2017-07-12 |
MARKET DATA |
No 132 (3165) |
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 |
1 720,00 |
1 723,70 |
81 |
700,00 |
690,64 |
10 |
2 420,00 |
2 414,34 |
91 |
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 |
99,93 |
99,97 |
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 |
100,95 |
100,96 |
100,950 |
100,960 |
100,950 |
100,950 |
100,955 |
105 000 |
108,55 |
4 |
OK1018 |
PL0000109062 |
97,98 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,96 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,81 |
102,81 |
102,810 |
102,810 |
102,810 |
102,810 |
102,810 |
50 000 |
52,98 |
1 |
DS1019 |
PL0000105441 |
108,02 |
108,02 |
108,010 |
108,010 |
108,010 |
108,010 |
108,010 |
75 000 |
83,97 |
1 |
PS0420 |
PL0000108510 |
98,68 |
98,61 |
98,640 |
98,660 |
98,640 |
98,650 |
98,650 |
395 000 |
390,97 |
9 |
DS1020 |
PL0000106126 |
109,72 |
109,63 |
109,630 |
109,630 |
109,630 |
109,630 |
109,630 |
100 000 |
113,40 |
1 |
PS0421 |
PL0000108916 |
98,64 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,32 |
97,24 |
97,220 |
97,320 |
97,200 |
97,320 |
97,271 |
125 000 |
123,71 |
7 |
DS1021 |
PL0000106670 |
113,16 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,43 |
98,11 |
98,140 |
98,200 |
98,140 |
98,200 |
98,174 |
80 000 |
78,93 |
6 |
WS0922 |
PL0000102646 |
114,63 |
114,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,37 |
106,30 |
106,450 |
106,450 |
106,450 |
106,450 |
106,450 |
5 000 |
5,47 |
1 |
DS0725 |
PL0000108197 |
100,86 |
100,72 |
100,790 |
100,790 |
100,790 |
100,790 |
100,790 |
25 000 |
25,99 |
1 |
DS0726 |
PL0000108866 |
94,38 |
94,18 |
94,250 |
94,380 |
94,140 |
94,250 |
94,260 |
415 000 |
401,24 |
31 |
DS0727 |
PL0000109427 |
96,06 |
92,90 |
93,100 |
93,200 |
93,030 |
93,120 |
93,094 |
125 000 |
119,40 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,80 |
123,34 |
124,630 |
124,630 |
124,630 |
124,630 |
124,630 |
10 000 |
12,59 |
1 |
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 |
110,10 |
109,45 |
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 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,07 |
98,07 |
98,070 |
98,100 |
98,070 |
98,100 |
98,092 |
210 000 |
206,51 |
5 |
WZ0124 |
PL0000107454 |
97,24 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,24 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 720 000 |
1 723,70 |
81 |
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 |
47 |
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 |
101,04 |
101,12 |
1,49 |
1,22 |
101,08 |
1,36 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,79 |
1,53 |
1,42 |
101,75 |
1,47 |
PS0718 |
PL0000107595 |
100,94 |
100,98 |
1,57 |
1,53 |
100,96 |
1,55 |
OK1018 |
PL0000109062 |
97,92 |
98,02 |
1,65 |
1,57 |
97,97 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,02 |
1,75 |
1,71 |
96,99 |
1,73 |
PS0719 |
PL0000108148 |
102,77 |
102,85 |
1,85 |
1,81 |
102,81 |
1,83 |
DS1019 |
PL0000105441 |
107,97 |
108,05 |
1,89 |
1,86 |
108,01 |
1,88 |
WZ0120 |
PL0000108601 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,66 |
2,03 |
2,00 |
98,61 |
2,02 |
