2017-07-24 |
MARKET DATA |
No 140 (3173) |
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 |
225,00 |
233,69 |
19 |
215,00 |
237,83 |
3 |
440,00 |
471,51 |
22 |
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 |
100,95 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,65 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,93 |
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 |
96,95 |
96,98 |
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 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,69 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,67 |
109,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,86 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,65 |
97,60 |
97,630 |
97,650 |
97,630 |
97,650 |
97,640 |
20 000 |
19,53 |
2 |
DS1021 |
PL0000106670 |
113,35 |
113,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,55 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,82 |
114,88 |
114,950 |
114,980 |
114,950 |
114,980 |
114,971 |
70 000 |
83,85 |
5 |
DS1023 |
PL0000107264 |
106,85 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,30 |
101,28 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
5 000 |
5,07 |
1 |
DS0726 |
PL0000108866 |
94,75 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,63 |
93,55 |
93,580 |
93,600 |
93,580 |
93,580 |
93,584 |
55 000 |
51,47 |
5 |
WS0428 |
PL0000107611 |
94,64 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,42 |
125,26 |
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 |
108,85 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,05 |
98,05 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
75 000 |
73,77 |
6 |
WZ0124 |
PL0000107454 |
97,12 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,18 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
233,69 |
19 |
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 |
35 |
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 |
100,93 |
101,01 |
1,45 |
1,14 |
100,97 |
1,30 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,64 |
101,71 |
1,52 |
1,43 |
101,68 |
1,47 |
PS0718 |
PL0000107595 |
100,88 |
100,94 |
1,60 |
1,54 |
100,91 |
1,57 |
OK1018 |
PL0000109062 |
97,94 |
98,03 |
1,68 |
1,61 |
97,99 |
1,64 |
WZ0119 |
PL0000107603 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,88 |
97,00 |
1,83 |
1,76 |
96,94 |
1,79 |
PS0719 |
PL0000108148 |
102,70 |
102,81 |
1,86 |
1,80 |
102,76 |
1,83 |
DS1019 |
PL0000105441 |
107,87 |
108,00 |
1,89 |
1,83 |
107,94 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,57 |
98,71 |
2,04 |
1,98 |
98,64 |
2,01 |
DS1020 |
PL0000106126 |
109,55 |
109,74 |
2,17 |
2,11 |
109,65 |
2,14 |
WZ0121 |
PL0000106068 |
99,33 |
99,52 |
--- |
--- |
99,43 |
--- |
PS0421 |
PL0000108916 |
98,73 |
98,91 |
2,36 |
2,30 |
98,82 |
2,33 |
PS0721 |
PL0000109153 |
97,46 |
97,64 |
2,42 |
2,37 |
97,55 |
2,40 |
DS1021 |
PL0000106670 |
113,13 |
113,36 |
2,45 |
2,40 |
113,25 |
2,43 |
PS0422 |
PL0000109492 |
98,22 |
98,50 |
2,65 |
2,59 |
98,36 |
2,62 |
WS0922 |
PL0000102646 |
114,60 |
114,89 |
2,68 |
2,62 |
114,75 |
2,65 |
WZ1122 |
PL0000109377 |
97,83 |
98,09 |
--- |
--- |
97,96 |
--- |
IZ0823 |
PL0000105359 |
108,45 |
109,85 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,84 |
2,86 |
2,79 |
106,65 |
2,82 |
WZ0124 |
PL0000107454 |
96,93 |
97,33 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
100,87 |
101,29 |
3,12 |
3,06 |
101,08 |
3,09 |
WZ0126 |
PL0000108817 |
94,89 |
95,27 |
--- |
--- |
95,08 |
--- |
DS0726 |
PL0000108866 |
94,32 |
94,74 |
3,24 |
3,18 |
94,53 |
3,21 |
DS0727 |
PL0000109427 |
93,16 |
93,58 |
3,31 |
3,26 |
93,37 |
3,29 |
WS0429 |
PL0000105391 |
124,61 |
125,44 |
3,20 |
3,13 |
125,03 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1017 |
PL0000104543 |
100,92 |
101,01 |
1,49 |
1,14 |
100,97 |
1,30 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,72 |
1,53 |
1,41 |
101,68 |
1,47 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,59 |
1,51 |
100,93 |
1,55 |
OK1018 |
PL0000109062 |
97,95 |
98,05 |
1,67 |
1,59 |
98,00 |
1,63 |
WZ0119 |
PL0000107603 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
96,93 |
97,04 |
1,80 |
1,73 |
96,99 |
1,76 |
PS0719 |
PL0000108148 |
102,75 |
102,87 |
1,84 |
1,77 |
102,81 |
1,80 |
DS1019 |
PL0000105441 |
107,94 |
108,06 |
1,86 |
1,81 |
108,00 |
1,83 |
WZ0120 |
PL0000108601 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,76 |
2,00 |
1,97 |
98,71 |
1,98 |
DS1020 |
PL0000106126 |
109,65 |
109,83 |
2,14 |
2,08 |
109,74 |
2,11 |
WZ0121 |
PL0000106068 |
99,38 |
99,57 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,79 |
98,97 |
2,34 |
2,29 |
98,88 |
2,31 |
PS0721 |
PL0000109153 |
97,60 |
97,71 |
2,38 |
2,36 |
97,66 |
2,37 |
DS1021 |
PL0000106670 |
113,30 |
113,44 |
2,41 |
2,38 |
113,37 |
2,40 |
PS0422 |
PL0000109492 |
98,39 |
98,53 |
2,61 |
2,58 |
98,46 |
2,60 |
WS0922 |
PL0000102646 |
114,77 |
115,03 |
2,65 |
2,60 |
114,90 |
2,62 |
WZ1122 |
PL0000109377 |
98,00 |
98,13 |
--- |
--- |
98,07 |
--- |
IZ0823 |
PL0000105359 |
108,55 |
109,66 |
--- |
--- |
109,11 |
--- |
DS1023 |
PL0000107264 |
106,68 |
106,99 |
2,82 |
2,76 |
106,84 |
2,79 |
WZ0124 |
PL0000107454 |
97,04 |
97,45 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
101,19 |
101,45 |
3,08 |
3,04 |
101,32 |
3,06 |
WZ0126 |
PL0000108817 |
95,08 |
95,33 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
94,69 |
94,98 |
3,19 |
3,15 |
94,84 |
3,17 |
DS0727 |
PL0000109427 |
93,52 |
93,76 |
3,27 |
3,24 |
93,64 |
3,25 |
WS0429 |
PL0000105391 |
125,13 |
125,90 |
3,15 |
3,08 |
125,52 |
3,12 |
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 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
140 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
55 |
TOTAL |
215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.