2017-08-03 |
MARKET DATA |
No 148 (3181) |
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 |
275,00 |
271,78 |
15 |
2 225,00 |
2 207,39 |
12 |
2 500,00 |
2 479,17 |
27 |
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 |
100,87 |
100,90 |
100,860 |
100,860 |
100,860 |
100,860 |
100,860 |
5 000 |
5,25 |
1 |
PS0418 |
PL0000107314 |
101,63 |
101,65 |
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 |
98,05 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,09 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,85 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,68 |
98,50 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
9,91 |
1 |
DS1020 |
PL0000106126 |
109,50 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,82 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,56 |
97,47 |
97,450 |
97,560 |
97,450 |
97,560 |
97,528 |
65 000 |
63,43 |
5 |
DS1021 |
PL0000106670 |
113,15 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,30 |
98,20 |
98,200 |
98,260 |
98,200 |
98,260 |
98,248 |
120 000 |
118,67 |
4 |
WS0922 |
PL0000102646 |
114,63 |
114,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,46 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,79 |
100,75 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
60 000 |
60,55 |
2 |
DS0726 |
PL0000108866 |
94,35 |
94,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,15 |
92,97 |
93,070 |
93,070 |
93,070 |
93,070 |
93,070 |
15 000 |
13,97 |
2 |
WS0428 |
PL0000107611 |
94,00 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,21 |
124,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,57 |
126,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,00 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,85 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,48 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,10 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,10 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
275 000 |
271,78 |
15 |
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 |
23 |
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 |
101,69 |
1,46 |
1,35 |
101,65 |
1,41 |
PS0718 |
PL0000107595 |
100,91 |
100,95 |
1,54 |
1,50 |
100,93 |
1,52 |
OK1018 |
PL0000109062 |
98,02 |
98,11 |
1,66 |
1,58 |
98,07 |
1,62 |
WZ0119 |
PL0000107603 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,04 |
97,12 |
1,77 |
1,72 |
97,08 |
1,74 |
PS0719 |
PL0000108148 |
102,69 |
102,78 |
1,84 |
1,80 |
102,74 |
1,82 |
DS1019 |
PL0000105441 |
107,79 |
107,88 |
1,87 |
1,84 |
107,84 |
1,85 |
WZ0120 |
PL0000108601 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,59 |
98,71 |
2,04 |
1,99 |
98,65 |
2,01 |
DS1020 |
PL0000106126 |
109,41 |
109,55 |
2,18 |
2,14 |
109,48 |
2,16 |
WZ0121 |
PL0000106068 |
99,40 |
99,54 |
--- |
--- |
99,47 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,82 |
2,38 |
2,33 |
98,74 |
2,36 |
PS0721 |
PL0000109153 |
97,38 |
97,54 |
2,45 |
2,41 |
97,46 |
2,43 |
DS1021 |
PL0000106670 |
112,94 |
113,13 |
2,48 |
2,43 |
113,04 |
2,45 |
PS0422 |
PL0000109492 |
98,07 |
98,26 |
2,69 |
2,64 |
98,17 |
2,67 |
WS0922 |
PL0000102646 |
114,41 |
114,63 |
2,70 |
2,66 |
114,52 |
2,68 |
WZ1122 |
PL0000109377 |
98,04 |
98,24 |
--- |
--- |
98,14 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,43 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
106,17 |
106,57 |
2,90 |
2,83 |
106,37 |
2,86 |
WZ0124 |
PL0000107454 |
97,07 |
97,33 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,54 |
100,84 |
3,17 |
3,13 |
100,69 |
3,15 |
WZ0126 |
PL0000108817 |
95,13 |
95,35 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,02 |
94,38 |
3,28 |
3,23 |
94,20 |
3,25 |
DS0727 |
PL0000109427 |
92,76 |
93,02 |
3,37 |
3,33 |
92,89 |
3,35 |
WS0429 |
PL0000105391 |
123,83 |
124,60 |
3,26 |
3,20 |
124,22 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,61 |
101,67 |
1,46 |
1,38 |
101,64 |
1,42 |
PS0718 |
PL0000107595 |
100,91 |
100,95 |
1,54 |
1,50 |
100,93 |
1,52 |
OK1018 |
PL0000109062 |
98,03 |
98,12 |
1,65 |
1,57 |
98,08 |
1,61 |
WZ0119 |
PL0000107603 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,13 |
1,75 |
1,71 |
97,10 |
1,73 |
PS0719 |
PL0000108148 |
102,73 |
102,80 |
1,82 |
1,79 |
102,77 |
1,80 |
DS1019 |
PL0000105441 |
107,82 |
107,91 |
1,86 |
1,82 |
107,87 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,73 |
2,02 |
1,98 |
98,69 |
2,00 |
DS1020 |
PL0000106126 |
109,47 |
109,60 |
2,17 |
2,13 |
109,54 |
2,14 |
WZ0121 |
PL0000106068 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,73 |
98,91 |
2,36 |
2,31 |
98,82 |
2,33 |
PS0721 |
PL0000109153 |
97,48 |
97,59 |
2,42 |
2,39 |
97,54 |
2,41 |
DS1021 |
PL0000106670 |
113,09 |
113,25 |
2,44 |
2,40 |
113,17 |
2,42 |
PS0422 |
PL0000109492 |
98,22 |
98,39 |
2,65 |
2,61 |
98,31 |
2,63 |
WS0922 |
PL0000102646 |
114,54 |
114,76 |
2,67 |
2,63 |
114,65 |
2,65 |
WZ1122 |
PL0000109377 |
98,06 |
98,24 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,43 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,39 |
106,64 |
2,86 |
2,82 |
106,52 |
2,84 |
WZ0124 |
PL0000107454 |
97,07 |
97,27 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
100,70 |
100,89 |
3,15 |
3,12 |
100,80 |
3,13 |
WZ0126 |
PL0000108817 |
95,13 |
95,34 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,60 |
3,24 |
3,20 |
94,44 |
3,22 |
DS0727 |
PL0000109427 |
93,03 |
93,24 |
3,33 |
3,31 |
93,14 |
3,32 |
WS0429 |
PL0000105391 |
123,96 |
124,75 |
3,25 |
3,18 |
124,36 |
3,22 |
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 |
1,390 |
1,390 |
1,390 |
75 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
20 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
50 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
120 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
400 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
200 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
20 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,390 |
1,390 |
1,390 |
390 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,390 |
1,390 |
1,390 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
460 |
TOTAL |
2 225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.