64 |
2,59 |
115,28 |
2,62 |
WZ1122 |
PL0000109377 |
97,61 |
97,78 |
--- |
--- |
97,70 |
--- |
IZ0823 |
PL0000105359 |
109,90 |
110,81 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,31 |
2,79 |
2,73 |
107,15 |
2,76 |
WZ0124 |
PL0000107454 |
96,81 |
97,04 |
--- |
--- |
96,93 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,09 |
2,99 |
2,95 |
101,97 |
2,97 |
WZ0126 |
PL0000108817 |
95,01 |
95,19 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
95,34 |
95,62 |
3,09 |
3,05 |
95,48 |
3,07 |
DS0727 |
PL0000109427 |
94,22 |
94,51 |
3,17 |
3,14 |
94,37 |
3,16 |
WS0429 |
PL0000105391 |
125,52 |
126,71 |
3,14 |
3,04 |
126,12 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,40 |
101,50 |
1,50 |
1,25 |
101,45 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,90 |
101,95 |
1,55 |
1,50 |
101,93 |
1,52 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,68 |
1,63 |
100,94 |
1,65 |
OK1018 |
PL0000109062 |
97,60 |
97,69 |
1,77 |
1,71 |
97,65 |
1,74 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,53 |
96,59 |
1,90 |
1,86 |
96,56 |
1,88 |
PS0719 |
PL0000108148 |
102,65 |
102,72 |
1,96 |
1,93 |
102,69 |
1,95 |
DS1019 |
PL0000105441 |
108,04 |
108,12 |
2,00 |
1,97 |
108,08 |
1,99 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,31 |
2,16 |
2,11 |
98,25 |
2,13 |
DS1020 |
PL0000106126 |
109,54 |
109,74 |
2,28 |
2,22 |
109,64 |
2,25 |
WZ0121 |
PL0000106068 |
99,08 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0421 |
PL0000108916 |
98,40 |
98,50 |
2,43 |
2,41 |
98,45 |
2,42 |
PS0721 |
PL0000109153 |
97,14 |
97,24 |
2,49 |
2,46 |
97,19 |
2,47 |
DS1021 |
PL0000106670 |
113,38 |
113,53 |
2,48 |
2,45 |
113,46 |
2,47 |
PS0422 |
PL0000109492 |
98,29 |
98,42 |
2,63 |
2,60 |
98,36 |
2,61 |
WS0922 |
PL0000102646 |
115,09 |
115,30 |
2,65 |
2,61 |
115,20 |
2,63 |
WZ1122 |
PL0000109377 |
97,64 |
97,76 |
--- |
--- |
97,70 |
--- |
IZ0823 |
PL0000105359 |
109,94 |
110,77 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,20 |
2,81 |
2,75 |
107,04 |
2,78 |
WZ0124 |
PL0000107454 |
96,85 |
97,05 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,69 |
101,93 |
3,01 |
2,98 |
101,81 |
2,99 |
WZ0126 |
PL0000108817 |
95,06 |
95,21 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
95,27 |
95,51 |
3,10 |
3,07 |
95,39 |
3,08 |
DS0727 |
PL0000109427 |
94,11 |
94,35 |
3,19 |
3,16 |
94,23 |
3,17 |
WS0429 |
PL0000105391 |
125,50 |
126,38 |
3,14 |
3,06 |
125,94 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
40 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
65 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
110 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
110 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
50 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
170 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,490 |
1,485 |
370 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,490 |
1,484 |
440 |
TOTAL |
1 415 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,540 |
1,540 |
1,540 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.