2017-07-03 |
MARKET DATA |
No 125 (3158) |
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 |
1 395,00 |
1 374,01 |
61 |
1 740,00 |
1 757,27 |
21 |
3 135,00 |
3 131,28 |
82 |
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 |
101,14 |
101,20 |
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 |
100,95 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,88 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,88 |
96,87 |
96,900 |
96,900 |
96,900 |
96,900 |
96,900 |
130 000 |
125,97 |
2 |
PS0719 |
PL0000108148 |
102,78 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,06 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,51 |
98,45 |
98,450 |
98,500 |
98,450 |
98,500 |
98,486 |
280 000 |
276,58 |
8 |
DS1020 |
PL0000106126 |
109,68 |
109,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,70 |
98,64 |
98,700 |
98,700 |
98,680 |
98,680 |
98,682 |
100 000 |
99,07 |
4 |
PS0721 |
PL0000109153 |
97,42 |
97,33 |
97,420 |
97,420 |
97,360 |
97,380 |
97,380 |
270 000 |
267,39 |
9 |
DS1021 |
PL0000106670 |
113,51 |
113,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,45 |
98,29 |
98,320 |
98,450 |
98,320 |
98,370 |
98,398 |
490 000 |
484,29 |
28 |
WS0922 |
PL0000102646 |
114,96 |
114,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,85 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,31 |
101,07 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
10 000 |
10,43 |
1 |
DS0726 |
PL0000108866 |
94,95 |
94,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,53 |
93,18 |
93,450 |
93,580 |
93,450 |
93,580 |
93,520 |
115 000 |
110,27 |
9 |
WS0428 |
PL0000107611 |
94,36 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,80 |
124,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,06 |
127,55 |
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 |
109,50 |
109,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,92 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,33 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,94 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,08 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,18 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 395 000 |
1 374,01 |
61 |
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 |
56 |
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 |
101,12 |
101,22 |
1,53 |
1,22 |
101,17 |
1,37 |
WZ0118 |
PL0000104717 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,73 |
101,84 |
1,56 |
1,43 |
101,79 |
1,49 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,60 |
1,54 |
100,97 |
1,56 |
OK1018 |
PL0000109062 |
97,79 |
97,93 |
1,72 |
1,61 |
97,86 |
1,67 |
WZ0119 |
PL0000107603 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,79 |
96,90 |
1,82 |
1,76 |
96,85 |
1,79 |
PS0719 |
PL0000108148 |
102,67 |
102,82 |
1,91 |
1,84 |
102,75 |
1,87 |
DS1019 |
PL0000105441 |
107,93 |
108,09 |
1,95 |
1,88 |
108,01 |
1,91 |
WZ0120 |
PL0000108601 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0420 |
PL0000108510 |
98,33 |
98,49 |
2,12 |
2,06 |
98,41 |
2,09 |
DS1020 |
PL0000106126 |
109,53 |
109,71 |
2,22 |
2,17 |
109,62 |
2,20 |
WZ0121 |
PL0000106068 |
99,26 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,70 |
2,41 |
2,36 |
98,61 |
2,38 |
PS0721 |
PL0000109153 |
97,19 |
97,40 |
2,49 |
2,43 |
97,30 |
2,46 |
DS1021 |
PL0000106670 |
113,27 |
113,49 |
2,46 |
2,41 |
113,38 |
2,43 |
PS0422 |
PL0000109492 |
98,15 |
98,35 |
2,66 |
2,62 |
98,25 |
2,64 |
WS0922 |
PL0000102646 |
114,66 |
114,92 |
2,70 |
2,65 |
114,79 |
2,67 |
WZ1122 |
PL0000109377 |
97,81 |
97,98 |
--- |
--- |
97,90 |
--- |
IZ0823 |
PL0000105359 |
109,07 |
110,09 |
--- |
--- |
109,58 |
--- |
DS1023 |
PL0000107264 |
106,34 |
106,72 |
2,88 |
2,82 |
106,53 |
2,85 |
WZ0124 |
PL0000107454 |
97,01 |
97,31 |
--- |
--- |
97,16 |
--- |
DS0725 |
PL0000108197 |
100,85 |
101,20 |
3,13 |
3,08 |
101,03 |
3,10 |
WZ0126 |
PL0000108817 |
94,99 |
95,26 |
--- |
--- |
95,13 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,83 |
3,21 |
3,16 |
94,65 |
3,19 |
DS0727 |
PL0000109427 |
93,01 |
93,40 |
3,33 |
3,28 |
93,21 |
3,30 |
WS0429 |
PL0000105391 |
124,04 |
124,97 |
3,26 |
3,18 |
124,51 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,12 |
101,22 |
1,53 |
1,22 |
101,17 |
1,37 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,84 |
1,55 |
1,43 |
101,79 |
1,49 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,59 |
1,53 |
100,98 |
1,56 |
OK1018 |
PL0000109062 |
97,85 |
97,95 |
1,68 |
1,60 |
97,90 |
1,64 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,85 |
96,95 |
1,79 |
1,73 |
96,90 |
1,76 |
PS0719 |
PL0000108148 |
102,74 |
102,86 |
1,88 |
1,82 |
102,80 |
1,85 |
DS1019 |
PL0000105441 |
108,02 |
108,11 |
1,91 |
1,87 |
108,07 |
1,89 |
WZ0120 |
PL0000108601 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0420 |
PL0000108510 |
98,46 |
98,58 |
2,07 |
2,02 |
98,52 |
2,05 |
DS1020 |
PL0000106126 |
109,63 |
109,78 |
2,19 |
2,15 |
109,71 |
2,17 |
WZ0121 |
PL0000106068 |
99,27 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,77 |
2,38 |
2,34 |
98,70 |
2,36 |
PS0721 |
PL0000109153 |
97,31 |
97,45 |
2,45 |
2,42 |
97,38 |
2,43 |
DS1021 |
PL0000106670 |
113,41 |
113,61 |
2,43 |
2,38 |
113,51 |
2,41 |
PS0422 |
PL0000109492 |
98,31 |
98,45 |
2,63 |
2,59 |
98,38 |
2,61 |
WS0922 |
PL0000102646 |
114,85 |
115,11 |
2,66 |
2,61 |
114,98 |
2,64 |
WZ1122 |
PL0000109377 |
97,86 |
98,00 |
--- |
--- |
97,93 |
--- |
IZ0823 |
PL0000105359 |
109,11 |
110,14 |
--- |
--- |
109,63 |
--- |
DS1023 |
PL0000107264 |
106,67 |
107,00 |
2,83 |
2,77 |
106,84 |
2,80 |
WZ0124 |
PL0000107454 |
97,03 |
97,31 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,43 |
3,09 |
3,04 |
101,27 |
3,07 |
WZ0126 |
PL0000108817 |
95,09 |
95,32 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
94,72 |
95,00 |
3,18 |
3,14 |
94,86 |
3,16 |
DS0727 |
PL0000109427 |
93,35 |
93,61 |
3,29 |
3,25 |
93,48 |
3,27 |
WS0429 |
PL0000105391 |
124,58 |
125,45 |
3,21 |
3,13 |
125,02 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
75 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
210 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,410 |
1,440 |
1,424 |
170 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
35 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
55 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
155 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,430 |
1,415 |
555 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
85 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,430 |
1,419 |
90 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
230 |
TOTAL |
1 740 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.