2017-06-12 |
MARKET DATA |
No 111 (3144) |
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 |
170,00 |
168,93 |
18 |
875,00 |
895,39 |
10 |
1 045,00 |
1 064,32 |
28 |
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 |
101,36 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,87 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,66 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,58 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,68 |
102,680 |
102,680 |
102,680 |
102,680 |
102,680 |
30 000 |
31,67 |
1 |
DS1019 |
PL0000105441 |
108,04 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,60 |
109,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,60 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,29 |
97,26 |
97,270 |
97,290 |
97,270 |
97,290 |
97,278 |
20 000 |
19,77 |
3 |
DS1021 |
PL0000106670 |
113,50 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,51 |
98,46 |
98,500 |
98,510 |
98,500 |
98,510 |
98,507 |
65 000 |
64,23 |
6 |
WS0922 |
PL0000102646 |
115,29 |
115,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,17 |
107,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,08 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,70 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,70 |
94,54 |
94,720 |
94,720 |
94,600 |
94,640 |
94,629 |
55 000 |
53,27 |
8 |
WS0428 |
PL0000107611 |
95,28 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,23 |
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 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,80 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,15 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
168,93 |
18 |
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 |
77 |
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 |
101,34 |
101,43 |
1,50 |
1,27 |
101,39 |
1,37 |
WZ0118 |
PL0000104717 |
100,20 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,85 |
101,92 |
1,57 |
1,49 |
101,89 |
1,52 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,69 |
1,63 |
100,92 |
1,66 |
OK1018 |
PL0000109062 |
97,63 |
97,73 |
1,77 |
1,70 |
97,68 |
1,74 |
WZ0119 |
PL0000107603 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,56 |
96,66 |
1,90 |
1,84 |
96,61 |
1,87 |
PS0719 |
PL0000108148 |
102,62 |
102,73 |
1,97 |
1,92 |
102,68 |
1,94 |
DS1019 |
PL0000105441 |
108,00 |
108,11 |
2,00 |
1,95 |
108,06 |
1,97 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,40 |
2,15 |
2,08 |
98,31 |
2,11 |
DS1020 |
PL0000106126 |
109,52 |
109,74 |
2,27 |
2,21 |
109,63 |
2,24 |
WZ0121 |
PL0000106068 |
99,13 |
99,31 |
--- |
--- |
99,22 |
--- |
PS0421 |
PL0000108916 |
98,47 |
98,58 |
2,42 |
2,39 |
98,53 |
2,40 |
PS0721 |
PL0000109153 |
97,16 |
97,29 |
2,48 |
2,45 |
97,23 |
2,46 |
DS1021 |
PL0000106670 |
113,37 |
113,60 |
2,47 |
2,42 |
113,49 |
2,45 |
PS0422 |
PL0000109492 |
98,33 |
98,50 |
2,62 |
2,58 |
98,42 |
2,60 |
WS0922 |
PL0000102646 |
115,11 |
115,35 |
2,64 |
2,60 |
115,23 |
2,62 |
WZ1122 |
PL0000109377 |
97,75 |
97,87 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
110,87 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
106,96 |
107,31 |
2,79 |
2,73 |
107,14 |
2,76 |
WZ0124 |
PL0000107454 |
96,90 |
97,07 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,07 |
2,99 |
2,96 |
101,94 |
2,97 |
WZ0126 |
PL0000108817 |
95,08 |
95,33 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
95,40 |
95,72 |
3,08 |
3,04 |
95,56 |
3,06 |
DS0727 |
PL0000109427 |
94,29 |
94,60 |
3,17 |
3,13 |
94,45 |
3,15 |
WS0429 |
PL0000105391 |
125,67 |
126,61 |
3,12 |
3,04 |
126,14 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,34 |
101,43 |
1,50 |
1,27 |
101,39 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,86 |
101,91 |
1,56 |
1,50 |
101,89 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,68 |
1,63 |
100,92 |
1,66 |
OK1018 |
PL0000109062 |
97,64 |
97,73 |
1,77 |
1,70 |
97,69 |
1,73 |
WZ0119 |
PL0000107603 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,57 |
96,65 |
1,89 |
1,85 |
96,61 |
1,87 |
PS0719 |
PL0000108148 |
102,66 |
102,72 |
1,95 |
1,92 |
102,69 |
1,94 |
DS1019 |
PL0000105441 |
108,03 |
108,11 |
1,98 |
1,95 |
108,07 |
1,97 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,26 |
98,43 |
2,13 |
2,07 |
98,35 |
2,10 |
DS1020 |
PL0000106126 |
109,58 |
109,79 |
2,26 |
2,19 |
109,69 |
2,22 |
WZ0121 |
PL0000106068 |
99,13 |
99,27 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,56 |
98,64 |
2,39 |
2,37 |
98,60 |
2,38 |
PS0721 |
PL0000109153 |
97,24 |
97,33 |
2,46 |
2,44 |
97,29 |
2,45 |
DS1021 |
PL0000106670 |
113,45 |
113,63 |
2,46 |
2,42 |
113,54 |
2,44 |
PS0422 |
PL0000109492 |
98,44 |
98,55 |
2,59 |
2,57 |
98,50 |
2,58 |
WS0922 |
PL0000102646 |
115,21 |
115,44 |
2,62 |
2,58 |
115,33 |
2,60 |
WZ1122 |
PL0000109377 |
97,75 |
97,86 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,95 |
110,81 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,40 |
2,77 |
2,71 |
107,24 |
2,74 |
WZ0124 |
PL0000107454 |
96,90 |
97,06 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,92 |
102,14 |
2,98 |
2,95 |
102,03 |
2,96 |
WZ0126 |
PL0000108817 |
95,11 |
95,28 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
95,57 |
95,79 |
3,06 |
3,03 |
95,68 |
3,05 |
DS0727 |
PL0000109427 |
94,38 |
94,61 |
3,16 |
3,13 |
94,50 |
3,14 |
WS0429 |
PL0000105391 |
125,61 |
126,36 |
3,13 |
3,06 |
125,99 |
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 |
1,400 |
1,400 |
1,400 |
70 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
230 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
50 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
110 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
135 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
TOTAL |
875 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.