2017-07-13 |
MARKET DATA |
No 133 (3166) |
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 |
2 257,50 |
2 298,34 |
86 |
1 495,00 |
1 504,72 |
14 |
3 752,50 |
3 803,06 |
100 |
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 |
99,96 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,05 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,71 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,96 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,98 |
96,99 |
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 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,72 |
98,70 |
98,710 |
98,710 |
98,680 |
98,680 |
98,695 |
20 000 |
19,81 |
2 |
DS1020 |
PL0000106126 |
109,81 |
109,77 |
109,810 |
109,820 |
109,800 |
109,800 |
109,815 |
210 000 |
238,62 |
6 |
PS0421 |
PL0000108916 |
98,72 |
98,70 |
98,710 |
98,710 |
98,710 |
98,710 |
98,710 |
10 000 |
9,92 |
1 |
PS0721 |
PL0000109153 |
97,40 |
97,35 |
97,370 |
97,370 |
97,360 |
97,360 |
97,365 |
20 000 |
19,82 |
2 |
DS1021 |
PL0000106670 |
113,21 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,27 |
98,16 |
98,220 |
98,300 |
98,130 |
98,160 |
98,195 |
205 000 |
202,35 |
13 |
WS0922 |
PL0000102646 |
114,72 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,48 |
106,48 |
106,490 |
106,500 |
106,490 |
106,500 |
106,492 |
140 000 |
153,15 |
4 |
DS0725 |
PL0000108197 |
101,00 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,25 |
94,340 |
94,370 |
94,340 |
94,370 |
94,356 |
25 000 |
24,20 |
3 |
DS0727 |
PL0000109427 |
93,32 |
92,75 |
93,230 |
93,230 |
93,100 |
93,100 |
93,143 |
15 000 |
14,34 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,96 |
124,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
108,85 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,00 |
100,000 |
100,020 |
100,000 |
100,010 |
100,014 |
1 182 500 |
1 192,90 |
28 |
WZ0121 |
PL0000106068 |
99,53 |
99,52 |
99,540 |
99,540 |
99,530 |
99,530 |
99,539 |
90 000 |
90,36 |
6 |
WZ1122 |
PL0000109377 |
98,16 |
98,11 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
175 000 |
172,22 |
13 |
WZ0124 |
PL0000107454 |
97,33 |
97,26 |
97,260 |
97,260 |
97,260 |
97,260 |
97,260 |
100 000 |
98,13 |
1 |
WZ0126 |
PL0000108817 |
95,33 |
95,31 |
95,350 |
95,350 |
95,320 |
95,350 |
95,345 |
65 000 |
62,54 |
5 |
TOTAL |
2 257 500 |
2 298,34 |
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 |
44 |
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 |
101,00 |
101,07 |
1,53 |
1,28 |
101,04 |
1,39 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,79 |
1,52 |
1,40 |
101,74 |
1,46 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,59 |
1,53 |
100,95 |
1,56 |
OK1018 |
PL0000109062 |
97,93 |
98,03 |
1,66 |
1,57 |
97,98 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,05 |
1,76 |
1,70 |
97,00 |
1,73 |
PS0719 |
PL0000108148 |
102,79 |
102,88 |
1,83 |
1,79 |
102,84 |
1,81 |
DS1019 |
PL0000105441 |
107,98 |
108,06 |
1,88 |
1,84 |
108,02 |
1,86 |
WZ0120 |
PL0000108601 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,77 |
2,00 |
1,96 |
98,72 |
1,98 |
DS1020 |
PL0000106126 |
109,64 |
109,80 |
2,16 |
2,11 |
109,72 |
2,14 |
WZ0121 |
PL0000106068 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,77 |
2,39 |
2,34 |
98,68 |
2,37 |
PS0721 |
PL0000109153 |
97,27 |
97,42 |
2,47 |
2,43 |
97,35 |
2,45 |
DS1021 |
PL0000106670 |
113,08 |
113,31 |
