2017-08-09 |
MARKET DATA |
No 152 (3185) |
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 |
1 027,50 |
991,31 |
40 |
1 560,00 |
1 622,18 |
15 |
2 587,50 |
2 613,49 |
55 |
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 |
100,81 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,61 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,10 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,13 |
97,13 |
97,130 |
97,150 |
97,130 |
97,140 |
97,148 |
480 000 |
466,31 |
10 |
PS0719 |
PL0000108148 |
102,76 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,83 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,69 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,48 |
109,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,77 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,50 |
97,47 |
97,550 |
97,550 |
97,460 |
97,460 |
97,517 |
45 000 |
43,92 |
3 |
DS1021 |
PL0000106670 |
113,01 |
113,02 |
112,950 |
112,950 |
112,950 |
112,950 |
112,950 |
10 000 |
11,75 |
1 |
PS0422 |
PL0000109492 |
98,23 |
98,16 |
98,180 |
98,180 |
98,150 |
98,150 |
98,170 |
15 000 |
14,83 |
2 |
WS0922 |
PL0000102646 |
114,53 |
114,56 |
114,480 |
114,480 |
114,480 |
114,480 |
114,480 |
10 000 |
11,96 |
1 |
PS0123 |
PL0000110151 |
98,58 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,31 |
106,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,87 |
100,68 |
100,500 |
100,500 |
100,460 |
100,460 |
100,471 |
75 000 |
75,47 |
4 |
DS0726 |
PL0000108866 |
94,08 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,97 |
92,75 |
92,900 |
92,900 |
92,750 |
92,840 |
92,777 |
312 500 |
290,29 |
13 |
WS0428 |
PL0000107611 |
94,00 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,16 |
124,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,73 |
126,42 |
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 |
108,62 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,96 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,11 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,16 |
97,17 |
97,150 |
97,160 |
97,150 |
97,160 |
97,157 |
30 000 |
29,17 |
2 |
WZ0126 |
PL0000108817 |
95,16 |
95,18 |
95,160 |
95,160 |
95,160 |
95,160 |
95,160 |
50 000 |
47,62 |
4 |
TOTAL |
1 027 500 |
991,31 |
40 |
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 |
19 |
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 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,60 |
101,68 |
1,44 |
1,33 |
101,64 |
1,38 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,53 |
1,47 |
100,94 |
1,50 |
OK1018 |
PL0000109062 |
98,06 |
98,14 |
1,64 |
1,57 |
98,10 |
1,60 |
WZ0119 |
PL0000107603 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,09 |
97,16 |
1,75 |
1,71 |
97,13 |
1,72 |
PS0719 |
PL0000108148 |
102,72 |
102,80 |
1,82 |
1,78 |
102,76 |
1,80 |
DS1019 |
PL0000105441 |
107,79 |
107,88 |
1,86 |
1,82 |
107,84 |
1,84 |
WZ0120 |
PL0000108601 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0420 |
PL0000108510 |
98,61 |
98,75 |
2,03 |
1,98 |
98,68 |
2,00 |
DS1020 |
PL0000106126 |
109,42 |
109,57 |
2,17 |
2,13 |
109,50 |
2,15 |
WZ0121 |
PL0000106068 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0421 |
PL0000108916 |
98,70 |
98,89 |
2,37 |
2,31 |
98,80 |
2,34 |
PS0721 |
PL0000109153 |
97,42 |
97,58 |
2,44 |
2,40 |
97,50 |
2,42 |
DS1021 |
PL0000106670 |
112,92 |
113,10 |
2,47 |
2,43 |
113,01 |
2,45 |
PS0422 |
PL0000109492 |
98,13 |
98,30 |
2,68 |
2,64 |
98,22 |
2,65 |
WS0922 |
PL0000102646 |
114,46 |
114,68 |
2,68 |
2,64 |
114,57 |
2,66 |
WZ1122 |
PL0000109377 |
98,02 |
98,21 |
--- |
--- |
98,12 |
--- |
IZ0823 |
PL0000105359 |
108,45 |
109,41 |
--- |
--- |
108,93 |
--- |
DS1023 |
PL0000107264 |
106,20 |
106,54 |
2,89 |
2,83 |
106,37 |
2,86 |
WZ0124 |
PL0000107454 |
97,08 |
97,26 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,83 |
3,18 |
3,13 |
100,67 |
3,15 |
WZ0126 |
PL0000108817 |
95,07 |
95,30 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,38 |
3,29 |
3,23 |
94,18 |
3,26 |
DS0727 |
PL0000109427 |
92,79 |
93,04 |
3,36 |
3,33 |
92,92 |
3,35 |
WS0429 |
PL0000105391 |
123,92 |
124,70 |
3,26 |
3,18 |
124,31 |
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 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,69 |
1,45 |
1,31 |
101,64 |
1,38 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,53 |
1,47 |
100,94 |
1,50 |
OK1018 |
PL0000109062 |
98,05 |
98,14 |
1,65 |
1,57 |
98,10 |
1,60 |
WZ0119 |
PL0000107603 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
97,09 |
97,16 |
1,75 |
1,71 |
97,13 |
1,72 |
PS0719 |
PL0000108148 |
102,70 |
102,78 |
1,83 |
1,79 |
102,74 |
1,81 |
DS1019 |
PL0000105441 |
107,77 |
107,86 |
1,87 |
1,83 |
107,82 |
1,85 |
WZ0120 |
PL0000108601 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,71 |
2,05 |
1,99 |
98,64 |
2,02 |
DS1020 |
PL0000106126 |
109,38 |
109,50 |
2,18 |
2,15 |
109,44 |
2,17 |
WZ0121 |
PL0000106068 |
99,40 |
99,51 |
--- |
--- |
99,46 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,83 |
2,39 |
2,33 |
98,73 |
2,36 |
PS0721 |
PL0000109153 |
97,37 |
97,50 |
2,45 |
2,42 |
97,44 |
2,44 |
DS1021 |
PL0000106670 |
112,87 |
113,04 |
2,48 |
2,44 |
112,96 |
2,46 |
PS0422 |
PL0000109492 |
98,08 |
98,22 |
2,69 |
2,65 |
98,15 |
2,67 |
WS0922 |
PL0000102646 |
114,38 |
114,58 |
2,70 |
2,66 |
114,48 |
2,68 |
WZ1122 |
PL0000109377 |
98,05 |
98,20 |
--- |
--- |
98,13 |
--- |
IZ0823 |
PL0000105359 |
108,43 |
109,41 |
--- |
--- |
108,92 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,38 |
2,91 |
2,86 |
106,23 |
2,89 |
WZ0124 |
PL0000107454 |
97,11 |
97,22 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
100,43 |
100,71 |
3,19 |
3,15 |
100,57 |
3,17 |
WZ0126 |
PL0000108817 |
95,08 |
95,23 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
93,92 |
94,24 |
3,29 |
3,25 |
94,08 |
3,27 |
DS0727 |
PL0000109427 |
92,62 |
92,82 |
3,38 |
3,36 |
92,72 |
3,37 |
WS0429 |
PL0000105391 |
123,53 |
124,36 |
3,29 |
3,22 |
123,95 |
3,25 |
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 |
1,350 |
1,350 |
1,350 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
260 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
75 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
230 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
95 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
100 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,340 |
1,380 |
1,372 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
260 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
95 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
90 |
TOTAL |
1 560 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.