2017-07-11 |
MARKET DATA |
No 131 (3164) |
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 |
820,00 |
838,13 |
39 |
685,00 |
732,89 |
6 |
1 505,00 |
1 571,03 |
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 |
101,06 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,71 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,96 |
100,960 |
100,960 |
100,960 |
100,960 |
100,960 |
110 000 |
113,72 |
2 |
OK1018 |
PL0000109062 |
97,94 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,95 |
96,96 |
96,960 |
96,960 |
96,960 |
96,960 |
96,960 |
45 000 |
43,63 |
3 |
PS0719 |
PL0000108148 |
102,83 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,03 |
108,00 |
108,000 |
108,030 |
108,000 |
108,030 |
108,011 |
180 000 |
201,50 |
5 |
PS0420 |
PL0000108510 |
98,61 |
98,56 |
98,560 |
98,600 |
98,540 |
98,590 |
98,579 |
95 000 |
93,96 |
6 |
DS1020 |
PL0000106126 |
109,69 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,62 |
98,54 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
10 000 |
9,91 |
1 |
PS0721 |
PL0000109153 |
97,25 |
97,20 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
10 000 |
9,89 |
1 |
DS1021 |
PL0000106670 |
113,09 |
113,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,13 |
98,00 |
97,980 |
98,120 |
97,970 |
98,120 |
98,007 |
95 000 |
93,57 |
6 |
WS0922 |
PL0000102646 |
114,58 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,40 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,80 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,50 |
94,30 |
94,500 |
94,550 |
94,330 |
94,330 |
94,420 |
160 000 |
154,94 |
7 |
DS0727 |
PL0000109427 |
93,15 |
92,91 |
92,930 |
93,150 |
92,930 |
93,100 |
93,026 |
70 000 |
66,81 |
4 |
WS0428 |
PL0000107611 |
94,45 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,55 |
124,22 |
124,440 |
124,440 |
124,350 |
124,400 |
124,408 |
20 000 |
25,13 |
3 |
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 |
108,95 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,46 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
25 000 |
25,08 |
1 |
WZ1122 |
PL0000109377 |
97,98 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,22 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,23 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
820 000 |
838,13 |
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 |
48 |
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 |
101,03 |
101,13 |
1,56 |
1,22 |
101,08 |
1,39 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,79 |
1,55 |
1,43 |
101,74 |
1,49 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,58 |
1,53 |
100,96 |
1,56 |
OK1018 |
PL0000109062 |
97,89 |
97,99 |
1,67 |
1,59 |
97,94 |
1,63 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,90 |
97,02 |
1,78 |
1,71 |
96,96 |
1,75 |
PS0719 |
PL0000108148 |
102,79 |
102,88 |
1,84 |
1,79 |
102,84 |
1,81 |
DS1019 |
PL0000105441 |
107,98 |
108,07 |
1,89 |
1,86 |
108,03 |
1,87 |
WZ0120 |
PL0000108601 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,61 |
2,06 |
2,02 |
98,56 |
2,03 |
DS1020 |
PL0000106126 |
109,53 |
109,67 |
2,21 |
2,16 |
109,60 |
2,18 |
WZ0121 |
PL0000106068 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,43 |
98,60 |
2,44 |
2,39 |
98,52 |
2,41 |
PS0721 |
PL0000109153 |
97,07 |
97,25 |
2,52 |
2,47 |
97,16 |
2,50 |
DS1021 |
PL0000106670 |
112,95 |
113,18 |
2,52 |
2,47 |
113,07 |
2,49 |
PS0422 |
PL0000109492 |
97,90 |
98,13 |
2,72 |
2,67 |
98,02 |
2,69 |
WS0922 |
PL0000102646 |
114,38 |
114,62 |
2,74 |
2,69 |
114,50 |
2,72 |
WZ1122 |
PL0000109377 |
97,94 |
98,13 |
--- |
--- |
98,04 |
--- |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
106,02 |
106,40 |
2,93 |
2,87 |
106,21 |
2,90 |
WZ0124 |
PL0000107454 |
97,15 |
97,33 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,87 |
3,17 |
3,12 |
100,70 |
3,15 |
WZ0126 |
PL0000108817 |
95,14 |
95,34 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,46 |
3,26 |
3,21 |
94,29 |
3,24 |
DS0727 |
PL0000109427 |
92,68 |
93,03 |
3,37 |
3,33 |
92,86 |
3,35 |
WS0429 |
PL0000105391 |
123,83 |
124,65 |
3,28 |
3,20 |
124,24 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,04 |
101,12 |
1,53 |
1,26 |
101,08 |
1,39 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,80 |
1,54 |
1,42 |
101,75 |
1,48 |
PS0718 |
PL0000107595 |
100,94 |
100,98 |
1,57 |
1,54 |
100,96 |
1,56 |
OK1018 |
PL0000109062 |
97,92 |
98,02 |
1,65 |
1,57 |
97,97 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,94 |
97,02 |
1,76 |
1,71 |
96,98 |
1,73 |
PS0719 |
PL0000108148 |
102,80 |
102,87 |
1,83 |
1,80 |
102,84 |
1,81 |
DS1019 |
PL0000105441 |
107,99 |
108,07 |
1,89 |
1,86 |
108,03 |
1,87 |
WZ0120 |
PL0000108601 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,58 |
98,67 |
2,03 |
1,99 |
98,63 |
2,01 |
DS1020 |
PL0000106126 |
109,65 |
109,76 |
2,17 |
2,14 |
109,71 |
2,15 |
WZ0121 |
PL0000106068 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,70 |
2,39 |
2,36 |
98,64 |
2,38 |
PS0721 |
PL0000109153 |
97,20 |
97,35 |
2,49 |
2,45 |
97,28 |
2,47 |
DS1021 |
PL0000106670 |
113,07 |
113,30 |
2,49 |
2,44 |
113,19 |
2,46 |
PS0422 |
PL0000109492 |
98,07 |
98,20 |
2,68 |
2,65 |
98,14 |
2,67 |
WS0922 |
PL0000102646 |
114,53 |
114,77 |
2,71 |
2,67 |
114,65 |
2,69 |
WZ1122 |
PL0000109377 |
97,94 |
98,13 |
--- |
--- |
98,04 |
--- |
IZ0823 |
PL0000105359 |
108,55 |
109,82 |
--- |
--- |
109,19 |
--- |
DS1023 |
PL0000107264 |
106,34 |
106,57 |
2,88 |
2,84 |
106,46 |
2,86 |
WZ0124 |
PL0000107454 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
100,73 |
101,01 |
3,14 |
3,10 |
100,87 |
3,12 |
WZ0126 |
PL0000108817 |
95,14 |
95,33 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,63 |
3,23 |
3,19 |
94,49 |
3,21 |
DS0727 |
PL0000109427 |
93,04 |
93,36 |
3,33 |
3,29 |
93,20 |
3,31 |
WS0429 |
PL0000105391 |
124,17 |
125,02 |
3,24 |
3,17 |
124,60 |
3,21 |
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 |
1,400 |
1,400 |
1,400 |
120 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
520 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
5 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.