2017-07-18 |
MARKET DATA |
No 136 (3169) |
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 |
1 367,50 |
1 388,98 |
33 |
925,00 |
924,53 |
11 |
2 292,50 |
2 313,51 |
44 |
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 |
101,00 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,69 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
100,930 |
100,930 |
100,930 |
100,930 |
100,930 |
10 000 |
10,34 |
1 |
OK1018 |
PL0000109062 |
97,97 |
98,00 |
97,970 |
97,970 |
97,960 |
97,960 |
97,961 |
112 500 |
110,21 |
3 |
OK0419 |
PL0000109633 |
96,97 |
96,95 |
96,960 |
96,960 |
96,950 |
96,950 |
96,955 |
200 000 |
193,91 |
2 |
PS0719 |
PL0000108148 |
102,82 |
102,83 |
102,840 |
102,850 |
102,840 |
102,850 |
102,847 |
315 000 |
334,06 |
4 |
DS1019 |
PL0000105441 |
108,01 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,74 |
98,71 |
98,700 |
98,720 |
98,700 |
98,720 |
98,710 |
20 000 |
19,81 |
2 |
DS1020 |
PL0000106126 |
109,80 |
109,80 |
109,760 |
109,800 |
109,760 |
109,800 |
109,796 |
110 000 |
125,02 |
2 |
PS0421 |
PL0000108916 |
98,79 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,61 |
97,53 |
97,550 |
97,570 |
97,550 |
97,570 |
97,558 |
305 000 |
302,82 |
7 |
DS1021 |
PL0000106670 |
113,34 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,47 |
98,33 |
98,330 |
98,450 |
98,330 |
98,450 |
98,414 |
180 000 |
178,10 |
7 |
WS0922 |
PL0000102646 |
114,95 |
114,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,84 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,25 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,90 |
94,75 |
95,010 |
95,010 |
95,010 |
95,010 |
95,010 |
25 000 |
24,37 |
2 |
DS0727 |
PL0000109427 |
93,73 |
93,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,39 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,48 |
125,32 |
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 |
107,50 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,05 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,54 |
99,55 |
99,520 |
99,520 |
99,510 |
99,510 |
99,511 |
90 000 |
90,35 |
3 |
WZ1122 |
PL0000109377 |
98,20 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,18 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,28 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 367 500 |
1 388,98 |
33 |
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 |
41 |
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 |
101,06 |
1,49 |
1,20 |
101,02 |
1,35 |
WZ0118 |
PL0000104717 |
100,18 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,76 |
1,53 |
1,41 |
101,72 |
1,46 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,59 |
1,54 |
100,94 |
1,56 |
OK1018 |
PL0000109062 |
97,95 |
98,02 |
1,65 |
1,59 |
97,99 |
1,62 |
WZ0119 |
PL0000107603 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,93 |
97,03 |
1,78 |
1,72 |
96,98 |
1,75 |
PS0719 |
PL0000108148 |
102,77 |
102,85 |
1,84 |
1,80 |
102,81 |
1,82 |
DS1019 |
PL0000105441 |
107,93 |
108,02 |
1,89 |
1,85 |
107,98 |
1,87 |
WZ0120 |
PL0000108601 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,75 |
2,01 |
1,97 |
98,70 |
1,99 |
DS1020 |
PL0000106126 |
109,70 |
109,84 |
2,14 |
2,10 |
109,77 |
2,12 |
WZ0121 |
PL0000106068 |
99,47 |
99,60 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,84 |
2,37 |
2,32 |
98,76 |
2,35 |
PS0721 |
PL0000109153 |
97,37 |
97,55 |
2,44 |
2,40 |
97,46 |
2,42 |
DS1021 |
PL0000106670 |
113,12 |
113,32 |
2,47 |
2,42 |
113,22 |
2,44 |
PS0422 |
PL0000109492 |
98,25 |
98,40 |
2,64 |
2,61 |
98,33 |
2,62 |
WS0922 |
PL0000102646 |
114,67 |
114,95 |
2,67 |
2,62 |
114,81 |
2,65 |
WZ1122 |
PL0000109377 |
98,09 |
98,25 |
--- |
--- |
98,17 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
110,00 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,86 |
2,85 |
2,79 |
106,68 |
2,82 |
WZ0124 |
PL0000107454 |
97,02 |
97,31 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
100,78 |
101,12 |
3,14 |
3,09 |
100,95 |
3,11 |
WZ0126 |
PL0000108817 |
95,19 |
95,41 |
--- |
--- |
95,30 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,79 |
3,23 |
3,17 |
94,59 |
3,20 |
DS0727 |
PL0000109427 |
93,21 |
93,57 |
3,31 |
3,26 |
93,39 |
3,28 |
WS0429 |
PL0000105391 |
124,69 |
125,51 |
3,19 |
3,12 |
125,10 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
100,98 |
101,06 |
1,49 |
1,20 |
101,02 |
1,35 |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,75 |
1,53 |
1,42 |
101,71 |
1,47 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,59 |
1,54 |
100,94 |
1,56 |
OK1018 |
PL0000109062 |
97,94 |
98,02 |
1,66 |
1,59 |
97,98 |
1,63 |
WZ0119 |
PL0000107603 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,93 |
97,02 |
1,78 |
1,73 |
96,98 |
1,75 |
PS0719 |
PL0000108148 |
102,77 |
102,86 |
1,84 |
1,79 |
102,82 |
1,81 |
DS1019 |
PL0000105441 |
107,98 |
108,05 |
1,87 |
1,84 |
108,02 |
1,85 |
WZ0120 |
PL0000108601 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,76 |
1,99 |
1,96 |
98,72 |
1,98 |
DS1020 |
PL0000106126 |
109,75 |
109,88 |
2,12 |
2,08 |
109,82 |
2,10 |
WZ0121 |
PL0000106068 |
99,50 |
99,60 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,90 |
2,35 |
2,31 |
98,83 |
2,33 |
PS0721 |
PL0000109153 |
97,57 |
97,69 |
2,39 |
2,36 |
97,63 |
2,37 |
DS1021 |
PL0000106670 |
113,29 |
113,49 |
2,43 |
2,38 |
113,39 |
2,40 |
PS0422 |
PL0000109492 |
98,42 |
98,53 |
2,60 |
2,58 |
98,48 |
2,59 |
WS0922 |
PL0000102646 |
114,89 |
115,16 |
2,63 |
2,58 |
115,03 |
2,61 |
WZ1122 |
PL0000109377 |
98,15 |
98,26 |
--- |
--- |
98,21 |
--- |
IZ0823 |
PL0000105359 |
108,50 |
109,99 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,08 |
2,81 |
2,75 |
106,92 |
2,78 |
WZ0124 |
PL0000107454 |
97,10 |
97,29 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
101,17 |
101,45 |
3,08 |
3,04 |
101,31 |
3,06 |
WZ0126 |
PL0000108817 |
95,23 |
95,44 |
--- |
--- |
95,34 |
--- |
DS0726 |
PL0000108866 |
94,81 |
95,06 |
3,17 |
3,14 |
94,94 |
3,15 |
DS0727 |
PL0000109427 |
93,63 |
93,90 |
3,25 |
3,22 |
93,77 |
3,24 |
WS0429 |
PL0000105391 |
125,26 |
126,05 |
3,14 |
3,07 |
125,66 |
3,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
70 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
140 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
60 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
105 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
85 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
390 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
30 |
TOTAL |
925 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.