2017-07-05 |
MARKET DATA |
No 127 (3160) |
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 |
425,00 |
414,18 |
27 |
3 075,00 |
3 082,45 |
18 |
3 500,00 |
3 496,63 |
45 |
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 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,14 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,78 |
101,80 |
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 |
97,92 |
97,92 |
97,920 |
97,920 |
97,920 |
97,920 |
97,920 |
15 000 |
14,69 |
1 |
OK0419 |
PL0000109633 |
96,91 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,80 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,07 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,50 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,68 |
109,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,67 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,37 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,45 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,36 |
98,23 |
98,360 |
98,360 |
98,190 |
98,200 |
98,266 |
190 000 |
187,56 |
11 |
WS0922 |
PL0000102646 |
114,90 |
114,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,78 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,15 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,72 |
94,63 |
94,630 |
94,630 |
94,630 |
94,630 |
94,630 |
10 000 |
9,70 |
1 |
DS0727 |
PL0000109427 |
93,38 |
93,14 |
93,220 |
93,250 |
93,140 |
93,200 |
93,188 |
175 000 |
167,24 |
12 |
WS0428 |
PL0000107611 |
94,21 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,52 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,28 |
126,68 |
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 |
109,32 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,96 |
99,99 |
99,960 |
99,960 |
99,960 |
99,960 |
99,960 |
25 000 |
25,19 |
1 |
WZ0121 |
PL0000106068 |
99,34 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,99 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,20 |
97,20 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
9,80 |
1 |
WZ0126 |
PL0000108817 |
95,22 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
425 000 |
414,18 |
27 |
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 |
54 |
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 |
101,11 |
101,21 |
1,49 |
1,18 |
101,16 |
1,34 |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,84 |
1,54 |
1,41 |
101,79 |
1,48 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,59 |
1,52 |
100,98 |
1,55 |
OK1018 |
PL0000109062 |
97,90 |
97,98 |
1,64 |
1,58 |
97,94 |
1,61 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,89 |
97,01 |
1,77 |
1,70 |
96,95 |
1,74 |
PS0719 |
PL0000108148 |
102,78 |
102,93 |
1,85 |
1,78 |
102,86 |
1,81 |
DS1019 |
PL0000105441 |
108,05 |
108,15 |
1,89 |
1,85 |
108,10 |
1,87 |
WZ0120 |
PL0000108601 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
98,47 |
98,63 |
2,07 |
2,01 |
98,55 |
2,04 |
DS1020 |
PL0000106126 |
109,64 |
109,82 |
2,19 |
2,13 |
109,73 |
2,16 |
WZ0121 |
PL0000106068 |
99,32 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,79 |
2,38 |
2,33 |
98,71 |
2,36 |
PS0721 |
PL0000109153 |
97,32 |
97,48 |
2,45 |
2,41 |
97,40 |
2,43 |
DS1021 |
PL0000106670 |
113,38 |
113,61 |
2,43 |
2,38 |
113,50 |
2,40 |
PS0422 |
PL0000109492 |
98,31 |
98,45 |
2,63 |
2,60 |
98,38 |
2,61 |
WS0922 |
PL0000102646 |
114,85 |
115,10 |
2,66 |
2,61 |
114,98 |
2,63 |
WZ1122 |
PL0000109377 |
97,94 |
98,09 |
--- |
--- |
98,02 |
--- |
IZ0823 |
PL0000105359 |
108,87 |
110,09 |
--- |
--- |
109,48 |
--- |
DS1023 |
PL0000107264 |
106,69 |
107,01 |
2,82 |
2,77 |
106,85 |
2,80 |
WZ0124 |
PL0000107454 |
97,16 |
97,33 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
101,01 |
101,34 |
3,10 |
3,06 |
101,18 |
3,08 |
WZ0126 |
PL0000108817 |
95,13 |
95,34 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,62 |
95,00 |
3,19 |
3,14 |
94,81 |
3,17 |
DS0727 |
PL0000109427 |
93,27 |
93,54 |
3,30 |
3,26 |
93,41 |
3,28 |
WS0429 |
PL0000105391 |
124,33 |
125,18 |
3,23 |
3,16 |
124,76 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,12 |
101,19 |
1,46 |
1,24 |
101,16 |
1,34 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,76 |
101,82 |
1,51 |
1,44 |
101,79 |
1,48 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,60 |
1,53 |
100,97 |
1,56 |
OK1018 |
PL0000109062 |
97,90 |
97,97 |
1,64 |
1,59 |
97,94 |
1,61 |
WZ0119 |
PL0000107603 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,89 |
96,99 |
1,77 |
1,71 |
96,94 |
1,74 |
PS0719 |
PL0000108148 |
102,77 |
102,87 |
1,86 |
1,81 |
102,82 |
1,83 |
DS1019 |
PL0000105441 |
108,00 |
108,09 |
1,91 |
1,87 |
108,05 |
1,89 |
WZ0120 |
PL0000108601 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
98,41 |
98,53 |
2,09 |
2,04 |
98,47 |
2,07 |
DS1020 |
PL0000106126 |
109,56 |
109,69 |
2,21 |
2,17 |
109,63 |
2,19 |
WZ0121 |
PL0000106068 |
99,31 |
99,48 |
--- |
--- |
99,40 |
--- |
PS0421 |
PL0000108916 |
98,53 |
98,66 |
2,41 |
2,37 |
98,60 |
2,39 |
PS0721 |
PL0000109153 |
97,24 |
97,36 |
2,47 |
2,44 |
97,30 |
2,46 |
DS1021 |
PL0000106670 |
113,26 |
113,43 |
2,46 |
2,42 |
113,35 |
2,44 |
PS0422 |
PL0000109492 |
98,16 |
98,31 |
2,66 |
2,63 |
98,24 |
2,64 |
WS0922 |
PL0000102646 |
114,69 |
114,87 |
2,69 |
2,65 |
114,78 |
2,67 |
WZ1122 |
PL0000109377 |
97,94 |
98,07 |
--- |
--- |
98,01 |
--- |
IZ0823 |
PL0000105359 |
108,88 |
109,89 |
--- |
--- |
109,39 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,78 |
2,84 |
2,81 |
106,67 |
2,83 |
WZ0124 |
PL0000107454 |
97,12 |
97,26 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,92 |
101,12 |
3,12 |
3,09 |
101,02 |
3,10 |
WZ0126 |
PL0000108817 |
95,14 |
95,32 |
--- |
--- |
95,23 |
--- |
DS0726 |
PL0000108866 |
94,51 |
94,71 |
3,21 |
3,18 |
94,61 |
3,19 |
DS0727 |
PL0000109427 |
93,07 |
93,32 |
3,32 |
3,29 |
93,20 |
3,30 |
WS0429 |
PL0000105391 |
124,07 |
124,90 |
3,26 |
3,18 |
124,49 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
180 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
180 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,440 |
1,480 |
1,467 |
165 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
320 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,440 |
1,480 |
1,466 |
245 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
340 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
235 |
DS0726 |
PL0000108866 |
2/9 |
7 |
1,470 |
1,470 |
1,470 |
1 100 |
TOTAL |
3 075 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.