2017-07-14 |
MARKET DATA |
No 134 (3167) |
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 |
285,00 |
285,22 |
12 |
1 385,00 |
1 463,39 |
14 |
1 670,00 |
1 748,61 |
26 |
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 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,01 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,70 |
101,76 |
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 |
97,97 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
100 000 |
98,00 |
1 |
OK0419 |
PL0000109633 |
96,97 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,83 |
102,84 |
102,830 |
102,830 |
102,830 |
102,830 |
102,830 |
50 000 |
53,01 |
1 |
DS1019 |
PL0000105441 |
108,02 |
108,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,73 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,80 |
109,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,74 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,45 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,25 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,30 |
98,26 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
10 000 |
9,88 |
1 |
WS0922 |
PL0000102646 |
114,78 |
114,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,53 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,92 |
100,90 |
101,000 |
101,000 |
101,000 |
101,000 |
101,000 |
5 000 |
5,21 |
1 |
DS0726 |
PL0000108866 |
94,51 |
94,41 |
94,550 |
94,550 |
94,550 |
94,550 |
94,550 |
15 000 |
14,55 |
2 |
DS0727 |
PL0000109427 |
93,35 |
93,24 |
93,360 |
93,360 |
93,350 |
93,350 |
93,357 |
15 000 |
14,37 |
2 |
WS0428 |
PL0000107611 |
93,97 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,85 |
124,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,27 |
127,27 |
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 |
109,30 |
109,45 |
109,450 |
109,450 |
109,450 |
109,450 |
109,450 |
5 000 |
6,51 |
1 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,54 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,18 |
98,16 |
98,180 |
98,190 |
98,180 |
98,190 |
98,189 |
85 000 |
83,69 |
3 |
WZ0124 |
PL0000107454 |
97,24 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,28 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
285,22 |
12 |
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 |
43 |
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 |
1,49 |
1,24 |
101,04 |
1,35 |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,77 |
1,52 |
1,41 |
101,73 |
1,46 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,58 |
1,53 |
100,95 |
1,55 |
OK1018 |
PL0000109062 |
97,94 |
98,02 |
1,65 |
1,59 |
97,98 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
96,94 |
97,03 |
1,77 |
1,72 |
96,99 |
1,74 |
PS0719 |
PL0000108148 |
102,78 |
102,87 |
1,83 |
1,79 |
102,83 |
1,81 |
DS1019 |
PL0000105441 |
107,97 |
108,06 |
1,88 |
1,84 |
108,02 |
1,86 |
WZ0120 |
PL0000108601 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,77 |
2,00 |
1,96 |
98,72 |
1,98 |
DS1020 |
PL0000106126 |
109,72 |
109,86 |
2,14 |
2,09 |
109,79 |
2,12 |
WZ0121 |
PL0000106068 |
99,48 |
99,58 |
--- |
--- |
99,53 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,81 |
2,38 |
2,33 |
98,72 |
2,36 |
PS0721 |
PL0000109153 |
97,34 |
97,50 |
2,45 |
2,41 |
97,42 |
2,43 |
DS1021 |
PL0000106670 |
113,13 |
113,30 |
2,47 |
2,43 |
113,22 |
2,45 |
PS0422 |
PL0000109492 |
98,16 |
98,32 |
2,66 |
2,63 |
98,24 |
2,64 |
WS0922 |
PL0000102646 |
114,60 |
114,87 |
2,69 |
2,64 |
114,74 |
2,66 |
WZ1122 |
PL0000109377 |
98,04 |
98,19 |
--- |
--- |
98,12 |
--- |
IZ0823 |
PL0000105359 |
108,62 |
109,72 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
106,36 |
106,70 |
2,87 |
2,82 |
106,53 |
2,85 |
WZ0124 |
PL0000107454 |
97,10 |
97,37 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
100,67 |
101,04 |
3,15 |
3,10 |
100,86 |
3,12 |
WZ0126 |
PL0000108817 |
95,18 |
95,38 |
--- |
--- |
95,28 |
--- |
DS0726 |
PL0000108866 |
94,14 |
94,50 |
3,26 |
3,21 |
94,32 |
3,23 |
DS0727 |
PL0000109427 |
93,02 |
93,36 |
3,33 |
3,29 |
93,19 |
3,31 |
WS0429 |
PL0000105391 |
124,45 |
125,26 |
3,22 |
3,14 |
124,86 |
3,18 |
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 |
1,49 |
1,24 |
101,04 |
1,35 |
WZ0118 |
PL0000104717 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,69 |
101,77 |
1,52 |
1,41 |
101,73 |
1,46 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,58 |
1,53 |
100,95 |
1,55 |
OK1018 |
PL0000109062 |
97,95 |
98,02 |
1,64 |
1,59 |
97,99 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,04 |
1,77 |
1,71 |
97,00 |
1,74 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,83 |
1,78 |
102,83 |
1,81 |
DS1019 |
PL0000105441 |
107,98 |
108,05 |
1,87 |
1,84 |
108,02 |
1,86 |
WZ0120 |
PL0000108601 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,69 |
98,78 |
1,99 |
1,95 |
98,74 |
1,97 |
DS1020 |
PL0000106126 |
109,75 |
109,89 |
2,13 |
2,09 |
109,82 |
2,11 |
WZ0121 |
PL0000106068 |
99,50 |
99,59 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,83 |
2,37 |
2,33 |
98,76 |
2,34 |
PS0721 |
PL0000109153 |
97,41 |
97,54 |
2,43 |
2,40 |
97,48 |
2,41 |
DS1021 |
PL0000106670 |
113,13 |
113,30 |
2,47 |
2,43 |
113,22 |
2,45 |
PS0422 |
PL0000109492 |
98,18 |
98,35 |
2,66 |
2,62 |
98,27 |
2,64 |
WS0922 |
PL0000102646 |
114,69 |
114,93 |
2,67 |
2,63 |
114,81 |
2,65 |
WZ1122 |
PL0000109377 |
98,12 |
98,24 |
--- |
--- |
98,18 |
--- |
IZ0823 |
PL0000105359 |
108,74 |
109,74 |
--- |
--- |
109,24 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,79 |
2,86 |
2,80 |
106,62 |
2,83 |
WZ0124 |
PL0000107454 |
97,13 |
97,34 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,06 |
3,13 |
3,10 |
100,94 |
3,11 |
WZ0126 |
PL0000108817 |
95,22 |
95,39 |
--- |
--- |
95,31 |
--- |
DS0726 |
PL0000108866 |
94,43 |
94,65 |
3,22 |
3,19 |
94,54 |
3,20 |
DS0727 |
PL0000109427 |
93,24 |
93,44 |
3,30 |
3,28 |
93,34 |
3,29 |
WS0429 |
PL0000105391 |
124,61 |
125,40 |
3,20 |
3,13 |
125,01 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,400 |
1,420 |
1,403 |
150 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
230 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
30 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
65 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,430 |
1,460 |
1,451 |
290 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
120 |
WZ1122 |
PL0000109377 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
30 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
150 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
40 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
200 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
1 385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.