2017-07-20 |
MARKET DATA |
No 138 (3171) |
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 |
680,00 |
678,65 |
24 |
315,00 |
353,08 |
4 |
995,00 |
1 031,73 |
28 |
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) |
DS1017 |
PL0000104543 |
100,98 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,68 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,93 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
100 000 |
100,92 |
1 |
OK1018 |
PL0000109062 |
97,96 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,93 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,77 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,97 |
107,95 |
107,960 |
107,960 |
107,960 |
107,960 |
107,960 |
15 000 |
16,81 |
2 |
PS0420 |
PL0000108510 |
98,66 |
98,63 |
98,640 |
98,660 |
98,640 |
98,660 |
98,650 |
20 000 |
19,80 |
2 |
DS1020 |
PL0000106126 |
109,70 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,78 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,59 |
97,51 |
97,550 |
97,550 |
97,550 |
97,550 |
97,550 |
20 000 |
19,51 |
2 |
DS1021 |
PL0000106670 |
113,27 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,44 |
98,34 |
98,440 |
98,440 |
98,400 |
98,400 |
98,420 |
20 000 |
19,80 |
2 |
WS0922 |
PL0000102646 |
114,85 |
114,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,76 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,27 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,73 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,59 |
93,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,48 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,29 |
125,31 |
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 |
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 |
100,20 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,48 |
99,46 |
99,470 |
99,470 |
99,400 |
99,400 |
99,425 |
475 000 |
472,27 |
12 |
WZ1122 |
PL0000109377 |
98,18 |
98,15 |
98,150 |
98,190 |
98,150 |
98,190 |
98,173 |
30 000 |
29,54 |
3 |
WZ0124 |
PL0000107454 |
97,10 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,21 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
680 000 |
678,65 |
24 |
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 |
37 |
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 |
100,96 |
101,06 |
1,41 |
1,04 |
101,01 |
1,23 |
WZ0118 |
PL0000104717 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,64 |
101,74 |
1,53 |
1,40 |
101,69 |
1,47 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,59 |
1,54 |
100,92 |
1,56 |
OK1018 |
PL0000109062 |
97,93 |
98,01 |
1,68 |
1,61 |
97,97 |
1,65 |
WZ0119 |
PL0000107603 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,89 |
96,98 |
1,82 |
1,76 |
96,94 |
1,79 |
PS0719 |
PL0000108148 |
102,71 |
102,82 |
1,85 |
1,80 |
102,77 |
1,82 |
DS1019 |
PL0000105441 |
107,90 |
107,99 |
1,88 |
1,85 |
107,95 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,59 |
98,73 |
2,03 |
1,98 |
98,66 |
2,00 |
DS1020 |
PL0000106126 |
109,59 |
109,77 |
2,16 |
2,11 |
109,68 |
2,13 |
WZ0121 |
PL0000106068 |
99,42 |
99,58 |
--- |
--- |
99,50 |
--- |
PS0421 |
PL0000108916 |
98,70 |
98,84 |
2,36 |
2,32 |
98,77 |
2,34 |
PS0721 |
PL0000109153 |
97,45 |
97,60 |
2,42 |
2,38 |
97,53 |
2,40 |
DS1021 |
PL0000106670 |
113,18 |
113,36 |
2,45 |
2,40 |
113,27 |
2,42 |
PS0422 |
PL0000109492 |
98,23 |
98,43 |
2,65 |
2,60 |
98,33 |
2,63 |
WS0922 |
PL0000102646 |
114,67 |
114,94 |
2,67 |
2,62 |
114,81 |
2,64 |
WZ1122 |
PL0000109377 |
98,03 |
98,26 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,55 |
109,94 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,93 |
2,84 |
2,77 |
106,74 |
2,81 |
WZ0124 |
PL0000107454 |
96,95 |
97,28 |
--- |
--- |
97,12 |
--- |
DS0725 |
PL0000108197 |
100,98 |
101,36 |
3,11 |
3,05 |
101,17 |
3,08 |
WZ0126 |
PL0000108817 |
95,13 |
95,44 |
--- |
--- |
95,29 |
--- |
DS0726 |
PL0000108866 |
94,44 |
94,85 |
3,22 |
3,16 |
94,65 |
3,19 |
DS0727 |
PL0000109427 |
93,26 |
93,63 |
3,30 |
3,25 |
93,45 |
3,28 |
WS0429 |
PL0000105391 |
124,88 |
125,73 |
3,18 |
3,10 |
125,31 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
100,96 |
101,06 |
1,41 |
1,04 |
101,01 |
1,23 |
WZ0118 |
PL0000104717 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,73 |
1,52 |
1,42 |
101,69 |
1,47 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,59 |
1,52 |
100,93 |
1,55 |
OK1018 |
PL0000109062 |
97,94 |
98,03 |
1,67 |
1,60 |
97,99 |
1,63 |
WZ0119 |
PL0000107603 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,91 |
97,01 |
1,81 |
1,75 |
96,96 |
1,78 |
PS0719 |
PL0000108148 |
102,75 |
102,86 |
1,83 |
1,78 |
102,81 |
1,80 |
DS1019 |
PL0000105441 |
107,94 |
108,04 |
1,87 |
1,82 |
107,99 |
1,85 |
WZ0120 |
PL0000108601 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,72 |
2,02 |
1,98 |
98,67 |
2,00 |
DS1020 |
PL0000106126 |
109,66 |
109,82 |
2,14 |
2,09 |
109,74 |
2,12 |
WZ0121 |
PL0000106068 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,93 |
2,35 |
2,30 |
98,84 |
2,32 |
PS0721 |
PL0000109153 |
97,53 |
97,68 |
2,40 |
2,36 |
97,61 |
2,38 |
DS1021 |
PL0000106670 |
113,21 |
113,43 |
2,44 |
2,39 |
113,32 |
2,41 |
PS0422 |
PL0000109492 |
98,34 |
98,52 |
2,62 |
2,58 |
98,43 |
2,60 |
WS0922 |
PL0000102646 |
114,73 |
114,94 |
2,66 |
2,62 |
114,84 |
2,64 |
WZ1122 |
PL0000109377 |
98,12 |
98,25 |
--- |
--- |
98,19 |
--- |
IZ0823 |
PL0000105359 |
108,42 |
109,73 |
--- |
--- |
109,08 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,97 |
2,83 |
2,77 |
106,80 |
2,80 |
WZ0124 |
PL0000107454 |
97,01 |
97,22 |
--- |
--- |
97,12 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,43 |
3,09 |
3,04 |
101,27 |
3,07 |
WZ0126 |
PL0000108817 |
95,13 |
95,38 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,53 |
94,95 |
3,21 |
3,15 |
94,74 |
3,18 |
DS0727 |
PL0000109427 |
93,44 |
93,71 |
3,28 |
3,24 |
93,58 |
3,26 |
WS0429 |
PL0000105391 |
125,01 |
125,82 |
3,16 |
3,09 |
125,42 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
225 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
35 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
35 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
20 |
TOTAL |
315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.