2017-07-17 |
MARKET DATA |
No 135 (3168) |
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 |
855,00 |
853,05 |
22 |
2 485,00 |
2 646,80 |
17 |
3 340,00 |
3 499,85 |
39 |
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 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,01 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,69 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,97 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,97 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,80 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,98 |
108,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,71 |
98,73 |
98,710 |
98,710 |
98,690 |
98,690 |
98,700 |
120 000 |
118,86 |
3 |
DS1020 |
PL0000106126 |
109,77 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,72 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,48 |
97,48 |
97,480 |
97,480 |
97,430 |
97,430 |
97,438 |
240 000 |
237,98 |
7 |
DS1021 |
PL0000106670 |
113,22 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,32 |
98,32 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
30 000 |
29,65 |
2 |
WS0922 |
PL0000102646 |
114,72 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,54 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,88 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,45 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,36 |
93,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,84 |
125,22 |
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 |
105,50 |
108,50 |
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 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,02 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
50 000 |
50,44 |
1 |
WZ0121 |
PL0000106068 |
99,54 |
99,56 |
99,540 |
99,540 |
99,500 |
99,500 |
99,508 |
390 000 |
391,49 |
8 |
WZ1122 |
PL0000109377 |
98,19 |
98,19 |
98,190 |
98,190 |
98,190 |
98,190 |
98,190 |
25 000 |
24,62 |
1 |
WZ0124 |
PL0000107454 |
97,24 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,27 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
855 000 |
853,05 |
22 |
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 |
42 |
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 |
100,98 |
101,07 |
1,53 |
1,21 |
101,03 |
1,35 |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,68 |
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 |
98,03 |
1,65 |
1,58 |
97,99 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,05 |
1,77 |
1,71 |
97,00 |
1,74 |
PS0719 |
PL0000108148 |
102,77 |
102,87 |
1,84 |
1,79 |
102,82 |
1,81 |
DS1019 |
PL0000105441 |
107,96 |
108,05 |
1,88 |
1,84 |
108,01 |
1,86 |
WZ0120 |
PL0000108601 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,69 |
98,80 |
1,99 |
1,95 |
98,75 |
1,97 |
DS1020 |
PL0000106126 |
109,75 |
109,89 |
2,13 |
2,08 |
109,82 |
2,10 |
WZ0121 |
PL0000106068 |
99,50 |
99,62 |
--- |
--- |
99,56 |
--- |
PS0421 |
PL0000108916 |
98,70 |
98,87 |
2,36 |
2,31 |
98,79 |
2,34 |
PS0721 |
PL0000109153 |
97,39 |
97,56 |
2,44 |
2,39 |
97,48 |
2,41 |
DS1021 |
PL0000106670 |
113,15 |
113,32 |
2,46 |
2,42 |
113,24 |
2,44 |
PS0422 |
PL0000109492 |
98,22 |
98,43 |
2,65 |
2,60 |
98,33 |
2,62 |
WS0922 |
PL0000102646 |
114,69 |
114,96 |
2,67 |
2,62 |
114,83 |
2,65 |
WZ1122 |
PL0000109377 |
98,06 |
98,25 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
110,08 |
--- |
--- |
109,37 |
--- |
DS1023 |
PL0000107264 |
106,47 |
106,85 |
2,85 |
2,79 |
106,66 |
2,82 |
WZ0124 |
PL0000107454 |
97,07 |
97,37 |
--- |
--- |
97,22 |
--- |
DS0725 |
PL0000108197 |
100,82 |
101,18 |
3,13 |
3,08 |
101,00 |
3,10 |
WZ0126 |
PL0000108817 |
95,15 |
95,42 |
--- |
--- |
95,29 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,78 |
3,23 |
3,17 |
94,58 |
3,20 |
DS0727 |
PL0000109427 |
93,19 |
93,54 |
3,31 |
3,26 |
93,37 |
3,29 |
WS0429 |
PL0000105391 |
124,69 |
125,45 |
3,20 |
3,13 |
125,07 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
101,00 |
101,06 |
1,46 |
1,24 |
101,03 |
1,35 |
WZ0118 |
PL0000104717 |
100,18 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,68 |
101,76 |
1,52 |
1,42 |
101,72 |
1,47 |
PS0718 |
PL0000107595 |
100,92 |
100,96 |
1,58 |
1,54 |
100,94 |
1,56 |
OK1018 |
PL0000109062 |
97,95 |
98,02 |
1,65 |
1,59 |
97,99 |
1,61 |
WZ0119 |
PL0000107603 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,94 |
97,02 |
1,77 |
1,73 |
96,98 |
1,75 |
PS0719 |
PL0000108148 |
102,77 |
102,84 |
1,84 |
1,80 |
102,81 |
1,82 |
DS1019 |
PL0000105441 |
107,95 |
108,03 |
1,88 |
1,85 |
107,99 |
1,87 |
WZ0120 |
PL0000108601 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,67 |
98,75 |
2,00 |
1,97 |
98,71 |
1,98 |
DS1020 |
PL0000106126 |
109,74 |
109,87 |
2,13 |
2,09 |
109,81 |
2,11 |
WZ0121 |
PL0000106068 |
99,45 |
99,59 |
--- |
--- |
99,52 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,81 |
2,37 |
2,33 |
98,75 |
2,35 |
PS0721 |
PL0000109153 |
97,43 |
97,53 |
2,43 |
2,40 |
97,48 |
2,41 |
DS1021 |
PL0000106670 |
113,17 |
113,33 |
2,46 |
2,42 |
113,25 |
2,44 |
PS0422 |
PL0000109492 |
98,26 |
98,39 |
2,64 |
2,61 |
98,33 |
2,62 |
WS0922 |
PL0000102646 |
114,68 |
114,96 |
2,67 |
2,62 |
114,82 |
2,65 |
WZ1122 |
PL0000109377 |
98,14 |
98,25 |
--- |
--- |
98,20 |
--- |
IZ0823 |
PL0000105359 |
108,54 |
109,73 |
--- |
--- |
109,14 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,86 |
2,85 |
2,79 |
106,68 |
2,82 |
WZ0124 |
PL0000107454 |
97,07 |
97,31 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,12 |
3,13 |
3,09 |
100,97 |
3,11 |
WZ0126 |
PL0000108817 |
95,18 |
95,42 |
--- |
--- |
95,30 |
--- |
DS0726 |
PL0000108866 |
94,42 |
94,80 |
3,22 |
3,17 |
94,61 |
3,20 |
DS0727 |
PL0000109427 |
93,23 |
93,56 |
3,30 |
3,26 |
93,40 |
3,28 |
WS0429 |
PL0000105391 |
124,72 |
125,56 |
3,19 |
3,12 |
125,14 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
290 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
20 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
200 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
130 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,450 |
1,448 |
240 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,460 |
1,454 |
530 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
60 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
435 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
250 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
70 |
TOTAL |
2 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.