2017-07-04 |
MARKET DATA |
No 126 (3159) |
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 |
800,00 |
810,11 |
35 |
2 280,00 |
2 372,58 |
15 |
3 080,00 |
3 182,69 |
50 |
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 |
101,13 |
101,19 |
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 |
100,96 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,90 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,91 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,79 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,10 |
108,09 |
108,100 |
108,100 |
108,080 |
108,080 |
108,086 |
150 000 |
167,87 |
4 |
PS0420 |
PL0000108510 |
98,50 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,68 |
109,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,69 |
98,69 |
98,690 |
98,690 |
98,690 |
98,690 |
98,690 |
50 000 |
49,54 |
1 |
PS0721 |
PL0000109153 |
97,40 |
97,41 |
97,400 |
97,400 |
97,380 |
97,380 |
97,392 |
25 000 |
24,76 |
3 |
DS1021 |
PL0000106670 |
113,51 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,41 |
98,37 |
98,420 |
98,440 |
98,340 |
98,340 |
98,388 |
165 000 |
163,07 |
9 |
WS0922 |
PL0000102646 |
114,97 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,83 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,26 |
101,22 |
101,220 |
101,220 |
101,220 |
101,220 |
101,220 |
20 000 |
20,86 |
3 |
DS0726 |
PL0000108866 |
94,88 |
94,82 |
94,840 |
94,900 |
94,840 |
94,900 |
94,869 |
210 000 |
204,20 |
3 |
DS0727 |
PL0000109427 |
93,55 |
93,42 |
93,470 |
93,470 |
93,390 |
93,390 |
93,429 |
120 000 |
114,96 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,76 |
124,69 |
124,690 |
124,820 |
124,690 |
124,820 |
124,755 |
10 000 |
12,59 |
2 |
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 |
109,55 |
109,65 |
109,550 |
109,550 |
109,500 |
109,500 |
109,525 |
10 000 |
13,02 |
2 |
WZ0118 |
PL0000104717 |
100,18 |
100,23 |
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 |
99,96 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,98 |
97,93 |
97,930 |
97,940 |
97,930 |
97,940 |
97,935 |
20 000 |
19,63 |
2 |
WZ0124 |
PL0000107454 |
97,20 |
97,20 |
97,200 |
97,210 |
97,200 |
97,210 |
97,205 |
20 000 |
19,60 |
2 |
WZ0126 |
PL0000108817 |
95,24 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
800 000 |
810,11 |
35 |
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 |
55 |
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 |
1,50 |
1,18 |
101,17 |
1,34 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,85 |
1,54 |
1,41 |
101,80 |
1,47 |
PS0718 |
PL0000107595 |
100,94 |
101,02 |
1,59 |
1,51 |
100,98 |
1,55 |
OK1018 |
PL0000109062 |
97,88 |
97,98 |
1,66 |
1,58 |
97,93 |
1,62 |
WZ0119 |
PL0000107603 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,87 |
96,97 |
1,78 |
1,72 |
96,92 |
1,75 |
PS0719 |
PL0000108148 |
102,77 |
102,92 |
1,86 |
1,79 |
102,85 |
1,82 |
DS1019 |
PL0000105441 |
108,03 |
108,19 |
1,90 |
1,83 |
108,11 |
1,87 |
WZ0120 |
PL0000108601 |
99,89 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0420 |
PL0000108510 |
98,48 |
98,60 |
2,06 |
2,02 |
98,54 |
2,04 |
DS1020 |
PL0000106126 |
109,65 |
109,83 |
2,19 |
2,13 |
109,74 |
2,16 |
WZ0121 |
PL0000106068 |
99,27 |
99,48 |
--- |
--- |
99,38 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,79 |
2,38 |
2,33 |
98,72 |
2,35 |
PS0721 |
