2017-06-23 |
MARKET DATA |
No 119 (3152) |
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 |
1 097,50 |
1 126,31 |
43 |
870,00 |
877,68 |
10 |
1 967,50 |
2 003,99 |
53 |
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 |
99,89 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,25 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,80 |
101,81 |
101,810 |
101,810 |
101,810 |
101,810 |
101,810 |
5 000 |
5,12 |
1 |
PS0718 |
PL0000107595 |
100,94 |
100,92 |
100,920 |
100,940 |
100,920 |
100,940 |
100,930 |
597 500 |
616,84 |
12 |
OK1018 |
PL0000109062 |
97,78 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,75 |
96,72 |
96,730 |
96,750 |
96,730 |
96,750 |
96,740 |
30 000 |
29,02 |
3 |
PS0719 |
PL0000108148 |
102,66 |
102,69 |
102,690 |
102,690 |
102,690 |
102,690 |
102,690 |
50 000 |
52,85 |
2 |
DS1019 |
PL0000105441 |
107,95 |
107,95 |
107,950 |
107,950 |
107,950 |
107,950 |
107,950 |
100 000 |
111,64 |
1 |
PS0420 |
PL0000108510 |
98,34 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,56 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,61 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,26 |
97,20 |
97,260 |
97,260 |
97,200 |
97,200 |
97,233 |
75 000 |
74,14 |
7 |
DS1021 |
PL0000106670 |
113,33 |
113,31 |
113,310 |
113,310 |
113,310 |
113,310 |
113,310 |
5 000 |
5,86 |
1 |
PS0422 |
PL0000109492 |
98,38 |
98,36 |
98,350 |
98,350 |
98,320 |
98,320 |
98,337 |
115 000 |
113,53 |
7 |
WS0922 |
PL0000102646 |
115,19 |
115,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,06 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,52 |
101,52 |
101,490 |
101,490 |
101,490 |
101,490 |
101,490 |
10 000 |
10,45 |
1 |
DS0726 |
PL0000108866 |
95,20 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,07 |
93,87 |
94,040 |
94,040 |
93,820 |
93,820 |
93,908 |
50 000 |
48,11 |
4 |
WS0428 |
PL0000107611 |
94,73 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,48 |
125,00 |
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 |
110,00 |
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 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,16 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,83 |
97,83 |
97,840 |
97,840 |
97,830 |
97,830 |
97,834 |
35 000 |
34,30 |
3 |
WZ0124 |
PL0000107454 |
97,00 |
97,04 |
97,040 |
97,040 |
97,040 |
97,040 |
97,040 |
25 000 |
24,45 |
1 |
WZ0126 |
PL0000108817 |
95,14 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 097 500 |
1 126,31 |
43 |
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 |
64 |
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 |
101,31 |
1,41 |
1,21 |
101,28 |
1,29 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,83 |
1,57 |
1,50 |
101,80 |
1,54 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
1,65 |
1,61 |
100,92 |
1,63 |
OK1018 |
PL0000109062 |
97,74 |
97,81 |
1,74 |
1,68 |
97,78 |
1,70 |
WZ0119 |
PL0000107603 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,68 |
96,74 |
1,86 |
1,83 |
96,71 |
1,85 |
PS0719 |
PL0000108148 |
102,63 |
102,72 |
1,94 |
1,90 |
102,68 |
1,92 |
DS1019 |
PL0000105441 |
107,90 |
107,99 |
1,99 |
1,95 |
107,95 |
1,97 |
WZ0120 |
PL0000108601 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,30 |
98,44 |
2,12 |
2,07 |
98,37 |
2,10 |
DS1020 |
PL0000106126 |
109,47 |
109,63 |
2,26 |
2,21 |
109,55 |
2,24 |
WZ0121 |
PL0000106068 |
99,11 |
99,24 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
