2017-08-29 |
MARKET DATA |
No 165 (3198) |
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 |
1 360,00 |
1 369,78 |
25 |
120,00 |
114,15 |
1 |
1 480,00 |
1 483,93 |
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 |
100,60 |
100,60 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
100 000 |
105,06 |
1 |
PS0418 |
PL0000107314 |
101,52 |
101,53 |
101,530 |
101,550 |
101,530 |
101,550 |
101,545 |
170 000 |
174,86 |
4 |
PS0718 |
PL0000107595 |
100,99 |
100,96 |
100,960 |
100,990 |
100,960 |
100,990 |
100,979 |
485 000 |
490,97 |
8 |
OK1018 |
PL0000109062 |
98,33 |
98,33 |
98,330 |
98,330 |
98,330 |
98,330 |
98,330 |
100 000 |
98,33 |
1 |
OK0419 |
PL0000109633 |
97,33 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,91 |
102,90 |
102,940 |
102,940 |
102,940 |
102,940 |
102,940 |
50 000 |
51,63 |
1 |
DS1019 |
PL0000105441 |
107,87 |
107,83 |
107,860 |
107,860 |
107,860 |
107,860 |
107,860 |
10 000 |
11,25 |
1 |
PS0420 |
PL0000108510 |
98,82 |
98,81 |
98,820 |
98,820 |
98,820 |
98,820 |
98,820 |
100 000 |
99,35 |
1 |
DS1020 |
PL0000106126 |
109,61 |
109,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,02 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,85 |
97,80 |
97,820 |
97,850 |
97,820 |
97,840 |
97,847 |
335 000 |
328,38 |
7 |
DS1021 |
PL0000106670 |
113,24 |
113,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,65 |
98,57 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
10 000 |
9,94 |
1 |
WS0922 |
PL0000102646 |
114,90 |
114,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,17 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,37 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,91 |
94,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,65 |
93,60 |
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 |
125,23 |
125,25 |
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 |
108,65 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,57 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,29 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,12 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,08 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 360 000 |
1 369,78 |
25 |
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 |
101,48 |
101,54 |
1,43 |
1,34 |
101,51 |
1,39 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,46 |
1,39 |
100,95 |
1,43 |
OK1018 |
PL0000109062 |
98,27 |
98,36 |
1,53 |
1,45 |
98,32 |
1,48 |
WZ0119 |
PL0000107603 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,26 |
97,37 |
1,70 |
1,63 |
97,32 |
1,66 |
PS0719 |
PL0000108148 |
102,80 |
102,92 |
1,74 |
1,67 |
102,86 |
1,71 |
DS1019 |
PL0000105441 |
107,77 |
107,87 |
1,78 |
1,74 |
107,82 |
1,76 |
WZ0120 |
PL0000108601 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,83 |
2,00 |
1,95 |
98,78 |
1,97 |
DS1020 |
PL0000106126 |
109,50 |
109,65 |
2,10 |
2,05 |
109,58 |
2,07 |
WZ0121 |
PL0000106068 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,07 |
2,31 |
2,27 |
99,00 |
2,29 |
PS0721 |
PL0000109153 |
97,74 |
97,87 |
2,36 |
2,33 |
97,81 |
2,34 |
DS1021 |
PL0000106670 |
113,10 |
113,34 |
2,39 |
2,34 |
113,22 |
2,36 |
PS0422 |
PL0000109492 |
98,49 |
98,68 |
2,60 |
2,55 |
98,59 |
2,57 |
WS0922 |
PL0000102646 |
114,72 |
114,95 |
2,61 |
2,56 |
114,84 |
2,58 |
WZ1122 |
PL0000109377 |
98,22 |
98,43 |
--- |
--- |
98,33 |
--- |
IZ0823 |
PL0000105359 |
108,21 |
109,30 |
--- |
--- |
108,76 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,05 |
2,78 |
2,74 |
106,93 |
2,76 |
WZ0124 |
PL0000107454 |
97,07 |
97,47 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
101,15 |
101,49 |
3,08 |
3,03 |
101,32 |
3,06 |
WZ0126 |
PL0000108817 |
94,97 |
95,22 |
--- |
--- |
95,10 |
--- |
DS0726 |
PL0000108866 |
94,67 |
94,99 |
3,20 |
3,15 |
94,83 |
3,17 |
DS0727 |
PL0000109427 |
93,49 |
93,74 |
3,28 |
3,25 |
93,62 |
3,26 |
WS0429 |
PL0000105391 |
124,70 |
125,61 |
3,18 |
3,09 |
125,16 |
3,13 |
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 |
101,58 |
1,39 |
1,28 |
101,55 |
1,33 |
PS0718 |
PL0000107595 |
100,97 |
101,03 |
1,40 |
1,34 |
101,00 |
1,37 |
OK1018 |
PL0000109062 |
98,31 |
98,40 |
1,49 |
1,41 |
98,36 |
1,45 |
WZ0119 |
PL0000107603 |
100,24 |
100,36 |
--- |
--- |
100,30 |
--- |
OK0419 |
PL0000109633 |
97,30 |
97,39 |
1,67 |
1,62 |
97,35 |
1,64 |
PS0719 |
PL0000108148 |
102,88 |
103,00 |
1,69 |
1,63 |
102,94 |
1,66 |
DS1019 |
PL0000105441 |
107,85 |
107,96 |
1,75 |
1,70 |
107,91 |
1,72 |
WZ0120 |
PL0000108601 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,79 |
98,88 |
1,97 |
1,93 |
98,84 |
1,95 |
DS1020 |
PL0000106126 |
109,58 |
109,69 |
2,07 |
2,04 |
109,64 |
2,05 |
WZ0121 |
PL0000106068 |
99,52 |
99,64 |
--- |
--- |
99,58 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,12 |
2,29 |
2,25 |
99,06 |
2,27 |
PS0721 |
PL0000109153 |
97,81 |
97,89 |
2,34 |
2,32 |
97,85 |
2,33 |
DS1021 |
PL0000106670 |
113,17 |
113,42 |
2,38 |
2,32 |
113,30 |
2,35 |
PS0422 |
PL0000109492 |
98,58 |
98,72 |
2,57 |
2,54 |
98,65 |
2,56 |
WS0922 |
PL0000102646 |
114,83 |
114,98 |
2,58 |
2,56 |
114,91 |
2,57 |
WZ1122 |
PL0000109377 |
98,24 |
98,43 |
--- |
--- |
98,34 |
--- |
IZ0823 |
PL0000105359 |
108,25 |
109,31 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,07 |
2,78 |
2,73 |
106,93 |
2,76 |
WZ0124 |
PL0000107454 |
97,07 |
97,39 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
101,25 |
101,46 |
3,07 |
3,04 |
101,36 |
3,05 |
WZ0126 |
PL0000108817 |
95,01 |
95,20 |
--- |
--- |
95,11 |
--- |
DS0726 |
PL0000108866 |
94,77 |
95,01 |
3,18 |
3,15 |
94,89 |
3,17 |
DS0727 |
PL0000109427 |
93,54 |
93,73 |
3,27 |
3,25 |
93,64 |
3,26 |
WS0429 |
PL0000105391 |
124,74 |
125,51 |
3,17 |
3,10 |
125,13 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,700 |
0,700 |
0,700 |
120 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.