2,48 |
2,43 |
113,20 |
2,45 |
PS0422 |
PL0000109492 |
98,11 |
98,33 |
2,67 |
2,62 |
98,22 |
2,65 |
WS0922 |
PL0000102646 |
114,55 |
114,81 |
2,70 |
2,65 |
114,68 |
2,68 |
WZ1122 |
PL0000109377 |
97,98 |
98,15 |
--- |
--- |
98,07 |
--- |
IZ0823 |
PL0000105359 |
108,44 |
109,89 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
106,26 |
106,62 |
2,89 |
2,83 |
106,44 |
2,86 |
WZ0124 |
PL0000107454 |
97,19 |
97,36 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
100,68 |
100,98 |
3,15 |
3,11 |
100,83 |
3,13 |
WZ0126 |
PL0000108817 |
95,19 |
95,34 |
--- |
--- |
95,27 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,42 |
3,27 |
3,22 |
94,25 |
3,24 |
DS0727 |
PL0000109427 |
92,90 |
93,28 |
3,34 |
3,30 |
93,09 |
3,32 |
WS0429 |
PL0000105391 |
124,27 |
125,10 |
3,23 |
3,16 |
124,69 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,00 |
101,07 |
1,53 |
1,28 |
101,04 |
1,39 |
WZ0118 |
PL0000104717 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,78 |
1,52 |
1,41 |
101,74 |
1,46 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,59 |
1,54 |
100,95 |
1,56 |
OK1018 |
PL0000109062 |
97,92 |
98,03 |
1,66 |
1,57 |
97,98 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
96,94 |
97,03 |
1,77 |
1,72 |
96,99 |
1,74 |
PS0719 |
PL0000108148 |
102,79 |
102,87 |
1,83 |
1,79 |
102,83 |
1,81 |
DS1019 |
PL0000105441 |
107,99 |
108,05 |
1,87 |
1,85 |
108,02 |
1,86 |
WZ0120 |
PL0000108601 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,73 |
2,01 |
1,97 |
98,69 |
1,99 |
DS1020 |
PL0000106126 |
109,72 |
109,82 |
2,14 |
2,11 |
109,77 |
2,12 |
WZ0121 |
PL0000106068 |
99,48 |
99,58 |
--- |
--- |
99,53 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,73 |
2,38 |
2,35 |
98,68 |
2,37 |
PS0721 |
PL0000109153 |
97,29 |
97,40 |
2,46 |
2,43 |
97,35 |
2,45 |
DS1021 |
PL0000106670 |
113,05 |
113,28 |
2,49 |
2,44 |
113,17 |
2,46 |
PS0422 |
PL0000109492 |
98,09 |
98,23 |
2,68 |
2,65 |
98,16 |
2,66 |
WS0922 |
PL0000102646 |
114,52 |
114,78 |
2,71 |
2,66 |
114,65 |
2,68 |
WZ1122 |
PL0000109377 |
98,08 |
98,20 |
--- |
--- |
98,14 |
--- |
IZ0823 |
PL0000105359 |
108,40 |
109,90 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
106,26 |
106,57 |
2,89 |
2,84 |
106,42 |
2,86 |
WZ0124 |
PL0000107454 |
97,17 |
97,34 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
100,54 |
100,86 |
3,17 |
3,12 |
100,70 |
3,15 |
WZ0126 |
PL0000108817 |
95,21 |
95,38 |
--- |
--- |
95,30 |
--- |
DS0726 |
PL0000108866 |
94,12 |
94,32 |
3,26 |
3,23 |
94,22 |
3,25 |
DS0727 |
PL0000109427 |
92,86 |
93,16 |
3,35 |
3,31 |
93,01 |
3,33 |
WS0429 |
PL0000105391 |
124,26 |
125,03 |
3,23 |
3,17 |
124,65 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,420 |
1,430 |
1,428 |
230 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
60 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
75 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
60 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
90 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
200 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
PS0718 |
PL0000107595 |
1/7 |
6 |
1,500 |
1,500 |
1,500 |
190 |
DS0726 |
PL0000108866 |
1/7 |
6 |
1,400 |
1,400 |
1,400 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
130 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
190 |
TOTAL |
1 495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.