2017-06-16 |
MARKET DATA |
No 114 (3147) |
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 |
417,50 |
423,36 |
19 |
370,00 |
385,08 |
5 |
787,50 |
808,44 |
24 |
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 |
101,31 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,85 |
101,86 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
50 000 |
51,21 |
1 |
PS0718 |
PL0000107595 |
100,91 |
100,93 |
100,910 |
100,910 |
100,900 |
100,900 |
100,902 |
122 500 |
126,37 |
2 |
OK1018 |
PL0000109062 |
97,77 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,68 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,71 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,06 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,36 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,70 |
109,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,71 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,42 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,60 |
113,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,57 |
98,51 |
98,520 |
98,540 |
98,520 |
98,540 |
98,530 |
65 000 |
64,27 |
3 |
WS0922 |
PL0000102646 |
115,30 |
115,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,37 |
107,28 |
107,310 |
107,420 |
107,310 |
107,420 |
107,347 |
15 000 |
16,49 |
2 |
DS0725 |
PL0000108197 |
101,96 |
101,90 |
101,950 |
102,010 |
101,950 |
102,010 |
101,992 |
50 000 |
52,47 |
5 |
DS0726 |
PL0000108866 |
95,65 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,55 |
94,38 |
94,500 |
94,500 |
94,380 |
94,380 |
94,472 |
25 000 |
24,18 |
3 |
WS0428 |
PL0000107611 |
95,10 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,89 |
126,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,96 |
130,84 |
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 |
110,06 |
110,43 |
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 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,22 |
99,170 |
99,170 |
99,170 |
99,170 |
99,170 |
10 000 |
9,99 |
1 |
WZ1122 |
PL0000109377 |
97,85 |
97,83 |
97,830 |
97,840 |
97,830 |
97,840 |
97,839 |
80 000 |
78,37 |
2 |
WZ0124 |
PL0000107454 |
97,00 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,23 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
417 500 |
423,36 |
19 |
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 |
71 |
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 |
101,29 |
101,37 |
1,47 |
1,25 |
101,33 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,83 |
101,88 |
1,55 |
1,49 |
101,86 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,67 |
1,62 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,73 |
97,83 |
1,72 |
1,64 |
97,78 |
1,68 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,65 |
96,74 |
1,86 |
1,81 |
96,70 |
1,83 |
PS0719 |
PL0000108148 |
102,66 |
102,80 |
1,94 |
1,87 |
102,73 |
1,91 |
DS1019 |
PL0000105441 |
107,99 |
108,13 |
1,98 |
1,92 |
108,06 |
1,95 |
WZ0120 |
PL0000108601 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0420 |
PL0000108510 |
98,33 |
98,50 |
2,11 |
2,05 |
98,42 |
2,07 |
DS1020 |
PL0000106126 |
109,61 |
109,84 |
2,23 |
2,17 |
109,73 |
2,20 |
WZ0121 |
PL0000106068 |
99,11 |
99,28 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,60 |
98,75 |
2,38 |
2,34 |
98,68 |
2,36 |
PS0721 |
PL0000109153 |
97,30 |
97,47 |
2,45 |
2,40 |
97,39 |
2,43 |
DS1021 |
PL0000106670 |
113,46 |
113,73 |
2,44 |
2,38 |
113,60 |
2,41 |
PS0422 |
PL0000109492 |
98,44 |
98,62 |
2,59 |
2,55 |
98,53 |
2,57 |
WS0922 |
PL0000102646 |
115,23 |
115,50 |
2,61 |
2,56 |
115,37 |
2,58 |
WZ1122 |
PL0000109377 |
97,74 |
97,89 |
--- |
--- |
97,82 |
--- |
IZ0823 |
PL0000105359 |
109,88 |
110,68 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,44 |
2,76 |
2,71 |
107,27 |
2,73 |
WZ0124 |
PL0000107454 |
96,84 |
97,10 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,17 |
2,99 |
2,94 |
102,00 |
2,97 |
WZ0126 |
PL0000108817 |
95,06 |
95,37 |
--- |
--- |
95,22 |
--- |
DS0726 |
PL0000108866 |
95,51 |
95,90 |
3,07 |
3,02 |
95,71 |
3,04 |
DS0727 |
PL0000109427 |
94,41 |
94,70 |
3,15 |
3,12 |
94,56 |
3,13 |
WS0429 |
PL0000105391 |
125,66 |
126,43 |
3,12 |
3,05 |
126,05 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,29 |
101,37 |
1,47 |
1,25 |
101,33 |
1,36 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,83 |
101,88 |
1,55 |
1,49 |
101,86 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,67 |
1,62 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,74 |
97,83 |
1,71 |
1,64 |
97,79 |
1,67 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,66 |
96,74 |
1,86 |
1,81 |
96,70 |
1,83 |
PS0719 |
PL0000108148 |
102,66 |
102,78 |
1,94 |
1,88 |
102,72 |
1,91 |
DS1019 |
PL0000105441 |
108,03 |
108,15 |
1,96 |
1,91 |
108,09 |
1,94 |
WZ0120 |
PL0000108601 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,51 |
2,10 |
2,04 |
98,43 |
2,07 |
DS1020 |
PL0000106126 |
109,67 |
109,86 |
2,22 |
2,16 |
109,77 |
2,19 |
WZ0121 |
PL0000106068 |
99,13 |
99,27 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,78 |
2,37 |
2,33 |
98,72 |
2,35 |
PS0721 |
PL0000109153 |
97,37 |
97,52 |
2,43 |
2,39 |
97,45 |
2,41 |
DS1021 |
PL0000106670 |
113,54 |
113,72 |
2,43 |
2,39 |
113,63 |
2,41 |
PS0422 |
PL0000109492 |
98,52 |
98,67 |
2,58 |
2,54 |
98,60 |
2,56 |
WS0922 |
PL0000102646 |
115,27 |
115,49 |
2,60 |
2,56 |
115,38 |
2,58 |
WZ1122 |
PL0000109377 |
97,81 |
97,94 |
--- |
--- |
97,88 |
--- |
IZ0823 |
PL0000105359 |
109,84 |
110,66 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,50 |
2,74 |
2,70 |
107,37 |
2,72 |
WZ0124 |
PL0000107454 |
96,92 |
97,10 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
101,88 |
102,09 |
2,98 |
2,95 |
101,99 |
2,97 |
WZ0126 |
PL0000108817 |
95,14 |
95,34 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
95,56 |
95,81 |
3,06 |
3,03 |
95,69 |
3,05 |
DS0727 |
PL0000109427 |
94,46 |
94,67 |
3,15 |
3,12 |
94,57 |
3,13 |
WS0429 |
PL0000105391 |
125,63 |
126,42 |
3,12 |
3,05 |
126,03 |
3,09 |
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 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
10 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
90 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
70 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
100 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,490 |
1,490 |
1,490 |
100 |
TOTAL |
370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.