2017-06-07 |
MARKET DATA |
No 108 (3141) |
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 |
80,00 |
79,33 |
9 |
2 975,00 |
2 986,36 |
25 |
3 055,00 |
3 065,70 |
34 |
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 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,40 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,91 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,92 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
10 000 |
10,31 |
1 |
OK1018 |
PL0000109062 |
97,62 |
97,64 |
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 |
102,70 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,07 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,23 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,56 |
109,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,46 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,18 |
97,16 |
97,180 |
97,180 |
97,160 |
97,160 |
97,170 |
20 000 |
19,74 |
2 |
DS1021 |
PL0000106670 |
113,40 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,32 |
98,32 |
98,280 |
98,300 |
98,280 |
98,300 |
98,286 |
50 000 |
49,28 |
6 |
WS0922 |
PL0000102646 |
115,09 |
115,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,71 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,29 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,16 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,50 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,65 |
125,90 |
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 |
110,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,82 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,70 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,13 |
95,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
79,33 |
9 |
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 |
82 |
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 |
101,39 |
101,49 |
1,50 |
1,25 |
101,44 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,90 |
101,95 |
1,55 |
1,49 |
101,93 |
1,51 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,69 |
1,63 |
100,93 |
1,66 |
OK1018 |
PL0000109062 |
97,60 |
97,70 |
1,78 |
1,70 |
97,65 |
1,74 |
WZ0119 |
PL0000107603 |
100,15 |
100,22 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,53 |
96,62 |
1,90 |
1,85 |
96,58 |
1,87 |
PS0719 |
PL0000108148 |
102,66 |
102,74 |
1,96 |
1,92 |
102,70 |
1,94 |
DS1019 |
PL0000105441 |
108,04 |
108,13 |
2,00 |
1,96 |
108,09 |
1,98 |
WZ0120 |
PL0000108601 |
99,78 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,35 |
2,15 |
2,09 |
98,28 |
2,12 |
DS1020 |
PL0000106126 |
109,54 |
109,74 |
2,28 |
2,22 |
109,64 |
2,25 |
WZ0121 |
PL0000106068 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,42 |
98,57 |
2,43 |
2,39 |
98,50 |
2,41 |
PS0721 |
PL0000109153 |
97,14 |
97,28 |
2,49 |
2,45 |
97,21 |
2,47 |
DS1021 |
PL0000106670 |
113,39 |
113,62 |
2,48 |
2,43 |
113,51 |
2,45 |
PS0422 |
PL0000109492 |
98,27 |
98,42 |
2,63 |
2,60 |
98,35 |
2,61 |
WS0922 |
PL0000102646 |
115,07 |
115,31 |
2,65 |
2,61 |
115,19 |
2,63 |
WZ1122 |
PL0000109377 |
97,65 |
97,80 |
--- |
--- |
97,73 |
--- |
IZ0823 |
PL0000105359 |
109,90 |
110,81 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
106,88 |
107,20 |
2,80 |
2,75 |
107,04 |
2,78 |
WZ0124 |
PL0000107454 |
96,83 |
97,07 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,66 |
101,93 |
3,01 |
2,98 |
101,80 |
2,99 |
WZ0126 |
PL0000108817 |
95,02 |
95,24 |
--- |
--- |
95,13 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,53 |
3,11 |
3,07 |
95,35 |
3,09 |
DS0727 |
PL0000109427 |
94,09 |
94,39 |
3,19 |
3,15 |
94,24 |
3,17 |
WS0429 |
PL0000105391 |
125,46 |
126,49 |
3,14 |
3,05 |
125,98 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,39 |
101,48 |
1,50 |
1,28 |
101,44 |
1,38 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,90 |
101,94 |
1,55 |
1,50 |
101,92 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,69 |
1,64 |
100,92 |
1,67 |
OK1018 |
PL0000109062 |
97,59 |
97,67 |
1,79 |
1,73 |
97,63 |
1,76 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,52 |
96,59 |
1,91 |
1,87 |
96,56 |
1,88 |
PS0719 |
PL0000108148 |
102,65 |
102,72 |
1,96 |
1,93 |
102,69 |
1,94 |
DS1019 |
PL0000105441 |
108,03 |
108,10 |
2,00 |
1,97 |
108,07 |
1,99 |
WZ0120 |
PL0000108601 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,30 |
2,15 |
2,11 |
98,25 |
2,13 |
DS1020 |
PL0000106126 |
109,51 |
109,69 |
2,29 |
2,23 |
109,60 |
2,26 |
WZ0121 |
PL0000106068 |
99,10 |
99,25 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,47 |
2,44 |
2,42 |
98,43 |
2,43 |
PS0721 |
PL0000109153 |
97,11 |
97,21 |
2,49 |
2,47 |
97,16 |
2,48 |
DS1021 |
PL0000106670 |
113,33 |
113,49 |
2,49 |
2,46 |
113,41 |
2,47 |
PS0422 |
PL0000109492 |
98,24 |
98,36 |
2,64 |
2,61 |
98,30 |
2,62 |
WS0922 |
PL0000102646 |
115,01 |
115,22 |
2,67 |
2,63 |
115,12 |
2,65 |
WZ1122 |
PL0000109377 |
97,67 |
97,78 |
--- |
--- |
97,73 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
110,82 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,12 |
2,82 |
2,76 |
106,96 |
2,79 |
WZ0124 |
PL0000107454 |
96,89 |
97,08 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,83 |
3,03 |
2,99 |
101,70 |
3,01 |
WZ0126 |
PL0000108817 |
95,07 |
95,24 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,38 |
3,12 |
3,09 |
95,27 |
3,10 |
DS0727 |
PL0000109427 |
93,99 |
94,21 |
3,20 |
3,18 |
94,10 |
3,19 |
WS0429 |
PL0000105391 |
125,23 |
126,15 |
3,16 |
3,08 |
125,69 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
40 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,480 |
1,490 |
1,487 |
150 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
60 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
110 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
50 |
DS1017 |
PL0000104543 |
1/9 |
8 |
1,480 |
1,480 |
1,480 |
205 |
DS1019 |
PL0000105441 |
1/9 |
8 |
1,490 |
1,490 |
1,490 |
100 |
DS1021 |
PL0000106670 |
1/9 |
8 |
1,470 |
1,490 |
1,486 |
165 |
DS1023 |
PL0000107264 |
1/9 |
8 |
1,490 |
1,490 |
1,490 |
40 |
PS0420 |
PL0000108510 |
1/9 |
8 |
1,490 |
1,490 |
1,490 |
200 |
DS0726 |
PL0000108866 |
1/9 |
8 |
1,450 |
1,460 |
1,456 |
1 130 |
OK1018 |
PL0000109062 |
1/9 |
8 |
1,490 |
1,490 |
1,490 |
60 |
PS0721 |
PL0000109153 |
1/9 |
8 |
1,490 |
1,490 |
1,490 |
200 |
PS0422 |
PL0000109492 |
1/9 |
8 |
1,470 |
1,470 |
1,470 |
45 |
WZ0120 |
PL0000108601 |
1/9 |
8 |
1,480 |
1,480 |
1,480 |
55 |
WZ1122 |
PL0000109377 |
1/9 |
8 |
1,480 |
1,490 |
1,482 |
340 |
TOTAL |
2 975 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.