98,50 |
98,65 |
2,41 |
2,37 |
98,58 |
2,39 |
PS0721 |
PL0000109153 |
97,19 |
97,33 |
2,48 |
2,44 |
97,26 |
2,46 |
DS1021 |
PL0000106670 |
113,29 |
113,50 |
2,47 |
2,42 |
113,40 |
2,44 |
PS0422 |
PL0000109492 |
98,33 |
98,47 |
2,62 |
2,59 |
98,40 |
2,60 |
WS0922 |
PL0000102646 |
115,01 |
115,28 |
2,64 |
2,59 |
115,15 |
2,61 |
WZ1122 |
PL0000109377 |
97,77 |
97,89 |
--- |
--- |
97,83 |
--- |
IZ0823 |
PL0000105359 |
109,61 |
110,55 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,20 |
2,79 |
2,74 |
107,06 |
2,77 |
WZ0124 |
PL0000107454 |
96,91 |
97,11 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
101,47 |
101,82 |
3,04 |
2,99 |
101,65 |
3,01 |
WZ0126 |
PL0000108817 |
95,06 |
95,24 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,53 |
3,12 |
3,07 |
95,35 |
3,09 |
DS0727 |
PL0000109427 |
93,99 |
94,25 |
3,21 |
3,17 |
94,12 |
3,19 |
WS0429 |
PL0000105391 |
125,12 |
126,00 |
3,17 |
3,09 |
125,56 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,23 |
101,31 |
1,44 |
1,21 |
101,27 |
1,32 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,78 |
101,83 |
1,56 |
1,50 |
101,81 |
1,53 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,64 |
1,59 |
100,94 |
1,61 |
OK1018 |
PL0000109062 |
97,75 |
97,83 |
1,73 |
1,66 |
97,79 |
1,70 |
WZ0119 |
PL0000107603 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,70 |
96,77 |
1,85 |
1,81 |
96,74 |
1,83 |
PS0719 |
PL0000108148 |
102,63 |
102,71 |
1,94 |
1,91 |
102,67 |
1,92 |
DS1019 |
PL0000105441 |
107,91 |
108,02 |
1,99 |
1,94 |
107,97 |
1,96 |
WZ0120 |
PL0000108601 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,27 |
98,41 |
2,13 |
2,08 |
98,34 |
2,11 |
DS1020 |
PL0000106126 |
109,44 |
109,61 |
2,27 |
2,22 |
109,53 |
2,24 |
WZ0121 |
PL0000106068 |
99,12 |
99,24 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
98,45 |
98,57 |
2,43 |
2,39 |
98,51 |
2,41 |
PS0721 |
PL0000109153 |
97,14 |
97,23 |
2,49 |
2,47 |
97,19 |
2,48 |
DS1021 |
PL0000106670 |
113,26 |
113,37 |
2,48 |
2,45 |
113,32 |
2,46 |
PS0422 |
PL0000109492 |
98,26 |
98,38 |
2,64 |
2,61 |
98,32 |
2,62 |
WS0922 |
PL0000102646 |
114,91 |
115,10 |
2,66 |
2,62 |
115,01 |
2,64 |
WZ1122 |
PL0000109377 |
97,77 |
97,88 |
--- |
--- |
97,83 |
--- |
IZ0823 |
PL0000105359 |
109,61 |
110,54 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
106,74 |
106,96 |
2,82 |
2,78 |
106,85 |
2,80 |
WZ0124 |
PL0000107454 |
96,94 |
97,11 |
--- |
--- |
97,03 |
--- |
DS0725 |
PL0000108197 |
101,31 |
101,55 |
3,06 |
3,03 |
101,43 |
3,05 |
WZ0126 |
PL0000108817 |
95,02 |
95,26 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
94,88 |
95,25 |
3,16 |
3,11 |
95,07 |
3,13 |
DS0727 |
PL0000109427 |
93,71 |
93,92 |
3,24 |
3,21 |
93,82 |
3,23 |
WS0429 |
PL0000105391 |
124,59 |
125,33 |
3,21 |
3,15 |
124,96 |
3,18 |
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 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
300 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
170 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
55 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
65 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
70 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
10 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
100 |
OK0419 |
PL0000109633 |
0/4 |
4 |
1,350 |
1,350 |
1,350 |
80 |
TOTAL |
870 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.