2017-08-24 |
MARKET DATA |
No 162 (3195) |
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 |
682,50 |
674,17 |
29 |
1 015,00 |
996,24 |
10 |
1 697,50 |
1 670,41 |
39 |
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 |
100,61 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,52 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,27 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,30 |
97,28 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
20 000 |
19,46 |
2 |
PS0719 |
PL0000108148 |
102,82 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,79 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,72 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,52 |
109,54 |
109,480 |
109,480 |
109,480 |
109,480 |
109,480 |
10 000 |
11,39 |
1 |
PS0421 |
PL0000108916 |
98,93 |
98,88 |
98,920 |
98,950 |
98,920 |
98,950 |
98,928 |
40 000 |
39,85 |
2 |
PS0721 |
PL0000109153 |
97,77 |
97,73 |
97,760 |
97,780 |
97,760 |
97,780 |
97,776 |
50 000 |
48,97 |
2 |
DS1021 |
PL0000106670 |
113,14 |
113,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,54 |
98,49 |
98,530 |
98,540 |
98,530 |
98,540 |
98,533 |
50 000 |
49,65 |
3 |
WS0922 |
PL0000102646 |
114,78 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,99 |
98,95 |
98,950 |
98,990 |
98,950 |
98,990 |
98,962 |
82 500 |
82,86 |
7 |
DS1023 |
PL0000107264 |
106,75 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,13 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,70 |
94,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,48 |
93,34 |
93,300 |
93,400 |
93,300 |
93,340 |
93,347 |
30 000 |
28,07 |
3 |
WS0428 |
PL0000107611 |
94,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,85 |
124,95 |
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 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,60 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,29 |
98,02 |
98,270 |
98,310 |
98,270 |
98,310 |
98,286 |
340 000 |
335,76 |
7 |
WZ0124 |
PL0000107454 |
97,26 |
97,20 |
97,140 |
97,140 |
97,140 |
97,140 |
97,140 |
50 000 |
48,65 |
1 |
WZ0126 |
PL0000108817 |
95,05 |
94,95 |
94,950 |
94,950 |
94,950 |
94,950 |
94,950 |
10 000 |
9,51 |
1 |
TOTAL |
682 500 |
674,17 |
29 |
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 |
2 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,50 |
101,58 |
1,43 |
1,31 |
101,54 |
1,37 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
1,48 |
1,41 |
100,94 |
1,45 |
OK1018 |
PL0000109062 |
98,22 |
98,31 |
1,56 |
1,48 |
98,27 |
1,52 |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,23 |
97,31 |
1,71 |
1,66 |
97,27 |
1,68 |
PS0719 |
PL0000108148 |
102,76 |
102,88 |
1,76 |
1,70 |
102,82 |
1,73 |
DS1019 |
PL0000105441 |
107,72 |
107,80 |
1,82 |
1,78 |
107,76 |
1,80 |
WZ0120 |
PL0000108601 |
99,93 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,78 |
2,02 |
1,97 |
98,72 |
2,00 |
DS1020 |
PL0000106126 |
109,45 |
109,60 |
2,12 |
2,07 |
109,53 |
2,10 |
WZ0121 |
PL0000106068 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,00 |
2,32 |
2,28 |
98,94 |
2,30 |
PS0721 |
PL0000109153 |
97,68 |
97,80 |
2,38 |
2,34 |
97,74 |
2,36 |
DS1021 |
PL0000106670 |
113,03 |
113,27 |
2,42 |
2,36 |
113,15 |
2,39 |
PS0422 |
PL0000109492 |
98,39 |
98,59 |
2,62 |
2,57 |
98,49 |
2,60 |
WS0922 |
PL0000102646 |
114,61 |
114,87 |
2,63 |
2,58 |
114,74 |
2,61 |
WZ1122 |
PL0000109377 |
98,06 |
98,31 |
--- |
--- |
98,19 |
--- |
IZ0823 |
PL0000105359 |
108,48 |
109,40 |
--- |
--- |
108,94 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,92 |
2,81 |
2,76 |
106,78 |
2,78 |
WZ0124 |
PL0000107454 |
96,96 |
97,29 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
100,92 |
101,22 |
3,11 |
3,07 |
101,07 |
3,09 |
WZ0126 |
PL0000108817 |
94,85 |
95,16 |
--- |
--- |
95,01 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,77 |
3,22 |
3,18 |
94,62 |
3,20 |
DS0727 |
PL0000109427 |
93,20 |
93,46 |
3,31 |
3,28 |
93,33 |
3,30 |
WS0429 |
PL0000105391 |
124,29 |
125,27 |
3,21 |
3,13 |
124,78 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,51 |
101,57 |
1,41 |
1,32 |
101,54 |
1,37 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,47 |
1,41 |
100,95 |
1,44 |
OK1018 |
PL0000109062 |
98,25 |
98,33 |
1,54 |
1,46 |
98,29 |
1,50 |
WZ0119 |
PL0000107603 |
100,24 |
100,31 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,24 |
97,32 |
1,70 |
1,65 |
97,28 |
1,68 |
PS0719 |
PL0000108148 |
102,80 |
102,91 |
1,74 |
1,69 |
102,86 |
1,71 |
DS1019 |
PL0000105441 |
107,77 |
107,85 |
1,80 |
1,76 |
107,81 |
1,78 |
WZ0120 |
PL0000108601 |
99,98 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,70 |
98,80 |
2,00 |
1,96 |
98,75 |
1,98 |
DS1020 |
PL0000106126 |
109,50 |
109,63 |
2,11 |
2,07 |
109,57 |
2,08 |
WZ0121 |
PL0000106068 |
99,54 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,04 |
2,31 |
2,27 |
98,97 |
2,29 |
PS0721 |
PL0000109153 |
97,74 |
97,83 |
2,36 |
2,34 |
97,79 |
2,35 |
DS1021 |
PL0000106670 |
113,09 |
113,33 |
2,40 |
2,34 |
113,21 |
2,37 |
PS0422 |
PL0000109492 |
98,50 |
98,62 |
2,59 |
2,57 |
98,56 |
2,58 |
WS0922 |
PL0000102646 |
114,75 |
114,93 |
2,60 |
2,57 |
114,84 |
2,59 |
WZ1122 |
PL0000109377 |
98,23 |
98,42 |
--- |
--- |
98,33 |
--- |
IZ0823 |
PL0000105359 |
108,44 |
109,32 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
106,72 |
106,91 |
2,79 |
2,76 |
106,82 |
2,78 |
WZ0124 |
PL0000107454 |
97,09 |
97,42 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,37 |
3,09 |
3,05 |
101,23 |
3,07 |
WZ0126 |
PL0000108817 |
94,99 |
95,25 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,66 |
94,86 |
3,20 |
3,17 |
94,76 |
3,18 |
DS0727 |
PL0000109427 |
93,43 |
93,67 |
3,29 |
3,26 |
93,55 |
3,27 |
WS0429 |
PL0000105391 |
124,63 |
125,45 |
3,18 |
3,11 |
125,04 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
165 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
20 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
190 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
120 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
160 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
240 |
TOTAL |
1 015 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.