2017-07-25 |
MARKET DATA |
No 141 (3174) |
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 |
302,50 |
305,68 |
21 |
370,00 |
397,98 |
2 |
672,50 |
703,66 |
23 |
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 |
100,93 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,64 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,98 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,98 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,97 |
107,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,68 |
98,68 |
98,680 |
98,680 |
98,660 |
98,660 |
98,670 |
30 000 |
29,72 |
3 |
DS1020 |
PL0000106126 |
109,70 |
109,72 |
109,700 |
109,700 |
109,700 |
109,700 |
109,700 |
10 000 |
11,37 |
1 |
PS0421 |
PL0000108916 |
98,83 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,62 |
97,60 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
10 000 |
9,76 |
1 |
DS1021 |
PL0000106670 |
113,35 |
113,26 |
113,350 |
113,350 |
113,260 |
113,260 |
113,286 |
35 000 |
41,17 |
3 |
PS0422 |
PL0000109492 |
98,41 |
98,31 |
98,290 |
98,290 |
98,290 |
98,290 |
98,290 |
27 500 |
27,19 |
2 |
WS0922 |
PL0000102646 |
114,83 |
114,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,66 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,20 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,63 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,52 |
93,30 |
93,520 |
93,520 |
93,300 |
93,300 |
93,483 |
70 000 |
65,45 |
6 |
WS0428 |
PL0000107611 |
94,52 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,30 |
125,20 |
125,230 |
125,230 |
125,230 |
125,230 |
125,230 |
5 000 |
6,33 |
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 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,02 |
100,03 |
100,020 |
100,020 |
100,010 |
100,010 |
100,011 |
95 000 |
95,02 |
2 |
WZ0121 |
PL0000106068 |
99,45 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,09 |
98,11 |
98,090 |
98,090 |
98,090 |
98,090 |
98,090 |
20 000 |
19,68 |
2 |
WZ0124 |
PL0000107454 |
97,19 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,22 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
302 500 |
305,68 |
21 |
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 |
34 |
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) |
(%) |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,73 |
1,52 |
1,39 |
101,68 |
1,46 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,60 |
1,51 |
100,93 |
1,55 |
OK1018 |
PL0000109062 |
97,95 |
98,06 |
1,68 |
1,58 |
98,01 |
1,63 |
WZ0119 |
PL0000107603 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,93 |
97,05 |
1,80 |
1,73 |
96,99 |
1,77 |
PS0719 |
PL0000108148 |
102,73 |
102,86 |
1,84 |
1,78 |
102,80 |
1,81 |
DS1019 |
PL0000105441 |
107,93 |
108,03 |
1,86 |
1,82 |
107,98 |
1,84 |
WZ0120 |
PL0000108601 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,63 |
98,76 |
2,02 |
1,97 |
98,70 |
1,99 |
DS1020 |
PL0000106126 |
109,62 |
109,82 |
2,15 |
2,09 |
109,72 |
2,12 |
WZ0121 |
PL0000106068 |
99,37 |
99,57 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,79 |
99,01 |
2,34 |
2,28 |
98,90 |
2,31 |
PS0721 |
PL0000109153 |
97,56 |
97,74 |
2,40 |
2,35 |
97,65 |
2,37 |
DS1021 |
PL0000106670 |
113,23 |
113,46 |
2,43 |
2,38 |
113,35 |
2,40 |
PS0422 |
PL0000109492 |
98,39 |
98,59 |
2,61 |
2,57 |
98,49 |
2,59 |
WS0922 |
PL0000102646 |
114,81 |
115,05 |
2,64 |
2,59 |
114,93 |
2,62 |
WZ1122 |
PL0000109377 |
98,00 |
98,20 |
--- |
--- |
98,10 |
--- |
IZ0823 |
PL0000105359 |
108,56 |
109,70 |
--- |
--- |
109,13 |
--- |
DS1023 |
PL0000107264 |
106,64 |
107,02 |
2,82 |
2,76 |
106,83 |
2,79 |
WZ0124 |
PL0000107454 |
97,08 |
97,44 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,56 |
3,08 |
3,03 |
101,35 |
3,05 |
WZ0126 |
PL0000108817 |
95,11 |
95,37 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,60 |
94,99 |
3,20 |
3,15 |
94,80 |
3,17 |
DS0727 |
PL0000109427 |
93,49 |
93,79 |
3,27 |
3,24 |
93,64 |
3,25 |
WS0429 |
PL0000105391 |
125,04 |
125,85 |
3,16 |
3,09 |
125,45 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,72 |
1,52 |
1,40 |
101,68 |
1,46 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,60 |
1,52 |
100,92 |
1,56 |
OK1018 |
PL0000109062 |
97,93 |
98,04 |
1,69 |
1,60 |
97,99 |
1,64 |
WZ0119 |
PL0000107603 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,92 |
97,03 |
1,81 |
1,74 |
96,98 |
1,77 |
PS0719 |
PL0000108148 |
102,70 |
102,83 |
1,86 |
1,79 |
102,77 |
1,82 |
DS1019 |
PL0000105441 |
107,91 |
108,00 |
1,87 |
1,83 |
107,96 |
1,85 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,74 |
2,02 |
1,97 |
98,68 |
2,00 |
DS1020 |
PL0000106126 |
109,59 |
109,76 |
2,15 |
2,10 |
109,68 |
2,13 |
WZ0121 |
PL0000106068 |
99,38 |
99,57 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,73 |
98,89 |
2,36 |
2,31 |
98,81 |
2,33 |
PS0721 |
PL0000109153 |
97,48 |
97,64 |
2,42 |
2,37 |
97,56 |
2,40 |
DS1021 |
PL0000106670 |
113,17 |
113,35 |
2,44 |
2,40 |
113,26 |
2,42 |
PS0422 |
PL0000109492 |
98,22 |
98,35 |
2,65 |
2,62 |
98,29 |
2,64 |
WS0922 |
PL0000102646 |
114,65 |
114,86 |
2,67 |
2,63 |
114,76 |
2,65 |
WZ1122 |
PL0000109377 |
97,98 |
98,17 |
--- |
--- |
98,08 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,61 |
--- |
--- |
109,07 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,79 |
2,85 |
2,80 |
106,65 |
2,82 |
WZ0124 |
PL0000107454 |
97,08 |
97,32 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,91 |
101,18 |
3,12 |
3,08 |
101,05 |
3,10 |
WZ0126 |
PL0000108817 |
95,12 |
95,37 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,65 |
3,23 |
3,19 |
94,51 |
3,21 |
DS0727 |
PL0000109427 |
93,18 |
93,39 |
3,31 |
3,28 |
93,29 |
3,30 |
WS0429 |
PL0000105391 |
124,77 |
125,64 |
3,18 |
3,11 |
125,21 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
200 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
170 |
TOTAL |
370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.