2017-06-13 |
MARKET DATA |
No 112 (3145) |
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 |
817,50 |
816,85 |
41 |
1 195,00 |
1 192,28 |
14 |
2 012,50 |
2 009,13 |
55 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,35 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,86 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,70 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,63 |
96,63 |
96,630 |
96,630 |
96,630 |
96,630 |
96,630 |
150 000 |
144,95 |
6 |
PS0719 |
PL0000108148 |
102,69 |
102,71 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
5 000 |
5,28 |
1 |
DS1019 |
PL0000105441 |
108,05 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,36 |
98,38 |
98,360 |
98,360 |
98,360 |
98,360 |
98,360 |
25 000 |
24,64 |
1 |
DS1020 |
PL0000106126 |
109,60 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,62 |
98,59 |
98,610 |
98,610 |
98,600 |
98,600 |
98,609 |
135 000 |
133,51 |
3 |
PS0721 |
PL0000109153 |
97,29 |
97,26 |
97,290 |
97,290 |
97,290 |
97,290 |
97,290 |
10 000 |
9,89 |
1 |
DS1021 |
PL0000106670 |
113,53 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,51 |
98,43 |
98,480 |
98,480 |
98,420 |
98,460 |
98,460 |
92 500 |
91,37 |
9 |
WS0922 |
PL0000102646 |
115,31 |
115,28 |
115,320 |
115,320 |
115,320 |
115,320 |
115,320 |
50 000 |
59,76 |
1 |
DS1023 |
PL0000107264 |
107,11 |
107,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,92 |
101,85 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
5 000 |
5,24 |
1 |
DS0726 |
PL0000108866 |
95,53 |
95,50 |
95,570 |
95,570 |
95,570 |
95,570 |
95,570 |
5 000 |
4,89 |
1 |
DS0727 |
PL0000109427 |
97,27 |
94,21 |
94,410 |
94,420 |
94,340 |
94,340 |
94,385 |
120 000 |
115,94 |
12 |
WS0428 |
PL0000107611 |
94,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,98 |
125,95 |
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 |
110,40 |
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 |
100,19 |
100,20 |
100,200 |
100,200 |
100,190 |
100,190 |
100,195 |
200 000 |
201,81 |
3 |
WZ0120 |
PL0000108601 |
99,83 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,16 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,81 |
97,82 |
97,810 |
97,810 |
97,810 |
97,810 |
97,810 |
20 000 |
19,58 |
2 |
WZ0124 |
PL0000107454 |
96,93 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,15 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
817 500 |
816,85 |
41 |
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 |
75 |
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 |
101,33 |
101,41 |
1,47 |
1,26 |
101,37 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,85 |
101,90 |
1,56 |
1,50 |
101,88 |
1,52 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
1,67 |
1,63 |
100,93 |
1,64 |
OK1018 |
PL0000109062 |
97,65 |
97,74 |
1,77 |
1,70 |
97,70 |
1,73 |
WZ0119 |
PL0000107603 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,57 |
96,66 |
1,90 |
1,85 |
96,62 |
1,87 |
PS0719 |
PL0000108148 |
102,64 |
102,72 |
1,96 |
1,92 |
102,68 |
1,94 |
DS1019 |
PL0000105441 |
108,00 |
108,09 |
1,99 |
1,95 |
108,05 |
1,97 |
WZ0120 |
PL0000108601 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,42 |
2,13 |
2,07 |
98,34 |
2,10 |
DS1020 |
PL0000106126 |
109,54 |
109,76 |
2,26 |
2,20 |
109,65 |
2,23 |
WZ0121 |
PL0000106068 |
99,13 |
99,30 |
--- |
--- |
99,22 |
--- |
PS0421 |
PL0000108916 |
98,55 |
98,65 |
2,40 |
2,37 |
98,60 |
2,38 |
