2017-08-25 |
MARKET DATA |
No 163 (3196) |
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 |
342,50 |
356,26 |
22 |
1 455,00 |
1 466,92 |
11 |
1 797,50 |
1 823,18 |
33 |
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 |
101,51 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,94 |
100,95 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
25 000 |
25,30 |
1 |
OK1018 |
PL0000109062 |
98,29 |
98,30 |
98,290 |
98,290 |
98,290 |
98,290 |
98,290 |
30 000 |
29,49 |
1 |
OK0419 |
PL0000109633 |
97,27 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
20 000 |
19,46 |
1 |
PS0719 |
PL0000108148 |
102,83 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,80 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,73 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,52 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,74 |
97,73 |
97,740 |
97,740 |
97,740 |
97,740 |
97,740 |
10 000 |
9,79 |
1 |
DS1021 |
PL0000106670 |
113,11 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,54 |
98,45 |
98,470 |
98,470 |
98,470 |
98,470 |
98,470 |
10 000 |
9,92 |
1 |
WS0922 |
PL0000102646 |
114,74 |
114,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,95 |
98,91 |
99,000 |
99,040 |
99,000 |
99,040 |
99,018 |
62 500 |
62,81 |
3 |
DS1023 |
PL0000107264 |
106,78 |
106,75 |
106,750 |
106,870 |
106,750 |
106,860 |
106,835 |
155 000 |
170,83 |
10 |
DS0725 |
PL0000108197 |
101,20 |
101,09 |
101,200 |
101,200 |
101,200 |
101,200 |
101,200 |
5 000 |
5,08 |
1 |
DS0726 |
PL0000108866 |
94,58 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,50 |
93,41 |
93,550 |
93,550 |
93,500 |
93,500 |
93,533 |
15 000 |
14,07 |
2 |
WS0428 |
PL0000107611 |
94,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,73 |
125,00 |
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 |
108,75 |
109,08 |
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 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,58 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,28 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,17 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,04 |
95,04 |
95,040 |
95,040 |
95,040 |
95,040 |
95,040 |
10 000 |
9,52 |
1 |
TOTAL |
342 500 |
356,26 |
22 |
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 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,49 |
101,56 |
1,43 |
1,33 |
101,53 |
1,37 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
1,48 |
1,42 |
100,94 |
1,44 |
OK1018 |
PL0000109062 |
98,24 |
98,34 |
1,55 |
1,46 |
98,29 |
1,50 |
WZ0119 |
PL0000107603 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,24 |
97,33 |
1,71 |
1,65 |
97,29 |
1,67 |
PS0719 |
PL0000108148 |
102,79 |
102,90 |
1,75 |
1,69 |
102,85 |
1,71 |
DS1019 |
PL0000105441 |
107,75 |
107,83 |
1,80 |
1,76 |
107,79 |
1,78 |
WZ0120 |
PL0000108601 |
99,99 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,80 |
2,01 |
1,96 |
98,74 |
1,99 |
DS1020 |
PL0000106126 |
109,46 |
109,60 |
2,12 |
2,07 |
109,53 |
2,09 |
WZ0121 |
PL0000106068 |
99,51 |
99,71 |
--- |
--- |
99,61 |
--- |
PS0421 |
PL0000108916 |
98,86 |
99,01 |
2,33 |
2,28 |
98,94 |
2,30 |
PS0721 |
PL0000109153 |
97,69 |
97,83 |
2,37 |
2,34 |
97,76 |
2,36 |
DS1021 |
PL0000106670 |
113,03 |
113,26 |
2,41 |
2,36 |
113,15 |
2,39 |
PS0422 |
PL0000109492 |
98,40 |
98,60 |
2,62 |
2,57 |
98,50 |
2,59 |
WS0922 |
PL0000102646 |
114,63 |
114,85 |
2,63 |
2,58 |
114,74 |
2,61 |
WZ1122 |
PL0000109377 |
98,19 |
98,44 |
--- |
--- |
98,32 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
109,42 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
106,64 |
106,92 |
2,81 |
2,76 |
106,78 |
2,78 |
WZ0124 |
PL0000107454 |
97,09 |
97,42 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,29 |
3,11 |
3,06 |
101,12 |
3,09 |
WZ0126 |
PL0000108817 |
94,96 |
95,22 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,82 |
3,22 |
3,17 |
94,66 |
3,20 |
DS0727 |
PL0000109427 |
93,27 |
93,67 |
3,31 |
3,26 |
93,47 |
3,28 |
WS0429 |
PL0000105391 |
124,46 |
125,41 |
3,20 |
3,11 |
124,94 |
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 |
101,50 |
101,56 |
1,42 |
1,33 |
101,53 |
1,37 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
1,47 |
1,41 |
100,95 |
1,43 |
OK1018 |
PL0000109062 |
98,27 |
98,34 |
1,52 |
1,46 |
98,31 |
1,49 |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,25 |
97,33 |
1,70 |
1,65 |
97,29 |
1,67 |
PS0719 |
PL0000108148 |
102,81 |
102,91 |
1,74 |
1,68 |
102,86 |
1,71 |
DS1019 |
PL0000105441 |
107,78 |
107,87 |
1,79 |
1,75 |
107,83 |
1,76 |
WZ0120 |
PL0000108601 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0420 |
PL0000108510 |
98,70 |
98,81 |
2,00 |
1,96 |
98,76 |
1,98 |
DS1020 |
PL0000106126 |
109,48 |
109,61 |
2,11 |
2,07 |
109,55 |
2,09 |
WZ0121 |
PL0000106068 |
99,51 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,02 |
2,32 |
2,28 |
98,95 |
2,30 |
PS0721 |
PL0000109153 |
97,70 |
97,80 |
2,37 |
2,34 |
97,75 |
2,36 |
DS1021 |
PL0000106670 |
113,05 |
113,20 |
2,41 |
2,37 |
113,13 |
2,39 |
PS0422 |
PL0000109492 |
98,44 |
98,57 |
2,61 |
2,58 |
98,51 |
2,59 |
WS0922 |
PL0000102646 |
114,67 |
114,86 |
2,62 |
2,58 |
114,77 |
2,60 |
WZ1122 |
PL0000109377 |
98,21 |
98,43 |
--- |
--- |
98,32 |
--- |
IZ0823 |
PL0000105359 |
108,30 |
109,30 |
--- |
--- |
108,80 |
--- |
DS1023 |
PL0000107264 |
106,64 |
106,89 |
2,81 |
2,76 |
106,77 |
2,79 |
WZ0124 |
PL0000107454 |
97,08 |
97,40 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,30 |
3,09 |
3,06 |
101,20 |
3,07 |
WZ0126 |
PL0000108817 |
94,99 |
95,21 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,51 |
94,83 |
3,22 |
3,17 |
94,67 |
3,19 |
DS0727 |
PL0000109427 |
93,41 |
93,60 |
3,29 |
3,26 |
93,51 |
3,28 |
WS0429 |
PL0000105391 |
124,50 |
125,34 |
3,19 |
3,12 |
124,92 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
80 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
195 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,380 |
1,400 |
1,388 |
340 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
200 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
160 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
100 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
50 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
80 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
100 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
150 |
TOTAL |
1 455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.