2017-08-28 |
MARKET DATA |
No 164 (3197) |
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 |
0,00 |
0,00 |
0 |
475,00 |
465,50 |
6 |
475,00 |
465,50 |
6 |
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 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,50 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,28 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,27 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,82 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,80 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,73 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,51 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,76 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,08 |
113,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,50 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,75 |
114,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,00 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,76 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,20 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,75 |
94,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,52 |
93,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,75 |
125,10 |
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 |
108,60 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
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 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,58 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,26 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,13 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,08 |
95,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,49 |
101,57 |
1,42 |
1,30 |
101,53 |
1,36 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,46 |
1,40 |
100,95 |
1,43 |
OK1018 |
PL0000109062 |
98,27 |
98,36 |
1,52 |
1,44 |
98,32 |
1,48 |
WZ0119 |
PL0000107603 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,26 |
97,35 |
1,70 |
1,64 |
97,31 |
1,66 |
PS0719 |
PL0000108148 |
102,81 |
102,93 |
1,73 |
1,67 |
102,87 |
1,70 |
DS1019 |
PL0000105441 |
107,78 |
107,85 |
1,78 |
1,75 |
107,82 |
1,76 |
WZ0120 |
PL0000108601 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0420 |
PL0000108510 |
98,71 |
98,82 |
2,00 |
1,96 |
98,77 |
1,98 |
DS1020 |
PL0000106126 |
109,49 |
109,63 |
2,10 |
2,06 |
109,56 |
2,08 |
WZ0121 |
PL0000106068 |
99,53 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,03 |
2,31 |
2,28 |
98,97 |
2,29 |
PS0721 |
PL0000109153 |
97,69 |
97,82 |
2,37 |
2,34 |
97,76 |
2,36 |
DS1021 |
PL0000106670 |
113,05 |
113,29 |
2,41 |
2,35 |
113,17 |
2,38 |
PS0422 |
PL0000109492 |
98,41 |
98,64 |
2,61 |
2,56 |
98,53 |
2,59 |
WS0922 |
PL0000102646 |
114,62 |
114,87 |
2,63 |
2,58 |
114,75 |
2,60 |
WZ1122 |
PL0000109377 |
98,19 |
98,42 |
--- |
--- |
98,31 |
--- |
IZ0823 |
PL0000105359 |
108,24 |
109,32 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
106,69 |
106,96 |
2,80 |
2,75 |
106,83 |
2,77 |
WZ0124 |
PL0000107454 |
97,08 |
97,44 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
101,03 |
101,38 |
3,10 |
3,05 |
101,21 |
3,07 |
WZ0126 |
PL0000108817 |
94,94 |
95,25 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,56 |
94,88 |
3,21 |
3,17 |
94,72 |
3,19 |
DS0727 |
PL0000109427 |
93,29 |
93,70 |
3,30 |
3,25 |
93,50 |
3,28 |
WS0429 |
PL0000105391 |
124,53 |
125,48 |
3,19 |
3,11 |
125,01 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,56 |
1,44 |
1,32 |
101,52 |
1,38 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,46 |
1,40 |
100,95 |
1,43 |
OK1018 |
PL0000109062 |
98,27 |
98,35 |
1,52 |
1,45 |
98,31 |
1,49 |
WZ0119 |
PL0000107603 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,26 |
97,33 |
1,70 |
1,65 |
97,30 |
1,67 |
PS0719 |
PL0000108148 |
102,81 |
102,92 |
1,73 |
1,68 |
102,87 |
1,70 |
DS1019 |
PL0000105441 |
107,79 |
107,85 |
1,78 |
1,75 |
107,82 |
1,76 |
WZ0120 |
PL0000108601 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,82 |
2,00 |
1,96 |
98,77 |
1,98 |
DS1020 |
PL0000106126 |
109,49 |
109,64 |
2,10 |
2,06 |
109,57 |
2,08 |
WZ0121 |
PL0000106068 |
99,53 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,04 |
2,31 |
2,27 |
98,97 |
2,29 |
PS0721 |
PL0000109153 |
97,72 |
97,80 |
2,37 |
2,34 |
97,76 |
2,36 |
DS1021 |
PL0000106670 |
113,06 |
113,30 |
2,40 |
2,35 |
113,18 |
2,38 |
PS0422 |
PL0000109492 |
98,46 |
98,61 |
2,60 |
2,57 |
98,54 |
2,58 |
WS0922 |
PL0000102646 |
114,71 |
114,88 |
2,61 |
2,58 |
114,80 |
2,59 |
WZ1122 |
PL0000109377 |
98,21 |
98,42 |
--- |
--- |
98,32 |
--- |
IZ0823 |
PL0000105359 |
108,27 |
109,30 |
--- |
--- |
108,79 |
--- |
DS1023 |
PL0000107264 |
106,72 |
106,97 |
2,79 |
2,75 |
106,85 |
2,77 |
WZ0124 |
PL0000107454 |
97,08 |
97,37 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,40 |
3,08 |
3,05 |
101,27 |
3,06 |
WZ0126 |
PL0000108817 |
95,02 |
95,19 |
--- |
--- |
95,11 |
--- |
DS0726 |
PL0000108866 |
94,69 |
94,85 |
3,19 |
3,17 |
94,77 |
3,18 |
DS0727 |
PL0000109427 |
93,44 |
93,62 |
3,28 |
3,26 |
93,53 |
3,27 |
WS0429 |
PL0000105391 |
124,54 |
125,31 |
3,19 |
3,12 |
124,93 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
35 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
170 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
15 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
60 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
60 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
135 |
TOTAL |
475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.