2017-06-22 |
MARKET DATA |
No 118 (3151) |
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 |
1 892,50 |
1 877,21 |
77 |
1 605,00 |
1 603,88 |
11 |
3 497,50 |
3 481,10 |
88 |
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 |
99,90 |
99,88 |
99,900 |
99,900 |
99,880 |
99,880 |
99,898 |
840 000 |
839,14 |
15 |
DS1017 |
PL0000104543 |
101,25 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,81 |
101,81 |
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 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,69 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,68 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
60 000 |
63,41 |
1 |
DS1019 |
PL0000105441 |
107,96 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,33 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,53 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,56 |
98,58 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
5 000 |
4,95 |
1 |
PS0721 |
PL0000109153 |
97,27 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,36 |
113,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,47 |
98,37 |
98,370 |
98,470 |
98,370 |
98,380 |
98,410 |
315 000 |
311,20 |
20 |
WS0922 |
PL0000102646 |
115,11 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,02 |
107,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,60 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,30 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,18 |
94,00 |
94,160 |
94,170 |
93,950 |
94,100 |
94,072 |
255 000 |
245,75 |
14 |
WS0428 |
PL0000107611 |
94,76 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,56 |
125,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,78 |
128,66 |
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 |
110,20 |
110,27 |
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 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,85 |
99,850 |
99,850 |
99,840 |
99,840 |
99,849 |
115 000 |
115,70 |
11 |
WZ0121 |
PL0000106068 |
99,17 |
99,20 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
50 000 |
49,96 |
1 |
WZ1122 |
PL0000109377 |
97,85 |
97,83 |
97,850 |
97,850 |
97,820 |
97,820 |
97,835 |
182 500 |
178,84 |
7 |
WZ0124 |
PL0000107454 |
97,02 |
97,03 |
97,030 |
97,050 |
97,030 |
97,050 |
97,047 |
60 000 |
58,68 |
6 |
WZ0126 |
PL0000108817 |
95,16 |
95,19 |
95,160 |
95,160 |
95,160 |
95,160 |
95,160 |
10 000 |
9,59 |
1 |
TOTAL |
1 892 500 |
1 877,21 |
77 |
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 |
65 |
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 |
101,24 |
101,32 |
1,44 |
1,21 |
101,28 |
1,32 |
WZ0118 |
PL0000104717 |
100,20 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,83 |
1,58 |
1,51 |
101,80 |
1,54 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
1,65 |
1,61 |
100,92 |
1,63 |
OK1018 |
PL0000109062 |
97,73 |
97,84 |
1,74 |
1,65 |
97,79 |
1,69 |
WZ0119 |
PL0000107603 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
OK0419 |
PL0000109633 |
96,64 |
96,72 |
1,89 |
1,84 |
96,68 |
1,86 |
PS0719 |
PL0000108148 |
102,61 |
102,70 |
1,96 |
1,91 |
102,66 |
1,93 |
DS1019 |
PL0000105441 |
107,92 |
108,01 |
1,98 |
1,95 |
107,97 |
1,96 |
WZ0120 |
PL0000108601 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,45 |
2,12 |
2,07 |
98,38 |
2,09 |
DS1020 |
PL0000106126 |
109,51 |
109,66 |
2,25 |
2,20 |
109,59 |
2,23 |
WZ0121 |
PL0000106068 |
99,12 |
99,22 |
--- |
--- |
99,17 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,66 |
