2017-08-10 |
MARKET DATA |
No 153 (3186) |
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 |
650,00 |
630,56 |
29 |
1 395,00 |
1 424,09 |
13 |
2 045,00 |
2 054,65 |
42 |
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 |
100,79 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,64 |
101,65 |
101,640 |
101,640 |
101,640 |
101,640 |
101,640 |
100 000 |
102,78 |
1 |
PS0718 |
PL0000107595 |
100,92 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,09 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,10 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,70 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,76 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,59 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,37 |
109,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,65 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,39 |
97,35 |
97,350 |
97,350 |
97,320 |
97,350 |
97,331 |
60 000 |
58,46 |
6 |
DS1021 |
PL0000106670 |
112,83 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,05 |
98,07 |
98,040 |
98,040 |
98,020 |
98,020 |
98,023 |
75 000 |
74,03 |
3 |
WS0922 |
PL0000102646 |
114,27 |
114,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,42 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,21 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,35 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,79 |
93,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,55 |
92,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,31 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,55 |
123,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,93 |
125,87 |
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 |
108,57 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,00 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,08 |
97,05 |
97,080 |
97,080 |
97,080 |
97,080 |
97,080 |
25 000 |
24,29 |
1 |
WZ0126 |
PL0000108817 |
95,15 |
95,04 |
95,150 |
95,150 |
94,940 |
94,940 |
95,030 |
390 000 |
371,00 |
18 |
TOTAL |
650 000 |
630,56 |
29 |
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 |
16 |
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 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,68 |
1,43 |
1,30 |
101,64 |
1,36 |
PS0718 |
PL0000107595 |
100,90 |
100,97 |
1,53 |
1,46 |
100,94 |
1,49 |
OK1018 |
PL0000109062 |
98,06 |
98,14 |
1,65 |
1,58 |
98,10 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,08 |
97,18 |
1,76 |
1,70 |
97,13 |
1,73 |
PS0719 |
PL0000108148 |
102,67 |
102,76 |
1,84 |
1,79 |
102,72 |
1,81 |
DS1019 |
PL0000105441 |
107,72 |
107,82 |
1,88 |
1,83 |
107,77 |
1,85 |
WZ0120 |
PL0000108601 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,70 |
2,05 |
2,00 |
98,63 |
2,02 |
DS1020 |
PL0000106126 |
109,33 |
109,49 |
2,19 |
2,14 |
109,41 |
2,17 |
WZ0121 |
PL0000106068 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,80 |
2,39 |
2,34 |
98,71 |
2,37 |
PS0721 |
PL0000109153 |
97,35 |
97,47 |
2,46 |
2,43 |
97,41 |
2,44 |
DS1021 |
PL0000106670 |
112,79 |
112,98 |
2,50 |
2,45 |
112,89 |
2,47 |
PS0422 |
PL0000109492 |
98,02 |
98,20 |
2,70 |
2,66 |
98,11 |
2,68 |
WS0922 |
PL0000102646 |
114,24 |
114,46 |
2,72 |
2,68 |
114,35 |
2,70 |
WZ1122 |
PL0000109377 |
97,95 |
98,18 |
--- |
--- |
98,07 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
109,34 |
--- |
--- |
108,82 |
--- |
DS1023 |
PL0000107264 |
106,07 |
106,38 |
2,91 |
2,86 |
106,23 |
2,88 |
WZ0124 |
PL0000107454 |
96,98 |
97,25 |
--- |
--- |
97,12 |
--- |
DS0725 |
PL0000108197 |
100,28 |
100,62 |
3,21 |
3,16 |
100,45 |
3,18 |
WZ0126 |
PL0000108817 |
95,03 |
95,27 |
--- |
--- |
95,15 |
--- |
DS0726 |
PL0000108866 |
93,74 |
94,14 |
3,32 |
3,26 |
93,94 |
3,29 |
DS0727 |
PL0000109427 |
92,47 |
92,81 |
3,40 |
3,36 |
92,64 |
3,38 |
WS0429 |
PL0000105391 |
123,34 |
124,30 |
3,31 |
3,22 |
123,82 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,66 |
1,43 |
1,33 |
101,63 |
1,37 |
PS0718 |
PL0000107595 |
100,90 |
100,96 |
1,53 |
1,47 |
100,93 |
1,50 |
OK1018 |
PL0000109062 |
98,07 |
98,14 |
1,64 |
1,58 |
98,11 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
97,08 |
97,16 |
1,76 |
1,71 |
97,12 |
1,74 |
PS0719 |
PL0000108148 |
102,65 |
102,75 |
1,85 |
1,80 |
102,70 |
1,82 |
DS1019 |
PL0000105441 |
107,70 |
107,81 |
1,89 |
1,84 |
107,76 |
1,86 |
WZ0120 |
PL0000108601 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,61 |
2,07 |
2,03 |
98,56 |
2,05 |
DS1020 |
PL0000106126 |
109,31 |
109,43 |
2,20 |
2,16 |
109,37 |
2,18 |
WZ0121 |
PL0000106068 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,75 |
2,40 |
2,35 |
98,67 |
2,38 |
PS0721 |
PL0000109153 |
97,28 |
97,40 |
2,48 |
2,45 |
97,34 |
2,46 |
DS1021 |
PL0000106670 |
112,77 |
112,96 |
2,50 |
2,46 |
112,87 |
2,48 |
PS0422 |
PL0000109492 |
97,99 |
98,11 |
2,71 |
2,68 |
98,05 |
2,69 |
WS0922 |
PL0000102646 |
114,20 |
114,45 |
2,73 |
2,68 |
114,33 |
2,71 |
WZ1122 |
PL0000109377 |
97,92 |
98,10 |
--- |
--- |
98,01 |
--- |
IZ0823 |
PL0000105359 |
108,26 |
109,30 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
105,96 |
106,21 |
2,93 |
2,89 |
106,09 |
2,91 |
WZ0124 |
PL0000107454 |
96,89 |
97,10 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
100,28 |
100,59 |
3,21 |
3,16 |
100,44 |
3,18 |
WZ0126 |
PL0000108817 |
94,83 |
95,11 |
--- |
--- |
94,97 |
--- |
DS0726 |
PL0000108866 |
93,72 |
94,03 |
3,32 |
3,28 |
93,88 |
3,30 |
DS0727 |
PL0000109427 |
92,41 |
92,64 |
3,41 |
3,38 |
92,53 |
3,40 |
WS0429 |
PL0000105391 |
123,22 |
124,03 |
3,32 |
3,24 |
123,63 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
170 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
95 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
120 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
75 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,360 |
1,400 |
1,399 |
310 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
270 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
95 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
50 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
20 |
TOTAL |
1 395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.