2017-08-04 |
MARKET DATA |
No 149 (3182) |
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 |
530,00 |
529,63 |
20 |
3 170,00 |
3 198,60 |
20 |
3 700,00 |
3 728,23 |
40 |
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 |
100,86 |
100,87 |
100,870 |
100,870 |
100,870 |
100,870 |
100,870 |
10 000 |
10,50 |
1 |
PS0418 |
PL0000107314 |
101,60 |
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 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,09 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,77 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,86 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,67 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,51 |
109,39 |
109,510 |
109,510 |
109,510 |
109,510 |
109,510 |
100 000 |
113,64 |
1 |
PS0421 |
PL0000108916 |
98,78 |
98,78 |
98,770 |
98,770 |
98,770 |
98,770 |
98,770 |
10 000 |
9,93 |
1 |
PS0721 |
PL0000109153 |
97,56 |
97,49 |
97,560 |
97,560 |
97,480 |
97,480 |
97,535 |
100 000 |
97,60 |
5 |
DS1021 |
PL0000106670 |
113,09 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,27 |
98,22 |
98,170 |
98,190 |
98,170 |
98,190 |
98,175 |
100 000 |
98,82 |
2 |
WS0922 |
PL0000102646 |
114,60 |
114,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,49 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,80 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,33 |
94,28 |
94,090 |
94,090 |
94,090 |
94,090 |
94,090 |
50 000 |
47,09 |
1 |
DS0727 |
PL0000109427 |
93,10 |
92,80 |
93,100 |
93,100 |
92,800 |
92,890 |
92,861 |
150 000 |
139,44 |
8 |
WS0428 |
PL0000107611 |
94,00 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,38 |
124,25 |
124,380 |
124,380 |
124,380 |
124,380 |
124,380 |
10 000 |
12,60 |
1 |
WS0437 |
PL0000104857 |
116,97 |
126,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,25 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,85 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,97 |
100,05 |
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 |
97,10 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
530 000 |
529,63 |
20 |
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 |
22 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,67 |
1,48 |
1,37 |
101,63 |
1,42 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,55 |
1,49 |
100,93 |
1,52 |
OK1018 |
PL0000109062 |
98,04 |
98,13 |
1,64 |
1,57 |
98,09 |
1,60 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,14 |
1,75 |
1,71 |
97,11 |
1,73 |
PS0719 |
PL0000108148 |
102,73 |
102,81 |
1,82 |
1,78 |
102,77 |
1,80 |
DS1019 |
PL0000105441 |
107,83 |
107,92 |
1,85 |
1,81 |
107,88 |
1,83 |
WZ0120 |
PL0000108601 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,74 |
2,02 |
1,98 |
98,69 |
2,00 |
DS1020 |
PL0000106126 |
109,48 |
109,64 |
2,16 |
2,11 |
109,56 |
2,14 |
WZ0121 |
PL0000106068 |
99,39 |
99,58 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,94 |
2,35 |
2,30 |
98,85 |
2,32 |
PS0721 |
PL0000109153 |
97,48 |
97,63 |
2,42 |
2,38 |
97,56 |
2,40 |
DS1021 |
PL0000106670 |
113,05 |
113,20 |
2,45 |
2,41 |
113,13 |
2,43 |
PS0422 |
PL0000109492 |
98,22 |
98,41 |
2,65 |
2,61 |
98,32 |
2,63 |
WS0922 |
PL0000102646 |
114,56 |
114,82 |
2,67 |
2,62 |
114,69 |
2,64 |
WZ1122 |
PL0000109377 |
98,07 |
98,28 |
--- |
--- |
98,18 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,46 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
106,36 |
106,75 |
2,87 |
2,80 |
106,56 |
2,83 |
WZ0124 |
PL0000107454 |
97,04 |
97,33 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
100,67 |
100,99 |
3,15 |
3,11 |
100,83 |
3,13 |
WZ0126 |
PL0000108817 |
95,13 |
95,39 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
94,19 |
94,55 |
3,26 |
3,21 |
94,37 |
3,23 |
DS0727 |
PL0000109427 |
92,96 |
93,27 |
3,34 |
3,30 |
93,12 |
3,32 |
WS0429 |
PL0000105391 |
124,00 |
124,83 |
3,25 |
3,17 |
124,42 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,67 |
1,48 |
1,37 |
101,63 |
1,42 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,54 |
1,49 |
100,94 |
1,51 |
OK1018 |
PL0000109062 |
98,03 |
98,12 |
1,65 |
1,58 |
98,08 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,13 |
1,75 |
1,72 |
97,10 |
1,73 |
PS0719 |
PL0000108148 |
102,72 |
102,80 |
1,83 |
1,78 |
102,76 |
1,80 |
DS1019 |
PL0000105441 |
107,82 |
107,90 |
1,86 |
1,82 |
107,86 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,59 |
98,72 |
2,04 |
1,99 |
98,66 |
2,01 |
DS1020 |
PL0000106126 |
109,43 |
109,53 |
2,18 |
2,14 |
109,48 |
2,16 |
WZ0121 |
PL0000106068 |
99,42 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,86 |
2,38 |
2,32 |
98,77 |
2,35 |
PS0721 |
PL0000109153 |
97,42 |
97,53 |
2,44 |
2,41 |
97,48 |
2,42 |
DS1021 |
PL0000106670 |
112,99 |
113,12 |
2,46 |
2,43 |
113,06 |
2,45 |
PS0422 |
PL0000109492 |
98,12 |
98,28 |
2,68 |
2,64 |
98,20 |
2,66 |
WS0922 |
PL0000102646 |
114,39 |
114,61 |
2,70 |
2,66 |
114,50 |
2,68 |
WZ1122 |
PL0000109377 |
98,05 |
98,25 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,39 |
--- |
--- |
108,96 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,51 |
2,89 |
2,84 |
106,35 |
2,87 |
WZ0124 |
PL0000107454 |
97,06 |
97,26 |
--- |
--- |
97,16 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,78 |
3,17 |
3,14 |
100,65 |
3,15 |
WZ0126 |
PL0000108817 |
95,12 |
95,32 |
--- |
--- |
95,22 |
--- |
DS0726 |
PL0000108866 |
94,04 |
94,36 |
3,28 |
3,23 |
94,20 |
3,25 |
DS0727 |
PL0000109427 |
92,74 |
92,97 |
3,37 |
3,34 |
92,86 |
3,35 |
WS0429 |
PL0000105391 |
123,81 |
124,50 |
3,27 |
3,20 |
124,16 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
35 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,410 |
1,450 |
1,438 |
315 |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
120 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
130 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
400 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
400 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
200 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
35 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
25 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
50 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
130 |
OK1018 |
PL0000109062 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
20 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
10 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
310 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
410 |
PS0420 |
PL0000108510 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
90 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
390 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
60 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
40 |
TOTAL |
3 170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.