2017-07-19 |
MARKET DATA |
No 137 (3170) |
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 |
2 042,50 |
2 059,16 |
77 |
390,00 |
391,18 |
5 |
2 432,50 |
2 450,34 |
82 |
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 |
99,98 |
100,00 |
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 |
100,92 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,97 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,98 |
96,97 |
96,960 |
96,960 |
96,960 |
96,960 |
96,960 |
50 000 |
48,48 |
1 |
PS0719 |
PL0000108148 |
102,83 |
102,83 |
102,830 |
102,830 |
102,830 |
102,830 |
102,830 |
225 000 |
238,60 |
3 |
DS1019 |
PL0000105441 |
108,01 |
107,98 |
108,010 |
108,010 |
107,980 |
107,980 |
108,006 |
140 000 |
156,88 |
5 |
PS0420 |
PL0000108510 |
98,73 |
98,66 |
98,730 |
98,730 |
98,660 |
98,660 |
98,684 |
160 000 |
158,47 |
5 |
DS1020 |
PL0000106126 |
109,79 |
109,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,80 |
98,75 |
98,820 |
98,820 |
98,800 |
98,800 |
98,810 |
50 000 |
49,64 |
2 |
PS0721 |
PL0000109153 |
97,61 |
97,55 |
97,610 |
97,610 |
97,530 |
97,530 |
97,578 |
195 000 |
193,65 |
13 |
DS1021 |
PL0000106670 |
113,36 |
113,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,46 |
98,35 |
98,460 |
98,460 |
98,400 |
98,400 |
98,446 |
125 000 |
123,73 |
5 |
WS0922 |
PL0000102646 |
114,95 |
114,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,82 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,25 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,81 |
94,69 |
94,690 |
94,700 |
94,690 |
94,700 |
94,691 |
40 000 |
38,87 |
2 |
DS0727 |
PL0000109427 |
93,69 |
93,55 |
93,650 |
93,650 |
93,600 |
93,600 |
93,638 |
55 000 |
52,86 |
3 |
WS0428 |
PL0000107611 |
94,59 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,43 |
125,31 |
125,360 |
125,360 |
125,360 |
125,360 |
125,360 |
10 000 |
12,67 |
2 |
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 |
109,05 |
109,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,18 |
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 |
100,01 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,54 |
98,25 |
99,540 |
99,540 |
99,450 |
99,470 |
99,481 |
885 000 |
880,41 |
24 |
WZ1122 |
PL0000109377 |
98,22 |
97,03 |
98,220 |
98,220 |
98,200 |
98,200 |
98,212 |
77 500 |
76,33 |
9 |
WZ0124 |
PL0000107454 |
97,18 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,28 |
93,19 |
95,280 |
95,280 |
95,220 |
95,220 |
95,240 |
30 000 |
28,57 |
3 |
TOTAL |
2 042 500 |
2 059,16 |
77 |
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 |
40 |
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 |
100,97 |
101,06 |
1,49 |
1,16 |
101,02 |
1,31 |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,75 |
1,52 |
1,41 |
101,71 |
1,47 |
PS0718 |
PL0000107595 |
100,91 |
100,95 |
1,58 |
1,55 |
100,93 |
1,56 |
OK1018 |
PL0000109062 |
97,95 |
98,03 |
1,65 |
1,59 |
97,99 |
1,62 |
WZ0119 |
PL0000107603 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,04 |
1,77 |
1,72 |
97,00 |
1,74 |
PS0719 |
PL0000108148 |
102,80 |
102,88 |
1,82 |
1,78 |
102,84 |
1,80 |
DS1019 |
PL0000105441 |
107,99 |
108,08 |
1,86 |
1,82 |
108,04 |
1,84 |
WZ0120 |
