2017-06-26 |
MARKET DATA |
No 120 (3153) |
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 |
367,50 |
361,53 |
21 |
140,00 |
158,34 |
2 |
507,50 |
519,87 |
23 |
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 |
101,24 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,79 |
101,79 |
101,790 |
101,790 |
101,780 |
101,780 |
101,782 |
45 000 |
46,10 |
2 |
PS0718 |
PL0000107595 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,80 |
97,81 |
97,800 |
97,800 |
97,800 |
97,800 |
97,800 |
10 000 |
9,78 |
1 |
OK0419 |
PL0000109633 |
96,74 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,71 |
102,710 |
102,710 |
102,710 |
102,710 |
102,710 |
7 500 |
7,93 |
1 |
DS1019 |
PL0000105441 |
107,97 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,35 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,62 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,69 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,33 |
97,27 |
97,330 |
97,330 |
97,330 |
97,330 |
97,330 |
10 000 |
9,90 |
1 |
DS1021 |
PL0000106670 |
113,48 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,50 |
98,43 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
40 000 |
39,56 |
3 |
WS0922 |
PL0000102646 |
115,12 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,98 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,68 |
101,54 |
101,440 |
101,440 |
101,440 |
101,440 |
101,440 |
30 000 |
31,34 |
1 |
DS0726 |
PL0000108866 |
95,27 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,12 |
93,92 |
94,090 |
94,150 |
94,090 |
94,150 |
94,103 |
100 000 |
96,42 |
6 |
WS0428 |
PL0000107611 |
94,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,20 |
125,23 |
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 |
110,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,85 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,22 |
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 |
97,09 |
97,10 |
97,100 |
97,110 |
97,100 |
97,110 |
97,107 |
30 000 |
29,36 |
3 |
WZ0126 |
PL0000108817 |
95,18 |
95,18 |
95,180 |
95,180 |
95,180 |
95,180 |
95,180 |
95 000 |
91,15 |
3 |
TOTAL |
367 500 |
361,53 |
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 |
63 |
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 |
101,23 |
101,30 |
1,41 |
1,21 |
101,27 |
1,29 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,84 |
1,57 |
1,48 |
101,81 |
1,52 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,64 |
1,57 |
100,95 |
1,60 |
OK1018 |
PL0000109062 |
97,75 |
97,83 |
1,73 |
1,67 |
97,79 |
1,70 |
WZ0119 |
PL0000107603 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,70 |
96,78 |
1,86 |
1,81 |
96,74 |
1,83 |
PS0719 |
PL0000108148 |
102,62 |
102,73 |
1,95 |
1,89 |
102,68 |
1,92 |
DS1019 |
PL0000105441 |
107,90 |
108,01 |
1,99 |
1,94 |
107,96 |
1,96 |
WZ0120 |
PL0000108601 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,42 |
2,13 |
2,08 |
98,36 |
2,10 |
DS1020 |
PL0000106126 |
109,47 |
109,63 |
2,26 |
2,21 |
109,55 |
2,23 |
WZ0121 |
PL0000106068 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,65 |
2,42 |
2,37 |
98,57 |
2,39 |
PS0721 |
PL0000109153 |
97,15 |
97,30 |
2,49 |
2,45 |
97,23 |
2,47 |
DS1021 |
PL0000106670 |
113,27 |
113,43 |
2,47 |
2,44 |
113,35 |
2,45 |
PS0422 |
PL0000109492 |
98,28 |
98,45 |
2,63 |
2,59 |
98,37 |
2,61 |
WS0922 |
PL0000102646 |
114,91 |
115,16 |
2,66 |
2,61 |
115,04 |
2,63 |
WZ1122 |
PL0000109377 |
97,75 |
97,89 |
--- |
--- |
97,82 |
--- |
IZ0823 |
PL0000105359 |
109,65 |
110,57 |
--- |
--- |
110,11 |
--- |
DS1023 |
PL0000107264 |
106,74 |
107,03 |
2,82 |
2,77 |
106,89 |
2,79 |
WZ0124 |
PL0000107454 |
96,94 |
97,16 |
--- |
--- |
97,05 |
--- |
DS0725 |
PL0000108197 |
101,32 |
101,58 |
3,06 |
3,02 |
101,45 |
3,04 |
WZ0126 |
PL0000108817 |
94,95 |
95,25 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,93 |
95,29 |
3,15 |
3,10 |
95,11 |
3,13 |
DS0727 |
PL0000109427 |
93,64 |
93,98 |
3,25 |
3,21 |
93,81 |
3,23 |
WS0429 |
PL0000105391 |
124,65 |
125,54 |
3,21 |
3,13 |
125,10 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,23 |
101,30 |
1,41 |
1,21 |
101,27 |
1,29 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,84 |
1,57 |
1,48 |
101,81 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,63 |
1,57 |
100,95 |
1,60 |
OK1018 |
PL0000109062 |
97,77 |
97,84 |
1,72 |
1,66 |
97,81 |
1,68 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,70 |
96,78 |
1,86 |
1,81 |
96,74 |
1,83 |
PS0719 |
PL0000108148 |
102,67 |
102,76 |
1,92 |
1,88 |
102,72 |
1,90 |
DS1019 |
PL0000105441 |
107,95 |
108,04 |
1,96 |
1,93 |
108,00 |
1,94 |
WZ0120 |
PL0000108601 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,47 |
2,11 |
2,06 |
98,41 |
2,08 |
DS1020 |
PL0000106126 |
109,59 |
109,71 |
2,22 |
2,19 |
109,65 |
2,20 |
WZ0121 |
PL0000106068 |
99,13 |
99,26 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,76 |
2,38 |
2,34 |
98,70 |
2,36 |
PS0721 |
PL0000109153 |
97,31 |
97,42 |
2,45 |
2,42 |
97,37 |
2,43 |
DS1021 |
PL0000106670 |
113,44 |
113,58 |
2,43 |
2,40 |
113,51 |
2,42 |
PS0422 |
PL0000109492 |
98,45 |
98,58 |
2,59 |
2,56 |
98,52 |
2,58 |
WS0922 |
PL0000102646 |
115,10 |
115,34 |
2,62 |
2,58 |
115,22 |
2,60 |
WZ1122 |
PL0000109377 |
97,79 |
97,90 |
--- |
--- |
97,85 |
--- |
IZ0823 |
PL0000105359 |
109,70 |
110,54 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
106,95 |
107,23 |
2,78 |
2,74 |
107,09 |
2,76 |
WZ0124 |
PL0000107454 |
97,02 |
97,20 |
--- |
--- |
97,11 |
--- |
DS0725 |
PL0000108197 |
101,56 |
101,85 |
3,03 |
2,99 |
101,71 |
3,01 |
WZ0126 |
PL0000108817 |
95,11 |
95,24 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
95,22 |
95,52 |
3,11 |
3,07 |
95,37 |
3,09 |
DS0727 |
PL0000109427 |
94,04 |
94,27 |
3,20 |
3,17 |
94,16 |
3,18 |
WS0429 |
PL0000105391 |
125,01 |
125,90 |
3,18 |
3,10 |
125,46 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
50 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
90 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.