2017-07-21 |
MARKET DATA |
No 139 (3172) |
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 |
1 937,50 |
1 933,14 |
84 |
270,00 |
313,19 |
3 |
2 207,50 |
2 246,33 |
87 |
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 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,67 |
101,70 |
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 |
97,98 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,93 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,78 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,96 |
107,99 |
107,960 |
107,960 |
107,960 |
107,960 |
107,960 |
10 000 |
11,21 |
1 |
PS0420 |
PL0000108510 |
98,68 |
98,65 |
98,680 |
98,680 |
98,650 |
98,650 |
98,670 |
170 000 |
168,37 |
4 |
DS1020 |
PL0000106126 |
109,71 |
109,72 |
109,700 |
109,700 |
109,680 |
109,680 |
109,686 |
120 000 |
136,34 |
5 |
PS0421 |
PL0000108916 |
98,83 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,62 |
97,59 |
97,580 |
97,600 |
97,550 |
97,550 |
97,584 |
100 000 |
97,58 |
7 |
DS1021 |
PL0000106670 |
113,32 |
113,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,50 |
98,39 |
98,450 |
98,500 |
98,440 |
98,440 |
98,476 |
365 000 |
361,48 |
18 |
WS0922 |
PL0000102646 |
114,87 |
114,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,77 |
106,77 |
106,850 |
106,890 |
106,850 |
106,890 |
106,872 |
45 000 |
49,44 |
4 |
DS0725 |
PL0000108197 |
101,20 |
101,20 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
5 000 |
5,06 |
1 |
DS0726 |
PL0000108866 |
94,78 |
94,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,60 |
93,50 |
93,620 |
93,620 |
93,620 |
93,620 |
93,620 |
10 000 |
9,36 |
1 |
WS0428 |
PL0000107611 |
94,89 |
95,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,41 |
125,30 |
125,200 |
125,200 |
125,200 |
125,200 |
125,200 |
7 500 |
9,50 |
1 |
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 |
108,85 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
101,03 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,98 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,74 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
99,40 |
99,450 |
99,450 |
99,400 |
99,400 |
99,406 |
145 000 |
144,14 |
9 |
WZ1122 |
PL0000109377 |
98,13 |
73,96 |
98,070 |
98,070 |
98,000 |
98,000 |
98,027 |
655 000 |
644,04 |
19 |
WZ0124 |
PL0000107454 |
97,75 |
97,07 |
97,100 |
97,100 |
97,050 |
97,050 |
97,086 |
35 000 |
33,98 |
2 |
WZ0126 |
PL0000108817 |
95,84 |
63,58 |
95,200 |
95,200 |
95,070 |
95,070 |
95,126 |
170 000 |
161,71 |
11 |
TOTAL |
1 937 500 |
1 933,14 |
84 |
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 |
36 |
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 |
101,03 |
1,37 |
1,11 |
101,00 |
1,22 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,73 |
1,51 |
1,41 |
101,69 |
1,46 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,60 |
1,55 |
100,92 |
1,57 |
OK1018 |
PL0000109062 |
97,95 |
98,05 |
1,67 |
1,59 |
98,00 |
1,63 |
WZ0119 |
PL0000107603 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,91 |
97,01 |
1,81 |
1,75 |
96,96 |
1,78 |
PS0719 |
PL0000108148 |
102,76 |
102,86 |
1,83 |
1,78 |
102,81 |
1,81 |
DS1019 |
PL0000105441 |
107,93 |
108,03 |
1,87 |
1,82 |
107,98 |
1,85 |
WZ0120 |
PL0000108601 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,75 |
