2017-07-10 |
MARKET DATA |
No 130 (3163) |
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 |
905,00 |
897,32 |
39 |
835,00 |
823,25 |
10 |
1 740,00 |
1 720,57 |
49 |
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 |
101,08 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,73 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,93 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,97 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,82 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,02 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,55 |
98,53 |
98,550 |
98,570 |
98,550 |
98,570 |
98,559 |
300 000 |
296,64 |
5 |
DS1020 |
PL0000106126 |
109,60 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,60 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,26 |
97,23 |
97,250 |
97,260 |
97,230 |
97,230 |
97,250 |
220 000 |
217,66 |
7 |
DS1021 |
PL0000106670 |
113,15 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,18 |
98,03 |
98,080 |
98,180 |
98,080 |
98,090 |
98,105 |
65 000 |
64,08 |
5 |
WS0922 |
PL0000102646 |
114,63 |
114,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,38 |
106,35 |
106,220 |
106,220 |
106,220 |
106,220 |
106,220 |
65 000 |
70,89 |
2 |
DS0725 |
PL0000108197 |
100,94 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,54 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,22 |
92,93 |
92,990 |
93,280 |
92,990 |
93,200 |
93,089 |
240 000 |
229,20 |
18 |
WS0428 |
PL0000107611 |
94,22 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,62 |
124,20 |
124,410 |
124,420 |
124,410 |
124,420 |
124,417 |
15 000 |
18,85 |
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 |
109,00 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,24 |
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 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,44 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,03 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,20 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,22 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
905 000 |
897,32 |
39 |
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 |
49 |
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 |
101,05 |
101,16 |
1,53 |
1,16 |
101,11 |
1,33 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,81 |
1,55 |
1,41 |
101,76 |
1,47 |
PS0718 |
PL0000107595 |
100,93 |
101,00 |
1,59 |
1,52 |
100,97 |
1,55 |
OK1018 |
PL0000109062 |
97,88 |
97,99 |
1,68 |
1,59 |
97,94 |
1,63 |
WZ0119 |
PL0000107603 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,90 |
97,02 |
1,78 |
1,71 |
96,96 |
1,74 |
PS0719 |
PL0000108148 |
102,73 |
102,88 |
1,87 |
1,80 |
102,81 |
1,83 |
DS1019 |
PL0000105441 |
107,89 |
108,08 |
1,94 |
1,86 |
107,99 |
1,89 |
WZ0120 |
PL0000108601 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,54 |
2,11 |
2,04 |
98,45 |
2,08 |
DS1020 |
PL0000106126 |
109,38 |
109,59 |
2,25 |
2,19 |
109,49 |
2,22 |
WZ0121 |
PL0000106068 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,55 |
2,46 |
2,40 |
98,45 |
2,43 |
PS0721 |
PL0000109153 |
97,05 |
97,26 |
2,53 |
2,47 |
97,16 |
2,50 |
DS1021 |
PL0000106670 |
112,92 |
113,16 |
2,53 |
2,47 |
113,04 |
2,50 |
PS0422 |
PL0000109492 |
97,87 |
98,07 |
2,73 |
2,68 |
97,97 |
2,71 |
WS0922 |
PL0000102646 |
114,37 |
114,65 |
2,74 |
2,69 |
114,51 |
2,72 |
WZ1122 |
PL0000109377 |
97,93 |
98,14 |
--- |
--- |
98,04 |
--- |
IZ0823 |
PL0000105359 |
108,56 |
109,90 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
106,07 |
106,39 |
2,93 |
2,87 |
106,23 |
2,90 |
WZ0124 |
PL0000107454 |
97,11 |
97,34 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
100,46 |
100,88 |
3,18 |
3,12 |
100,67 |
3,15 |
WZ0126 |
PL0000108817 |
95,11 |
95,31 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
94,05 |
94,46 |
3,27 |
3,21 |
94,26 |
3,24 |
DS0727 |
PL0000109427 |
92,62 |
92,98 |
3,38 |
3,33 |
92,80 |
3,35 |
WS0429 |
PL0000105391 |
123,60 |
124,45 |
3,30 |
3,22 |
124,03 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,05 |
101,15 |
1,53 |
1,19 |
101,10 |
1,36 |
WZ0118 |
PL0000104717 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,72 |
101,80 |
1,52 |
1,42 |
101,76 |
1,47 |
PS0718 |
PL0000107595 |
100,94 |
101,00 |
1,58 |
1,52 |
100,97 |
1,55 |
OK1018 |
PL0000109062 |
97,91 |
98,00 |
1,65 |
1,58 |
97,96 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,92 |
97,00 |
1,77 |
1,72 |
96,96 |
1,74 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,85 |
1,80 |
102,83 |
1,82 |
DS1019 |
PL0000105441 |
107,99 |
108,07 |
1,89 |
1,86 |
108,03 |
1,88 |
WZ0120 |
PL0000108601 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,51 |
98,61 |
2,05 |
2,01 |
98,56 |
2,03 |
DS1020 |
PL0000106126 |
109,56 |
109,70 |
2,20 |
2,16 |
109,63 |
2,18 |
WZ0121 |
PL0000106068 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,68 |
2,41 |
2,37 |
98,60 |
2,39 |
PS0721 |
PL0000109153 |
97,17 |
97,31 |
2,49 |
2,46 |
97,24 |
2,48 |
DS1021 |
PL0000106670 |
113,03 |
113,27 |
2,50 |
2,45 |
113,15 |
2,47 |
PS0422 |
PL0000109492 |
98,02 |
98,19 |
2,69 |
2,66 |
98,11 |
2,67 |
WS0922 |
PL0000102646 |
114,51 |
114,75 |
2,72 |
2,67 |
114,63 |
2,69 |
WZ1122 |
PL0000109377 |
97,95 |
98,12 |
--- |
--- |
98,04 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,84 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
106,15 |
106,52 |
2,91 |
2,85 |
106,34 |
2,88 |
WZ0124 |
PL0000107454 |
97,14 |
97,34 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
100,72 |
101,03 |
3,14 |
3,10 |
100,88 |
3,12 |
WZ0126 |
PL0000108817 |
95,16 |
95,35 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,32 |
94,65 |
3,23 |
3,19 |
94,49 |
3,21 |
DS0727 |
PL0000109427 |
92,99 |
93,23 |
3,33 |
3,30 |
93,11 |
3,32 |
WS0429 |
PL0000105391 |
124,24 |
125,04 |
3,24 |
3,17 |
124,64 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
200 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
60 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
835 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.