2017-07-27 |
MARKET DATA |
No 143 (3176) |
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 |
330,00 |
341,47 |
23 |
0,00 |
0,00 |
0 |
330,00 |
341,47 |
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 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,04 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,04 |
97,03 |
97,040 |
97,050 |
97,040 |
97,050 |
97,047 |
30 000 |
29,11 |
2 |
PS0719 |
PL0000108148 |
102,80 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,95 |
107,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,70 |
98,71 |
98,690 |
98,730 |
98,680 |
98,690 |
98,710 |
200 000 |
198,22 |
10 |
DS1020 |
PL0000106126 |
109,65 |
109,70 |
109,650 |
109,650 |
109,650 |
109,650 |
109,650 |
10 000 |
11,37 |
1 |
PS0421 |
PL0000108916 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,59 |
97,64 |
97,590 |
97,590 |
97,580 |
97,580 |
97,585 |
20 000 |
19,52 |
2 |
DS1021 |
PL0000106670 |
113,30 |
113,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,32 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,90 |
114,43 |
114,920 |
114,930 |
114,920 |
114,930 |
114,928 |
55 000 |
65,90 |
6 |
DS1023 |
PL0000107264 |
106,60 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,10 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,55 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,35 |
93,45 |
93,350 |
93,350 |
93,350 |
93,350 |
93,350 |
5 000 |
4,67 |
1 |
WS0428 |
PL0000107611 |
94,63 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,25 |
125,21 |
125,200 |
125,200 |
125,200 |
125,200 |
125,200 |
10 000 |
12,67 |
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 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,23 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,13 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,18 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,21 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
330 000 |
341,47 |
23 |
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 |
30 |
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 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
101,62 |
101,71 |
1,50 |
1,38 |
101,67 |
1,44 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,59 |
1,50 |
100,93 |
1,54 |
OK1018 |
PL0000109062 |
97,97 |
98,07 |
1,67 |
1,59 |
98,02 |
1,63 |
WZ0119 |
PL0000107603 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,97 |
97,07 |
1,79 |
1,73 |
97,02 |
1,76 |
PS0719 |
PL0000108148 |
102,75 |
102,88 |
1,83 |
1,76 |
102,82 |
1,79 |
DS1019 |
PL0000105441 |
107,90 |
108,02 |
1,86 |
1,80 |
107,96 |
1,83 |
WZ0120 |
PL0000108601 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,78 |
2,01 |
1,96 |
98,71 |
1,99 |
DS1020 |
PL0000106126 |
109,55 |
109,76 |
2,16 |
2,09 |
109,66 |
2,12 |
WZ0121 |
PL0000106068 |
99,41 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,93 |
2,35 |
2,30 |
98,84 |
2,32 |
PS0721 |
PL0000109153 |
97,54 |
97,72 |
2,40 |
2,35 |
97,63 |
2,38 |
DS1021 |
PL0000106670 |
113,22 |
113,41 |
2,42 |
2,38 |
113,32 |
2,40 |
PS0422 |
PL0000109492 |
98,25 |
98,48 |
2,65 |
2,59 |
98,37 |
2,62 |
WS0922 |
PL0000102646 |
114,71 |
114,99 |
2,65 |
2,60 |
114,85 |
2,62 |
WZ1122 |
PL0000109377 |
98,06 |
98,26 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,69 |
--- |
--- |
109,11 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,92 |
2,83 |
2,77 |
106,74 |
2,80 |
WZ0124 |
PL0000107454 |
97,00 |
97,31 |
--- |
--- |
97,16 |
--- |
DS0725 |
PL0000108197 |
101,04 |
101,36 |
3,10 |
3,05 |
101,20 |
3,08 |
WZ0126 |
PL0000108817 |
95,13 |
95,37 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,43 |
94,86 |
3,22 |
3,16 |
94,65 |
3,19 |
DS0727 |
PL0000109427 |
93,30 |
93,62 |
3,30 |
3,26 |
93,46 |
3,28 |
WS0429 |
PL0000105391 |
125,01 |
125,87 |
3,16 |
3,08 |
125,44 |
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 |
101,62 |
101,71 |
1,50 |
1,38 |
101,67 |
1,44 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
1,57 |
1,52 |
100,93 |
1,54 |
OK1018 |
PL0000109062 |
97,98 |
98,08 |
1,67 |
1,58 |
98,03 |
1,62 |
WZ0119 |
PL0000107603 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
97,01 |
97,07 |
1,77 |
1,73 |
97,04 |
1,75 |
PS0719 |
PL0000108148 |
102,78 |
102,89 |
1,81 |
1,75 |
102,84 |
1,78 |
DS1019 |
PL0000105441 |
107,92 |
108,01 |
1,85 |
1,81 |
107,97 |
1,83 |
WZ0120 |
PL0000108601 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,67 |
98,76 |
2,00 |
1,97 |
98,72 |
1,98 |
DS1020 |
PL0000106126 |
109,61 |
109,80 |
2,14 |
2,08 |
109,71 |
2,11 |
WZ0121 |
PL0000106068 |
99,41 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,78 |
98,91 |
2,34 |
2,30 |
98,85 |
2,32 |
PS0721 |
PL0000109153 |
97,52 |
97,68 |
2,41 |
2,37 |
97,60 |
2,39 |
DS1021 |
PL0000106670 |
113,26 |
113,42 |
2,41 |
2,38 |
113,34 |
2,40 |
PS0422 |
PL0000109492 |
98,24 |
98,37 |
2,65 |
2,62 |
98,31 |
2,63 |
WS0922 |
PL0000102646 |
114,73 |
114,96 |
2,65 |
2,60 |
114,85 |
2,62 |
WZ1122 |
PL0000109377 |
98,06 |
98,24 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,64 |
--- |
--- |
109,11 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,83 |
2,85 |
2,79 |
106,66 |
2,82 |
WZ0124 |
PL0000107454 |
97,13 |
97,29 |
--- |
--- |
97,21 |
--- |
DS0725 |
PL0000108197 |
100,97 |
101,33 |
3,11 |
3,06 |
101,15 |
3,08 |
WZ0126 |
PL0000108817 |
95,15 |
95,37 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,77 |
3,22 |
3,18 |
94,62 |
3,20 |
DS0727 |
PL0000109427 |
93,24 |
93,53 |
3,30 |
3,27 |
93,39 |
3,29 |
WS0429 |
PL0000105391 |
124,99 |
125,66 |
3,16 |
3,10 |
125,33 |
3,13 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.