2,41 |
2,37 |
98,59 |
2,39 |
PS0721 |
PL0000109153 |
97,22 |
97,34 |
2,47 |
2,44 |
97,28 |
2,46 |
DS1021 |
PL0000106670 |
113,33 |
113,53 |
2,46 |
2,42 |
113,43 |
2,44 |
PS0422 |
PL0000109492 |
98,36 |
98,50 |
2,61 |
2,58 |
98,43 |
2,60 |
WS0922 |
PL0000102646 |
115,07 |
115,34 |
2,63 |
2,58 |
115,21 |
2,60 |
WZ1122 |
PL0000109377 |
97,79 |
97,88 |
--- |
--- |
97,84 |
--- |
IZ0823 |
PL0000105359 |
109,67 |
110,69 |
--- |
--- |
110,18 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,24 |
2,78 |
2,74 |
107,12 |
2,76 |
WZ0124 |
PL0000107454 |
96,94 |
97,14 |
--- |
--- |
97,04 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,88 |
3,03 |
2,98 |
101,73 |
3,00 |
WZ0126 |
PL0000108817 |
95,05 |
95,28 |
--- |
--- |
95,17 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,63 |
3,10 |
3,06 |
95,45 |
3,08 |
DS0727 |
PL0000109427 |
94,12 |
94,38 |
3,19 |
3,16 |
94,25 |
3,17 |
WS0429 |
PL0000105391 |
125,23 |
126,05 |
3,16 |
3,08 |
125,64 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,24 |
101,32 |
1,44 |
1,21 |
101,28 |
1,32 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,78 |
101,83 |
1,57 |
1,51 |
101,81 |
1,53 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
1,65 |
1,61 |
100,92 |
1,63 |
OK1018 |
PL0000109062 |
97,75 |
97,81 |
1,72 |
1,68 |
97,78 |
1,70 |
WZ0119 |
PL0000107603 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,67 |
96,73 |
1,87 |
1,83 |
96,70 |
1,85 |
PS0719 |
PL0000108148 |
102,64 |
102,74 |
1,94 |
1,89 |
102,69 |
1,92 |
DS1019 |
PL0000105441 |
107,92 |
108,01 |
1,98 |
1,95 |
107,97 |
1,96 |
WZ0120 |
PL0000108601 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,45 |
2,12 |
2,07 |
98,38 |
2,09 |
DS1020 |
PL0000106126 |
109,49 |
109,66 |
2,26 |
2,20 |
109,58 |
2,23 |
WZ0121 |
PL0000106068 |
99,12 |
99,25 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,64 |
2,41 |
2,37 |
98,58 |
2,39 |
PS0721 |
PL0000109153 |
97,23 |
97,33 |
2,47 |
2,44 |
97,28 |
2,46 |
DS1021 |
PL0000106670 |
113,31 |
113,48 |
2,47 |
2,43 |
113,40 |
2,45 |
PS0422 |
PL0000109492 |
98,37 |
98,47 |
2,61 |
2,59 |
98,42 |
2,60 |
WS0922 |
PL0000102646 |
115,03 |
115,24 |
2,64 |
2,60 |
115,14 |
2,62 |
WZ1122 |
PL0000109377 |
97,79 |
97,89 |
--- |
--- |
97,84 |
--- |
IZ0823 |
PL0000105359 |
109,62 |
110,57 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,22 |
2,79 |
2,74 |
107,08 |
2,76 |
WZ0124 |
PL0000107454 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
DS0725 |
PL0000108197 |
101,53 |
101,82 |
3,03 |
2,99 |
101,68 |
3,01 |
WZ0126 |
PL0000108817 |
95,06 |
95,23 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,54 |
3,11 |
3,07 |
95,37 |
3,09 |
DS0727 |
PL0000109427 |
94,03 |
94,24 |
3,20 |
3,17 |
94,14 |
3,19 |
WS0429 |
PL0000105391 |
125,00 |
125,97 |
3,18 |
3,09 |
125,49 |
3,13 |
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 |
1,350 |
1,350 |
1,350 |
100 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
75 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
25 |
PS0420 |
PL0000108510 |
4/6 |
2 |
1,350 |
1,350 |
1,350 |
135 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
50 |
PS0719 |
PL0000108148 |
1/6 |
5 |
1,400 |
1,400 |
1,400 |
170 |
DS0726 |
PL0000108866 |
1/6 |
5 |
1,400 |
1,400 |
1,400 |
600 |
OK1018 |
PL0000109062 |
1/6 |
5 |
1,400 |
1,400 |
1,400 |
185 |
PS0422 |
PL0000109492 |
1/6 |
5 |
1,400 |
1,400 |
1,400 |
245 |
TOTAL |
1 605 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.