2017-08-11 |
MARKET DATA |
No 154 (3187) |
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 |
662,50 |
656,18 |
34 |
285,00 |
320,13 |
3 |
947,50 |
976,31 |
37 |
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 |
100,77 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,61 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,09 |
98,10 |
98,090 |
98,090 |
98,080 |
98,080 |
98,081 |
250 000 |
245,20 |
5 |
OK0419 |
PL0000109633 |
97,08 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,66 |
102,67 |
102,640 |
102,640 |
102,640 |
102,640 |
102,640 |
10 000 |
10,28 |
1 |
DS1019 |
PL0000105441 |
107,72 |
107,69 |
107,720 |
107,720 |
107,710 |
107,710 |
107,713 |
40 000 |
44,86 |
2 |
PS0420 |
PL0000108510 |
98,51 |
98,50 |
98,510 |
98,510 |
98,470 |
98,470 |
98,490 |
20 000 |
19,79 |
2 |
DS1020 |
PL0000106126 |
109,28 |
109,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,60 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,31 |
97,23 |
97,290 |
97,290 |
97,230 |
97,230 |
97,260 |
55 000 |
53,55 |
6 |
DS1021 |
PL0000106670 |
112,71 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,00 |
97,95 |
97,970 |
97,970 |
97,910 |
97,970 |
97,948 |
40 000 |
39,46 |
5 |
WS0922 |
PL0000102646 |
114,19 |
114,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,44 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,95 |
106,00 |
106,000 |
106,000 |
106,000 |
106,000 |
106,000 |
22 500 |
24,58 |
1 |
DS0725 |
PL0000108197 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,63 |
93,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,40 |
92,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,22 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,43 |
123,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,77 |
125,77 |
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 |
108,50 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,22 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
10 000 |
10,03 |
1 |
WZ0119 |
PL0000107603 |
100,20 |
100,23 |
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 |
99,38 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,89 |
97,85 |
97,880 |
97,880 |
97,850 |
97,850 |
97,858 |
100 000 |
98,27 |
2 |
WZ0124 |
PL0000107454 |
96,95 |
96,90 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
45 000 |
43,68 |
4 |
WZ0126 |
PL0000108817 |
94,88 |
94,83 |
94,880 |
94,880 |
94,800 |
94,800 |
94,864 |
70 000 |
66,48 |
5 |
TOTAL |
662 500 |
656,18 |
34 |
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 |
14 |
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 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,59 |
101,66 |
1,41 |
1,31 |
101,63 |
1,35 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,54 |
1,47 |
100,92 |
1,50 |
OK1018 |
PL0000109062 |
98,06 |
98,15 |
1,66 |
1,58 |
98,11 |
1,61 |
WZ0119 |
PL0000107603 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,16 |
1,77 |
1,72 |
97,12 |
1,74 |
PS0719 |
PL0000108148 |
102,64 |
102,75 |
1,85 |
1,79 |
102,70 |
1,82 |
DS1019 |
PL0000105441 |
107,69 |
107,79 |
1,88 |
1,84 |
107,74 |
1,86 |
WZ0120 |
PL0000108601 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,49 |
