2017-08-02 |
MARKET DATA |
No 147 (3180) |
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 |
200,00 |
207,72 |
8 |
2 105,00 |
2 118,90 |
11 |
2 305,00 |
2 326,62 |
19 |
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 |
100,90 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,65 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,03 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,05 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,86 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,61 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,47 |
109,52 |
109,470 |
109,470 |
109,470 |
109,470 |
109,470 |
100 000 |
113,54 |
1 |
PS0421 |
PL0000108916 |
98,70 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,45 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,05 |
113,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,16 |
98,14 |
98,140 |
98,140 |
98,140 |
98,140 |
98,140 |
20 000 |
19,75 |
1 |
WS0922 |
PL0000102646 |
114,49 |
114,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,26 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,65 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,20 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,92 |
92,89 |
92,890 |
92,990 |
92,890 |
92,900 |
92,966 |
80 000 |
74,43 |
6 |
WS0428 |
PL0000107611 |
94,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,13 |
124,20 |
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 |
104,50 |
108,00 |
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 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,08 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,15 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,23 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
207,72 |
8 |
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 |
26 |
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 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
101,61 |
101,70 |
1,48 |
1,36 |
101,66 |
1,42 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,55 |
1,50 |
100,94 |
1,52 |
OK1018 |
PL0000109062 |
98,00 |
98,10 |
1,66 |
1,58 |
98,05 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,03 |
97,10 |
1,76 |
1,72 |
97,07 |
1,74 |
PS0719 |
PL0000108148 |
102,71 |
102,78 |
1,84 |
1,80 |
102,75 |
1,82 |
DS1019 |
PL0000105441 |
107,82 |
107,89 |
1,87 |
1,84 |
107,86 |
1,86 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,57 |
98,68 |
2,04 |
2,00 |
98,63 |
2,02 |
DS1020 |
PL0000106126 |
109,43 |
109,57 |
2,18 |
2,14 |
109,50 |
2,16 |
WZ0121 |
PL0000106068 |
99,37 |
99,54 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,83 |
2,38 |
2,33 |
98,74 |
2,35 |
PS0721 |
PL0000109153 |
97,36 |
97,53 |
2,45 |
2,41 |
97,45 |
2,43 |
DS1021 |
PL0000106670 |
112,94 |
113,12 |
2,48 |
2,44 |
113,03 |
2,46 |
PS0422 |
PL0000109492 |
98,06 |
98,24 |
2,69 |
2,65 |
98,15 |
2,67 |
WS0922 |
PL0000102646 |
114,41 |
114,62 |
2,70 |
2,66 |
114,52 |
2,68 |
WZ1122 |
PL0000109377 |
98,06 |
98,27 |
--- |
--- |
98,17 |
--- |
IZ0823 |
PL0000105359 |
108,51 |
109,39 |
--- |
--- |
108,95 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,56 |
2,90 |
2,83 |
106,38 |
2,86 |
WZ0124 |
PL0000107454 |
97,07 |
97,31 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,85 |
3,17 |
3,13 |
100,69 |
3,15 |
WZ0126 |
PL0000108817 |
95,07 |
95,36 |
--- |
--- |
95,22 |
--- |
DS0726 |
PL0000108866 |
94,01 |
94,40 |
3,28 |
3,23 |
94,21 |
3,25 |
DS0727 |
PL0000109427 |
92,77 |
93,09 |
3,36 |
3,32 |
92,93 |
3,34 |
WS0429 |
PL0000105391 |
123,87 |
124,59 |
3,26 |
3,20 |
124,23 |
3,23 |
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 |
101,63 |
101,70 |
1,46 |
1,36 |
101,67 |
1,40 |
PS0718 |
PL0000107595 |
100,92 |
100,96 |
1,54 |
1,50 |
100,94 |
1,52 |
OK1018 |
PL0000109062 |
98,01 |
98,10 |
1,65 |
1,58 |
98,06 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,04 |
97,11 |
1,76 |
1,72 |
97,08 |
1,73 |
PS0719 |
PL0000108148 |
102,72 |
102,79 |
1,83 |
1,80 |
102,76 |
1,81 |
DS1019 |
PL0000105441 |
107,83 |
107,91 |
1,87 |
1,83 |
107,87 |
1,85 |
WZ0120 |
PL0000108601 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,58 |
98,70 |
2,04 |
1,99 |
98,64 |
2,02 |
DS1020 |
PL0000106126 |
109,44 |
109,57 |
2,18 |
2,14 |
109,51 |
2,16 |
WZ0121 |
PL0000106068 |
99,41 |
99,53 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,85 |
2,37 |
2,32 |
98,76 |
2,35 |
PS0721 |
PL0000109153 |
97,38 |
97,52 |
2,45 |
2,41 |
97,45 |
2,43 |
DS1021 |
PL0000106670 |
113,01 |
113,16 |
2,46 |
2,43 |
113,09 |
2,45 |
PS0422 |
PL0000109492 |
98,09 |
98,25 |
2,68 |
2,65 |
98,17 |
2,66 |
WS0922 |
PL0000102646 |
114,43 |
114,62 |
2,70 |
2,66 |
114,53 |
2,68 |
WZ1122 |
PL0000109377 |
98,06 |
98,22 |
--- |
--- |
98,14 |
--- |
IZ0823 |
PL0000105359 |
108,50 |
109,40 |
--- |
--- |
108,95 |
--- |
DS1023 |
PL0000107264 |
106,20 |
106,54 |
2,89 |
2,84 |
106,37 |
2,87 |
WZ0124 |
PL0000107454 |
97,07 |
97,26 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
100,56 |
100,85 |
3,17 |
3,13 |
100,71 |
3,15 |
WZ0126 |
PL0000108817 |
95,16 |
95,34 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,12 |
94,34 |
3,26 |
3,23 |
94,23 |
3,25 |
DS0727 |
PL0000109427 |
92,85 |
93,04 |
3,35 |
3,33 |
92,95 |
3,34 |
WS0429 |
PL0000105391 |
123,78 |
124,48 |
3,27 |
3,21 |
124,13 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
75 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
30 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,300 |
1,350 |
1,338 |
540 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
290 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
125 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
380 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
180 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
400 |
TOTAL |
2 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.