2017-06-29 |
MARKET DATA |
No 123 (3156) |
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 |
1 292,50 |
1 314,98 |
79 |
210,00 |
202,34 |
2 |
1 502,50 |
1 517,32 |
81 |
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 |
99,91 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,17 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,75 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,97 |
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 |
96,74 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,64 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,92 |
107,93 |
107,920 |
107,920 |
107,920 |
107,920 |
107,920 |
10 000 |
11,17 |
1 |
PS0420 |
PL0000108510 |
98,33 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,56 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,52 |
98,48 |
98,500 |
98,500 |
98,460 |
98,460 |
98,484 |
45 000 |
44,49 |
3 |
PS0721 |
PL0000109153 |
97,23 |
97,10 |
97,260 |
97,260 |
97,050 |
97,160 |
97,181 |
137 500 |
135,89 |
8 |
DS1021 |
PL0000106670 |
113,34 |
113,19 |
113,270 |
113,270 |
113,190 |
113,190 |
113,198 |
150 000 |
175,73 |
8 |
PS0422 |
PL0000109492 |
98,24 |
98,04 |
98,240 |
98,240 |
97,970 |
98,000 |
98,166 |
325 000 |
320,42 |
17 |
WS0922 |
PL0000102646 |
114,70 |
114,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,48 |
106,32 |
106,080 |
106,200 |
106,080 |
106,170 |
106,121 |
85 000 |
92,54 |
3 |
DS0725 |
PL0000108197 |
101,01 |
100,72 |
100,950 |
100,950 |
100,650 |
100,650 |
100,912 |
65 000 |
67,58 |
3 |
DS0726 |
PL0000108866 |
94,48 |
94,21 |
94,260 |
94,260 |
94,210 |
94,220 |
94,230 |
30 000 |
28,97 |
3 |
DS0727 |
PL0000109427 |
93,20 |
92,80 |
92,820 |
93,300 |
92,820 |
92,950 |
93,041 |
370 000 |
352,94 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
123,75 |
123,810 |
124,210 |
123,810 |
123,970 |
124,004 |
45 000 |
56,29 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,50 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
109,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,86 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,77 |
97,79 |
97,770 |
97,770 |
97,770 |
97,770 |
97,770 |
10 000 |
9,80 |
1 |
WZ0124 |
PL0000107454 |
96,96 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,05 |
95,15 |
95,050 |
95,050 |
95,000 |
95,000 |
95,025 |
20 000 |
19,16 |
2 |
TOTAL |
1 292 500 |
1 314,98 |
79 |
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 |
58 |
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 |
101,15 |
101,25 |
1,50 |
1,19 |
101,20 |
1,34 |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,73 |
101,85 |
1,58 |
1,43 |
101,79 |
1,51 |
PS0718 |
PL0000107595 |
100,91 |
101,01 |
1,63 |
1,53 |
100,96 |
1,58 |
OK1018 |
PL0000109062 |
97,75 |
97,87 |
1,75 |
1,65 |
97,81 |
1,70 |
WZ0119 |
PL0000107603 |
100,15 |
100,28 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
96,71 |
96,83 |
1,86 |
1,79 |
96,77 |
1,83 |
PS0719 |
PL0000108148 |
102,56 |
102,68 |
1,97 |
1,91 |
102,62 |
1,94 |
DS1019 |
PL0000105441 |
107,82 |
107,95 |
2,00 |
1,95 |
107,89 |
1,97 |
WZ0120 |
PL0000108601 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,36 |
2,16 |
2,10 |
98,29 |
2,13 |
DS1020 |
