2017-06-20 |
MARKET DATA |
No 116 (3149) |
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 |
495,00 |
497,88 |
21 |
420,00 |
430,93 |
4 |
915,00 |
928,80 |
25 |
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 |
101,27 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,83 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,78 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,69 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,70 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,02 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,40 |
98,41 |
98,390 |
98,390 |
98,390 |
98,390 |
98,390 |
100 000 |
98,63 |
1 |
DS1020 |
PL0000106126 |
109,65 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,64 |
98,63 |
98,630 |
98,630 |
98,630 |
98,630 |
98,630 |
140 000 |
138,53 |
5 |
PS0721 |
PL0000109153 |
97,35 |
97,32 |
97,350 |
97,370 |
97,300 |
97,300 |
97,339 |
35 000 |
34,63 |
4 |
DS1021 |
PL0000106670 |
113,50 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,49 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,22 |
115,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,11 |
107,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,84 |
101,800 |
101,800 |
101,740 |
101,740 |
101,753 |
160 000 |
167,53 |
8 |
DS0726 |
PL0000108866 |
95,53 |
95,58 |
95,530 |
95,530 |
95,530 |
95,530 |
95,530 |
50 000 |
48,90 |
2 |
DS0727 |
PL0000109427 |
94,40 |
94,36 |
94,340 |
94,340 |
94,340 |
94,340 |
94,340 |
10 000 |
9,66 |
1 |
WS0428 |
PL0000107611 |
95,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,76 |
125,90 |
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 |
109,97 |
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 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,84 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,80 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,94 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,10 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
495 000 |
497,88 |
21 |
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 |
69 |
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 |
101,25 |
101,33 |
1,53 |
1,30 |
101,29 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,80 |
101,87 |
1,57 |
1,49 |
101,84 |
1,53 |
PS0718 |
PL0000107595 |
100,88 |
100,94 |
1,68 |
1,62 |
100,91 |
1,65 |
OK1018 |
PL0000109062 |
97,73 |
97,83 |
1,73 |
1,65 |
97,78 |
1,69 |
WZ0119 |
PL0000107603 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
OK0419 |
PL0000109633 |
96,65 |
96,74 |
1,87 |
1,82 |
96,70 |
1,84 |
PS0719 |
PL0000108148 |
102,66 |
102,76 |
1,94 |
1,89 |
102,71 |
1,91 |
DS1019 |
PL0000105441 |
107,97 |
108,10 |
1,98 |
1,93 |
108,04 |
1,95 |
WZ0120 |
PL0000108601 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,47 |
2,12 |
2,06 |
98,39 |
2,09 |
DS1020 |
PL0000106126 |
109,60 |
109,79 |
2,23 |
2,18 |
109,70 |
2,20 |
WZ0121 |
PL0000106068 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,60 |
98,73 |
2,38 |
2,35 |
98,67 |
2,36 |
PS0721 |
PL0000109153 |
97,28 |
97,44 |
2,45 |
2,41 |
97,36 |
2,43 |
DS1021 |
PL0000106670 |
113,42 |
113,68 |
2,45 |
2,39 |
113,55 |
2,42 |
PS0422 |
PL0000109492 |
98,39 |
98,59 |
2,61 |
2,56 |
98,49 |
2,58 |
WS0922 |
PL0000102646 |
115,17 |
115,43 |
2,62 |
2,57 |
115,30 |
2,59 |
WZ1122 |
PL0000109377 |
97,73 |
97,89 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,74 |
110,68 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,30 |
2,77 |
2,73 |
107,18 |
2,75 |
WZ0124 |
PL0000107454 |
96,81 |
97,04 |
--- |
--- |
96,93 |
--- |
DS0725 |
PL0000108197 |
101,64 |
101,92 |
3,02 |
2,98 |
101,78 |
3,00 |
WZ0126 |
PL0000108817 |
94,99 |
95,27 |
--- |
--- |
95,13 |
--- |
DS0726 |
PL0000108866 |
95,29 |
95,65 |
3,10 |
3,05 |
95,47 |
3,08 |
DS0727 |
PL0000109427 |
94,18 |
94,46 |
3,18 |
3,15 |
94,32 |
3,16 |
WS0429 |
PL0000105391 |
125,33 |
126,17 |
3,15 |
3,08 |
125,75 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,25 |
101,33 |
1,53 |
1,30 |
101,29 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,81 |
101,86 |
1,56 |
1,50 |
101,84 |
1,53 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,67 |
1,62 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,76 |
97,83 |
1,70 |
1,65 |
97,80 |
1,67 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,65 |
96,72 |
1,87 |
1,83 |
96,69 |
1,85 |
PS0719 |
PL0000108148 |
102,65 |
102,73 |
1,94 |
1,90 |
102,69 |
1,92 |
DS1019 |
PL0000105441 |
108,01 |
108,09 |
1,96 |
1,93 |
108,05 |
1,95 |
WZ0120 |
PL0000108601 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,45 |
2,10 |
2,06 |
98,40 |
2,08 |
DS1020 |
PL0000106126 |
109,62 |
109,76 |
2,23 |
2,18 |
109,69 |
2,21 |
WZ0121 |
PL0000106068 |
99,11 |
99,22 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,56 |
98,66 |
2,39 |
2,37 |
98,61 |
2,38 |
PS0721 |
PL0000109153 |
97,28 |
97,37 |
2,45 |
2,43 |
97,33 |
2,44 |
DS1021 |
PL0000106670 |
113,44 |
113,59 |
2,44 |
2,41 |
113,52 |
2,43 |
PS0422 |
PL0000109492 |
98,40 |
98,51 |
2,60 |
2,58 |
98,46 |
2,59 |
WS0922 |
PL0000102646 |
115,12 |
115,30 |
2,63 |
2,59 |
115,21 |
2,61 |
WZ1122 |
PL0000109377 |
97,76 |
97,86 |
--- |
--- |
97,81 |
--- |
IZ0823 |
PL0000105359 |
109,81 |
110,60 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,29 |
2,77 |
2,73 |
107,17 |
2,75 |
WZ0124 |
PL0000107454 |
96,86 |
97,03 |
--- |
--- |
96,95 |
--- |
DS0725 |
PL0000108197 |
101,68 |
101,90 |
3,01 |
2,98 |
101,79 |
3,00 |
WZ0126 |
PL0000108817 |
95,04 |
95,27 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
95,41 |
95,67 |
3,08 |
3,05 |
95,54 |
3,07 |
DS0727 |
PL0000109427 |
94,26 |
94,45 |
3,17 |
3,15 |
94,36 |
3,16 |
WS0429 |
PL0000105391 |
125,34 |
126,14 |
3,15 |
3,08 |
125,74 |
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 |
1,350 |
1,350 |
1,350 |
50 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
110 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
180 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
80 |
TOTAL |
420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.