2017-06-21 |
MARKET DATA |
No 117 (3150) |
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 |
2 280,00 |
2 335,20 |
54 |
1 100,00 |
1 121,12 |
11 |
3 380,00 |
3 456,32 |
65 |
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 |
99,88 |
99,89 |
99,900 |
99,900 |
99,890 |
99,890 |
99,895 |
150 000 |
149,84 |
2 |
DS1017 |
PL0000104543 |
101,27 |
101,30 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
30 000 |
31,43 |
1 |
PS0418 |
PL0000107314 |
101,81 |
101,83 |
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 |
97,79 |
97,78 |
97,790 |
97,790 |
97,790 |
97,790 |
97,790 |
10 000 |
9,78 |
1 |
OK0419 |
PL0000109633 |
96,70 |
96,68 |
96,680 |
96,680 |
96,680 |
96,680 |
96,680 |
100 000 |
96,68 |
1 |
PS0719 |
PL0000108148 |
102,68 |
102,67 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
20 000 |
21,13 |
1 |
DS1019 |
PL0000105441 |
108,02 |
107,99 |
108,010 |
108,010 |
107,980 |
107,980 |
107,999 |
600 000 |
669,79 |
10 |
PS0420 |
PL0000108510 |
98,43 |
98,40 |
98,430 |
98,430 |
98,430 |
98,430 |
98,430 |
20 000 |
19,73 |
2 |
DS1020 |
PL0000106126 |
109,64 |
109,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,61 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,32 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,46 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,47 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,22 |
115,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,15 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,78 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,52 |
95,42 |
95,520 |
95,520 |
95,520 |
95,520 |
95,520 |
10 000 |
9,78 |
1 |
DS0727 |
PL0000109427 |
97,19 |
94,18 |
94,410 |
94,410 |
94,160 |
94,180 |
94,223 |
200 000 |
193,01 |
15 |
WS0428 |
PL0000107611 |
95,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,71 |
125,65 |
125,690 |
125,690 |
125,690 |
125,690 |
125,690 |
10 000 |
12,66 |
1 |
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 |
110,38 |
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 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,87 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
20 000 |
20,12 |
2 |
WZ0121 |
PL0000106068 |
99,16 |
99,17 |
99,160 |
99,160 |
99,150 |
99,160 |
99,155 |
765 000 |
764,24 |
8 |
WZ1122 |
PL0000109377 |
97,81 |
97,81 |
97,820 |
97,820 |
97,800 |
97,810 |
97,805 |
200 000 |
195,90 |
5 |
WZ0124 |
PL0000107454 |
97,00 |
96,97 |
97,030 |
97,030 |
97,030 |
97,030 |
97,030 |
110 000 |
107,55 |
2 |
WZ0126 |
PL0000108817 |
95,14 |
95,20 |
95,140 |
95,140 |
95,140 |
95,140 |
95,140 |
35 000 |
33,56 |
2 |
TOTAL |
2 280 000 |
2 335,20 |
54 |
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 |
68 |
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 |
101,31 |
1,50 |
1,33 |
101,28 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,80 |
101,85 |
1,57 |
1,51 |
101,83 |
1,53 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,67 |
1,62 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,76 |
97,83 |
1,71 |
1,65 |
97,80 |
1,67 |
WZ0119 |
PL0000107603 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,67 |
96,74 |
1,86 |
1,82 |
96,71 |
1,84 |
PS0719 |
PL0000108148 |
102,65 |
102,74 |
1,94 |
1,90 |
102,70 |
1,92 |
DS1019 |
PL0000105441 |
108,00 |
108,08 |
1,96 |
1,93 |
108,04 |
1,95 |
WZ0120 |
PL0000108601 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,39 |
98,49 |
2,09 |
2,05 |
