2017-08-01 |
MARKET DATA |
No 146 (3179) |
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 |
1 415,00 |
1 459,11 |
54 |
980,00 |
992,86 |
9 |
2 395,00 |
2 451,97 |
63 |
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 |
100,93 |
100,910 |
100,910 |
100,910 |
100,910 |
100,910 |
200 000 |
209,93 |
2 |
PS0418 |
PL0000107314 |
101,66 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
100,930 |
100,930 |
100,930 |
100,930 |
100,930 |
410 000 |
414,07 |
10 |
OK1018 |
PL0000109062 |
98,01 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,04 |
97,05 |
97,050 |
97,060 |
97,050 |
97,060 |
97,056 |
45 000 |
43,68 |
2 |
PS0719 |
PL0000108148 |
102,74 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,84 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,62 |
98,59 |
98,600 |
98,600 |
98,590 |
98,590 |
98,591 |
110 000 |
108,90 |
3 |
DS1020 |
PL0000106126 |
109,50 |
109,49 |
109,500 |
109,500 |
109,450 |
109,450 |
109,460 |
150 000 |
170,27 |
3 |
PS0421 |
PL0000108916 |
98,66 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,43 |
97,39 |
97,430 |
97,430 |
97,430 |
97,430 |
97,430 |
100 000 |
97,47 |
1 |
DS1021 |
PL0000106670 |
113,01 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,15 |
98,06 |
98,120 |
98,120 |
98,020 |
98,020 |
98,031 |
90 000 |
88,78 |
7 |
WS0922 |
PL0000102646 |
114,46 |
114,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,27 |
106,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,59 |
100,55 |
100,690 |
100,690 |
100,440 |
100,560 |
100,590 |
190 000 |
191,27 |
12 |
DS0726 |
PL0000108866 |
94,09 |
94,08 |
94,240 |
94,250 |
94,080 |
94,080 |
94,220 |
30 000 |
28,28 |
3 |
DS0727 |
PL0000109427 |
92,83 |
92,79 |
92,910 |
92,930 |
92,910 |
92,930 |
92,920 |
20 000 |
18,60 |
2 |
WS0428 |
PL0000107611 |
94,00 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,18 |
123,90 |
124,000 |
124,100 |
123,710 |
124,100 |
123,930 |
70 000 |
87,85 |
9 |
WS0437 |
PL0000104857 |
116,42 |
126,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,50 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,70 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,47 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,11 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 415 000 |
1 459,11 |
54 |
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 |
27 |
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 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,61 |
101,70 |
1,49 |
1,37 |
101,66 |
1,43 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,56 |
1,50 |
100,93 |
1,53 |
OK1018 |
PL0000109062 |
98,00 |
98,10 |
1,66 |
1,58 |
98,05 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
96,99 |
97,07 |
1,79 |
1,74 |
97,03 |
1,76 |
PS0719 |
PL0000108148 |
102,70 |
102,77 |
1,85 |
1,81 |
102,74 |
1,82 |
DS1019 |
PL0000105441 |
107,80 |
107,91 |
1,89 |
1,84 |
107,86 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,57 |
98,70 |
2,04 |
1,99 |
98,64 |
2,01 |
DS1020 |
PL0000106126 |
109,40 |
109,62 |
2,20 |
2,13 |
109,51 |
2,16 |
WZ0121 |
PL0000106068 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,80 |
2,40 |
2,34 |
98,70 |
2,37 |
PS0721 |
PL0000109153 |
97,28 |
97,44 |
2,48 |
2,43 |
97,36 |
2,45 |
DS1021 |
PL0000106670 |
112,96 |
113,17 |
2,48 |
2,43 |
113,07 |
2,45 |
PS0422 |
PL0000109492 |
98,02 |
98,21 |
2,70 |
2,66 |
98,12 |
2,68 |
WS0922 |
PL0000102646 |
114,35 |
114,58 |
2,72 |
2,67 |
114,47 |
2,69 |
WZ1122 |
PL0000109377 |
98,03 |
98,25 |
--- |
--- |
98,14 |
--- |
IZ0823 |
PL0000105359 |
108,47 |
109,44 |
--- |
--- |
108,96 |
--- |
DS1023 |
PL0000107264 |
106,09 |
106,49 |
2,91 |
2,85 |
106,29 |
2,88 |
WZ0124 |
PL0000107454 |
97,04 |
97,27 |
--- |
--- |
97,16 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,87 |
3,18 |
3,12 |
100,67 |
3,15 |
WZ0126 |
PL0000108817 |
95,05 |
95,35 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,36 |
3,28 |
3,23 |
94,17 |
3,26 |
DS0727 |
PL0000109427 |
92,73 |
93,10 |
3,37 |
3,32 |
92,92 |
3,34 |
WS0429 |
PL0000105391 |
123,68 |
124,63 |
3,28 |
3,19 |
124,16 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,64 |
101,69 |
1,45 |
1,39 |
101,67 |
1,41 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,55 |
1,50 |
100,94 |
1,52 |
OK1018 |
PL0000109062 |
97,99 |
98,09 |
1,67 |
1,58 |
98,04 |
1,63 |
WZ0119 |
PL0000107603 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
97,02 |
97,08 |
1,77 |
1,73 |
97,05 |
1,75 |
PS0719 |
PL0000108148 |
102,71 |
102,77 |
1,84 |
1,81 |
102,74 |
1,82 |
DS1019 |
PL0000105441 |
107,81 |
107,89 |
1,88 |
1,85 |
107,85 |
1,87 |
WZ0120 |
PL0000108601 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,66 |
2,05 |
2,01 |
98,61 |
2,03 |
DS1020 |
PL0000106126 |
109,43 |
109,55 |
2,19 |
2,15 |
109,49 |
2,17 |
WZ0121 |
PL0000106068 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,78 |
2,40 |
2,34 |
98,69 |
2,37 |
PS0721 |
PL0000109153 |
97,33 |
97,49 |
2,46 |
2,42 |
97,41 |
2,44 |
DS1021 |
PL0000106670 |
112,95 |
113,08 |
2,48 |
2,45 |
113,02 |
2,46 |
PS0422 |
PL0000109492 |
98,02 |
98,18 |
2,70 |
2,66 |
98,10 |
2,68 |
WS0922 |
PL0000102646 |
114,32 |
114,56 |
2,72 |
2,68 |
114,44 |
2,70 |
WZ1122 |
PL0000109377 |
98,06 |
98,23 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,38 |
--- |
--- |
108,96 |
--- |
DS1023 |
PL0000107264 |
106,10 |
106,44 |
2,91 |
2,85 |
106,27 |
2,88 |
WZ0124 |
PL0000107454 |
97,06 |
97,24 |
--- |
--- |
97,15 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,69 |
3,18 |
3,15 |
100,58 |
3,16 |
WZ0126 |
PL0000108817 |
95,12 |
95,36 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
93,95 |
94,18 |
3,29 |
3,26 |
94,07 |
3,27 |
DS0727 |
PL0000109427 |
92,68 |
92,91 |
3,37 |
3,35 |
92,80 |
3,36 |
WS0429 |
PL0000105391 |
123,46 |
124,25 |
3,30 |
3,23 |
123,86 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,280 |
1,280 |
1,280 |
155 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
130 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,280 |
1,280 |
1,280 |
30 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,280 |
1,280 |
1,280 |
60 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,300 |
1,350 |
1,346 |
325 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,280 |
1,280 |
1,280 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,280 |
1,280 |
1,280 |
30 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
240 |
TOTAL |
980 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.