2017-06-14 |
MARKET DATA |
No 113 (3146) |
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 |
1 790,00 |
1 771,45 |
65 |
1 330,00 |
1 361,70 |
16 |
3 120,00 |
3 133,15 |
81 |
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 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,32 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,85 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,78 |
97,73 |
97,750 |
97,790 |
97,750 |
97,790 |
97,754 |
330 000 |
322,59 |
8 |
OK0419 |
PL0000109633 |
96,69 |
96,65 |
96,650 |
96,690 |
96,650 |
96,690 |
96,671 |
505 000 |
488,19 |
11 |
PS0719 |
PL0000108148 |
102,73 |
102,68 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
200 000 |
211,24 |
2 |
DS1019 |
PL0000105441 |
108,07 |
108,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,44 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,73 |
109,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,75 |
98,59 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
10 000 |
9,90 |
1 |
PS0721 |
PL0000109153 |
97,56 |
97,25 |
97,250 |
97,480 |
97,250 |
97,450 |
97,452 |
190 000 |
188,15 |
7 |
DS1021 |
PL0000106670 |
113,68 |
113,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,70 |
98,47 |
98,500 |
98,700 |
98,500 |
98,700 |
98,675 |
80 000 |
79,21 |
8 |
WS0922 |
PL0000102646 |
115,51 |
115,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,41 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,44 |
101,90 |
102,000 |
102,150 |
102,000 |
102,150 |
102,036 |
55 000 |
57,73 |
4 |
DS0726 |
PL0000108866 |
95,85 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,02 |
94,34 |
94,610 |
94,800 |
94,610 |
94,800 |
94,687 |
75 000 |
72,70 |
7 |
WS0428 |
PL0000107611 |
94,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,15 |
125,91 |
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 |
110,43 |
110,300 |
110,300 |
110,300 |
110,300 |
110,300 |
10 000 |
13,08 |
1 |
WZ0118 |
PL0000104717 |
100,21 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,09 |
1 |
WZ0120 |
PL0000108601 |
99,89 |
99,89 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
10 000 |
10,06 |
1 |
WZ0121 |
PL0000106068 |
99,21 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,88 |
97,83 |
97,830 |
97,880 |
97,830 |
97,880 |
97,861 |
255 000 |
249,86 |
11 |
WZ0124 |
PL0000107454 |
97,04 |
97,00 |
97,000 |
97,070 |
97,000 |
97,070 |
97,012 |
60 000 |
58,64 |
3 |
WZ0126 |
PL0000108817 |
95,25 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 790 000 |
1 771,45 |
65 |
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 |
72 |
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 |
101,30 |
101,37 |
1,47 |
1,28 |
101,34 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,83 |
101,88 |
1,56 |
1,50 |
101,86 |
1,52 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,68 |
1,62 |
100,92 |
1,65 |
OK1018 |
PL0000109062 |
97,66 |
97,74 |
1,77 |
1,71 |
97,70 |
1,74 |
WZ0119 |
PL0000107603 |
100,16 |
100,22 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,60 |
96,67 |
1,89 |
1,85 |
96,64 |
1,87 |
PS0719 |
PL0000108148 |
102,63 |
102,70 |
1,96 |
1,92 |
102,67 |
1,94 |
DS1019 |
PL0000105441 |
107,97 |
108,06 |
1,99 |
1,95 |
108,02 |
1,97 |
WZ0120 |
PL0000108601 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,39 |
2,12 |
2,09 |
98,34 |
2,10 |
DS1020 |
PL0000106126 |
109,53 |
109,71 |
2,26 |
2,21 |
109,62 |
2,23 |
WZ0121 |
PL0000106068 |
99,11 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,62 |
2,41 |
2,38 |
98,57 |
2,39 |
PS0721 |
PL0000109153 |
97,17 |
97,28 |
2,48 |
2,45 |
97,23 |
2,47 |
DS1021 |
PL0000106670 |
