2017-08-22 |
MARKET DATA |
No 160 (3193) |
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 |
470,00 |
467,36 |
20 |
280,00 |
269,83 |
3 |
750,00 |
737,19 |
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 |
100,66 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,54 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,95 |
100,940 |
100,940 |
100,940 |
100,940 |
100,940 |
5 000 |
5,06 |
1 |
OK1018 |
PL0000109062 |
98,20 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,22 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,75 |
107,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,71 |
98,69 |
98,710 |
98,710 |
98,690 |
98,690 |
98,691 |
300 000 |
297,56 |
6 |
DS1020 |
PL0000106126 |
109,50 |
109,51 |
109,500 |
109,500 |
109,500 |
109,500 |
109,500 |
10 000 |
11,39 |
1 |
PS0421 |
PL0000108916 |
98,93 |
98,88 |
98,910 |
98,910 |
98,870 |
98,870 |
98,897 |
30 000 |
29,87 |
3 |
PS0721 |
PL0000109153 |
97,70 |
97,65 |
97,700 |
97,700 |
97,640 |
97,640 |
97,670 |
30 000 |
29,34 |
3 |
DS1021 |
PL0000106670 |
113,15 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,47 |
98,44 |
98,470 |
98,470 |
98,430 |
98,430 |
98,457 |
70 000 |
69,44 |
3 |
WS0922 |
PL0000102646 |
114,74 |
114,75 |
114,740 |
114,740 |
114,740 |
114,740 |
114,740 |
5 000 |
6,00 |
1 |
PS0123 |
PL0000110151 |
98,90 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,63 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,98 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,51 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,35 |
93,20 |
93,320 |
93,320 |
93,270 |
93,270 |
93,295 |
20 000 |
18,70 |
2 |
WS0428 |
PL0000107611 |
94,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,89 |
124,70 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,90 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,26 |
100,29 |
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 |
99,54 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,12 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,05 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,01 |
95,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
470 000 |
467,36 |
20 |
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 |
6 |
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 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,61 |
1,42 |
1,30 |
101,57 |
1,36 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,49 |
1,42 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,18 |
98,28 |
1,58 |
1,49 |
98,23 |
1,54 |
WZ0119 |
PL0000107603 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,16 |
97,28 |
1,74 |
1,67 |
97,22 |
1,70 |
PS0719 |
PL0000108148 |
102,74 |
102,86 |
1,78 |
1,72 |
102,80 |
1,75 |
DS1019 |
PL0000105441 |
107,72 |
107,85 |
1,83 |
1,78 |
107,79 |
1,80 |
WZ0120 |
PL0000108601 |
99,93 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,67 |
98,79 |
2,01 |
1,97 |
98,73 |
1,99 |
DS1020 |
PL0000106126 |
109,45 |
109,61 |
2,13 |
2,08 |
109,53 |
2,11 |
WZ0121 |
PL0000106068 |
99,39 |
99,62 |
--- |
--- |
99,51 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,08 |
2,32 |
2,26 |
98,98 |
2,29 |
PS0721 |
PL0000109153 |
97,66 |
97,81 |
2,38 |
2,34 |
97,74 |
2,36 |
DS1021 |
PL0000106670 |
113,10 |
113,29 |
2,41 |
2,36 |
113,20 |
2,38 |
PS0422 |
PL0000109492 |
98,42 |
98,58 |
2,61 |
2,57 |
98,50 |
2,59 |
WS0922 |
PL0000102646 |
114,67 |
114,91 |
2,63 |
2,58 |
114,79 |
2,60 |
WZ1122 |
PL0000109377 |
98,02 |
98,29 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,46 |
109,66 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
106,60 |
106,93 |
2,82 |
2,76 |
106,77 |
2,79 |
WZ0124 |
PL0000107454 |
96,97 |
97,29 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
100,92 |
101,24 |
3,11 |
3,07 |
101,08 |
3,09 |
WZ0126 |
PL0000108817 |
94,92 |
95,20 |
--- |
--- |
95,06 |
--- |
DS0726 |
PL0000108866 |
94,42 |
94,78 |
3,23 |
3,18 |
94,60 |
3,20 |
DS0727 |
PL0000109427 |
93,28 |
93,54 |
3,30 |
3,27 |
93,41 |
3,29 |
WS0429 |
PL0000105391 |
124,52 |
125,46 |
3,19 |
3,11 |
124,99 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,60 |
1,42 |
1,32 |
101,57 |
1,36 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,48 |
1,43 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,18 |
98,28 |
1,58 |
1,49 |
98,23 |
1,54 |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,15 |
97,26 |
1,75 |
1,68 |
97,21 |
1,71 |
PS0719 |
PL0000108148 |
102,73 |
102,84 |
1,79 |
1,73 |
102,79 |
1,76 |
DS1019 |
PL0000105441 |
107,70 |
107,81 |
1,84 |
1,79 |
107,76 |
1,82 |
WZ0120 |
PL0000108601 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,73 |
2,03 |
1,99 |
98,69 |
2,01 |
DS1020 |
PL0000106126 |
109,39 |
109,54 |
2,15 |
2,10 |
109,47 |
2,12 |
WZ0121 |
PL0000106068 |
99,47 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,94 |
2,34 |
2,30 |
98,88 |
2,32 |
PS0721 |
PL0000109153 |
97,60 |
97,70 |
2,40 |
2,37 |
97,65 |
2,38 |
DS1021 |
PL0000106670 |
112,99 |
113,19 |
2,43 |
2,39 |
113,09 |
2,41 |
PS0422 |
PL0000109492 |
98,36 |
98,49 |
2,62 |
2,59 |
98,43 |
2,61 |
WS0922 |
PL0000102646 |
114,57 |
114,78 |
2,65 |
2,60 |
114,68 |
2,62 |
WZ1122 |
PL0000109377 |
98,04 |
98,28 |
--- |
--- |
98,16 |
--- |
IZ0823 |
PL0000105359 |
108,48 |
109,63 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,75 |
2,83 |
2,79 |
106,63 |
2,81 |
WZ0124 |
PL0000107454 |
96,98 |
97,22 |
--- |
--- |
97,10 |
--- |
DS0725 |
PL0000108197 |
100,74 |
101,03 |
3,14 |
3,10 |
100,89 |
3,12 |
WZ0126 |
PL0000108817 |
94,90 |
95,15 |
--- |
--- |
95,03 |
--- |
DS0726 |
PL0000108866 |
94,32 |
94,56 |
3,24 |
3,21 |
94,44 |
3,23 |
DS0727 |
PL0000109427 |
93,09 |
93,26 |
3,33 |
3,31 |
93,18 |
3,32 |
WS0429 |
PL0000105391 |
124,13 |
124,93 |
3,23 |
3,16 |
124,53 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
45 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
185 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
50 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.