2017-08-21 |
MARKET DATA |
No 159 (3192) |
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 |
965,00 |
940,26 |
28 |
155,00 |
158,99 |
2 |
1 120,00 |
1 099,25 |
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 |
100,66 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,55 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,22 |
98,22 |
98,230 |
98,230 |
98,230 |
98,230 |
98,230 |
400 000 |
392,92 |
2 |
OK0419 |
PL0000109633 |
97,20 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,77 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,77 |
107,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,73 |
98,72 |
98,710 |
98,750 |
98,710 |
98,750 |
98,734 |
45 000 |
44,65 |
6 |
DS1020 |
PL0000106126 |
109,52 |
109,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,93 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,77 |
97,65 |
97,710 |
97,770 |
97,710 |
97,770 |
97,724 |
220 000 |
215,30 |
5 |
DS1021 |
PL0000106670 |
113,16 |
113,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,52 |
98,47 |
98,480 |
98,520 |
98,480 |
98,520 |
98,494 |
70 000 |
69,46 |
7 |
WS0922 |
PL0000102646 |
114,68 |
114,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,90 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,59 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,02 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,55 |
94,58 |
94,580 |
94,580 |
94,580 |
94,580 |
94,580 |
10 000 |
9,48 |
1 |
DS0727 |
PL0000109427 |
93,37 |
93,35 |
93,400 |
93,410 |
93,400 |
93,410 |
93,408 |
60 000 |
56,16 |
2 |
WS0428 |
PL0000107611 |
94,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,70 |
124,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,00 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,80 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,26 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,99 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,15 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,15 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,10 |
95,03 |
95,050 |
95,050 |
95,030 |
95,040 |
95,033 |
160 000 |
152,28 |
5 |
TOTAL |
965 000 |
940,26 |
28 |
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 |
7 |
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 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,54 |
101,62 |
1,42 |
1,30 |
101,58 |
1,36 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,49 |
1,42 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,16 |
98,25 |
1,60 |
1,52 |
98,21 |
1,55 |
WZ0119 |
PL0000107603 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
OK0419 |
PL0000109633 |
97,13 |
97,26 |
1,76 |
1,68 |
97,20 |
1,71 |
PS0719 |
PL0000108148 |
102,69 |
102,83 |
1,81 |
1,74 |
102,76 |
1,77 |
DS1019 |
PL0000105441 |
107,69 |
107,84 |
1,85 |
1,79 |
107,77 |
1,82 |
WZ0120 |
PL0000108601 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,60 |
98,75 |
2,04 |
1,98 |
98,68 |
2,01 |
DS1020 |
PL0000106126 |
109,34 |
109,50 |
2,17 |
2,12 |
109,42 |
2,14 |
WZ0121 |
PL0000106068 |
99,39 |
99,67 |
--- |
--- |
99,53 |
--- |
PS0421 |
PL0000108916 |
98,79 |
98,99 |
2,34 |
2,29 |
98,89 |
2,32 |
PS0721 |
PL0000109153 |
97,51 |
97,69 |
2,42 |
2,37 |
97,60 |
2,40 |
DS1021 |
PL0000106670 |
112,93 |
113,20 |
2,45 |
2,38 |
113,07 |
2,42 |
PS0422 |
PL0000109492 |
98,28 |
98,50 |
2,64 |
2,59 |
98,39 |
2,62 |
WS0922 |
PL0000102646 |
114,47 |
114,74 |
2,67 |
2,61 |
114,61 |
2,64 |
WZ1122 |
PL0000109377 |
98,05 |
98,32 |
--- |
--- |
98,19 |
--- |
IZ0823 |
PL0000105359 |
108,37 |
109,58 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,73 |
2,85 |
2,80 |
106,57 |
2,82 |
WZ0124 |
PL0000107454 |
97,07 |
97,42 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
100,74 |
101,15 |
3,14 |
3,08 |
100,95 |
3,11 |
WZ0126 |
PL0000108817 |
94,93 |
95,35 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,68 |
3,25 |
3,19 |
94,46 |
3,22 |
DS0727 |
PL0000109427 |
93,02 |
93,45 |
3,34 |
3,28 |
93,24 |
3,31 |
WS0429 |
PL0000105391 |
123,72 |
125,42 |
3,27 |
3,11 |
124,57 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,54 |
101,61 |
1,42 |
1,31 |
101,58 |
1,36 |
PS0718 |
PL0000107595 |
100,92 |
100,96 |
1,48 |
1,44 |
100,94 |
1,46 |
OK1018 |
PL0000109062 |
98,20 |
98,26 |
1,56 |
1,51 |
98,23 |
1,53 |
WZ0119 |
PL0000107603 |
100,23 |
100,30 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,15 |
97,26 |
1,75 |
1,68 |
97,21 |
1,71 |
PS0719 |
PL0000108148 |
102,75 |
102,85 |
1,78 |
1,73 |
102,80 |
1,75 |
DS1019 |
PL0000105441 |
107,74 |
107,83 |
1,83 |
1,79 |
107,79 |
1,81 |
WZ0120 |
PL0000108601 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,69 |
98,78 |
2,01 |
1,97 |
98,74 |
1,99 |
DS1020 |
PL0000106126 |
109,49 |
109,60 |
2,12 |
2,09 |
109,55 |
2,10 |
WZ0121 |
PL0000106068 |
99,47 |
99,68 |
--- |
--- |
99,58 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,08 |
2,31 |
2,26 |
98,99 |
2,29 |
PS0721 |
PL0000109153 |
97,69 |
97,80 |
2,37 |
2,34 |
97,75 |
2,36 |
DS1021 |
PL0000106670 |
113,11 |
113,30 |
2,41 |
2,36 |
113,21 |
2,38 |
PS0422 |
PL0000109492 |
98,43 |
98,56 |
2,61 |
2,58 |
98,50 |
2,59 |
WS0922 |
PL0000102646 |
114,66 |
114,89 |
2,63 |
2,58 |
114,78 |
2,61 |
WZ1122 |
PL0000109377 |
98,09 |
98,27 |
--- |
--- |
98,18 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,59 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,88 |
2,82 |
2,77 |
106,72 |
2,80 |
WZ0124 |
PL0000107454 |
97,02 |
97,26 |
--- |
--- |
97,14 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,14 |
3,11 |
3,08 |
101,04 |
3,10 |
WZ0126 |
PL0000108817 |
94,97 |
95,18 |
--- |
--- |
95,08 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,65 |
3,22 |
3,20 |
94,57 |
3,21 |
DS0727 |
PL0000109427 |
93,28 |
93,44 |
3,30 |
3,28 |
93,36 |
3,29 |
WS0429 |
PL0000105391 |
124,35 |
125,13 |
3,21 |
3,14 |
124,74 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
105 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.