2017-06-08 |
MARKET DATA |
No 109 (3142) |
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 |
390,00 |
404,40 |
25 |
3 090,00 |
3 213,98 |
33 |
3 480,00 |
3 618,38 |
58 |
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 |
99,83 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,38 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,90 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,91 |
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 |
96,57 |
96,57 |
96,570 |
96,590 |
96,570 |
96,590 |
96,586 |
60 000 |
57,95 |
3 |
PS0719 |
PL0000108148 |
102,68 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,04 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,22 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,54 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,46 |
98,40 |
98,400 |
98,410 |
98,400 |
98,400 |
98,408 |
105 000 |
103,60 |
6 |
PS0721 |
PL0000109153 |
97,16 |
97,10 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
10 000 |
9,86 |
1 |
DS1021 |
PL0000106670 |
113,39 |
113,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,35 |
98,21 |
98,250 |
98,350 |
98,250 |
98,350 |
98,315 |
55 000 |
54,24 |
7 |
WS0922 |
PL0000102646 |
115,14 |
115,11 |
115,220 |
115,220 |
115,220 |
115,220 |
115,220 |
105 000 |
125,31 |
2 |
DS1023 |
PL0000107264 |
106,90 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,67 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,29 |
95,18 |
95,250 |
95,300 |
95,250 |
95,300 |
95,263 |
40 000 |
38,99 |
4 |
DS0727 |
PL0000109427 |
94,18 |
94,03 |
94,030 |
94,130 |
94,030 |
94,130 |
94,063 |
15 000 |
14,44 |
2 |
WS0428 |
PL0000107611 |
95,13 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,70 |
125,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,88 |
130,33 |
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 |
110,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,72 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,12 |
95,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
404,40 |
25 |
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 |
79 |
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 |
101,37 |
101,47 |
1,48 |
1,22 |
101,42 |
1,35 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,88 |
101,93 |
1,55 |
1,49 |
101,91 |
1,51 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,69 |
1,64 |
100,92 |
1,66 |
OK1018 |
PL0000109062 |
97,59 |
97,68 |
1,80 |
1,73 |
97,64 |
1,76 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,52 |
96,59 |
1,91 |
1,87 |
96,56 |
1,89 |
PS0719 |
PL0000108148 |
102,62 |
102,69 |
1,97 |
1,94 |
102,66 |
1,95 |
DS1019 |
PL0000105441 |
107,98 |
108,07 |
2,01 |
1,98 |
108,03 |
1,99 |
WZ0120 |
PL0000108601 |
99,76 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,29 |
2,17 |
2,12 |
98,22 |
2,14 |
DS1020 |
PL0000106126 |
109,43 |
109,62 |
2,30 |
2,25 |
109,53 |
2,27 |
WZ0121 |
PL0000106068 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,43 |
2,46 |
2,43 |
98,38 |
2,44 |
PS0721 |
PL0000109153 |
97,02 |
97,15 |
2,52 |
2,48 |
97,09 |
2,50 |
DS1021 |
PL0000106670 |
113,23 |
113,45 |
2,51 |
2,46 |
113,34 |
2,49 |
PS0422 |
PL0000109492 |
98,13 |
98,26 |
2,66 |
2,63 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,86 |
115,12 |
2,69 |
2,64 |
114,99 |
2,67 |
WZ1122 |
PL0000109377 |
97,67 |
97,82 |
--- |
--- |
97,75 |
--- |
IZ0823 |
PL0000105359 |
109,88 |
110,81 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
106,66 |
107,01 |
2,84 |
2,78 |
106,84 |
2,81 |
WZ0124 |
PL0000107454 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,67 |
3,05 |
3,01 |
101,54 |
3,03 |
WZ0126 |
PL0000108817 |
95,03 |
95,28 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
94,97 |
95,29 |
3,14 |
3,10 |
95,13 |
3,12 |
DS0727 |
PL0000109427 |
93,87 |
94,14 |
3,22 |
3,18 |
94,01 |
3,20 |
WS0429 |
PL0000105391 |
125,18 |
126,15 |
3,17 |
3,08 |
125,67 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,37 |
101,47 |
1,48 |
1,22 |
101,42 |
1,35 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,88 |
101,93 |
1,55 |
1,49 |
101,91 |
1,51 |
PS0718 |
PL0000107595 |
100,89 |
100,93 |
1,69 |
1,65 |
100,91 |
1,67 |
OK1018 |
PL0000109062 |
97,61 |
97,68 |
1,78 |
1,73 |
97,65 |
1,75 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,55 |
96,60 |
1,90 |
1,87 |
96,58 |
1,88 |
PS0719 |
PL0000108148 |
102,65 |
102,72 |
1,96 |
1,93 |
102,69 |
1,94 |
DS1019 |
PL0000105441 |
108,01 |
108,11 |
2,00 |
1,96 |
108,06 |
1,98 |
WZ0120 |
PL0000108601 |
99,79 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,33 |
2,15 |
2,10 |
98,26 |
2,13 |
DS1020 |
PL0000106126 |
109,49 |
109,69 |
2,29 |
2,23 |
109,59 |
2,26 |
WZ0121 |
PL0000106068 |
99,11 |
99,26 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,41 |
98,53 |
2,43 |
2,40 |
98,47 |
2,42 |
PS0721 |
PL0000109153 |
97,10 |
97,24 |
2,50 |
2,46 |
97,17 |
2,48 |
DS1021 |
PL0000106670 |
113,33 |
113,51 |
2,49 |
2,45 |
113,42 |
2,47 |
PS0422 |
PL0000109492 |
98,29 |
98,42 |
2,63 |
2,60 |
98,36 |
2,61 |
WS0922 |
PL0000102646 |
115,01 |
115,23 |
2,66 |
2,62 |
115,12 |
2,64 |
WZ1122 |
PL0000109377 |
97,67 |
97,80 |
--- |
--- |
97,74 |
--- |
IZ0823 |
PL0000105359 |
109,97 |
110,84 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,18 |
2,81 |
2,75 |
107,00 |
2,78 |
WZ0124 |
PL0000107454 |
96,89 |
97,07 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,81 |
3,02 |
2,99 |
101,70 |
3,01 |
WZ0126 |
PL0000108817 |
95,06 |
95,21 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,41 |
3,11 |
3,08 |
95,31 |
3,10 |
DS0727 |
PL0000109427 |
94,02 |
94,26 |
3,20 |
3,17 |
94,14 |
3,18 |
WS0429 |
PL0000105391 |
125,43 |
126,21 |
3,15 |
3,08 |
125,82 |
3,11 |
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 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
160 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,500 |
1,510 |
1,507 |
115 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
140 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
50 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
30 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
140 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
50 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
55 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
20 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,510 |
1,510 |
1,510 |
160 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,510 |
1,492 |
65 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,510 |
1,498 |
675 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,510 |
1,506 |
610 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
155 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
150 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
25 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
25 |
PS0420 |
PL0000108510 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
160 |
OK0419 |
PL0000109633 |
4/11 |
7 |
1,510 |
1,510 |
1,510 |
120 |
TOTAL |
3 090 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.