2017-07-06 |
MARKET DATA |
No 128 (3161) |
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 |
1 647,50 |
1 686,47 |
86 |
335,00 |
334,59 |
4 |
1 982,50 |
2 021,05 |
90 |
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 |
101,12 |
101,18 |
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 |
100,96 |
100,95 |
100,960 |
100,960 |
100,950 |
100,960 |
100,955 |
290 000 |
299,72 |
7 |
OK1018 |
PL0000109062 |
97,93 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,96 |
96,96 |
96,980 |
96,980 |
96,960 |
96,960 |
96,977 |
140 000 |
135,77 |
3 |
PS0719 |
PL0000108148 |
102,80 |
102,83 |
102,780 |
102,780 |
102,770 |
102,770 |
102,771 |
165 000 |
174,71 |
4 |
DS1019 |
PL0000105441 |
108,09 |
108,02 |
108,040 |
108,090 |
108,030 |
108,030 |
108,049 |
180 000 |
201,49 |
7 |
PS0420 |
PL0000108510 |
98,45 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,56 |
109,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,57 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,27 |
97,08 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
10 000 |
9,88 |
1 |
DS1021 |
PL0000106670 |
113,28 |
112,95 |
112,990 |
112,990 |
112,980 |
112,980 |
112,984 |
25 000 |
29,26 |
3 |
PS0422 |
PL0000109492 |
98,21 |
97,80 |
98,200 |
98,200 |
97,800 |
97,840 |
97,984 |
540 000 |
531,64 |
36 |
WS0922 |
PL0000102646 |
114,72 |
114,40 |
114,570 |
114,570 |
114,570 |
114,570 |
114,570 |
10 000 |
11,91 |
1 |
DS1023 |
PL0000107264 |
106,62 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,01 |
100,56 |
101,050 |
101,050 |
100,670 |
100,670 |
100,872 |
52 500 |
54,59 |
6 |
DS0726 |
PL0000108866 |
94,54 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,20 |
92,50 |
93,150 |
93,150 |
92,550 |
92,560 |
92,943 |
65 000 |
61,97 |
9 |
WS0428 |
PL0000107611 |
94,01 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
123,60 |
124,250 |
124,250 |
123,430 |
123,670 |
123,818 |
30 000 |
37,50 |
4 |
WS0437 |
PL0000104857 |
116,90 |
125,50 |
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 |
109,15 |
109,50 |
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 |
99,96 |
99,960 |
99,960 |
99,960 |
99,960 |
99,960 |
30 000 |
30,24 |
2 |
WZ0121 |
PL0000106068 |
99,35 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,97 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,17 |
97,21 |
97,170 |
97,170 |
97,150 |
97,150 |
97,152 |
110 000 |
107,78 |
3 |
WZ0126 |
PL0000108817 |
95,21 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 647 500 |
1 686,47 |
86 |
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 |
51 |
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 |
101,10 |
101,20 |
1,43 |
1,10 |
101,15 |
1,27 |
WZ0118 |
PL0000104717 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,83 |
1,51 |
1,40 |
101,79 |
1,45 |
PS0718 |
PL0000107595 |
100,92 |
101,00 |
1,60 |
1,52 |
100,96 |
1,56 |
OK1018 |
PL0000109062 |
97,89 |
97,98 |
1,66 |
1,59 |
97,94 |
1,62 |
WZ0119 |
PL0000107603 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,87 |
96,99 |
1,79 |
1,72 |
96,93 |
1,76 |
PS0719 |
PL0000108148 |
102,74 |
102,86 |
1,87 |
1,81 |
102,80 |
1,84 |
DS1019 |
PL0000105441 |
107,96 |
108,07 |
1,91 |
1,87 |
108,02 |
1,89 |
WZ0120 |
PL0000108601 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
