2017-08-14 |
MARKET DATA |
No 155 (3188) |
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 |
165,00 |
186,73 |
10 |
1 750,00 |
1 763,29 |
13 |
1 915,00 |
1 950,02 |
23 |
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 |
100,74 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,58 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,09 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,08 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,63 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,63 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,48 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,57 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,29 |
97,30 |
97,270 |
97,270 |
97,270 |
97,270 |
97,270 |
10 000 |
9,74 |
1 |
DS1021 |
PL0000106670 |
112,76 |
112,75 |
112,760 |
112,760 |
112,680 |
112,680 |
112,725 |
135 000 |
158,47 |
7 |
PS0422 |
PL0000109492 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,15 |
114,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,33 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,00 |
106,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,30 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,85 |
93,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,60 |
92,42 |
92,420 |
92,430 |
92,420 |
92,430 |
92,425 |
20 000 |
18,52 |
2 |
WS0428 |
PL0000107611 |
92,31 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,31 |
123,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,56 |
130,56 |
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 |
108,60 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
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 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,85 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,85 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,80 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
186,73 |
10 |
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 |
13 |
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 |
101,57 |
101,64 |
1,43 |
1,33 |
101,61 |
1,37 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,53 |
1,45 |
100,93 |
1,49 |
OK1018 |
PL0000109062 |
98,05 |
98,15 |
1,67 |
1,58 |
98,10 |
1,63 |
WZ0119 |
PL0000107603 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
97,06 |
97,16 |
1,78 |
1,72 |
97,11 |
1,75 |
PS0719 |
PL0000108148 |
102,60 |
102,72 |
1,87 |
1,81 |
102,66 |
1,84 |
DS1019 |
PL0000105441 |
107,60 |
107,73 |
1,92 |
1,86 |
107,67 |
1,89 |
WZ0120 |
PL0000108601 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,42 |
98,57 |
2,11 |
2,05 |
98,50 |
2,08 |
DS1020 |
PL0000106126 |
109,16 |
109,37 |
2,24 |
2,17 |
109,27 |
2,20 |
WZ0121 |
PL0000106068 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,73 |
2,42 |
2,36 |
98,62 |
2,39 |
PS0721 |
PL0000109153 |
97,19 |
97,41 |
2,51 |
2,45 |
97,30 |
2,48 |
DS1021 |
PL0000106670 |
112,61 |
112,88 |
2,53 |
2,47 |
112,75 |
2,50 |
PS0422 |
PL0000109492 |
97,92 |
98,10 |
2,73 |
2,68 |
98,01 |
2,70 |
WS0922 |
PL0000102646 |
114,04 |
114,32 |
2,76 |
2,70 |
114,18 |
2,73 |
WZ1122 |
PL0000109377 |
97,77 |
98,06 |
--- |
--- |
97,92 |
--- |
IZ0823 |
PL0000105359 |
108,10 |
109,19 |
--- |
--- |
108,65 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,20 |
2,95 |
2,89 |
106,03 |
2,92 |
WZ0124 |
PL0000107454 |
96,73 |
96,98 |
--- |
--- |
96,86 |
--- |
DS0725 |
PL0000108197 |
100,01 |
100,42 |
3,25 |
3,19 |
100,22 |
3,22 |
WZ0126 |
PL0000108817 |
94,64 |
94,93 |
--- |
--- |
94,79 |
--- |
DS0726 |
PL0000108866 |
93,45 |
93,87 |
3,36 |
3,30 |
93,66 |
3,33 |
DS0727 |
PL0000109427 |
92,16 |
92,48 |
3,44 |
3,40 |
92,32 |
3,42 |
WS0429 |
PL0000105391 |
122,85 |
123,71 |
3,35 |
3,27 |
123,28 |
3,31 |
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 |
101,57 |
101,64 |
1,43 |
1,33 |
101,61 |
1,37 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
1,53 |
1,48 |
100,92 |
1,50 |
OK1018 |
PL0000109062 |
98,07 |
98,15 |
1,65 |
1,58 |
98,11 |
1,62 |
WZ0119 |
PL0000107603 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
97,06 |
97,16 |
1,78 |
1,72 |
97,11 |
1,75 |
PS0719 |
PL0000108148 |
102,61 |
102,74 |
1,86 |
1,80 |
102,68 |
1,83 |
DS1019 |
PL0000105441 |
107,61 |
107,74 |
1,91 |
1,86 |
107,68 |
1,88 |
WZ0120 |
PL0000108601 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,61 |
2,10 |
2,03 |
98,53 |
2,06 |
DS1020 |
PL0000106126 |
109,20 |
109,36 |
2,22 |
2,18 |
109,28 |
2,20 |
WZ0121 |
PL0000106068 |
99,29 |
99,52 |
--- |
--- |
99,41 |
--- |
PS0421 |
PL0000108916 |
98,55 |
98,77 |
2,41 |
2,35 |
98,66 |
2,38 |
PS0721 |
PL0000109153 |
97,25 |
97,40 |
2,49 |
2,45 |
97,33 |
2,47 |
DS1021 |
PL0000106670 |
112,67 |
112,91 |
2,52 |
2,46 |
112,79 |
2,49 |
PS0422 |
PL0000109492 |
97,97 |
98,14 |
2,71 |
2,67 |
98,06 |
2,69 |
WS0922 |
PL0000102646 |
114,13 |
114,41 |
2,74 |
2,69 |
114,27 |
2,71 |
WZ1122 |
PL0000109377 |
97,80 |
98,05 |
--- |
--- |
97,93 |
--- |
IZ0823 |
PL0000105359 |
108,23 |
109,20 |
--- |
--- |
108,72 |
--- |
DS1023 |
PL0000107264 |
105,97 |
106,25 |
2,93 |
2,88 |
106,11 |
2,90 |
WZ0124 |
PL0000107454 |
96,76 |
96,97 |
--- |
--- |
96,87 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,58 |
3,21 |
3,16 |
100,41 |
3,19 |
WZ0126 |
PL0000108817 |
94,67 |
94,90 |
--- |
--- |
94,79 |
--- |
DS0726 |
PL0000108866 |
93,75 |
94,05 |
3,32 |
3,28 |
93,90 |
3,30 |
DS0727 |
PL0000109427 |
92,48 |
92,72 |
3,40 |
3,37 |
92,60 |
3,39 |
WS0429 |
PL0000105391 |
123,10 |
123,88 |
3,33 |
3,26 |
123,49 |
3,29 |
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 |
2/3 |
1 |
1,330 |
1,330 |
1,330 |
95 |
DS1019 |
PL0000105441 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
80 |
DS1020 |
PL0000106126 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
170 |
DS1021 |
PL0000106670 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
100 |
DS0726 |
PL0000108866 |
0/2 |
2 |
1,330 |
1,330 |
1,330 |
60 |
PS0422 |
PL0000109492 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
55 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
20 |
WZ0124 |
PL0000107454 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
90 |
WZ0119 |
PL0000107603 |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
140 |
WZ0126 |
PL0000108817 |
0/2 |
2 |
1,350 |
1,350 |
1,350 |
100 |
OK0419 |
PL0000109633 |
2/9 |
7 |
1,380 |
1,380 |
1,380 |
240 |
TOTAL |
1 150 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
1,450 |
1,450 |
1,450 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.