113,34 |
113,56 |
2,47 |
2,42 |
113,45 |
2,45 |
PS0422 |
PL0000109492 |
98,35 |
98,50 |
2,61 |
2,58 |
98,43 |
2,60 |
WS0922 |
PL0000102646 |
115,13 |
115,31 |
2,63 |
2,60 |
115,22 |
2,61 |
WZ1122 |
PL0000109377 |
97,75 |
97,86 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,88 |
110,82 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,26 |
2,79 |
2,74 |
107,09 |
2,76 |
WZ0124 |
PL0000107454 |
96,83 |
97,06 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,65 |
101,93 |
3,01 |
2,98 |
101,79 |
3,00 |
WZ0126 |
PL0000108817 |
95,02 |
95,33 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,57 |
3,10 |
3,06 |
95,43 |
3,08 |
DS0727 |
PL0000109427 |
94,10 |
94,40 |
3,19 |
3,15 |
94,25 |
3,17 |
WS0429 |
PL0000105391 |
125,24 |
126,11 |
3,16 |
3,08 |
125,68 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,30 |
101,38 |
1,47 |
1,25 |
101,34 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,84 |
101,89 |
1,55 |
1,49 |
101,87 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,66 |
1,61 |
100,94 |
1,63 |
OK1018 |
PL0000109062 |
97,74 |
97,82 |
1,71 |
1,65 |
97,78 |
1,68 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,67 |
96,75 |
1,85 |
1,80 |
96,71 |
1,83 |
PS0719 |
PL0000108148 |
102,70 |
102,79 |
1,92 |
1,88 |
102,75 |
1,90 |
DS1019 |
PL0000105441 |
108,04 |
108,14 |
1,96 |
1,92 |
108,09 |
1,94 |
WZ0120 |
PL0000108601 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,51 |
2,10 |
2,04 |
98,44 |
2,07 |
DS1020 |
PL0000106126 |
109,66 |
109,87 |
2,22 |
2,16 |
109,77 |
2,19 |
WZ0121 |
PL0000106068 |
99,17 |
99,31 |
--- |
--- |
99,24 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,80 |
2,36 |
2,33 |
98,74 |
2,34 |
PS0721 |
PL0000109153 |
97,40 |
97,51 |
2,42 |
2,39 |
97,46 |
2,41 |
DS1021 |
PL0000106670 |
113,59 |
113,77 |
2,42 |
2,38 |
113,68 |
2,40 |
PS0422 |
PL0000109492 |
98,58 |
98,71 |
2,56 |
2,53 |
98,65 |
2,55 |
WS0922 |
PL0000102646 |
115,33 |
115,54 |
2,59 |
2,55 |
115,44 |
2,57 |
WZ1122 |
PL0000109377 |
97,84 |
97,96 |
--- |
--- |
97,90 |
--- |
IZ0823 |
PL0000105359 |
109,81 |
110,75 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,50 |
2,74 |
2,70 |
107,36 |
2,72 |
WZ0124 |
PL0000107454 |
96,98 |
97,12 |
--- |
--- |
97,05 |
--- |
DS0725 |
PL0000108197 |
102,02 |
102,23 |
2,96 |
2,93 |
102,13 |
2,95 |
WZ0126 |
PL0000108817 |
95,17 |
95,42 |
--- |
--- |
95,30 |
--- |
DS0726 |
PL0000108866 |
95,69 |
95,89 |
3,05 |
3,02 |
95,79 |
3,03 |
DS0727 |
PL0000109427 |
94,57 |
94,79 |
3,13 |
3,11 |
94,68 |
3,12 |
WS0429 |
PL0000105391 |
125,81 |
126,63 |
3,11 |
3,04 |
126,22 |
3,07 |
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 |
0/2 |
2 |
1,450 |
1,450 |
1,450 |
70 |
DS1021 |
PL0000106670 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
50 |
PS0719 |
PL0000108148 |
0/2 |
2 |
1,450 |
1,450 |
1,450 |
70 |
PS0721 |
PL0000109153 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
20 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
60 |
WZ0119 |
PL0000107603 |
0/2 |
2 |
1,300 |
1,300 |
1,300 |
50 |
DS1021 |
PL0000106670 |
2/5 |
3 |
1,440 |
1,440 |
1,440 |
90 |
PS0721 |
PL0000109153 |
2/5 |
3 |
1,400 |
1,400 |
1,400 |
20 |
WS0922 |
PL0000102646 |
2/8 |
6 |
1,430 |
1,430 |
1,430 |
10 |
DS0726 |
PL0000108866 |
2/8 |
6 |
1,430 |
1,430 |
1,430 |
400 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
205 |
PS0420 |
PL0000108510 |
2/9 |
7 |
1,410 |
1,410 |
1,410 |
100 |
WZ0119 |
PL0000107603 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
5/12 |
7 |
1,450 |
1,450 |
1,450 |
135 |
TOTAL |
1 330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.