DS1020 |
PL0000106126 |
109,60 |
109,73 |
2,18 |
2,14 |
109,67 |
2,16 |
WZ0121 |
PL0000106068 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,54 |
98,71 |
2,41 |
2,36 |
98,63 |
2,38 |
PS0721 |
PL0000109153 |
97,16 |
97,33 |
2,50 |
2,45 |
97,25 |
2,47 |
DS1021 |
PL0000106670 |
113,04 |
113,27 |
2,50 |
2,44 |
113,16 |
2,47 |
PS0422 |
PL0000109492 |
98,03 |
98,21 |
2,69 |
2,65 |
98,12 |
2,67 |
WS0922 |
PL0000102646 |
114,46 |
114,72 |
2,72 |
2,67 |
114,59 |
2,70 |
WZ1122 |
PL0000109377 |
97,94 |
98,12 |
--- |
--- |
98,03 |
--- |
IZ0823 |
PL0000105359 |
108,45 |
109,88 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,54 |
2,90 |
2,85 |
106,37 |
2,87 |
WZ0124 |
PL0000107454 |
97,16 |
97,33 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
100,56 |
100,91 |
3,17 |
3,12 |
100,74 |
3,14 |
WZ0126 |
PL0000108817 |
95,15 |
95,33 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,10 |
94,49 |
3,26 |
3,21 |
94,30 |
3,24 |
DS0727 |
PL0000109427 |
92,79 |
93,15 |
3,36 |
3,31 |
92,97 |
3,33 |
WS0429 |
PL0000105391 |
123,93 |
124,80 |
3,27 |
3,19 |
124,37 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,05 |
101,12 |
1,46 |
1,22 |
101,09 |
1,32 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,79 |
1,53 |
1,42 |
101,75 |
1,47 |
PS0718 |
PL0000107595 |
100,93 |
100,97 |
1,58 |
1,54 |
100,95 |
1,56 |
OK1018 |
PL0000109062 |
97,95 |
98,02 |
1,63 |
1,57 |
97,99 |
1,60 |
WZ0119 |
PL0000107603 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,03 |
1,75 |
1,71 |
96,99 |
1,73 |
PS0719 |
PL0000108148 |
102,79 |
102,87 |
1,84 |
1,80 |
102,83 |
1,82 |
DS1019 |
PL0000105441 |
107,98 |
108,05 |
1,89 |
1,86 |
108,02 |
1,87 |
WZ0120 |
PL0000108601 |
99,96 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,74 |
2,00 |
1,97 |
98,70 |
1,98 |
DS1020 |
PL0000106126 |
109,69 |
109,82 |
2,16 |
2,12 |
109,76 |
2,13 |
WZ0121 |
PL0000106068 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,75 |
2,39 |
2,35 |
98,67 |
2,37 |
PS0721 |
PL0000109153 |
97,27 |
97,37 |
2,47 |
2,44 |
97,32 |
2,45 |
DS1021 |
PL0000106670 |
113,09 |
113,33 |
2,48 |
2,43 |
113,21 |
2,46 |
PS0422 |
PL0000109492 |
98,13 |
98,27 |
2,67 |
2,64 |
98,20 |
2,65 |
WS0922 |
PL0000102646 |
114,54 |
114,80 |
2,71 |
2,66 |
114,67 |
2,68 |
WZ1122 |
PL0000109377 |
97,99 |
98,13 |
--- |
--- |
98,06 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,84 |
--- |
--- |
109,19 |
--- |
DS1023 |
PL0000107264 |
106,22 |
106,50 |
2,90 |
2,85 |
106,36 |
2,88 |
WZ0124 |
PL0000107454 |
97,18 |
97,34 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
100,64 |
100,97 |
3,16 |
3,11 |
100,81 |
3,13 |
WZ0126 |
PL0000108817 |
95,19 |
95,33 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,16 |
94,40 |
3,25 |
3,22 |
94,28 |
3,24 |
DS0727 |
PL0000109427 |
92,91 |
93,13 |
3,34 |
3,31 |
93,02 |
3,33 |
WS0429 |
PL0000105391 |
124,16 |
125,11 |
3,25 |
3,16 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
35 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
170 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
135 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.