PL0000108601 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,70 |
98,79 |
1,99 |
1,95 |
98,75 |
1,97 |
DS1020 |
PL0000106126 |
109,74 |
109,90 |
2,12 |
2,08 |
109,82 |
2,10 |
WZ0121 |
PL0000106068 |
99,49 |
99,61 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,92 |
2,35 |
2,30 |
98,84 |
2,32 |
PS0721 |
PL0000109153 |
97,55 |
97,69 |
2,40 |
2,36 |
97,62 |
2,38 |
DS1021 |
PL0000106670 |
113,32 |
113,50 |
2,42 |
2,38 |
113,41 |
2,40 |
PS0422 |
PL0000109492 |
98,42 |
98,59 |
2,60 |
2,57 |
98,51 |
2,58 |
WS0922 |
PL0000102646 |
114,90 |
115,16 |
2,63 |
2,58 |
115,03 |
2,60 |
WZ1122 |
PL0000109377 |
98,11 |
98,32 |
--- |
--- |
98,22 |
--- |
IZ0823 |
PL0000105359 |
108,72 |
109,73 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
106,75 |
107,09 |
2,81 |
2,75 |
106,92 |
2,78 |
WZ0124 |
PL0000107454 |
97,07 |
97,31 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
101,15 |
101,47 |
3,08 |
3,04 |
101,31 |
3,06 |
WZ0126 |
PL0000108817 |
95,18 |
95,45 |
--- |
--- |
95,32 |
--- |
DS0726 |
PL0000108866 |
94,71 |
95,04 |
3,18 |
3,14 |
94,88 |
3,16 |
DS0727 |
PL0000109427 |
93,53 |
93,87 |
3,27 |
3,22 |
93,70 |
3,25 |
WS0429 |
PL0000105391 |
125,17 |
125,91 |
3,15 |
3,09 |
125,54 |
3,12 |
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 |
1,45 |
1,16 |
101,02 |
1,31 |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,67 |
101,75 |
1,52 |
1,41 |
101,71 |
1,47 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
1,59 |
1,55 |
100,93 |
1,56 |
OK1018 |
PL0000109062 |
97,94 |
98,01 |
1,66 |
1,60 |
97,98 |
1,63 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,91 |
96,99 |
1,80 |
1,75 |
96,95 |
1,77 |
PS0719 |
PL0000108148 |
102,75 |
102,86 |
1,84 |
1,79 |
102,81 |
1,81 |
DS1019 |
PL0000105441 |
107,95 |
108,03 |
1,87 |
1,84 |
107,99 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,72 |
2,01 |
1,98 |
98,68 |
1,99 |
DS1020 |
PL0000106126 |
109,70 |
109,84 |
2,14 |
2,09 |
109,77 |
2,11 |
WZ0121 |
PL0000106068 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,73 |
98,85 |
2,35 |
2,32 |
98,79 |
2,34 |
PS0721 |
PL0000109153 |
97,52 |
97,66 |
2,40 |
2,37 |
97,59 |
2,39 |
DS1021 |
PL0000106670 |
113,25 |
113,43 |
2,44 |
2,39 |
113,34 |
2,41 |
PS0422 |
PL0000109492 |
98,34 |
98,49 |
2,62 |
2,59 |
98,42 |
2,60 |
WS0922 |
PL0000102646 |
114,80 |
115,05 |
2,65 |
2,60 |
114,93 |
2,62 |
WZ1122 |
PL0000109377 |
98,14 |
98,27 |
--- |
--- |
98,21 |
--- |
IZ0823 |
PL0000105359 |
108,62 |
109,83 |
--- |
--- |
109,23 |
--- |
DS1023 |
PL0000107264 |
106,63 |
107,05 |
2,83 |
2,76 |
106,84 |
2,79 |
WZ0124 |
PL0000107454 |
97,07 |
97,28 |
--- |
--- |
97,18 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,43 |
3,09 |
3,04 |
101,29 |
3,06 |
WZ0126 |
PL0000108817 |
95,13 |
95,36 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,65 |
94,99 |
3,19 |
3,15 |
94,82 |
3,17 |
DS0727 |
PL0000109427 |
93,46 |
93,76 |
3,27 |
3,24 |
93,61 |
3,26 |
WS0429 |
PL0000105391 |
125,03 |
125,86 |
3,16 |
3,09 |
125,45 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
260 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
65 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
5 |
TOTAL |
390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.