PL0000106126 |
109,38 |
109,55 |
2,27 |
2,22 |
109,47 |
2,25 |
WZ0121 |
PL0000106068 |
99,10 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0421 |
PL0000108916 |
98,35 |
98,53 |
2,46 |
2,41 |
98,44 |
2,43 |
PS0721 |
PL0000109153 |
97,00 |
97,17 |
2,53 |
2,49 |
97,09 |
2,51 |
DS1021 |
PL0000106670 |
113,06 |
113,26 |
2,51 |
2,47 |
113,16 |
2,49 |
PS0422 |
PL0000109492 |
97,89 |
98,10 |
2,72 |
2,67 |
98,00 |
2,70 |
WS0922 |
PL0000102646 |
114,40 |
114,64 |
2,75 |
2,70 |
114,52 |
2,73 |
WZ1122 |
PL0000109377 |
97,69 |
97,90 |
--- |
--- |
97,80 |
--- |
IZ0823 |
PL0000105359 |
109,31 |
110,71 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
106,11 |
106,51 |
2,92 |
2,85 |
106,31 |
2,89 |
WZ0124 |
PL0000107454 |
96,82 |
97,13 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
100,57 |
100,86 |
3,17 |
3,13 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
94,87 |
95,19 |
--- |
--- |
95,03 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,50 |
3,26 |
3,21 |
94,29 |
3,23 |
DS0727 |
PL0000109427 |
92,70 |
93,03 |
3,37 |
3,32 |
92,87 |
3,34 |
WS0429 |
PL0000105391 |
123,25 |
124,06 |
3,33 |
3,26 |
123,66 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,16 |
101,25 |
1,47 |
1,19 |
101,21 |
1,31 |
WZ0118 |
PL0000104717 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,72 |
101,85 |
1,59 |
1,43 |
101,79 |
1,51 |
PS0718 |
PL0000107595 |
100,92 |
101,01 |
1,62 |
1,53 |
100,97 |
1,57 |
OK1018 |
PL0000109062 |
97,76 |
97,89 |
1,74 |
1,64 |
97,83 |
1,69 |
WZ0119 |
PL0000107603 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
96,71 |
96,85 |
1,86 |
1,78 |
96,78 |
1,82 |
PS0719 |
PL0000108148 |
102,61 |
102,72 |
1,94 |
1,89 |
102,67 |
1,92 |
DS1019 |
PL0000105441 |
107,87 |
108,00 |
1,98 |
1,92 |
107,94 |
1,95 |
WZ0120 |
PL0000108601 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,42 |
2,15 |
2,08 |
98,34 |
2,11 |
DS1020 |
PL0000106126 |
109,45 |
109,61 |
2,25 |
2,20 |
109,53 |
2,23 |
WZ0121 |
PL0000106068 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,43 |
98,60 |
2,43 |
2,39 |
98,52 |
2,41 |
PS0721 |
PL0000109153 |
97,08 |
97,24 |
2,51 |
2,47 |
97,16 |
2,49 |
DS1021 |
PL0000106670 |
113,17 |
113,39 |
2,49 |
2,44 |
113,28 |
2,46 |
PS0422 |
PL0000109492 |
98,01 |
98,22 |
2,69 |
2,65 |
98,12 |
2,67 |
WS0922 |
PL0000102646 |
114,49 |
114,76 |
2,73 |
2,68 |
114,63 |
2,71 |
WZ1122 |
PL0000109377 |
97,71 |
97,86 |
--- |
--- |
97,79 |
--- |
IZ0823 |
PL0000105359 |
109,22 |
110,21 |
--- |
--- |
109,72 |
--- |
DS1023 |
PL0000107264 |
106,17 |
106,58 |
2,91 |
2,84 |
106,38 |
2,88 |
WZ0124 |
PL0000107454 |
96,76 |
97,07 |
--- |
--- |
96,92 |
--- |
DS0725 |
PL0000108197 |
100,65 |
100,98 |
3,15 |
3,11 |
100,82 |
3,13 |
WZ0126 |
PL0000108817 |
94,91 |
95,19 |
--- |
--- |
95,05 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,59 |
3,24 |
3,19 |
94,41 |
3,22 |
DS0727 |
PL0000109427 |
92,89 |
93,20 |
3,34 |
3,30 |
93,05 |
3,32 |
WS0429 |
PL0000105391 |
123,54 |
124,63 |
3,31 |
3,21 |
124,09 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
60 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
150 |
TOTAL |
210 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.