2017-07-26 |
MARKET DATA |
No 142 (3175) |
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 |
240,00 |
234,41 |
14 |
150,00 |
164,70 |
2 |
390,00 |
399,11 |
16 |
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 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,97 |
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 |
102,77 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,95 |
107,97 |
107,950 |
107,950 |
107,950 |
107,950 |
107,950 |
10 000 |
11,21 |
1 |
PS0420 |
PL0000108510 |
98,66 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,60 |
109,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,81 |
98,82 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
35 000 |
34,76 |
2 |
PS0721 |
PL0000109153 |
97,57 |
97,59 |
97,570 |
97,570 |
97,560 |
97,560 |
97,561 |
85 000 |
82,94 |
2 |
DS1021 |
PL0000106670 |
113,25 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,30 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,72 |
114,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,48 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,99 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,45 |
94,50 |
94,450 |
94,450 |
94,400 |
94,400 |
94,421 |
105 000 |
99,16 |
8 |
DS0727 |
PL0000109427 |
93,25 |
93,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,49 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,00 |
125,20 |
125,200 |
125,200 |
125,200 |
125,200 |
125,200 |
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 |
109,00 |
109,36 |
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 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,06 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,17 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,21 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
234,41 |
14 |
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 |
33 |
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 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,63 |
101,72 |
1,51 |
1,40 |
101,68 |
1,45 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,60 |
1,52 |
100,92 |
1,56 |
OK1018 |
PL0000109062 |
97,94 |
98,05 |
1,69 |
1,60 |
98,00 |
1,64 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,93 |
97,04 |
1,81 |
1,74 |
96,99 |
1,77 |
PS0719 |
PL0000108148 |
102,70 |
102,83 |
1,86 |
1,79 |
102,77 |
1,82 |
DS1019 |
PL0000105441 |
107,91 |
108,02 |
1,86 |
1,82 |
107,97 |
1,84 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,61 |
98,75 |
2,02 |
1,97 |
98,68 |
2,00 |
DS1020 |
PL0000106126 |
109,57 |
109,78 |
2,16 |
2,09 |
109,68 |
2,13 |
WZ0121 |
PL0000106068 |
99,38 |
99,56 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,96 |
2,35 |
2,29 |
98,86 |
2,32 |
PS0721 |
PL0000109153 |
97,53 |
97,69 |
2,40 |
2,36 |
97,61 |
2,38 |
DS1021 |
PL0000106670 |
113,20 |
113,40 |
2,43 |
2,39 |
113,30 |
2,41 |
PS0422 |
PL0000109492 |
98,25 |
98,47 |
2,64 |
2,59 |
98,36 |
2,62 |
WS0922 |
PL0000102646 |
114,70 |
114,98 |
2,66 |
2,60 |
114,84 |
2,63 |
WZ1122 |
PL0000109377 |
98,00 |
98,19 |
--- |
--- |
98,10 |
--- |
IZ0823 |
PL0000105359 |
108,56 |
109,74 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,88 |
2,85 |
2,78 |
106,67 |
2,82 |
WZ0124 |
PL0000107454 |
97,06 |
97,33 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,29 |
3,11 |
3,06 |
101,12 |
3,09 |
WZ0126 |
PL0000108817 |
95,09 |
95,38 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,77 |
3,23 |
3,18 |
94,57 |
3,20 |
DS0727 |
PL0000109427 |
93,17 |
93,53 |
3,31 |
3,27 |
93,35 |
3,29 |
WS0429 |
PL0000105391 |
124,79 |
125,53 |
3,18 |
3,12 |
125,16 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,62 |
101,71 |
1,53 |
1,41 |
101,67 |
1,46 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,59 |
1,52 |
100,93 |
1,55 |
OK1018 |
PL0000109062 |
97,94 |
98,05 |
1,69 |
1,60 |
98,00 |
1,64 |
WZ0119 |
PL0000107603 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,95 |
97,05 |
1,79 |
1,73 |
97,00 |
1,76 |
PS0719 |
PL0000108148 |
102,74 |
102,85 |
1,84 |
1,78 |
102,80 |
1,81 |
DS1019 |
PL0000105441 |
107,91 |
108,02 |
1,86 |
1,82 |
107,97 |
1,84 |
WZ0120 |
PL0000108601 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,71 |
2,02 |
1,99 |
98,67 |
2,00 |
DS1020 |
PL0000106126 |
109,55 |
109,70 |
2,16 |
2,12 |
109,63 |
2,14 |
WZ0121 |
PL0000106068 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,86 |
2,37 |
2,32 |
98,78 |
2,34 |
PS0721 |
PL0000109153 |
97,45 |
97,63 |
2,43 |
2,38 |
97,54 |
2,40 |
DS1021 |
PL0000106670 |
113,18 |
113,34 |
2,44 |
2,40 |
113,26 |
2,42 |
PS0422 |
PL0000109492 |
98,17 |
98,33 |
2,66 |
2,63 |
98,25 |
2,64 |
WS0922 |
PL0000102646 |
114,62 |
114,86 |
2,67 |
2,63 |
114,74 |
2,65 |
WZ1122 |
PL0000109377 |
98,01 |
98,18 |
--- |
--- |
98,10 |
--- |
IZ0823 |
PL0000105359 |
108,64 |
109,61 |
--- |
--- |
109,13 |
--- |
DS1023 |
PL0000107264 |
106,31 |
106,73 |
2,88 |
2,81 |
106,52 |
2,84 |
WZ0124 |
PL0000107454 |
97,10 |
97,29 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,74 |
101,10 |
3,14 |
3,09 |
100,92 |
3,12 |
WZ0126 |
PL0000108817 |
95,13 |
95,38 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,22 |
94,57 |
3,25 |
3,20 |
94,40 |
3,23 |
DS0727 |
PL0000109427 |
93,05 |
93,33 |
3,33 |
3,29 |
93,19 |
3,31 |
WS0429 |
PL0000105391 |
124,70 |
125,42 |
3,19 |
3,13 |
125,06 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
110 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
40 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.