2017-06-28 |
MARKET DATA |
No 122 (3155) |
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 |
1 760,00 |
1 745,65 |
96 |
0,00 |
0,00 |
0 |
1 760,00 |
1 745,65 |
96 |
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 |
101,18 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,76 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,80 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,75 |
96,77 |
96,750 |
96,750 |
96,740 |
96,740 |
96,740 |
240 000 |
232,18 |
4 |
PS0719 |
PL0000108148 |
102,67 |
102,67 |
102,680 |
102,680 |
102,680 |
102,680 |
102,680 |
50 000 |
52,85 |
1 |
DS1019 |
PL0000105441 |
107,94 |
107,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,33 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,59 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,58 |
98,54 |
98,560 |
98,560 |
98,550 |
98,550 |
98,551 |
75 000 |
74,19 |
3 |
PS0721 |
PL0000109153 |
97,25 |
97,14 |
97,200 |
97,250 |
97,100 |
97,230 |
97,191 |
150 000 |
148,23 |
10 |
DS1021 |
PL0000106670 |
113,41 |
113,24 |
113,430 |
113,440 |
113,430 |
113,440 |
113,435 |
20 000 |
23,47 |
2 |
PS0422 |
PL0000109492 |
98,29 |
98,05 |
98,140 |
98,290 |
98,040 |
98,290 |
98,193 |
190 000 |
187,34 |
12 |
WS0922 |
PL0000102646 |
114,86 |
114,65 |
114,830 |
114,860 |
114,830 |
114,860 |
114,844 |
80 000 |
95,40 |
8 |
DS1023 |
PL0000107264 |
106,58 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,14 |
100,83 |
101,100 |
101,100 |
101,090 |
101,090 |
101,095 |
20 000 |
20,82 |
2 |
DS0726 |
PL0000108866 |
94,83 |
94,45 |
94,850 |
94,860 |
94,850 |
94,860 |
94,856 |
25 000 |
24,30 |
2 |
DS0727 |
PL0000109427 |
93,90 |
92,90 |
93,250 |
93,450 |
92,910 |
93,440 |
93,190 |
410 000 |
391,63 |
29 |
WS0428 |
PL0000107611 |
93,66 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
124,05 |
124,150 |
124,150 |
124,150 |
124,150 |
124,150 |
5 000 |
6,26 |
1 |
WS0437 |
PL0000104857 |
116,72 |
126,72 |
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 |
109,80 |
110,10 |
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 |
100,21 |
100,210 |
100,220 |
100,210 |
100,210 |
100,215 |
205 000 |
207,04 |
3 |
WZ0120 |
PL0000108601 |
99,87 |
99,89 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
35 000 |
35,23 |
2 |
WZ0121 |
PL0000106068 |
99,18 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,80 |
97,79 |
97,800 |
97,800 |
97,780 |
97,780 |
97,796 |
75 000 |
73,48 |
6 |
WZ0124 |
PL0000107454 |
97,00 |
96,96 |
97,000 |
97,000 |
96,960 |
96,960 |
96,965 |
40 000 |
39,10 |
5 |
WZ0126 |
PL0000108817 |
95,10 |
95,10 |
95,050 |
95,070 |
95,020 |
95,050 |
95,034 |
140 000 |
134,14 |
6 |
TOTAL |
1 760 000 |
1 745,65 |
96 |
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 |
61 |
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 |
101,16 |
101,25 |
1,56 |
1,29 |
101,21 |
1,41 |
WZ0118 |
PL0000104717 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,84 |
1,59 |
1,47 |
101,79 |
1,53 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,64 |
1,56 |
100,95 |
1,59 |
OK1018 |
PL0000109062 |
97,73 |
97,87 |
1,75 |
1,64 |
97,80 |
1,70 |
WZ0119 |
PL0000107603 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
96,67 |
96,79 |
1,88 |
1,81 |
96,73 |
1,84 |
PS0719 |
