2017-06-09 |
MARKET DATA |
No 110 (3143) |
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 |
840,00 |
827,30 |
57 |
890,00 |
886,02 |
9 |
1 730,00 |
1 713,32 |
66 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,38 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,88 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,91 |
100,910 |
100,910 |
100,910 |
100,910 |
100,910 |
110 000 |
113,43 |
5 |
OK1018 |
PL0000109062 |
97,65 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,59 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,05 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,26 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,58 |
109,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,52 |
98,46 |
98,520 |
98,520 |
98,500 |
98,500 |
98,513 |
15 000 |
14,82 |
2 |
PS0721 |
PL0000109153 |
97,25 |
97,19 |
97,240 |
97,240 |
97,190 |
97,190 |
97,230 |
80 000 |
79,02 |
5 |
DS1021 |
PL0000106670 |
113,47 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,43 |
98,30 |
98,430 |
98,450 |
98,400 |
98,420 |
98,433 |
235 000 |
232,03 |
8 |
WS0922 |
PL0000102646 |
115,24 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,06 |
107,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,92 |
101,75 |
102,000 |
102,000 |
102,000 |
102,000 |
102,000 |
10 000 |
10,49 |
1 |
DS0726 |
PL0000108866 |
95,55 |
95,36 |
95,600 |
95,630 |
95,530 |
95,570 |
95,586 |
25 000 |
24,45 |
4 |
DS0727 |
PL0000109427 |
94,55 |
94,24 |
94,290 |
94,600 |
94,290 |
94,500 |
94,458 |
265 000 |
256,17 |
22 |
WS0428 |
PL0000107611 |
95,52 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,15 |
125,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,61 |
130,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,25 |
108,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,18 |
110,61 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,79 |
97,79 |
97,790 |
97,790 |
97,790 |
97,790 |
97,790 |
50 000 |
48,94 |
4 |
WZ0124 |
PL0000107454 |
96,96 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,18 |
95,200 |
95,200 |
95,180 |
95,180 |
95,190 |
50 000 |
47,94 |
6 |
TOTAL |
840 000 |
827,30 |
57 |
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 |
78 |
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 |
101,36 |
101,47 |
1,48 |
1,19 |
101,42 |
1,32 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,87 |
101,93 |
1,55 |
1,49 |
101,90 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,69 |
1,64 |
100,92 |
1,66 |
OK1018 |
PL0000109062 |
97,61 |
97,71 |
1,79 |
1,71 |
97,66 |
1,75 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,55 |
96,62 |
1,90 |
1,86 |
96,59 |
1,88 |
PS0719 |
PL0000108148 |
102,65 |
102,73 |
1,96 |
1,92 |
102,69 |
1,94 |
DS1019 |
PL0000105441 |
108,01 |
108,11 |
2,00 |
1,96 |
108,06 |
1,98 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,20 |
98,34 |
2,15 |
2,10 |
98,27 |
2,13 |
DS1020 |
PL0000106126 |
109,50 |
109,69 |
2,28 |
2,22 |
109,60 |
2,25 |
WZ0121 |
PL0000106068 |
99,08 |
99,26 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,40 |
98,53 |
2,44 |
2,40 |
98,47 |
2,42 |
PS0721 |
PL0000109153 |
97,11 |
97,25 |
2,50 |
2,46 |
97,18 |
2,48 |
DS1021 |
PL0000106670 |
113,34 |
113,56 |
2,48 |
2,43 |
113,45 |
2,46 |
PS0422 |
PL0000109492 |
98,27 |
98,41 |
2,63 |
2,60 |
98,34 |
2,62 |
WS0922 |
PL0000102646 |
115,02 |
115,26 |
2,66 |
2,61 |
115,14 |
2,64 |
WZ1122 |
PL0000109377 |
97,68 |
97,83 |
--- |
--- |
97,76 |
--- |
IZ0823 |
PL0000105359 |
109,93 |
110,85 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
106,83 |
107,17 |
2,81 |
2,75 |
107,00 |
2,78 |
WZ0124 |
PL0000107454 |
96,87 |
97,09 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,85 |
3,03 |
2,99 |
101,71 |
3,01 |
WZ0126 |
PL0000108817 |
95,06 |
95,27 |
--- |
--- |
95,17 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,47 |
3,12 |
3,08 |
95,32 |
3,09 |
DS0727 |
PL0000109427 |
94,04 |
94,29 |
3,20 |
3,17 |
94,17 |
3,18 |
WS0429 |
PL0000105391 |
125,35 |
126,31 |
3,15 |
3,07 |
125,83 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,36 |
101,46 |
1,48 |
1,21 |
101,41 |
1,34 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,87 |
101,92 |
1,55 |
1,50 |
101,90 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,69 |
1,64 |
100,92 |
1,66 |
OK1018 |
PL0000109062 |
97,63 |
97,72 |
1,77 |
1,70 |
97,68 |
1,73 |
WZ0119 |
PL0000107603 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,57 |
96,63 |
1,89 |
1,85 |
96,60 |
1,87 |
PS0719 |
PL0000108148 |
102,64 |
102,71 |
1,96 |
1,93 |
102,68 |
1,94 |
DS1019 |
PL0000105441 |
108,03 |
108,11 |
1,99 |
1,96 |
108,07 |
1,97 |
WZ0120 |
PL0000108601 |
99,80 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,38 |
2,14 |
2,09 |
98,30 |
2,12 |
DS1020 |
PL0000106126 |
109,52 |
109,74 |
2,27 |
2,21 |
109,63 |
2,24 |
WZ0121 |
PL0000106068 |
99,14 |
99,31 |
--- |
--- |
99,23 |
--- |
PS0421 |
PL0000108916 |
98,44 |
98,56 |
2,43 |
2,39 |
98,50 |
2,41 |
PS0721 |
PL0000109153 |
97,15 |
97,25 |
2,48 |
2,46 |
97,20 |
2,47 |
DS1021 |
PL0000106670 |
113,35 |
113,50 |
2,48 |
2,45 |
113,43 |
2,46 |
PS0422 |
PL0000109492 |
98,32 |
98,46 |
2,62 |
2,59 |
98,39 |
2,60 |
WS0922 |
PL0000102646 |
115,09 |
115,32 |
2,65 |
2,60 |
115,21 |
2,62 |
WZ1122 |
PL0000109377 |
97,74 |
97,85 |
--- |
--- |
97,80 |
--- |
IZ0823 |
PL0000105359 |
109,94 |
110,86 |
--- |
--- |
110,40 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,27 |
2,80 |
2,74 |
107,09 |
2,77 |
WZ0124 |
PL0000107454 |
96,90 |
97,08 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,03 |
2,99 |
2,96 |
101,92 |
2,98 |
WZ0126 |
PL0000108817 |
95,13 |
95,36 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
95,43 |
95,63 |
3,08 |
3,05 |
95,53 |
3,07 |
DS0727 |
PL0000109427 |
94,31 |
94,49 |
3,16 |
3,14 |
94,40 |
3,15 |
WS0429 |
PL0000105391 |
125,71 |
126,57 |
3,12 |
3,04 |
126,14 |
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 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
50 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
200 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
10 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
490 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
55 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
80 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
5 |
TOTAL |
890 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.