2017-08-31 |
MARKET DATA |
No 167 (3200) |
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 |
145,00 |
144,05 |
15 |
835,00 |
823,81 |
8 |
980,00 |
967,85 |
23 |
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 |
100,56 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,48 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,29 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,32 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,84 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,78 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,75 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,43 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,89 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,71 |
97,72 |
97,700 |
97,700 |
97,690 |
97,690 |
97,693 |
40 000 |
39,16 |
3 |
DS1021 |
PL0000106670 |
113,04 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,52 |
98,51 |
98,530 |
98,530 |
98,530 |
98,530 |
98,530 |
40 000 |
39,74 |
3 |
WS0922 |
PL0000102646 |
114,70 |
114,71 |
114,700 |
114,700 |
114,700 |
114,700 |
114,700 |
10 000 |
12,02 |
1 |
PS0123 |
PL0000110151 |
98,95 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,77 |
106,75 |
106,780 |
106,780 |
106,780 |
106,780 |
106,780 |
5 000 |
5,51 |
1 |
DS0725 |
PL0000108197 |
101,23 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,69 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,45 |
93,38 |
93,450 |
93,500 |
93,450 |
93,480 |
93,463 |
30 000 |
28,12 |
5 |
WS0428 |
PL0000107611 |
94,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,77 |
124,92 |
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 |
108,50 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,29 |
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 |
99,57 |
99,57 |
99,570 |
99,570 |
99,570 |
99,570 |
99,570 |
10 000 |
9,98 |
1 |
WZ1122 |
PL0000109377 |
98,23 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,16 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,05 |
95,09 |
95,090 |
95,090 |
95,090 |
95,090 |
95,090 |
10 000 |
9,53 |
1 |
TOTAL |
145 000 |
144,05 |
15 |
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 |
101,46 |
101,56 |
1,42 |
1,27 |
101,51 |
1,35 |
PS0718 |
PL0000107595 |
100,95 |
101,02 |
1,41 |
1,33 |
100,99 |
1,37 |
OK1018 |
PL0000109062 |
98,26 |
98,36 |
1,55 |
1,46 |
98,31 |
1,51 |
WZ0119 |
PL0000107603 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
97,28 |
97,36 |
1,70 |
1,65 |
97,32 |
1,67 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,74 |
1,69 |
102,83 |
1,71 |
DS1019 |
PL0000105441 |
107,72 |
107,81 |
1,79 |
1,75 |
107,77 |
1,76 |
WZ0120 |
PL0000108601 |
99,97 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,79 |
2,02 |
1,97 |
98,74 |
1,99 |
DS1020 |
PL0000106126 |
109,38 |
109,54 |
2,13 |
2,08 |
109,46 |
2,10 |
WZ0121 |
PL0000106068 |
99,48 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,98 |
2,34 |
2,29 |
98,89 |
2,32 |
PS0721 |
PL0000109153 |
97,64 |
97,78 |
2,39 |
2,35 |
97,71 |
2,37 |
DS1021 |
PL0000106670 |
112,98 |
113,22 |
2,41 |
2,36 |
113,10 |
2,39 |
PS0422 |
PL0000109492 |
98,40 |
98,57 |
2,62 |
2,58 |
98,49 |
2,60 |
WS0922 |
PL0000102646 |
114,50 |
114,74 |
2,64 |
2,60 |
114,62 |
2,62 |
WZ1122 |
PL0000109377 |
98,18 |
98,46 |
--- |
--- |
98,32 |
--- |
IZ0823 |
PL0000105359 |
108,03 |
109,36 |
--- |
--- |
108,70 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,79 |
2,82 |
2,78 |
106,68 |
2,80 |
WZ0124 |
PL0000107454 |
97,12 |
97,45 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
100,88 |
101,18 |
3,12 |
3,08 |
101,03 |
3,10 |
WZ0126 |
PL0000108817 |
94,96 |
95,22 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,67 |
3,24 |
3,20 |
94,51 |
3,22 |
DS0727 |
PL0000109427 |
93,22 |
93,50 |
3,31 |
3,28 |
93,36 |
3,30 |
WS0429 |
PL0000105391 |
124,31 |
125,14 |
3,21 |
3,13 |
124,73 |
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 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,56 |
1,41 |
1,27 |
101,52 |
1,33 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,41 |
1,32 |
100,99 |
1,37 |
OK1018 |
PL0000109062 |
98,26 |
98,35 |
1,55 |
1,47 |
98,31 |
1,51 |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,30 |
97,37 |
1,68 |
1,64 |
97,34 |
1,66 |
PS0719 |
PL0000108148 |
102,82 |
102,89 |
1,72 |
1,68 |
102,86 |
1,70 |
DS1019 |
PL0000105441 |
107,76 |
107,85 |
1,77 |
1,73 |
107,81 |
1,75 |
WZ0120 |
PL0000108601 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0420 |
PL0000108510 |
98,73 |
98,83 |
2,00 |
1,96 |
98,78 |
1,98 |
DS1020 |
PL0000106126 |
109,40 |
109,53 |
2,12 |
2,08 |
109,47 |
2,10 |
WZ0121 |
PL0000106068 |
99,50 |
99,63 |
--- |
--- |
99,57 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,03 |
2,32 |
2,28 |
98,95 |
2,30 |
PS0721 |
PL0000109153 |
97,68 |
97,77 |
2,38 |
2,35 |
97,73 |
2,37 |
DS1021 |
PL0000106670 |
113,02 |
113,28 |
2,40 |
2,34 |
113,15 |
2,37 |
PS0422 |
PL0000109492 |
98,49 |
98,62 |
2,60 |
2,57 |
98,56 |
2,58 |
WS0922 |
PL0000102646 |
114,64 |
114,77 |
2,62 |
2,59 |
114,71 |
2,60 |
WZ1122 |
PL0000109377 |
98,20 |
98,47 |
--- |
--- |
98,34 |
--- |
IZ0823 |
PL0000105359 |
108,11 |
109,34 |
--- |
--- |
108,73 |
--- |
DS1023 |
PL0000107264 |
106,70 |
106,85 |
2,79 |
2,77 |
106,78 |
2,78 |
WZ0124 |
PL0000107454 |
97,12 |
97,39 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,33 |
3,08 |
3,05 |
101,25 |
3,07 |
WZ0126 |
PL0000108817 |
94,98 |
95,17 |
--- |
--- |
95,08 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,86 |
3,20 |
3,17 |
94,75 |
3,19 |
DS0727 |
PL0000109427 |
93,36 |
93,55 |
3,30 |
3,27 |
93,46 |
3,28 |
WS0429 |
PL0000105391 |
124,51 |
125,22 |
3,19 |
3,13 |
124,87 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
60 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
305 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
110 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
TOTAL |
835 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.