2017-07-31 |
MARKET DATA |
No 145 (3178) |
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 |
925,00 |
941,07 |
47 |
170,00 |
171,35 |
2 |
1 095,00 |
1 112,43 |
49 |
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 |
100,91 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,63 |
101,68 |
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 |
98,02 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,03 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,81 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,93 |
107,88 |
107,930 |
107,930 |
107,910 |
107,910 |
107,921 |
100 000 |
112,16 |
2 |
PS0420 |
PL0000108510 |
98,68 |
98,59 |
98,680 |
98,680 |
98,650 |
98,650 |
98,669 |
100 000 |
99,08 |
3 |
DS1020 |
PL0000106126 |
109,61 |
109,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,77 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,56 |
97,38 |
97,520 |
97,520 |
97,300 |
97,330 |
97,408 |
390 000 |
380,04 |
15 |
DS1021 |
PL0000106670 |
113,27 |
113,06 |
113,220 |
113,220 |
113,150 |
113,150 |
113,201 |
85 000 |
99,98 |
3 |
PS0422 |
PL0000109492 |
98,30 |
98,04 |
98,250 |
98,250 |
98,000 |
98,000 |
98,071 |
35 000 |
34,54 |
2 |
WS0922 |
PL0000102646 |
114,79 |
114,46 |
114,630 |
114,630 |
114,590 |
114,590 |
114,596 |
35 000 |
41,83 |
2 |
DS1023 |
PL0000107264 |
106,53 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,95 |
100,58 |
100,700 |
100,700 |
100,440 |
100,660 |
100,624 |
65 000 |
65,45 |
6 |
DS0726 |
PL0000108866 |
94,37 |
93,47 |
94,100 |
94,200 |
93,900 |
94,160 |
94,022 |
100 000 |
94,08 |
12 |
DS0727 |
PL0000109427 |
93,15 |
92,53 |
92,610 |
92,800 |
92,610 |
92,800 |
92,737 |
15 000 |
13,92 |
2 |
WS0428 |
PL0000107611 |
94,20 |
95,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,59 |
124,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,54 |
126,54 |
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 |
108,90 |
109,20 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
100,03 |
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 |
98,09 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,14 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,19 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
925 000 |
941,07 |
47 |
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 |
28 |
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 |
101,61 |
101,70 |
1,50 |
1,38 |
101,66 |
1,43 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,56 |
1,50 |
100,93 |
1,53 |
OK1018 |
PL0000109062 |
97,99 |
98,09 |
1,66 |
1,58 |
98,04 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,99 |
97,08 |
1,78 |
1,73 |
97,04 |
1,75 |
PS0719 |
PL0000108148 |
102,73 |
102,83 |
1,83 |
1,78 |
102,78 |
1,81 |
DS1019 |
PL0000105441 |
107,84 |
107,97 |
1,87 |
1,82 |
107,91 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0420 |
PL0000108510 |
98,58 |
98,72 |
2,04 |
1,98 |
98,65 |
2,01 |
DS1020 |
PL0000106126 |
109,49 |
109,70 |
2,17 |
2,11 |
109,60 |
2,14 |
WZ0121 |
PL0000106068 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,65 |
98,85 |
2,38 |
2,32 |
98,75 |
2,35 |
PS0721 |
PL0000109153 |
97,38 |
97,61 |
2,45 |
2,39 |
97,50 |
2,42 |
DS1021 |
PL0000106670 |
113,08 |
113,31 |
2,45 |
2,40 |
113,20 |
2,42 |
PS0422 |
PL0000109492 |
98,06 |
98,33 |
2,69 |
2,63 |
98,20 |
2,66 |
WS0922 |
PL0000102646 |
114,55 |
114,79 |
2,68 |
2,63 |
114,67 |
2,66 |
WZ1122 |
PL0000109377 |
98,06 |
98,26 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,51 |
109,61 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,65 |
2,88 |
2,82 |
106,48 |
2,85 |
WZ0124 |
PL0000107454 |
97,07 |
97,30 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,71 |
101,12 |
3,15 |
3,09 |
100,92 |
3,12 |
WZ0126 |
PL0000108817 |
95,03 |
95,37 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,52 |
3,27 |
3,21 |
94,32 |
3,24 |
DS0727 |
PL0000109427 |
92,87 |
93,30 |
3,35 |
3,30 |
93,09 |
3,32 |
WS0429 |
PL0000105391 |
124,33 |
125,10 |
3,22 |
3,15 |
124,72 |
3,19 |
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 |
101,61 |
101,70 |
1,50 |
1,38 |
101,66 |
1,43 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,56 |
1,50 |
100,93 |
1,53 |
OK1018 |
PL0000109062 |
97,99 |
98,08 |
1,66 |
1,59 |
98,04 |
1,62 |
WZ0119 |
PL0000107603 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,00 |
97,07 |
1,78 |
1,74 |
97,04 |
1,75 |
PS0719 |
PL0000108148 |
102,70 |
102,76 |
1,85 |
1,82 |
102,73 |
1,83 |
DS1019 |
PL0000105441 |
107,81 |
107,90 |
1,89 |
1,85 |
107,86 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,58 |
98,65 |
2,04 |
2,01 |
98,62 |
2,02 |
DS1020 |
PL0000106126 |
109,45 |
109,55 |
2,18 |
2,15 |
109,50 |
2,17 |
WZ0121 |
PL0000106068 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,60 |
98,74 |
2,39 |
2,35 |
98,67 |
2,37 |
PS0721 |
PL0000109153 |
97,35 |
97,45 |
2,46 |
2,43 |
97,40 |
2,44 |
DS1021 |
PL0000106670 |
112,99 |
113,15 |
2,47 |
2,44 |
113,07 |
2,45 |
PS0422 |
PL0000109492 |
98,00 |
98,14 |
2,70 |
2,67 |
98,07 |
2,69 |
WS0922 |
PL0000102646 |
114,41 |
114,56 |
2,71 |
2,68 |
114,49 |
2,69 |
WZ1122 |
PL0000109377 |
98,03 |
98,24 |
--- |
--- |
98,14 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,51 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
106,21 |
106,39 |
2,89 |
2,86 |
106,30 |
2,88 |
WZ0124 |
PL0000107454 |
97,04 |
97,23 |
--- |
--- |
97,14 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,77 |
3,16 |
3,14 |
100,68 |
3,15 |
WZ0126 |
PL0000108817 |
95,10 |
95,34 |
--- |
--- |
95,22 |
--- |
DS0726 |
PL0000108866 |
94,09 |
94,27 |
3,27 |
3,24 |
94,18 |
3,26 |
DS0727 |
PL0000109427 |
92,79 |
93,04 |
3,36 |
3,33 |
92,92 |
3,34 |
WS0429 |
PL0000105391 |
123,81 |
124,57 |
3,27 |
3,20 |
124,19 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
110 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.