PS0721 |
PL0000109153 |
97,21 |
97,33 |
2,47 |
2,44 |
97,27 |
2,45 |
DS1021 |
PL0000106670 |
113,42 |
113,64 |
2,46 |
2,41 |
113,53 |
2,44 |
PS0422 |
PL0000109492 |
98,41 |
98,57 |
2,60 |
2,56 |
98,49 |
2,58 |
WS0922 |
PL0000102646 |
115,19 |
115,41 |
2,62 |
2,58 |
115,30 |
2,60 |
WZ1122 |
PL0000109377 |
97,73 |
97,86 |
--- |
--- |
97,80 |
--- |
IZ0823 |
PL0000105359 |
109,89 |
110,79 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,38 |
2,77 |
2,72 |
107,21 |
2,75 |
WZ0124 |
PL0000107454 |
96,85 |
97,06 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,06 |
2,99 |
2,96 |
101,94 |
2,97 |
WZ0126 |
PL0000108817 |
95,03 |
95,32 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
95,48 |
95,77 |
3,07 |
3,04 |
95,63 |
3,05 |
DS0727 |
PL0000109427 |
94,31 |
94,56 |
3,16 |
3,13 |
94,44 |
3,15 |
WS0429 |
PL0000105391 |
125,59 |
126,46 |
3,13 |
3,05 |
126,03 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,33 |
101,40 |
1,47 |
1,29 |
101,37 |
1,37 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,85 |
101,90 |
1,56 |
1,50 |
101,88 |
1,52 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
1,67 |
1,63 |
100,93 |
1,64 |
OK1018 |
PL0000109062 |
97,67 |
97,75 |
1,75 |
1,69 |
97,71 |
1,72 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,60 |
96,67 |
1,88 |
1,84 |
96,64 |
1,86 |
PS0719 |
PL0000108148 |
102,65 |
102,73 |
1,95 |
1,91 |
102,69 |
1,93 |
DS1019 |
PL0000105441 |
108,02 |
108,10 |
1,98 |
1,95 |
108,06 |
1,96 |
WZ0120 |
PL0000108601 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,42 |
2,11 |
2,07 |
98,37 |
2,09 |
DS1020 |
PL0000106126 |
109,58 |
109,77 |
2,25 |
2,19 |
109,68 |
2,22 |
WZ0121 |
PL0000106068 |
99,13 |
99,30 |
--- |
--- |
99,22 |
--- |
PS0421 |
PL0000108916 |
98,54 |
98,64 |
2,40 |
2,37 |
98,59 |
2,38 |
PS0721 |
PL0000109153 |
97,24 |
97,33 |
2,46 |
2,44 |
97,29 |
2,45 |
DS1021 |
PL0000106670 |
113,43 |
113,57 |
2,46 |
2,43 |
113,50 |
2,44 |
PS0422 |
PL0000109492 |
98,41 |
98,52 |
2,60 |
2,58 |
98,47 |
2,59 |
WS0922 |
PL0000102646 |
115,21 |
115,36 |
2,62 |
2,59 |
115,29 |
2,60 |
WZ1122 |
PL0000109377 |
97,76 |
97,86 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,91 |
110,82 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
107,00 |
107,33 |
2,78 |
2,73 |
107,17 |
2,75 |
WZ0124 |
PL0000107454 |
96,86 |
97,02 |
--- |
--- |
96,94 |
--- |
DS0725 |
PL0000108197 |
101,78 |
101,97 |
3,00 |
2,97 |
101,88 |
2,98 |
WZ0126 |
PL0000108817 |
95,09 |
95,32 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
95,40 |
95,59 |
3,08 |
3,06 |
95,50 |
3,07 |
DS0727 |
PL0000109427 |
94,20 |
94,42 |
3,18 |
3,15 |
94,31 |
3,16 |
WS0429 |
PL0000105391 |
125,32 |
126,25 |
3,15 |
3,07 |
125,79 |
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 |
1,430 |
1,430 |
1,430 |
70 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
40 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
40 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
40 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
230 |
DS1021 |
PL0000106670 |
1/3 |
2 |
1,400 |
1,400 |
1,400 |
40 |
DS0727 |
PL0000109427 |
1/3 |
2 |
1,400 |
1,400 |
1,400 |
25 |
PS0422 |
PL0000109492 |
1/3 |
2 |
1,430 |
1,430 |
1,430 |
105 |
OK0419 |
PL0000109633 |
1/3 |
2 |
1,430 |
1,430 |
1,430 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,380 |
1,390 |
1,387 |
185 |
TOTAL |
1 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.