2017-08-07 |
MARKET DATA |
No 150 (3183) |
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 |
20,00 |
18,82 |
3 |
1 280,00 |
1 248,13 |
5 |
1 300,00 |
1 266,96 |
8 |
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 |
100,84 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,59 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,05 |
98,12 |
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 |
102,74 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,83 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,64 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,48 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,71 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,50 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,07 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,17 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,45 |
114,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,21 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,63 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,15 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,87 |
92,85 |
92,850 |
92,860 |
92,850 |
92,860 |
92,855 |
10 000 |
9,30 |
2 |
WS0428 |
PL0000107611 |
94,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,20 |
124,25 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,67 |
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 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,96 |
100,07 |
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 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,06 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,25 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
10 000 |
9,53 |
1 |
TOTAL |
20 000 |
18,82 |
3 |
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 |
21 |
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 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,58 |
101,67 |
1,48 |
1,36 |
101,63 |
1,41 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,54 |
1,47 |
100,94 |
1,50 |
OK1018 |
PL0000109062 |
98,03 |
98,13 |
1,66 |
1,57 |
98,08 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,14 |
1,75 |
1,71 |
97,11 |
1,73 |
PS0719 |
PL0000108148 |
102,70 |
102,80 |
1,83 |
1,78 |
102,75 |
1,81 |
DS1019 |
PL0000105441 |
107,80 |
107,88 |
1,86 |
1,83 |
107,84 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0420 |
PL0000108510 |
98,58 |
98,71 |
2,04 |
1,99 |
98,65 |
2,01 |
DS1020 |
PL0000106126 |
109,45 |
109,58 |
2,17 |
2,13 |
109,52 |
2,15 |
WZ0121 |
PL0000106068 |
99,39 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,88 |
2,37 |
2,32 |
98,79 |
2,34 |
PS0721 |
PL0000109153 |
97,42 |
97,57 |
2,44 |
2,40 |
97,50 |
2,42 |
DS1021 |
PL0000106670 |
112,97 |
113,13 |
2,46 |
2,43 |
113,05 |
2,45 |
PS0422 |
PL0000109492 |
98,12 |
98,30 |
2,68 |
2,64 |
98,21 |
2,66 |
WS0922 |
PL0000102646 |
114,42 |
114,67 |
2,70 |
2,65 |
114,55 |
2,67 |
WZ1122 |
PL0000109377 |
98,04 |
98,26 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,38 |
109,50 |
--- |
--- |
108,94 |
--- |
DS1023 |
PL0000107264 |
106,20 |
106,59 |
2,89 |
2,83 |
106,40 |
2,86 |
WZ0124 |
PL0000107454 |
97,03 |
97,36 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,83 |
3,17 |
3,13 |
100,68 |
3,15 |
WZ0126 |
PL0000108817 |
95,11 |
95,34 |
--- |
--- |
95,23 |
--- |
DS0726 |
PL0000108866 |
94,02 |
94,42 |
3,28 |
3,22 |
94,22 |
3,25 |
DS0727 |
PL0000109427 |
92,77 |
93,09 |
3,36 |
3,32 |
92,93 |
3,34 |
WS0429 |
PL0000105391 |
123,92 |
124,67 |
3,26 |
3,19 |
124,30 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,58 |
101,66 |
1,48 |
1,37 |
101,62 |
1,43 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,54 |
1,48 |
100,94 |
1,50 |
OK1018 |
PL0000109062 |
98,04 |
98,13 |
1,65 |
1,57 |
98,09 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,13 |
1,75 |
1,72 |
97,10 |
1,74 |
PS0719 |
PL0000108148 |
102,71 |
102,79 |
1,83 |
1,79 |
102,75 |
1,81 |
DS1019 |
PL0000105441 |
107,79 |
107,88 |
1,87 |
1,83 |
107,84 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,61 |
98,72 |
2,03 |
1,99 |
98,67 |
2,01 |
DS1020 |
PL0000106126 |
109,43 |
109,54 |
2,17 |
2,14 |
109,49 |
2,15 |
WZ0121 |
PL0000106068 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,88 |
2,37 |
2,32 |
98,79 |
2,34 |
PS0721 |
PL0000109153 |
97,46 |
97,55 |
2,43 |
2,40 |
97,51 |
2,42 |
DS1021 |
PL0000106670 |
113,02 |
113,14 |
2,45 |
2,43 |
113,08 |
2,44 |
PS0422 |
PL0000109492 |
98,13 |
98,29 |
2,68 |
2,64 |
98,21 |
2,66 |
WS0922 |
PL0000102646 |
114,42 |
114,62 |
2,70 |
2,66 |
114,52 |
2,68 |
WZ1122 |
PL0000109377 |
98,03 |
98,26 |
--- |
--- |
98,15 |
--- |
IZ0823 |
PL0000105359 |
108,46 |
109,46 |
--- |
--- |
108,96 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,49 |
2,89 |
2,84 |
106,34 |
2,87 |
WZ0124 |
PL0000107454 |
97,03 |
97,28 |
--- |
--- |
97,16 |
--- |
DS0725 |
PL0000108197 |
100,55 |
100,83 |
3,17 |
3,13 |
100,69 |
3,15 |
WZ0126 |
PL0000108817 |
95,06 |
95,31 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,38 |
3,27 |
3,23 |
94,23 |
3,25 |
DS0727 |
PL0000109427 |
92,78 |
92,99 |
3,36 |
3,34 |
92,89 |
3,35 |
WS0429 |
PL0000105391 |
123,80 |
124,49 |
3,27 |
3,20 |
124,15 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
60 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
220 |
TOTAL |
280 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.