2,01 |
1,97 |
98,70 |
1,99 |
DS1020 |
PL0000106126 |
109,67 |
109,83 |
2,14 |
2,09 |
109,75 |
2,11 |
WZ0121 |
PL0000106068 |
99,36 |
99,55 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,96 |
2,35 |
2,29 |
98,86 |
2,32 |
PS0721 |
PL0000109153 |
97,53 |
97,74 |
2,40 |
2,35 |
97,64 |
2,37 |
DS1021 |
PL0000106670 |
113,23 |
113,47 |
2,43 |
2,38 |
113,35 |
2,40 |
PS0422 |
PL0000109492 |
98,40 |
98,58 |
2,61 |
2,57 |
98,49 |
2,59 |
WS0922 |
PL0000102646 |
114,77 |
115,06 |
2,65 |
2,59 |
114,92 |
2,62 |
WZ1122 |
PL0000109377 |
98,06 |
98,26 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,54 |
109,63 |
--- |
--- |
109,09 |
--- |
DS1023 |
PL0000107264 |
106,69 |
107,10 |
2,81 |
2,75 |
106,90 |
2,78 |
WZ0124 |
PL0000107454 |
96,86 |
97,24 |
--- |
--- |
97,05 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,55 |
3,08 |
3,03 |
101,35 |
3,06 |
WZ0126 |
PL0000108817 |
95,10 |
95,41 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,62 |
95,03 |
3,20 |
3,14 |
94,83 |
3,17 |
DS0727 |
PL0000109427 |
93,48 |
93,89 |
3,27 |
3,22 |
93,69 |
3,25 |
WS0429 |
PL0000105391 |
125,10 |
125,97 |
3,16 |
3,08 |
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 |
100,96 |
101,03 |
1,37 |
1,11 |
101,00 |
1,22 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,73 |
1,51 |
1,41 |
101,69 |
1,46 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,60 |
1,55 |
100,92 |
1,57 |
OK1018 |
PL0000109062 |
97,94 |
98,03 |
1,68 |
1,60 |
97,99 |
1,63 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,90 |
97,02 |
1,82 |
1,74 |
96,96 |
1,78 |
PS0719 |
PL0000108148 |
102,71 |
102,83 |
1,86 |
1,80 |
102,77 |
1,83 |
DS1019 |
PL0000105441 |
107,91 |
108,01 |
1,88 |
1,83 |
107,96 |
1,85 |
WZ0120 |
PL0000108601 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0420 |
PL0000108510 |
98,60 |
98,70 |
2,03 |
1,99 |
98,65 |
2,01 |
DS1020 |
PL0000106126 |
109,61 |
109,76 |
2,15 |
2,11 |
109,69 |
2,13 |
WZ0121 |
PL0000106068 |
99,34 |
99,51 |
--- |
--- |
99,43 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,87 |
2,36 |
2,32 |
98,80 |
2,33 |
PS0721 |
PL0000109153 |
97,50 |
97,65 |
2,41 |
2,37 |
97,58 |
2,39 |
DS1021 |
PL0000106670 |
113,22 |
113,41 |
2,43 |
2,39 |
113,32 |
2,41 |
PS0422 |
PL0000109492 |
98,30 |
98,45 |
2,63 |
2,60 |
98,38 |
2,61 |
WS0922 |
PL0000102646 |
114,70 |
114,92 |
2,66 |
2,62 |
114,81 |
2,64 |
WZ1122 |
PL0000109377 |
97,86 |
98,09 |
--- |
--- |
97,98 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,62 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,84 |
2,84 |
2,79 |
106,69 |
2,81 |
WZ0124 |
PL0000107454 |
96,92 |
97,26 |
--- |
--- |
97,09 |
--- |
DS0725 |
PL0000108197 |
100,97 |
101,25 |
3,11 |
3,07 |
101,11 |
3,09 |
WZ0126 |
PL0000108817 |
94,95 |
95,23 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,78 |
3,22 |
3,17 |
94,63 |
3,19 |
DS0727 |
PL0000109427 |
93,34 |
93,60 |
3,29 |
3,26 |
93,47 |
3,27 |
WS0429 |
PL0000105391 |
124,96 |
125,74 |
3,17 |
3,10 |
125,35 |
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) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
10 |
DS1021 |
PL0000106670 |
0/7 |
7 |
1,460 |
1,460 |
1,460 |
230 |
DS1023 |
PL0000107264 |
0/7 |
7 |
1,460 |
1,460 |
1,460 |
30 |
TOTAL |
270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.