2017-08-16 |
MARKET DATA |
No 156 (3189) |
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 |
247,50 |
259,98 |
14 |
2 400,00 |
2 491,32 |
16 |
2 647,50 |
2 751,30 |
30 |
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 |
100,72 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,57 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,09 |
98,14 |
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 |
107,64 |
107,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,50 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,26 |
109,30 |
109,320 |
109,320 |
109,320 |
109,320 |
109,320 |
80 000 |
90,87 |
1 |
PS0421 |
PL0000108916 |
98,61 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,34 |
97,31 |
97,300 |
97,340 |
97,290 |
97,340 |
97,299 |
95 000 |
92,54 |
6 |
DS1021 |
PL0000106670 |
112,74 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,03 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,23 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,38 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,05 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,37 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,90 |
93,85 |
93,900 |
93,900 |
93,900 |
93,900 |
93,900 |
7 500 |
7,05 |
2 |
DS0727 |
PL0000109427 |
92,62 |
92,50 |
92,570 |
92,570 |
92,570 |
92,570 |
92,570 |
10 000 |
9,27 |
1 |
WS0428 |
PL0000107611 |
92,56 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,55 |
123,70 |
123,760 |
123,890 |
123,760 |
123,890 |
123,825 |
20 000 |
25,13 |
2 |
WS0437 |
PL0000104857 |
111,01 |
131,01 |
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 |
108,70 |
108,90 |
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 |
100,22 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
35 000 |
35,11 |
2 |
WZ0120 |
PL0000108601 |
99,94 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,96 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,93 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,88 |
94,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
247 500 |
259,98 |
14 |
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 |
12 |
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 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,55 |
101,63 |
1,45 |
1,33 |
101,59 |
1,39 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,54 |
1,47 |
100,92 |
1,50 |
OK1018 |
PL0000109062 |
98,06 |
98,16 |
1,67 |
1,58 |
98,11 |
1,62 |
WZ0119 |
PL0000107603 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
97,07 |
97,18 |
1,78 |
1,71 |
97,13 |
1,74 |
PS0719 |
PL0000108148 |
102,59 |
102,71 |
1,87 |
1,81 |
102,65 |
1,84 |
DS1019 |
PL0000105441 |
107,59 |
107,71 |
1,92 |
1,86 |
107,65 |
1,89 |
WZ0120 |
PL0000108601 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,46 |
98,58 |
2,09 |
2,05 |
98,52 |
2,07 |
DS1020 |
PL0000106126 |
109,18 |
109,36 |
2,23 |
2,17 |
109,27 |
2,20 |
WZ0121 |
PL0000106068 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,70 |
2,42 |
2,37 |
98,61 |
2,40 |
PS0721 |
PL0000109153 |
97,22 |
97,36 |
2,50 |
2,46 |
97,29 |
2,48 |
DS1021 |
PL0000106670 |
112,61 |
112,84 |
2,53 |
2,48 |
112,73 |
2,50 |
PS0422 |
PL0000109492 |
97,94 |
98,10 |
2,72 |
2,68 |
98,02 |
2,70 |
WS0922 |
PL0000102646 |
114,05 |
114,32 |
2,76 |
2,70 |
114,19 |
2,73 |
WZ1122 |
PL0000109377 |
97,78 |
98,05 |
--- |
--- |
97,92 |
--- |
IZ0823 |
PL0000105359 |
108,07 |
109,23 |
--- |
--- |
108,65 |
--- |
DS1023 |
PL0000107264 |
105,89 |
106,22 |
2,94 |
2,88 |
106,06 |
2,91 |
WZ0124 |
PL0000107454 |
96,72 |
97,02 |
--- |
--- |
96,87 |
--- |
DS0725 |
PL0000108197 |
100,09 |
100,49 |
3,23 |
3,18 |
100,29 |
3,21 |
WZ0126 |
PL0000108817 |
94,59 |
94,94 |
--- |
--- |
94,77 |
--- |
DS0726 |
PL0000108866 |
93,57 |
93,95 |
3,34 |
3,29 |
93,76 |
3,32 |
DS0727 |
PL0000109427 |
92,31 |
92,57 |
3,42 |
3,39 |
92,44 |
3,41 |
WS0429 |
PL0000105391 |
123,06 |
123,86 |
3,33 |
3,26 |
123,46 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,55 |
101,63 |
1,45 |
1,33 |
101,59 |
1,39 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,54 |
1,47 |
100,92 |
1,50 |
OK1018 |
PL0000109062 |
98,07 |
98,16 |
1,66 |
1,58 |
98,12 |
1,61 |
WZ0119 |
PL0000107603 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
97,06 |
97,16 |
1,79 |
1,72 |
97,11 |
1,76 |
PS0719 |
PL0000108148 |
102,60 |
102,71 |
1,87 |
1,81 |
102,66 |
1,84 |
DS1019 |
PL0000105441 |
107,60 |
107,71 |
1,91 |
1,86 |
107,66 |
1,89 |
WZ0120 |
PL0000108601 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0420 |
PL0000108510 |
98,47 |
98,57 |
2,09 |
2,05 |
98,52 |
2,07 |
DS1020 |
PL0000106126 |
109,21 |
109,34 |
2,22 |
2,18 |
109,28 |
2,20 |
WZ0121 |
PL0000106068 |
99,31 |
99,52 |
--- |
--- |
99,42 |
--- |
PS0421 |
PL0000108916 |
98,57 |
98,73 |
2,41 |
2,36 |
98,65 |
2,38 |
PS0721 |
PL0000109153 |
97,28 |
97,38 |
2,48 |
2,45 |
97,33 |
2,47 |
DS1021 |
PL0000106670 |
112,69 |
112,87 |
2,51 |
2,47 |
112,78 |
2,49 |
PS0422 |
PL0000109492 |
97,99 |
98,14 |
2,71 |
2,67 |
98,07 |
2,69 |
WS0922 |
PL0000102646 |
114,17 |
114,38 |
2,73 |
2,69 |
114,28 |
2,71 |
WZ1122 |
PL0000109377 |
97,89 |
98,09 |
--- |
--- |
97,99 |
--- |
IZ0823 |
PL0000105359 |
108,25 |
109,27 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
105,99 |
106,22 |
2,92 |
2,88 |
106,11 |
2,90 |
WZ0124 |
PL0000107454 |
96,86 |
97,11 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,51 |
3,21 |
3,17 |
100,40 |
3,19 |
WZ0126 |
PL0000108817 |
94,78 |
95,02 |
--- |
--- |
94,90 |
--- |
DS0726 |
PL0000108866 |
93,81 |
93,97 |
3,31 |
3,29 |
93,89 |
3,30 |
DS0727 |
PL0000109427 |
92,52 |
92,75 |
3,40 |
3,37 |
92,64 |
3,38 |
WS0429 |
PL0000105391 |
123,31 |
124,06 |
3,31 |
3,24 |
123,69 |
3,27 |
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 |
1,400 |
1,400 |
1,400 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
160 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
240 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,310 |
1,320 |
1,315 |
365 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
85 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
150 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,350 |
1,400 |
1,395 |
440 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
225 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
70 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
55 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
360 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
60 |
TOTAL |
2 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.