2017-06-27 |
MARKET DATA |
No 121 (3154) |
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 |
1 565,00 |
1 584,45 |
82 |
3 035,00 |
3 048,66 |
17 |
4 600,00 |
4 633,11 |
99 |
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 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,22 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,78 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,79 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,74 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,72 |
102,70 |
102,700 |
102,700 |
102,680 |
102,690 |
102,685 |
385 000 |
406,95 |
9 |
DS1019 |
PL0000105441 |
107,98 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,39 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,64 |
109,62 |
109,590 |
109,590 |
109,590 |
109,590 |
109,590 |
100 000 |
113,14 |
4 |
PS0421 |
PL0000108916 |
98,72 |
98,61 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
35 000 |
34,64 |
3 |
PS0721 |
PL0000109153 |
97,38 |
97,25 |
97,280 |
97,280 |
97,240 |
97,240 |
97,257 |
30 000 |
29,66 |
3 |
DS1021 |
PL0000106670 |
113,55 |
113,38 |
113,610 |
113,610 |
113,610 |
113,610 |
113,610 |
50 000 |
58,75 |
1 |
PS0422 |
PL0000109492 |
98,52 |
98,30 |
98,450 |
98,450 |
98,270 |
98,270 |
98,337 |
315 000 |
311,02 |
19 |
WS0922 |
PL0000102646 |
115,26 |
115,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,10 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,71 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,40 |
95,00 |
95,110 |
95,120 |
95,110 |
95,120 |
95,117 |
15 000 |
14,62 |
2 |
DS0727 |
PL0000109427 |
94,25 |
93,58 |
94,250 |
94,300 |
93,510 |
93,510 |
94,015 |
290 000 |
279,38 |
25 |
WS0428 |
PL0000107611 |
94,61 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,51 |
124,85 |
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 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,84 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,18 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,84 |
97,80 |
97,840 |
97,840 |
97,800 |
97,800 |
97,812 |
145 000 |
142,08 |
6 |
WZ0124 |
PL0000107454 |
97,10 |
97,06 |
97,140 |
97,140 |
97,080 |
97,080 |
97,085 |
120 000 |
117,43 |
3 |
WZ0126 |
PL0000108817 |
95,19 |
95,15 |
95,190 |
95,190 |
95,180 |
95,180 |
95,184 |
80 000 |
76,77 |
7 |
TOTAL |
1 565 000 |
1 584,45 |
82 |
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 |
62 |
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 |
101,20 |
101,28 |
1,47 |
1,23 |
101,24 |
1,35 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,76 |
101,85 |
1,57 |
1,46 |
101,81 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,63 |
1,57 |
100,95 |
1,60 |
OK1018 |
PL0000109062 |
97,76 |
97,85 |
1,73 |
1,66 |
97,81 |
1,69 |
WZ0119 |
PL0000107603 |
100,16 |
100,22 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
96,70 |
96,79 |
1,86 |
1,81 |
96,75 |
1,83 |
PS0719 |
PL0000108148 |
102,66 |
102,76 |
1,93 |
1,88 |
102,71 |
1,90 |
DS1019 |
PL0000105441 |
107,94 |
108,03 |
1,97 |
1,93 |
107,99 |
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 |
109,56 |
109,70 |
2,23 |
2,19 |
109,63 |
2,21 |
WZ0121 |
PL0000106068 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,77 |
2,37 |
2,34 |
98,71 |
2,35 |
PS0721 |
PL0000109153 |
97,30 |
97,43 |
2,45 |
2,42 |
97,37 |
2,43 |
DS1021 |
PL0000106670 |
113,43 |
113,59 |
2,43 |
2,40 |
113,51 |
2,42 |
PS0422 |
PL0000109492 |
98,43 |
98,62 |
2,60 |
2,56 |
98,53 |
2,58 |
WS0922 |
PL0000102646 |
115,12 |
115,36 |
2,62 |
2,57 |
115,24 |
2,60 |
WZ1122 |
PL0000109377 |
97,78 |
97,91 |
--- |
--- |
97,85 |
--- |
IZ0823 |
PL0000105359 |
109,65 |
110,49 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
106,97 |
107,27 |
2,78 |
2,73 |
107,12 |
2,75 |
WZ0124 |
PL0000107454 |
97,00 |
97,21 |
--- |
--- |
97,11 |
--- |
DS0725 |
PL0000108197 |
101,60 |
101,93 |
3,02 |
2,98 |
101,77 |
3,00 |
WZ0126 |
PL0000108817 |
95,09 |
95,25 |
--- |
--- |
95,17 |
--- |
DS0726 |
PL0000108866 |
95,27 |
95,62 |
3,10 |
3,06 |
95,45 |
3,08 |
DS0727 |
PL0000109427 |
94,02 |
94,34 |
3,20 |
3,16 |
94,18 |
3,18 |
WS0429 |
PL0000105391 |
125,18 |
126,08 |
3,16 |
3,08 |
125,63 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,19 |
101,27 |
1,50 |
1,26 |
101,23 |
1,38 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,76 |
101,84 |
1,57 |
1,47 |
101,80 |
1,52 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,63 |
1,57 |
100,95 |
1,60 |
OK1018 |
PL0000109062 |
97,74 |
97,85 |
1,74 |
1,66 |
97,80 |
1,70 |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,69 |
96,79 |
1,86 |
1,81 |
96,74 |
1,84 |
PS0719 |
PL0000108148 |
102,62 |
102,72 |
1,95 |
1,90 |
102,67 |
1,92 |
DS1019 |
PL0000105441 |
107,87 |
107,99 |
1,99 |
1,94 |
107,93 |
1,97 |
WZ0120 |
PL0000108601 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,26 |
98,41 |
2,14 |
2,08 |
98,34 |
2,11 |
DS1020 |
PL0000106126 |
109,54 |
109,67 |
2,23 |
2,20 |
109,61 |
2,21 |
WZ0121 |
PL0000106068 |
99,14 |
99,28 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,66 |
2,41 |
2,37 |
98,59 |
2,39 |
PS0721 |
PL0000109153 |
97,20 |
97,31 |
2,48 |
2,45 |
97,26 |
2,46 |
DS1021 |
PL0000106670 |
113,27 |
113,44 |
2,47 |
2,43 |
113,36 |
2,45 |
PS0422 |
PL0000109492 |
98,24 |
98,36 |
2,64 |
2,61 |
98,30 |
2,63 |
WS0922 |
PL0000102646 |
114,83 |
115,06 |
2,67 |
2,63 |
114,95 |
2,65 |
WZ1122 |
PL0000109377 |
97,76 |
97,88 |
--- |
--- |
97,82 |
--- |
IZ0823 |
PL0000105359 |
109,64 |
110,48 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,95 |
2,83 |
2,78 |
106,81 |
2,81 |
WZ0124 |
PL0000107454 |
96,92 |
97,12 |
--- |
--- |
97,02 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,45 |
3,08 |
3,04 |
101,31 |
3,06 |
WZ0126 |
PL0000108817 |
95,05 |
95,19 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,79 |
95,09 |
3,17 |
3,13 |
94,94 |
3,15 |
DS0727 |
PL0000109427 |
93,53 |
93,75 |
3,26 |
3,23 |
93,64 |
3,25 |
WS0429 |
PL0000105391 |
124,33 |
125,13 |
3,24 |
3,16 |
124,73 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
200 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
600 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
170 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
20 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
220 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
200 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
230 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
200 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
200 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
400 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
50 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
95 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
50 |
TOTAL |
3 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.