2017-08-23 |
MARKET DATA |
No 161 (3194) |
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 |
475,00 |
464,76 |
16 |
595,00 |
599,48 |
10 |
1 070,00 |
1 064,24 |
26 |
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 |
100,64 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,54 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,94 |
100,940 |
100,940 |
100,940 |
100,940 |
100,940 |
75 000 |
75,86 |
1 |
OK1018 |
PL0000109062 |
98,23 |
98,25 |
98,250 |
98,260 |
98,250 |
98,260 |
98,255 |
200 000 |
196,51 |
3 |
OK0419 |
PL0000109633 |
97,25 |
97,24 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
100 000 |
97,25 |
1 |
PS0719 |
PL0000108148 |
102,81 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,77 |
107,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,68 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,47 |
109,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,88 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,73 |
97,63 |
97,720 |
97,720 |
97,720 |
97,720 |
97,720 |
5 000 |
4,89 |
1 |
DS1021 |
PL0000106670 |
113,13 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,48 |
98,43 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
20 000 |
19,85 |
1 |
WS0922 |
PL0000102646 |
114,73 |
114,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,87 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,61 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,95 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,44 |
94,41 |
94,320 |
94,320 |
94,320 |
94,320 |
94,320 |
10 000 |
9,45 |
1 |
DS0727 |
PL0000109427 |
93,26 |
93,12 |
93,190 |
93,300 |
93,190 |
93,300 |
93,269 |
55 000 |
51,41 |
7 |
WS0428 |
PL0000107611 |
94,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,57 |
124,64 |
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 |
108,76 |
109,20 |
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 |
100,30 |
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 |
99,55 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,08 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,01 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,00 |
95,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
465 000 |
455,24 |
15 |
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 |
5 |
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 |
101,52 |
101,60 |
1,43 |
1,31 |
101,56 |
1,37 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,48 |
1,41 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,19 |
98,29 |
1,58 |
1,49 |
98,24 |
1,53 |
WZ0119 |
PL0000107603 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,16 |
97,26 |
1,74 |
1,68 |
97,21 |
1,71 |
PS0719 |
PL0000108148 |
102,74 |
102,85 |
1,78 |
1,72 |
102,80 |
1,75 |
DS1019 |
PL0000105441 |
107,69 |
107,82 |
1,84 |
1,79 |
107,76 |
1,81 |
WZ0120 |
PL0000108601 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,75 |
2,03 |
1,98 |
98,69 |
2,01 |
DS1020 |
PL0000106126 |
109,39 |
109,54 |
2,15 |
2,10 |
109,47 |
2,12 |
WZ0121 |
PL0000106068 |
99,42 |
99,65 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,95 |
2,34 |
2,30 |
98,88 |
2,32 |
PS0721 |
PL0000109153 |
97,58 |
97,71 |
2,40 |
2,37 |
97,65 |
2,38 |
DS1021 |
PL0000106670 |
112,97 |
113,20 |
2,44 |
2,38 |
113,09 |
2,41 |
PS0422 |
PL0000109492 |
98,34 |
98,52 |
2,63 |
2,59 |
98,43 |
2,61 |
WS0922 |
PL0000102646 |
114,51 |
114,77 |
2,66 |
2,61 |
114,64 |
2,63 |
WZ1122 |
PL0000109377 |
98,04 |
98,29 |
--- |
--- |
98,17 |
--- |
IZ0823 |
PL0000105359 |
108,43 |
109,45 |
--- |
--- |
108,94 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,79 |
2,83 |
2,78 |
106,65 |
2,81 |
WZ0124 |
PL0000107454 |
96,97 |
97,29 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
100,75 |
101,06 |
3,14 |
3,09 |
100,91 |
3,12 |
WZ0126 |
PL0000108817 |
94,86 |
95,15 |
--- |
--- |
95,01 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,58 |
3,25 |
3,21 |
94,43 |
3,23 |
DS0727 |
PL0000109427 |
93,04 |
93,31 |
3,33 |
3,30 |
93,18 |
3,32 |
WS0429 |
PL0000105391 |
124,18 |
125,06 |
3,23 |
3,15 |
124,62 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,53 |
101,59 |
1,41 |
1,32 |
101,56 |
1,37 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,48 |
1,42 |
100,95 |
1,45 |
OK1018 |
PL0000109062 |
98,21 |
98,27 |
1,56 |
1,51 |
98,24 |
1,53 |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,22 |
97,29 |
1,71 |
1,66 |
97,26 |
1,68 |
PS0719 |
PL0000108148 |
102,76 |
102,87 |
1,77 |
1,71 |
102,82 |
1,74 |
DS1019 |
PL0000105441 |
107,74 |
107,82 |
1,82 |
1,79 |
107,78 |
1,80 |
WZ0120 |
PL0000108601 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,76 |
2,02 |
1,98 |
98,71 |
2,00 |
DS1020 |
PL0000106126 |
109,44 |
109,58 |
2,13 |
2,09 |
109,51 |
2,11 |
WZ0121 |
PL0000106068 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,85 |
98,96 |
2,33 |
2,30 |
98,91 |
2,31 |
PS0721 |
PL0000109153 |
97,65 |
97,76 |
2,38 |
2,35 |
97,71 |
2,37 |
DS1021 |
PL0000106670 |
113,09 |
113,22 |
2,41 |
2,38 |
113,16 |
2,39 |
PS0422 |
PL0000109492 |
98,41 |
98,56 |
2,61 |
2,58 |
98,49 |
2,59 |
WS0922 |
PL0000102646 |
114,67 |
114,85 |
2,62 |
2,59 |
114,76 |
2,61 |
WZ1122 |
PL0000109377 |
98,05 |
98,29 |
--- |
--- |
98,17 |
--- |
IZ0823 |
PL0000105359 |
108,38 |
109,44 |
--- |
--- |
108,91 |
--- |
DS1023 |
PL0000107264 |
106,58 |
106,82 |
2,82 |
2,78 |
106,70 |
2,80 |
WZ0124 |
PL0000107454 |
96,96 |
97,21 |
--- |
--- |
97,09 |
--- |
DS0725 |
PL0000108197 |
100,89 |
101,18 |
3,12 |
3,08 |
101,04 |
3,10 |
WZ0126 |
PL0000108817 |
94,87 |
95,15 |
--- |
--- |
95,01 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,63 |
3,23 |
3,20 |
94,51 |
3,22 |
DS0727 |
PL0000109427 |
93,20 |
93,36 |
3,31 |
3,29 |
93,28 |
3,30 |
WS0429 |
PL0000105391 |
124,26 |
125,07 |
3,22 |
3,14 |
124,67 |
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 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
55 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
190 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,380 |
1,400 |
1,396 |
50 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
70 |
WZ0121 |
PL0000106068 |
0/5 |
5 |
1,380 |
1,380 |
1,380 |
20 |
TOTAL |
595 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.