2017-06-19 |
MARKET DATA |
No 115 (3148) |
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 |
650,00 |
651,03 |
13 |
1 715,00 |
1 734,25 |
13 |
2 365,00 |
2 385,28 |
26 |
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 |
99,87 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,28 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,84 |
101,85 |
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 |
97,77 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,70 |
96,69 |
96,690 |
96,690 |
96,680 |
96,680 |
96,683 |
30 000 |
29,01 |
2 |
PS0719 |
PL0000108148 |
102,71 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,03 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,67 |
109,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,66 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,40 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,54 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,54 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,29 |
115,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,87 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,55 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,45 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,82 |
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 |
110,08 |
110,41 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,88 |
99,89 |
99,880 |
99,880 |
99,840 |
99,840 |
99,855 |
585 000 |
588,45 |
9 |
WZ0121 |
PL0000106068 |
99,15 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,83 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,19 |
95,18 |
95,190 |
95,190 |
95,180 |
95,180 |
95,183 |
35 000 |
33,57 |
2 |
TOTAL |
650 000 |
651,03 |
13 |
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 |
70 |
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 |
101,27 |
101,34 |
1,50 |
1,30 |
101,31 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,81 |
101,87 |
1,57 |
1,50 |
101,84 |
1,53 |
PS0718 |
PL0000107595 |
100,88 |
100,94 |
1,68 |
1,62 |
100,91 |
1,65 |
OK1018 |
PL0000109062 |
97,74 |
97,83 |
1,71 |
1,64 |
97,79 |
1,68 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,67 |
96,76 |
1,85 |
1,80 |
96,72 |
1,83 |
PS0719 |
PL0000108148 |
102,66 |
102,80 |
1,94 |
1,87 |
102,73 |
1,91 |
DS1019 |
PL0000105441 |
108,01 |
108,13 |
1,97 |
1,92 |
108,07 |
1,94 |
WZ0120 |
PL0000108601 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,50 |
2,10 |
2,05 |
98,42 |
2,08 |
DS1020 |
PL0000106126 |
109,66 |
109,85 |
2,22 |
2,16 |
109,76 |
2,19 |
WZ0121 |
PL0000106068 |
99,11 |
99,27 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,78 |
2,37 |
2,33 |
98,71 |
2,35 |
PS0721 |
PL0000109153 |
97,37 |
97,52 |
2,43 |
2,39 |
97,45 |
2,41 |
DS1021 |
PL0000106670 |
113,52 |
113,78 |
2,43 |
2,37 |
113,65 |
2,40 |
PS0422 |
PL0000109492 |
98,51 |
98,68 |
2,58 |
2,54 |
98,60 |
2,56 |
WS0922 |
PL0000102646 |
115,25 |
115,52 |
2,60 |
2,55 |
115,39 |
2,58 |
WZ1122 |
PL0000109377 |
97,80 |
97,93 |
--- |
--- |
97,87 |
--- |
IZ0823 |
PL0000105359 |
109,80 |
110,74 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,44 |
2,75 |
2,70 |
107,29 |
2,73 |
WZ0124 |
PL0000107454 |
96,89 |
97,09 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,12 |
2,99 |
2,95 |
101,97 |
2,97 |
WZ0126 |
PL0000108817 |
95,10 |
95,37 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,89 |
3,08 |
3,02 |
95,68 |
3,05 |
DS0727 |
PL0000109427 |
94,35 |
94,67 |
3,16 |
3,12 |
94,51 |
3,14 |
WS0429 |
PL0000105391 |
125,57 |
126,46 |
3,13 |
3,05 |
126,02 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,27 |
101,35 |
1,50 |
1,28 |
101,31 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,82 |
101,87 |
1,56 |
1,50 |
101,85 |
1,52 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,67 |
1,61 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,73 |
97,81 |
1,72 |
1,66 |
97,77 |
1,69 |
WZ0119 |
PL0000107603 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
OK0419 |
PL0000109633 |
96,66 |
96,73 |
1,86 |
1,82 |
96,70 |
1,84 |
PS0719 |
PL0000108148 |
102,68 |
102,76 |
1,93 |
1,89 |
102,72 |
1,91 |
DS1019 |
PL0000105441 |
108,01 |
108,11 |
1,97 |
1,93 |
108,06 |
1,95 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,48 |
2,12 |
2,05 |
98,40 |
2,08 |
DS1020 |
PL0000106126 |
109,62 |
109,81 |
2,23 |
2,17 |
109,72 |
2,20 |
WZ0121 |
PL0000106068 |
99,10 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,73 |
2,38 |
2,35 |
98,68 |
2,36 |
PS0721 |
PL0000109153 |
97,30 |
97,44 |
2,45 |
2,41 |
97,37 |
2,43 |
DS1021 |
PL0000106670 |
113,43 |
113,60 |
2,45 |
2,41 |
113,52 |
2,43 |
PS0422 |
PL0000109492 |
98,42 |
98,54 |
2,60 |
2,57 |
98,48 |
2,59 |
WS0922 |
PL0000102646 |
115,17 |
115,42 |
2,62 |
2,57 |
115,30 |
2,59 |
WZ1122 |
PL0000109377 |
97,77 |
97,88 |
--- |
--- |
97,83 |
--- |
IZ0823 |
PL0000105359 |
109,87 |
110,65 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,33 |
2,76 |
2,72 |
107,23 |
2,74 |
WZ0124 |
PL0000107454 |
96,85 |
97,04 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,75 |
101,94 |
3,00 |
2,97 |
101,85 |
2,99 |
WZ0126 |
PL0000108817 |
95,09 |
95,26 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,74 |
3,08 |
3,04 |
95,61 |
3,06 |
DS0727 |
PL0000109427 |
94,32 |
94,51 |
3,16 |
3,14 |
94,42 |
3,15 |
WS0429 |
PL0000105391 |
125,43 |
126,25 |
3,14 |
3,07 |
125,84 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
195 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
155 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
125 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
240 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
100 |
PS0420 |
PL0000108510 |
0/7 |
7 |
1,380 |
1,380 |
1,380 |
160 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
205 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
170 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
50 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
240 |
TOTAL |
1 715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.