2017-07-28 |
MARKET DATA |
No 144 (3177) |
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 |
587,50 |
613,70 |
25 |
0,00 |
0,00 |
0 |
587,50 |
613,70 |
25 |
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 |
100,92 |
100,93 |
100,930 |
100,930 |
100,930 |
100,930 |
100,930 |
110 000 |
115,45 |
2 |
PS0418 |
PL0000107314 |
101,63 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,01 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,02 |
97,05 |
97,050 |
97,050 |
97,050 |
97,050 |
97,050 |
20 000 |
19,41 |
1 |
PS0719 |
PL0000108148 |
102,78 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,92 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,68 |
98,66 |
98,660 |
98,660 |
98,640 |
98,640 |
98,650 |
20 000 |
19,81 |
2 |
DS1020 |
PL0000106126 |
109,61 |
109,60 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
10 000 |
11,36 |
1 |
PS0421 |
PL0000108916 |
98,80 |
98,80 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
10 000 |
9,93 |
1 |
PS0721 |
PL0000109153 |
97,55 |
97,52 |
97,550 |
97,550 |
97,480 |
97,480 |
97,485 |
180 000 |
175,53 |
5 |
DS1021 |
PL0000106670 |
113,26 |
113,19 |
113,220 |
113,230 |
113,200 |
113,210 |
113,203 |
142 500 |
167,60 |
5 |
PS0422 |
PL0000109492 |
98,25 |
98,21 |
98,250 |
98,260 |
98,250 |
98,260 |
98,258 |
40 000 |
39,54 |
2 |
WS0922 |
PL0000102646 |
114,76 |
114,72 |
114,750 |
114,750 |
114,750 |
114,750 |
114,750 |
10 000 |
11,97 |
1 |
DS1023 |
PL0000107264 |
106,53 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,00 |
101,00 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
10 000 |
10,10 |
1 |
DS0726 |
PL0000108866 |
94,40 |
94,37 |
94,370 |
94,380 |
94,370 |
94,380 |
94,373 |
30 000 |
28,33 |
3 |
DS0727 |
PL0000109427 |
93,25 |
93,14 |
93,200 |
93,200 |
93,200 |
93,200 |
93,200 |
5 000 |
4,66 |
1 |
WS0428 |
PL0000107611 |
94,44 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,91 |
124,86 |
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 |
108,80 |
109,37 |
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 |
100,25 |
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 |
99,46 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,10 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,16 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,19 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
587 500 |
613,70 |
25 |
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 |
29 |
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 |
101,62 |
101,70 |
1,50 |
1,39 |
101,66 |
1,44 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,58 |
1,50 |
100,93 |
1,54 |
OK1018 |
PL0000109062 |
97,99 |
98,08 |
1,66 |
1,58 |
98,04 |
1,62 |
WZ0119 |
PL0000107603 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
97,01 |
97,10 |
1,77 |
1,71 |
97,06 |
1,74 |
PS0719 |
PL0000108148 |
102,77 |
102,89 |
1,81 |
1,75 |
102,83 |
1,78 |
DS1019 |
PL0000105441 |
107,89 |
108,02 |
1,86 |
1,80 |
107,96 |
1,83 |
WZ0120 |
PL0000108601 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,80 |
2,01 |
1,95 |
98,73 |
1,98 |
DS1020 |
PL0000106126 |
109,59 |
109,80 |
2,14 |
2,08 |
109,70 |
2,11 |
WZ0121 |
PL0000106068 |
99,35 |
99,56 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,78 |
98,97 |
2,34 |
2,29 |
98,88 |
2,31 |
PS0721 |
PL0000109153 |
97,52 |
97,68 |
2,41 |
2,37 |
97,60 |
2,39 |
DS1021 |
PL0000106670 |
113,24 |
113,45 |
2,42 |
2,37 |
113,35 |
2,39 |
PS0422 |
PL0000109492 |
98,23 |
98,46 |
2,65 |
2,60 |
98,35 |
2,62 |
WS0922 |
PL0000102646 |
114,70 |
114,96 |
2,65 |
2,60 |
114,83 |
2,63 |
WZ1122 |
PL0000109377 |
98,05 |
98,24 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,67 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
106,49 |
106,91 |
2,85 |
2,77 |
106,70 |
2,81 |
WZ0124 |
PL0000107454 |
97,11 |
97,31 |
--- |
--- |
97,21 |
--- |
DS0725 |
PL0000108197 |
100,97 |
101,38 |
3,11 |
3,05 |
101,18 |
3,08 |
WZ0126 |
PL0000108817 |
95,11 |
95,37 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,78 |
3,23 |
3,18 |
94,58 |
3,20 |
DS0727 |
PL0000109427 |
93,20 |
93,56 |
3,31 |
3,26 |
93,38 |
3,29 |
WS0429 |
PL0000105391 |
124,66 |
125,43 |
3,19 |
3,12 |
125,05 |
3,16 |
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 |
101,70 |
1,50 |
1,39 |
101,66 |
1,44 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,56 |
1,51 |
100,94 |
1,53 |
OK1018 |
PL0000109062 |
97,99 |
98,08 |
1,66 |
1,58 |
98,04 |
1,62 |
WZ0119 |
PL0000107603 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
96,99 |
97,08 |
1,78 |
1,73 |
97,04 |
1,75 |
PS0719 |
PL0000108148 |
102,75 |
102,83 |
1,82 |
1,78 |
102,79 |
1,80 |
DS1019 |
PL0000105441 |
107,89 |
107,96 |
1,86 |
1,83 |
107,93 |
1,84 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,61 |
98,71 |
2,02 |
1,99 |
98,66 |
2,01 |
DS1020 |
PL0000106126 |
109,53 |
109,70 |
2,16 |
2,11 |
109,62 |
2,13 |
WZ0121 |
PL0000106068 |
99,39 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,84 |
2,37 |
2,33 |
98,76 |
2,35 |
PS0721 |
PL0000109153 |
97,45 |
97,60 |
2,43 |
2,39 |
97,53 |
2,41 |
DS1021 |
PL0000106670 |
113,16 |
113,30 |
2,44 |
2,40 |
113,23 |
2,42 |
PS0422 |
PL0000109492 |
98,12 |
98,27 |
2,68 |
2,64 |
98,20 |
2,66 |
WS0922 |
PL0000102646 |
114,63 |
114,86 |
2,67 |
2,62 |
114,75 |
2,64 |
WZ1122 |
PL0000109377 |
98,06 |
98,25 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,67 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
106,38 |
106,61 |
2,86 |
2,83 |
106,50 |
2,84 |
WZ0124 |
PL0000107454 |
97,10 |
97,28 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,86 |
101,08 |
3,12 |
3,09 |
100,97 |
3,11 |
WZ0126 |
PL0000108817 |
95,12 |
95,37 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,47 |
3,24 |
3,22 |
94,38 |
3,23 |
DS0727 |
PL0000109427 |
93,04 |
93,25 |
3,33 |
3,30 |
93,15 |
3,32 |
WS0429 |
PL0000105391 |
124,35 |
125,13 |
3,22 |
3,15 |
124,74 |
3,19 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.