PL0000109153 |
97,36 |
97,53 |
2,44 |
2,39 |
97,45 |
2,42 |
DS1021 |
PL0000106670 |
113,47 |
113,64 |
2,41 |
2,37 |
113,56 |
2,39 |
PS0422 |
PL0000109492 |
98,36 |
98,50 |
2,62 |
2,58 |
98,43 |
2,60 |
WS0922 |
PL0000102646 |
114,92 |
115,17 |
2,65 |
2,60 |
115,05 |
2,62 |
WZ1122 |
PL0000109377 |
97,89 |
98,05 |
--- |
--- |
97,97 |
--- |
IZ0823 |
PL0000105359 |
109,01 |
110,20 |
--- |
--- |
109,61 |
--- |
DS1023 |
PL0000107264 |
106,74 |
107,05 |
2,81 |
2,76 |
106,90 |
2,79 |
WZ0124 |
PL0000107454 |
97,04 |
97,29 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
101,20 |
101,47 |
3,08 |
3,04 |
101,34 |
3,06 |
WZ0126 |
PL0000108817 |
95,09 |
95,36 |
--- |
--- |
95,23 |
--- |
DS0726 |
PL0000108866 |
94,84 |
95,18 |
3,16 |
3,12 |
95,01 |
3,14 |
DS0727 |
PL0000109427 |
93,43 |
93,70 |
3,28 |
3,24 |
93,57 |
3,26 |
WS0429 |
PL0000105391 |
124,42 |
125,42 |
3,23 |
3,14 |
124,92 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,12 |
101,21 |
1,50 |
1,21 |
101,17 |
1,34 |
WZ0118 |
PL0000104717 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,84 |
1,54 |
1,42 |
101,79 |
1,48 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,59 |
1,52 |
100,98 |
1,55 |
OK1018 |
PL0000109062 |
97,88 |
97,98 |
1,66 |
1,58 |
97,93 |
1,62 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,89 |
97,00 |
1,77 |
1,70 |
96,95 |
1,73 |
PS0719 |
PL0000108148 |
102,77 |
102,91 |
1,86 |
1,79 |
102,84 |
1,83 |
DS1019 |
PL0000105441 |
108,04 |
108,13 |
1,90 |
1,86 |
108,09 |
1,88 |
WZ0120 |
PL0000108601 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,58 |
2,07 |
2,02 |
98,52 |
2,05 |
DS1020 |
PL0000106126 |
109,63 |
109,81 |
2,19 |
2,14 |
109,72 |
2,16 |
WZ0121 |
PL0000106068 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,76 |
2,38 |
2,34 |
98,70 |
2,36 |
PS0721 |
PL0000109153 |
97,33 |
97,47 |
2,45 |
2,41 |
97,40 |
2,43 |
DS1021 |
PL0000106670 |
113,40 |
113,59 |
2,43 |
2,39 |
113,50 |
2,41 |
PS0422 |
PL0000109492 |
98,30 |
98,44 |
2,63 |
2,60 |
98,37 |
2,61 |
WS0922 |
PL0000102646 |
114,88 |
115,10 |
2,65 |
2,61 |
114,99 |
2,63 |
WZ1122 |
PL0000109377 |
97,94 |
98,11 |
--- |
--- |
98,03 |
--- |
IZ0823 |
PL0000105359 |
108,91 |
110,08 |
--- |
--- |
109,50 |
--- |
DS1023 |
PL0000107264 |
106,73 |
107,00 |
2,82 |
2,77 |
106,87 |
2,79 |
WZ0124 |
PL0000107454 |
97,14 |
97,29 |
--- |
--- |
97,22 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,34 |
3,09 |
3,06 |
101,23 |
3,07 |
WZ0126 |
PL0000108817 |
95,14 |
95,36 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,65 |
94,91 |
3,19 |
3,15 |
94,78 |
3,17 |
DS0727 |
PL0000109427 |
93,32 |
93,59 |
3,29 |
3,26 |
93,46 |
3,27 |
WS0429 |
PL0000105391 |
124,31 |
125,18 |
3,24 |
3,16 |
124,75 |
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) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
100 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
100 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
120 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
350 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
300 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
225 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
530 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
180 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
190 |
TOTAL |
2 280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.