PL0000108148 |
102,58 |
102,71 |
1,96 |
1,90 |
102,65 |
1,93 |
DS1019 |
PL0000105441 |
107,79 |
107,97 |
2,02 |
1,95 |
107,88 |
1,99 |
WZ0120 |
PL0000108601 |
99,80 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,37 |
2,17 |
2,10 |
98,28 |
2,13 |
DS1020 |
PL0000106126 |
109,39 |
109,63 |
2,28 |
2,20 |
109,51 |
2,24 |
WZ0121 |
PL0000106068 |
99,12 |
99,27 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,43 |
98,61 |
2,43 |
2,38 |
98,52 |
2,41 |
PS0721 |
PL0000109153 |
97,04 |
97,25 |
2,52 |
2,47 |
97,15 |
2,49 |
DS1021 |
PL0000106670 |
113,07 |
113,31 |
2,51 |
2,46 |
113,19 |
2,49 |
PS0422 |
PL0000109492 |
98,05 |
98,22 |
2,68 |
2,65 |
98,14 |
2,66 |
WS0922 |
PL0000102646 |
114,56 |
114,85 |
2,72 |
2,67 |
114,71 |
2,69 |
WZ1122 |
PL0000109377 |
97,72 |
97,92 |
--- |
--- |
97,82 |
--- |
IZ0823 |
PL0000105359 |
109,38 |
110,59 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,74 |
2,87 |
2,82 |
106,60 |
2,84 |
WZ0124 |
PL0000107454 |
96,89 |
97,10 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
100,70 |
101,12 |
3,15 |
3,09 |
100,91 |
3,12 |
WZ0126 |
PL0000108817 |
94,93 |
95,19 |
--- |
--- |
95,06 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,76 |
3,23 |
3,17 |
94,55 |
3,20 |
DS0727 |
PL0000109427 |
93,11 |
93,39 |
3,31 |
3,28 |
93,25 |
3,30 |
WS0429 |
PL0000105391 |
123,65 |
124,63 |
3,30 |
3,21 |
124,14 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,17 |
101,27 |
1,53 |
1,23 |
101,22 |
1,38 |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,85 |
1,59 |
1,45 |
101,80 |
1,52 |
PS0718 |
PL0000107595 |
100,92 |
101,01 |
1,62 |
1,54 |
100,97 |
1,58 |
OK1018 |
PL0000109062 |
97,78 |
97,87 |
1,71 |
1,64 |
97,83 |
1,68 |
WZ0119 |
PL0000107603 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
OK0419 |
PL0000109633 |
96,72 |
96,84 |
1,85 |
1,78 |
96,78 |
1,82 |
PS0719 |
PL0000108148 |
102,63 |
102,74 |
1,94 |
1,89 |
102,69 |
1,91 |
DS1019 |
PL0000105441 |
107,91 |
108,05 |
1,97 |
1,92 |
107,98 |
1,94 |
WZ0120 |
PL0000108601 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,45 |
2,13 |
2,07 |
98,37 |
2,10 |
DS1020 |
PL0000106126 |
109,52 |
109,69 |
2,24 |
2,19 |
109,61 |
2,21 |
WZ0121 |
PL0000106068 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,50 |
98,68 |
2,41 |
2,36 |
98,59 |
2,39 |
PS0721 |
PL0000109153 |
97,18 |
97,32 |
2,49 |
2,45 |
97,25 |
2,47 |
DS1021 |
PL0000106670 |
113,29 |
113,47 |
2,46 |
2,42 |
113,38 |
2,44 |
PS0422 |
PL0000109492 |
98,19 |
98,33 |
2,65 |
2,62 |
98,26 |
2,64 |
WS0922 |
PL0000102646 |
114,71 |
114,97 |
2,69 |
2,64 |
114,84 |
2,67 |
WZ1122 |
PL0000109377 |
97,74 |
97,86 |
--- |
--- |
97,80 |
--- |
IZ0823 |
PL0000105359 |
109,55 |
110,45 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,82 |
2,86 |
2,80 |
106,64 |
2,83 |
WZ0124 |
PL0000107454 |
96,85 |
97,08 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
101,01 |
101,32 |
3,10 |
3,06 |
101,17 |
3,08 |
WZ0126 |
PL0000108817 |
94,95 |
95,17 |
--- |
--- |
95,06 |
--- |
DS0726 |
PL0000108866 |
94,69 |
94,92 |
3,18 |
3,15 |
94,81 |
3,17 |
DS0727 |
PL0000109427 |
93,32 |
93,52 |
3,29 |
3,26 |
93,42 |
3,28 |
WS0429 |
PL0000105391 |
123,92 |
124,75 |
3,27 |
3,20 |
124,34 |
3,24 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.