2017-06-30 |
MARKET DATA |
No 124 (3157) |
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 |
2 227,50 |
2 213,53 |
123 |
1 545,00 |
1 634,92 |
10 |
3 772,50 |
3 848,45 |
133 |
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 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,17 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,75 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,82 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,79 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,97 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,35 |
96,68 |
98,280 |
98,290 |
98,280 |
98,280 |
98,283 |
170 000 |
167,57 |
4 |
DS1020 |
PL0000106126 |
109,57 |
108,50 |
109,450 |
109,450 |
109,450 |
109,450 |
109,450 |
25 000 |
28,27 |
2 |
PS0421 |
PL0000108916 |
98,56 |
97,47 |
98,400 |
98,400 |
98,380 |
98,390 |
98,386 |
90 000 |
88,89 |
4 |
PS0721 |
PL0000109153 |
97,23 |
96,08 |
97,060 |
97,060 |
97,050 |
97,050 |
97,058 |
55 000 |
54,29 |
4 |
DS1021 |
PL0000106670 |
113,32 |
112,28 |
113,160 |
113,160 |
113,160 |
113,160 |
113,160 |
25 000 |
29,28 |
1 |
PS0422 |
PL0000109492 |
98,20 |
95,97 |
98,000 |
98,100 |
97,970 |
98,100 |
98,008 |
440 000 |
433,13 |
30 |
WS0922 |
PL0000102646 |
114,65 |
113,65 |
114,860 |
114,870 |
114,860 |
114,870 |
114,862 |
50 000 |
59,67 |
3 |
DS1023 |
PL0000107264 |
106,37 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,88 |
99,52 |
100,800 |
100,800 |
100,750 |
100,750 |
100,775 |
10 000 |
10,38 |
2 |
DS0726 |
PL0000108866 |
94,50 |
92,72 |
94,650 |
94,670 |
94,650 |
94,670 |
94,663 |
45 000 |
43,66 |
3 |
DS0727 |
PL0000109427 |
93,20 |
92,69 |
92,740 |
93,160 |
92,640 |
93,160 |
92,845 |
340 000 |
323,68 |
24 |
WS0428 |
PL0000107611 |
94,00 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
103,02 |
123,700 |
124,560 |
123,590 |
124,560 |
123,903 |
67 500 |
84,38 |
10 |
WS0437 |
PL0000104857 |
117,38 |
126,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,00 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,51 |
109,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,20 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
100 000 |
100,99 |
1 |
WZ0119 |
PL0000107603 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,91 |
99,89 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
125 000 |
125,88 |
4 |
WZ0121 |
PL0000106068 |
99,30 |
99,24 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
10 000 |
10,01 |
1 |
WZ1122 |
PL0000109377 |
97,88 |
97,78 |
97,870 |
97,870 |
97,870 |
97,870 |
97,870 |
110 000 |
107,87 |
7 |
WZ0124 |
PL0000107454 |
97,22 |
97,00 |
97,080 |
97,130 |
97,050 |
97,130 |
97,094 |
150 000 |
146,84 |
5 |
WZ0126 |
PL0000108817 |
95,10 |
94,99 |
95,040 |
95,100 |
94,890 |
95,100 |
94,970 |
385 000 |
368,72 |
17 |
TOTAL |
2 197 500 |
2 183,52 |
122 |
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 |
57 |
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 |
101,23 |
1,46 |
1,22 |
101,19 |
1,34 |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,73 |
101,84 |
1,57 |
1,44 |
101,79 |
1,50 |
PS0718 |
PL0000107595 |
100,91 |
101,00 |
1,62 |
1,54 |
100,96 |
1,58 |
OK1018 |
PL0000109062 |
97,74 |
97,88 |
1,76 |
1,65 |
97,81 |
1,71 |
WZ0119 |
PL0000107603 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
96,70 |
96,82 |
1,87 |
1,80 |
96,76 |
1,84 |
PS0719 |
PL0000108148 |
102,58 |
102,70 |
1,96 |
1,90 |
102,64 |
1,93 |
DS1019 |
PL0000105441 |
107,81 |
107,97 |
2,00 |
1,93 |
107,89 |
1,97 |
WZ0120 |
PL0000108601 |