98,62 |
2,08 |
2,03 |
98,56 |
2,05 |
DS1020 |
PL0000106126 |
109,25 |
109,42 |
2,21 |
2,16 |
109,34 |
2,18 |
WZ0121 |
PL0000106068 |
99,32 |
99,52 |
--- |
--- |
99,42 |
--- |
PS0421 |
PL0000108916 |
98,56 |
98,74 |
2,41 |
2,36 |
98,65 |
2,38 |
PS0721 |
PL0000109153 |
97,25 |
97,40 |
2,49 |
2,45 |
97,33 |
2,47 |
DS1021 |
PL0000106670 |
112,64 |
112,91 |
2,53 |
2,47 |
112,78 |
2,50 |
PS0422 |
PL0000109492 |
97,95 |
98,11 |
2,72 |
2,68 |
98,03 |
2,70 |
WS0922 |
PL0000102646 |
114,11 |
114,39 |
2,75 |
2,69 |
114,25 |
2,72 |
WZ1122 |
PL0000109377 |
97,86 |
98,11 |
--- |
--- |
97,99 |
--- |
IZ0823 |
PL0000105359 |
108,17 |
109,33 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,20 |
2,95 |
2,89 |
106,03 |
2,92 |
WZ0124 |
PL0000107454 |
96,89 |
97,19 |
--- |
--- |
97,04 |
--- |
DS0725 |
PL0000108197 |
100,09 |
100,50 |
3,23 |
3,18 |
100,30 |
3,20 |
WZ0126 |
PL0000108817 |
94,78 |
95,11 |
--- |
--- |
94,95 |
--- |
DS0726 |
PL0000108866 |
93,56 |
93,98 |
3,34 |
3,29 |
93,77 |
3,31 |
DS0727 |
PL0000109427 |
92,31 |
92,64 |
3,42 |
3,38 |
92,48 |
3,40 |
WS0429 |
PL0000105391 |
123,19 |
123,93 |
3,32 |
3,25 |
123,56 |
3,29 |
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 |
101,59 |
101,64 |
1,41 |
1,34 |
101,62 |
1,37 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
1,54 |
1,47 |
100,92 |
1,50 |
OK1018 |
PL0000109062 |
98,07 |
98,13 |
1,65 |
1,60 |
98,10 |
1,62 |
WZ0119 |
PL0000107603 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
97,06 |
97,14 |
1,78 |
1,73 |
97,10 |
1,76 |
PS0719 |
PL0000108148 |
102,61 |
102,72 |
1,87 |
1,81 |
102,67 |
1,84 |
DS1019 |
PL0000105441 |
107,62 |
107,72 |
1,91 |
1,87 |
107,67 |
1,89 |
WZ0120 |
PL0000108601 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,56 |
2,10 |
2,05 |
98,51 |
2,07 |
DS1020 |
PL0000106126 |
109,18 |
109,32 |
2,23 |
2,19 |
109,25 |
2,21 |
WZ0121 |
PL0000106068 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,71 |
2,43 |
2,37 |
98,60 |
2,40 |
PS0721 |
PL0000109153 |
97,17 |
97,31 |
2,51 |
2,47 |
97,24 |
2,49 |
DS1021 |
PL0000106670 |
112,66 |
112,87 |
2,52 |
2,48 |
112,77 |
2,50 |
PS0422 |
PL0000109492 |
97,88 |
98,03 |
2,73 |
2,70 |
97,96 |
2,72 |
WS0922 |
PL0000102646 |
114,05 |
114,33 |
2,76 |
2,70 |
114,19 |
2,73 |
WZ1122 |
PL0000109377 |
97,81 |
98,07 |
--- |
--- |
97,94 |
--- |
IZ0823 |
PL0000105359 |
108,09 |
109,24 |
--- |
--- |
108,67 |
--- |
DS1023 |
PL0000107264 |
105,84 |
106,17 |
2,95 |
2,89 |
106,01 |
2,92 |
WZ0124 |
PL0000107454 |
96,81 |
97,00 |
--- |
--- |
96,91 |
--- |
DS0725 |
PL0000108197 |
100,01 |
100,41 |
3,25 |
3,19 |
100,21 |
3,22 |
WZ0126 |
PL0000108817 |
94,71 |
94,93 |
--- |
--- |
94,82 |
--- |
DS0726 |
PL0000108866 |
93,44 |
93,85 |
3,36 |
3,30 |
93,65 |
3,33 |
DS0727 |
PL0000109427 |
92,21 |
92,44 |
3,44 |
3,41 |
92,33 |
3,42 |
WS0429 |
PL0000105391 |
122,97 |
123,65 |
3,34 |
3,28 |
123,31 |
3,31 |
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 |
3/5 |
2 |
1,380 |
1,380 |
1,380 |
95 |
PS0721 |
PL0000109153 |
3/5 |
2 |
1,360 |
1,360 |
1,360 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,330 |
1,330 |
1,330 |
170 |
TOTAL |
285 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.