2017-08-17 |
MARKET DATA |
No 157 (3190) |
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 |
105,00 |
109,89 |
10 |
2 995,00 |
3 068,67 |
18 |
3 100,00 |
3 178,56 |
28 |
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 |
100,70 |
100,72 |
100,720 |
100,720 |
100,720 |
100,720 |
100,720 |
20 000 |
21,01 |
1 |
PS0418 |
PL0000107314 |
101,56 |
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 |
98,11 |
98,15 |
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 |
102,63 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,62 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,54 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,28 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,75 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,48 |
97,38 |
97,470 |
97,480 |
97,470 |
97,480 |
97,478 |
30 000 |
29,28 |
3 |
DS1021 |
PL0000106670 |
112,85 |
112,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,22 |
98,16 |
98,210 |
98,220 |
98,210 |
98,220 |
98,212 |
30 000 |
29,68 |
4 |
WS0922 |
PL0000102646 |
114,40 |
114,37 |
114,430 |
114,440 |
114,430 |
114,440 |
114,438 |
25 000 |
29,92 |
2 |
PS0123 |
PL0000110151 |
98,55 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,25 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,65 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,15 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,92 |
92,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,80 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,09 |
124,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,44 |
131,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,00 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,70 |
109,00 |
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 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,41 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,02 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,00 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,00 |
95,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
109,89 |
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 |
9 |
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 |
101,54 |
101,62 |
1,44 |
1,32 |
101,58 |
1,38 |
PS0718 |
PL0000107595 |
100,87 |
100,95 |
1,54 |
1,46 |
100,91 |
1,50 |
OK1018 |
PL0000109062 |
98,08 |
98,19 |
1,66 |
1,56 |
98,14 |
1,61 |
WZ0119 |
PL0000107603 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
97,08 |
97,19 |
1,78 |
1,71 |
97,14 |
1,75 |
PS0719 |
PL0000108148 |
102,61 |
102,71 |
1,86 |
1,80 |
102,66 |
1,83 |
DS1019 |
PL0000105441 |
107,59 |
107,70 |
1,91 |
1,86 |
107,65 |
1,88 |
WZ0120 |
PL0000108601 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0420 |
PL0000108510 |
98,49 |
98,60 |
2,08 |
2,04 |
98,55 |
2,06 |
DS1020 |
PL0000106126 |
109,24 |
109,38 |
2,20 |
2,16 |
109,31 |
2,18 |
WZ0121 |
PL0000106068 |
99,33 |
99,54 |
--- |
--- |
99,44 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,77 |
2,40 |
2,35 |
98,69 |
2,37 |
PS0721 |
PL0000109153 |
97,31 |
97,43 |
2,48 |
2,44 |
97,37 |
2,46 |
DS1021 |
PL0000106670 |
112,73 |
112,91 |
2,50 |
2,46 |
112,82 |
2,48 |
PS0422 |
PL0000109492 |
98,04 |
98,22 |
2,70 |
2,66 |
98,13 |
2,68 |
WS0922 |
PL0000102646 |
114,21 |
114,43 |
2,72 |
2,68 |
114,32 |
2,70 |
WZ1122 |
PL0000109377 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
IZ0823 |
PL0000105359 |
108,26 |
109,25 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,35 |
2,91 |
2,86 |
106,22 |
2,88 |
WZ0124 |
PL0000107454 |
96,85 |
97,14 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
100,32 |
100,70 |
3,20 |
3,15 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
94,80 |
95,13 |
--- |
--- |
94,97 |
--- |
DS0726 |
PL0000108866 |
93,79 |
94,12 |
3,31 |
3,27 |
93,96 |
3,29 |
DS0727 |
PL0000109427 |
92,59 |
92,90 |
3,39 |
3,35 |
92,75 |
3,37 |
WS0429 |
PL0000105391 |
123,56 |
124,35 |
3,28 |
3,21 |
123,96 |
3,25 |
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 |
101,54 |
101,62 |
1,44 |
1,32 |
101,58 |
1,38 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,53 |
1,46 |
100,92 |
1,49 |
OK1018 |
PL0000109062 |
98,10 |
98,17 |
1,64 |
1,58 |
98,14 |
1,61 |
WZ0119 |
PL0000107603 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
97,09 |
97,16 |
1,78 |
1,73 |
97,13 |
1,75 |
PS0719 |
PL0000108148 |
102,61 |
102,71 |
1,86 |
1,80 |
102,66 |
1,83 |
DS1019 |
PL0000105441 |
107,61 |
107,71 |
1,90 |
1,85 |
107,66 |
1,87 |
WZ0120 |
PL0000108601 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0420 |
PL0000108510 |
98,51 |
98,59 |
2,07 |
2,04 |
98,55 |
2,06 |
DS1020 |
PL0000106126 |
109,25 |
109,35 |
2,20 |
2,17 |
109,30 |
2,18 |
WZ0121 |
PL0000106068 |
99,39 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,79 |
2,39 |
2,34 |
98,72 |
2,36 |
PS0721 |
PL0000109153 |
97,40 |
97,49 |
2,45 |
2,43 |
97,45 |
2,44 |
DS1021 |
PL0000106670 |
112,80 |
113,02 |
2,48 |
2,43 |
112,91 |
2,46 |
PS0422 |
PL0000109492 |
98,13 |
98,26 |
2,68 |
2,65 |
98,20 |
2,66 |
WS0922 |
PL0000102646 |
114,28 |
114,47 |
2,71 |
2,67 |
114,38 |
2,69 |
WZ1122 |
PL0000109377 |
97,99 |
98,15 |
--- |
--- |
98,07 |
--- |
IZ0823 |
PL0000105359 |
108,35 |
109,27 |
--- |
--- |
108,81 |
--- |
DS1023 |
PL0000107264 |
106,18 |
106,46 |
2,89 |
2,84 |
106,32 |
2,87 |
WZ0124 |
PL0000107454 |
96,94 |
97,21 |
--- |
--- |
97,08 |
--- |
DS0725 |
PL0000108197 |
100,55 |
100,81 |
3,17 |
3,13 |
100,68 |
3,15 |
WZ0126 |
PL0000108817 |
94,94 |
95,25 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,09 |
94,31 |
3,27 |
3,24 |
94,20 |
3,26 |
DS0727 |
PL0000109427 |
92,85 |
93,09 |
3,36 |
3,33 |
92,97 |
3,34 |
WS0429 |
PL0000105391 |
123,85 |
124,62 |
3,26 |
3,19 |
124,24 |
3,22 |
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 |
220 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
375 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,380 |
1,400 |
1,398 |
95 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
15 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
100 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
195 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
240 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
110 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
230 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
125 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
375 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
160 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
400 |
TOTAL |
2 995 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.