2017-08-30 |
MARKET DATA |
No 166 (3199) |
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 |
870,00 |
869,81 |
21 |
60,00 |
58,88 |
3 |
930,00 |
928,69 |
24 |
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 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,50 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,99 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,32 |
98,30 |
98,310 |
98,310 |
98,300 |
98,300 |
98,302 |
250 000 |
245,76 |
4 |
OK0419 |
PL0000109633 |
97,34 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,91 |
102,88 |
102,900 |
102,900 |
102,890 |
102,890 |
102,893 |
375 000 |
387,12 |
5 |
DS1019 |
PL0000105441 |
107,86 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,80 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,60 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,00 |
98,94 |
98,940 |
98,940 |
98,940 |
98,940 |
98,940 |
10 000 |
9,96 |
1 |
PS0721 |
PL0000109153 |
97,81 |
97,74 |
97,750 |
97,750 |
97,730 |
97,730 |
97,733 |
80 000 |
78,33 |
4 |
DS1021 |
PL0000106670 |
113,19 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,57 |
98,50 |
98,520 |
98,520 |
98,520 |
98,520 |
98,520 |
35 000 |
34,76 |
4 |
WS0922 |
PL0000102646 |
114,80 |
114,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,06 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,79 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,26 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,71 |
94,65 |
94,650 |
94,650 |
94,580 |
94,580 |
94,644 |
120 000 |
113,89 |
3 |
DS0727 |
PL0000109427 |
93,52 |
93,35 |
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 |
125,02 |
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 |
108,70 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,22 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,23 |
97,33 |
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 |
870 000 |
869,81 |
21 |
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 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,60 |
1,42 |
1,24 |
101,54 |
1,33 |
PS0718 |
PL0000107595 |
100,98 |
101,04 |
1,39 |
1,32 |
101,01 |
1,36 |
OK1018 |
PL0000109062 |
98,30 |
98,39 |
1,50 |
1,42 |
98,35 |
1,46 |
WZ0119 |
PL0000107603 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
97,31 |
97,40 |
1,67 |
1,61 |
97,36 |
1,64 |
PS0719 |
PL0000108148 |
102,89 |
103,00 |
1,69 |
1,63 |
102,95 |
1,66 |
DS1019 |
PL0000105441 |
107,84 |
107,94 |
1,75 |
1,70 |
107,89 |
1,72 |
WZ0120 |
PL0000108601 |
99,97 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,76 |
98,87 |
1,98 |
1,94 |
98,82 |
1,96 |
DS1020 |
PL0000106126 |
109,55 |
109,68 |
2,08 |
2,04 |
109,62 |
2,06 |
WZ0121 |
PL0000106068 |
99,48 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0421 |
PL0000108916 |
98,96 |
99,11 |
2,30 |
2,25 |
99,04 |
2,27 |
PS0721 |
PL0000109153 |
97,76 |
97,88 |
2,36 |
2,32 |
97,82 |
2,34 |
DS1021 |
PL0000106670 |
113,11 |
113,35 |
2,39 |
2,33 |
113,23 |
2,36 |
PS0422 |
PL0000109492 |
98,52 |
98,69 |
2,59 |
2,55 |
98,61 |
2,57 |
WS0922 |
PL0000102646 |
114,72 |
114,95 |
2,61 |
2,56 |
114,84 |
2,58 |
WZ1122 |
PL0000109377 |
98,19 |
98,46 |
--- |
--- |
98,33 |
--- |
IZ0823 |
PL0000105359 |
108,44 |
109,29 |
--- |
--- |
108,87 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,02 |
2,79 |
2,74 |
106,89 |
2,76 |
WZ0124 |
PL0000107454 |
97,07 |
97,42 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,40 |
3,08 |
3,05 |
101,27 |
3,06 |
WZ0126 |
PL0000108817 |
94,94 |
95,22 |
--- |
--- |
95,08 |
--- |
DS0726 |
PL0000108866 |
94,61 |
94,92 |
3,20 |
3,16 |
94,77 |
3,18 |
DS0727 |
PL0000109427 |
93,36 |
93,68 |
3,29 |
3,26 |
93,52 |
3,28 |
WS0429 |
PL0000105391 |
124,67 |
125,54 |
3,18 |
3,10 |
125,11 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,48 |
101,57 |
1,42 |
1,29 |
101,53 |
1,35 |
PS0718 |
PL0000107595 |
100,96 |
101,01 |
1,41 |
1,36 |
100,99 |
1,38 |
OK1018 |
PL0000109062 |
98,29 |
98,37 |
1,51 |
1,44 |
98,33 |
1,48 |
WZ0119 |
PL0000107603 |
100,24 |
100,33 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
97,30 |
97,38 |
1,68 |
1,63 |
97,34 |
1,65 |
PS0719 |
PL0000108148 |
102,86 |
102,94 |
1,70 |
1,66 |
102,90 |
1,68 |
DS1019 |
PL0000105441 |
107,80 |
107,91 |
1,76 |
1,72 |
107,86 |
1,74 |
WZ0120 |
PL0000108601 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,84 |
2,00 |
1,95 |
98,78 |
1,97 |
DS1020 |
PL0000106126 |
109,47 |
109,60 |
2,11 |
2,06 |
109,54 |
2,08 |
WZ0121 |
PL0000106068 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
PS0421 |
PL0000108916 |
98,87 |
98,99 |
2,32 |
2,29 |
98,93 |
2,31 |
PS0721 |
PL0000109153 |
97,70 |
97,80 |
2,37 |
2,35 |
97,75 |
2,36 |
DS1021 |
PL0000106670 |
113,05 |
113,28 |
2,40 |
2,35 |
113,17 |
2,37 |
PS0422 |
PL0000109492 |
98,45 |
98,58 |
2,61 |
2,58 |
98,52 |
2,59 |
WS0922 |
PL0000102646 |
114,63 |
114,82 |
2,62 |
2,59 |
114,73 |
2,60 |
WZ1122 |
PL0000109377 |
98,20 |
98,46 |
--- |
--- |
98,33 |
--- |
IZ0823 |
PL0000105359 |
108,37 |
109,38 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,84 |
2,80 |
2,77 |
106,75 |
2,79 |
WZ0124 |
PL0000107454 |
97,17 |
97,39 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
101,02 |
101,21 |
3,10 |
3,07 |
101,12 |
3,09 |
WZ0126 |
PL0000108817 |
95,01 |
95,22 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,73 |
3,22 |
3,19 |
94,62 |
3,20 |
DS0727 |
PL0000109427 |
93,27 |
93,44 |
3,31 |
3,28 |
93,36 |
3,29 |
WS0429 |
PL0000105391 |
124,45 |
125,23 |
3,20 |
3,13 |
124,84 |
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) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
20 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
20 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.