98,44 |
2,07 |
DS1020 |
PL0000106126 |
109,62 |
109,78 |
2,22 |
2,18 |
109,70 |
2,20 |
WZ0121 |
PL0000106068 |
99,08 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,72 |
2,39 |
2,35 |
98,66 |
2,37 |
PS0721 |
PL0000109153 |
97,30 |
97,42 |
2,45 |
2,42 |
97,36 |
2,43 |
DS1021 |
PL0000106670 |
113,44 |
113,64 |
2,44 |
2,40 |
113,54 |
2,42 |
PS0422 |
PL0000109492 |
98,43 |
98,59 |
2,60 |
2,56 |
98,51 |
2,58 |
WS0922 |
PL0000102646 |
115,20 |
115,44 |
2,61 |
2,57 |
115,32 |
2,59 |
WZ1122 |
PL0000109377 |
97,73 |
97,86 |
--- |
--- |
97,80 |
--- |
IZ0823 |
PL0000105359 |
109,61 |
110,81 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,36 |
2,76 |
2,72 |
107,24 |
2,74 |
WZ0124 |
PL0000107454 |
96,87 |
97,08 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,00 |
3,00 |
2,97 |
101,86 |
2,99 |
WZ0126 |
PL0000108817 |
94,99 |
95,31 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
95,36 |
95,70 |
3,09 |
3,05 |
95,53 |
3,07 |
DS0727 |
PL0000109427 |
94,29 |
94,56 |
3,17 |
3,14 |
94,43 |
3,15 |
WS0429 |
PL0000105391 |
125,48 |
126,39 |
3,14 |
3,06 |
125,94 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,25 |
101,32 |
1,50 |
1,30 |
101,29 |
1,39 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,80 |
101,84 |
1,57 |
1,52 |
101,82 |
1,54 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,67 |
1,62 |
100,92 |
1,64 |
OK1018 |
PL0000109062 |
97,73 |
97,80 |
1,73 |
1,67 |
97,77 |
1,70 |
WZ0119 |
PL0000107603 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,63 |
96,70 |
1,88 |
1,84 |
96,67 |
1,86 |
PS0719 |
PL0000108148 |
102,61 |
102,70 |
1,96 |
1,92 |
102,66 |
1,94 |
DS1019 |
PL0000105441 |
107,93 |
108,04 |
1,99 |
1,95 |
107,99 |
1,97 |
WZ0120 |
PL0000108601 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,44 |
2,12 |
2,07 |
98,37 |
2,09 |
DS1020 |
PL0000106126 |
109,49 |
109,61 |
2,26 |
2,23 |
109,55 |
2,24 |
WZ0121 |
PL0000106068 |
99,10 |
99,21 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,48 |
98,64 |
2,42 |
2,37 |
98,56 |
2,39 |
PS0721 |
PL0000109153 |
97,20 |
97,31 |
2,48 |
2,45 |
97,26 |
2,46 |
DS1021 |
PL0000106670 |
113,30 |
113,46 |
2,47 |
2,44 |
113,38 |
2,46 |
PS0422 |
PL0000109492 |
98,31 |
98,45 |
2,62 |
2,59 |
98,38 |
2,61 |
WS0922 |
PL0000102646 |
115,03 |
115,26 |
2,64 |
2,60 |
115,15 |
2,62 |
WZ1122 |
PL0000109377 |
97,76 |
97,87 |
--- |
--- |
97,82 |
--- |
IZ0823 |
PL0000105359 |
109,69 |
110,66 |
--- |
--- |
110,18 |
--- |
DS1023 |
PL0000107264 |
106,94 |
107,19 |
2,79 |
2,75 |
107,07 |
2,77 |
WZ0124 |
PL0000107454 |
96,88 |
97,03 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
101,56 |
101,82 |
3,03 |
2,99 |
101,69 |
3,01 |
WZ0126 |
PL0000108817 |
95,04 |
95,25 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,52 |
3,12 |
3,07 |
95,34 |
3,09 |
DS0727 |
PL0000109427 |
94,10 |
94,29 |
3,19 |
3,17 |
94,20 |
3,18 |
WS0429 |
PL0000105391 |
125,07 |
125,91 |
3,17 |
3,10 |
125,49 |
3,14 |
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 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
110 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
110 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
600 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
WZ0121 |
PL0000106068 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
25 |
WZ1122 |
PL0000109377 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
80 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.