2017-07-07 |
MARKET DATA |
No 129 (3162) |
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 |
465,00 |
470,69 |
31 |
1 955,00 |
2 026,77 |
14 |
2 420,00 |
2 497,46 |
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 |
99,92 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,10 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,74 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,91 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,92 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,97 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,42 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,48 |
109,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,37 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,12 |
97,06 |
97,140 |
97,140 |
97,030 |
97,030 |
97,079 |
185 000 |
182,71 |
10 |
DS1021 |
PL0000106670 |
112,96 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,98 |
97,79 |
97,880 |
97,990 |
97,800 |
97,990 |
97,911 |
120 000 |
118,06 |
9 |
WS0922 |
PL0000102646 |
114,40 |
114,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,17 |
106,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,51 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,15 |
93,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,70 |
92,44 |
92,700 |
92,700 |
92,450 |
92,450 |
92,561 |
60 000 |
56,98 |
4 |
WS0428 |
PL0000107611 |
93,61 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,81 |
123,41 |
123,410 |
123,660 |
123,410 |
123,660 |
123,599 |
50 000 |
62,41 |
7 |
WS0437 |
PL0000104857 |
116,16 |
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 |
109,05 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,19 |
100,22 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
50 000 |
50,53 |
1 |
WZ0120 |
PL0000108601 |
99,96 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,97 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,15 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
465 000 |
470,69 |
31 |
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 |
50 |
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 |
101,08 |
101,20 |
1,46 |
1,07 |
101,14 |
1,26 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,73 |
101,84 |
1,52 |
1,38 |
101,79 |
1,44 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,59 |
1,52 |
100,97 |
1,55 |
OK1018 |
PL0000109062 |
97,87 |
97,99 |
1,68 |
1,59 |
97,93 |
1,63 |
WZ0119 |
PL0000107603 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,89 |
97,03 |
1,78 |
1,70 |
96,96 |
1,74 |
PS0719 |
PL0000108148 |
102,72 |
102,87 |
1,88 |
1,80 |
102,80 |
1,84 |
DS1019 |
PL0000105441 |
107,89 |
108,07 |
1,94 |
1,86 |
107,98 |
1,90 |
WZ0120 |
PL0000108601 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,33 |
98,50 |
2,12 |
2,06 |
98,42 |
2,09 |
DS1020 |
PL0000106126 |
109,33 |
109,52 |
2,27 |
2,21 |
109,43 |
2,24 |
WZ0121 |
PL0000106068 |
99,32 |
99,46 |
--- |
--- |
99,39 |
--- |
PS0421 |
PL0000108916 |
98,23 |
98,43 |
2,49 |
2,44 |
98,33 |
2,46 |
PS0721 |
PL0000109153 |
96,89 |
97,10 |
2,57 |
2,51 |
97,00 |
2,54 |
DS1021 |
PL0000106670 |
112,76 |
112,99 |
2,57 |
2,51 |
112,88 |
2,54 |
PS0422 |
PL0000109492 |
97,68 |
97,86 |
2,77 |
2,73 |
97,77 |
2,75 |
WS0922 |
PL0000102646 |
114,15 |
114,40 |
2,79 |
2,74 |
114,28 |
2,76 |
WZ1122 |
PL0000109377 |
97,92 |
98,13 |
--- |
--- |
98,03 |
--- |
IZ0823 |
PL0000105359 |
108,64 |
109,90 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
105,83 |
106,19 |
2,97 |
2,91 |
106,01 |
2,94 |
WZ0124 |
PL0000107454 |
97,08 |
97,29 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,11 |
100,50 |
3,23 |
3,18 |
100,31 |
3,20 |
WZ0126 |
PL0000108817 |
95,07 |
95,30 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
93,61 |
94,02 |
3,33 |
3,27 |
93,82 |
3,30 |
DS0727 |
PL0000109427 |
92,17 |
92,52 |
3,43 |
3,39 |
92,35 |
3,41 |
WS0429 |
PL0000105391 |
122,92 |
123,76 |
3,36 |
3,28 |
123,34 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,08 |
101,20 |
1,46 |
1,07 |
101,14 |
1,26 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,72 |
101,83 |
1,53 |
1,39 |
101,78 |
1,46 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,59 |
1,52 |
100,97 |
1,55 |
OK1018 |
PL0000109062 |
97,89 |
97,99 |
1,67 |
1,59 |
97,94 |
1,63 |
WZ0119 |
PL0000107603 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,89 |
97,03 |
1,78 |
1,70 |
96,96 |
1,74 |
PS0719 |
PL0000108148 |
102,70 |
102,88 |
1,89 |
1,80 |
102,79 |
1,84 |
DS1019 |
PL0000105441 |
107,94 |
108,08 |
1,92 |
1,86 |
108,01 |
1,89 |
WZ0120 |
PL0000108601 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,52 |
2,11 |
2,05 |
98,45 |
2,07 |
DS1020 |
PL0000106126 |
109,44 |
109,58 |
2,24 |
2,19 |
109,51 |
2,22 |
WZ0121 |
PL0000106068 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,52 |
2,47 |
2,41 |
98,42 |
2,44 |
PS0721 |
PL0000109153 |
97,04 |
97,22 |
2,53 |
2,48 |
97,13 |
2,50 |
DS1021 |
PL0000106670 |
112,88 |
113,11 |
2,54 |
2,49 |
113,00 |
2,51 |
PS0422 |
PL0000109492 |
97,84 |
97,99 |
2,73 |
2,70 |
97,92 |
2,72 |
WS0922 |
PL0000102646 |
114,29 |
114,57 |
2,76 |
2,71 |
114,43 |
2,73 |
WZ1122 |
PL0000109377 |
97,93 |
98,13 |
--- |
--- |
98,03 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,87 |
--- |
--- |
109,22 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,35 |
2,93 |
2,88 |
106,20 |
2,90 |
WZ0124 |
PL0000107454 |
97,11 |
97,29 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,35 |
100,76 |
3,20 |
3,14 |
100,56 |
3,17 |
WZ0126 |
PL0000108817 |
95,11 |
95,30 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,31 |
3,28 |
3,23 |
94,15 |
3,26 |
DS0727 |
PL0000109427 |
92,56 |
92,89 |
3,38 |
3,34 |
92,73 |
3,36 |
WS0429 |
PL0000105391 |
123,42 |
124,27 |
3,31 |
3,24 |
123,85 |
3,27 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
30 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
90 |
WS0922 |
PL0000102646 |
0/7 |
7 |
1,470 |
1,470 |
1,470 |
210 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
210 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
240 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
400 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
505 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
60 |
TOTAL |
1 955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.