99,81 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0420 |
PL0000108510 |
98,20 |
98,38 |
2,16 |
2,10 |
98,29 |
2,13 |
DS1020 |
PL0000106126 |
109,35 |
109,52 |
2,28 |
2,23 |
109,44 |
2,25 |
WZ0121 |
PL0000106068 |
99,10 |
99,28 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
98,29 |
98,47 |
2,47 |
2,42 |
98,38 |
2,45 |
PS0721 |
PL0000109153 |
96,93 |
97,11 |
2,55 |
2,51 |
97,02 |
2,53 |
DS1021 |
PL0000106670 |
112,95 |
113,15 |
2,53 |
2,49 |
113,05 |
2,51 |
PS0422 |
PL0000109492 |
97,76 |
97,97 |
2,75 |
2,70 |
97,87 |
2,73 |
WS0922 |
PL0000102646 |
114,18 |
114,45 |
2,79 |
2,74 |
114,32 |
2,76 |
WZ1122 |
PL0000109377 |
97,70 |
97,88 |
--- |
--- |
97,79 |
--- |
IZ0823 |
PL0000105359 |
109,18 |
110,35 |
--- |
--- |
109,77 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,28 |
2,96 |
2,89 |
106,07 |
2,93 |
WZ0124 |
PL0000107454 |
96,87 |
97,13 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,71 |
3,20 |
3,15 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
94,86 |
95,19 |
--- |
--- |
95,03 |
--- |
DS0726 |
PL0000108866 |
93,95 |
94,33 |
3,28 |
3,23 |
94,14 |
3,26 |
DS0727 |
PL0000109427 |
92,53 |
92,78 |
3,39 |
3,36 |
92,66 |
3,37 |
WS0429 |
PL0000105391 |
123,17 |
124,02 |
3,34 |
3,26 |
123,60 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,14 |
101,23 |
1,50 |
1,22 |
101,19 |
1,34 |
WZ0118 |
PL0000104717 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,85 |
1,56 |
1,42 |
101,80 |
1,49 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,61 |
1,54 |
100,97 |
1,57 |
OK1018 |
PL0000109062 |
97,80 |
97,91 |
1,71 |
1,63 |
97,86 |
1,67 |
WZ0119 |
PL0000107603 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
96,78 |
96,89 |
1,83 |
1,76 |
96,84 |
1,79 |
PS0719 |
PL0000108148 |
102,67 |
102,82 |
1,91 |
1,84 |
102,75 |
1,87 |
DS1019 |
PL0000105441 |
107,94 |
108,08 |
1,95 |
1,89 |
108,01 |
1,92 |
WZ0120 |
PL0000108601 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,50 |
2,12 |
2,05 |
98,41 |
2,09 |
DS1020 |
PL0000106126 |
109,51 |
109,69 |
2,23 |
2,18 |
109,60 |
2,20 |
WZ0121 |
PL0000106068 |
99,25 |
99,44 |
--- |
--- |
99,35 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,66 |
2,42 |
2,37 |
98,58 |
2,39 |
PS0721 |
PL0000109153 |
97,18 |
97,35 |
2,49 |
2,44 |
97,27 |
2,46 |
DS1021 |
PL0000106670 |
113,26 |
113,45 |
2,46 |
2,42 |
113,36 |
2,44 |
PS0422 |
PL0000109492 |
98,13 |
98,32 |
2,67 |
2,62 |
98,23 |
2,64 |
WS0922 |
PL0000102646 |
114,57 |
114,84 |
2,72 |
2,66 |
114,71 |
2,69 |
WZ1122 |
PL0000109377 |
97,82 |
97,98 |
--- |
--- |
97,90 |
--- |
IZ0823 |
PL0000105359 |
109,06 |
110,27 |
--- |
--- |
109,67 |
--- |
DS1023 |
PL0000107264 |
106,31 |
106,71 |
2,89 |
2,82 |
106,51 |
2,85 |
WZ0124 |
PL0000107454 |
96,98 |
97,21 |
--- |
--- |
97,10 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,20 |
3,13 |
3,08 |
101,02 |
3,10 |
WZ0126 |
PL0000108817 |
95,00 |
95,18 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,43 |
94,73 |
3,22 |
3,18 |
94,58 |
3,20 |
DS0727 |
PL0000109427 |
93,10 |
93,33 |
3,32 |
3,29 |
93,22 |
3,30 |
WS0429 |
PL0000105391 |
124,00 |
124,93 |
3,26 |
3,18 |
124,47 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
75 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
25 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
170 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
360 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
645 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
200 |
TOTAL |
1 545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.