98,41 |
98,54 |
2,09 |
2,04 |
98,48 |
2,06 |
DS1020 |
PL0000106126 |
109,49 |
109,67 |
2,22 |
2,17 |
109,58 |
2,20 |
WZ0121 |
PL0000106068 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,65 |
2,42 |
2,37 |
98,57 |
2,40 |
PS0721 |
PL0000109153 |
97,19 |
97,34 |
2,49 |
2,45 |
97,27 |
2,47 |
DS1021 |
PL0000106670 |
113,17 |
113,42 |
2,47 |
2,42 |
113,30 |
2,44 |
PS0422 |
PL0000109492 |
98,13 |
98,26 |
2,67 |
2,64 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,59 |
114,86 |
2,70 |
2,65 |
114,73 |
2,68 |
WZ1122 |
PL0000109377 |
97,93 |
98,10 |
--- |
--- |
98,02 |
--- |
IZ0823 |
PL0000105359 |
108,71 |
109,98 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,78 |
2,86 |
2,81 |
106,62 |
2,83 |
WZ0124 |
PL0000107454 |
97,12 |
97,28 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,12 |
3,13 |
3,09 |
100,97 |
3,11 |
WZ0126 |
PL0000108817 |
95,12 |
95,33 |
--- |
--- |
95,23 |
--- |
DS0726 |
PL0000108866 |
94,40 |
94,68 |
3,22 |
3,18 |
94,54 |
3,20 |
DS0727 |
PL0000109427 |
93,05 |
93,28 |
3,32 |
3,29 |
93,17 |
3,31 |
WS0429 |
PL0000105391 |
123,86 |
124,74 |
3,27 |
3,19 |
124,30 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,10 |
101,20 |
1,43 |
1,10 |
101,15 |
1,27 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,74 |
101,84 |
1,51 |
1,39 |
101,79 |
1,45 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,59 |
1,52 |
100,97 |
1,55 |
OK1018 |
PL0000109062 |
97,88 |
97,99 |
1,67 |
1,58 |
97,94 |
1,62 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,90 |
97,03 |
1,77 |
1,70 |
96,97 |
1,73 |
PS0719 |
PL0000108148 |
102,73 |
102,88 |
1,87 |
1,80 |
102,81 |
1,83 |
DS1019 |
PL0000105441 |
107,92 |
108,08 |
1,93 |
1,86 |
108,00 |
1,90 |
WZ0120 |
PL0000108601 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,50 |
2,10 |
2,06 |
98,44 |
2,08 |
DS1020 |
PL0000106126 |
109,35 |
109,54 |
2,27 |
2,21 |
109,45 |
2,24 |
WZ0121 |
PL0000106068 |
99,30 |
99,47 |
--- |
--- |
99,39 |
--- |
PS0421 |
PL0000108916 |
98,28 |
98,47 |
2,48 |
2,42 |
98,38 |
2,45 |
PS0721 |
PL0000109153 |
97,00 |
97,16 |
2,54 |
2,50 |
97,08 |
2,52 |
DS1021 |
PL0000106670 |
112,84 |
113,04 |
2,55 |
2,50 |
112,94 |
2,53 |
PS0422 |
PL0000109492 |
97,75 |
97,92 |
2,76 |
2,72 |
97,84 |
2,73 |
WS0922 |
PL0000102646 |
114,25 |
114,51 |
2,77 |
2,72 |
114,38 |
2,74 |
WZ1122 |
PL0000109377 |
97,91 |
98,13 |
--- |
--- |
98,02 |
--- |
IZ0823 |
PL0000105359 |
108,81 |
109,86 |
--- |
--- |
109,34 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,31 |
2,94 |
2,89 |
106,16 |
2,91 |
WZ0124 |
PL0000107454 |
97,08 |
97,30 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,25 |
100,62 |
3,21 |
3,16 |
100,44 |
3,18 |
WZ0126 |
PL0000108817 |
95,08 |
95,32 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
93,78 |
94,18 |
3,30 |
3,25 |
93,98 |
3,28 |
DS0727 |
PL0000109427 |
92,33 |
92,66 |
3,41 |
3,37 |
92,50 |
3,39 |
WS0429 |
PL0000105391 |
123,09 |
123,92 |
3,34 |
3,27 |
123,51 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
80 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
40 |
PS0721 |
PL0000109153 |
1/6 |
5 |
1,450 |
1,450 |
1,450 |
15 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
TOTAL |
335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.