2017-09-01 |
MARKET DATA |
No 168 (3201) |
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 |
825,00 |
830,18 |
35 |
3 310,00 |
3 421,48 |
19 |
4 135,00 |
4 251,65 |
54 |
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 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,49 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,32 |
98,32 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
155 000 |
152,40 |
5 |
OK0419 |
PL0000109633 |
97,34 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,84 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,77 |
107,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,78 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,47 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,95 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,79 |
97,73 |
97,790 |
97,800 |
97,770 |
97,770 |
97,785 |
150 000 |
146,98 |
5 |
DS1021 |
PL0000106670 |
113,11 |
113,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,58 |
98,56 |
98,620 |
98,620 |
98,560 |
98,570 |
98,592 |
145 000 |
144,15 |
9 |
WS0922 |
PL0000102646 |
114,69 |
114,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,72 |
106,72 |
106,680 |
106,690 |
106,630 |
106,690 |
106,651 |
200 000 |
220,21 |
6 |
DS0725 |
PL0000108197 |
101,25 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,70 |
94,44 |
94,700 |
94,700 |
94,650 |
94,650 |
94,688 |
50 000 |
47,49 |
5 |
DS0727 |
PL0000109427 |
93,47 |
93,23 |
93,500 |
93,500 |
93,480 |
93,480 |
93,493 |
15 000 |
14,07 |
2 |
WS0428 |
PL0000107611 |
92,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,78 |
124,85 |
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 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,31 |
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 |
99,55 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,31 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,28 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,11 |
95,09 |
95,140 |
95,150 |
95,140 |
95,150 |
95,149 |
110 000 |
104,89 |
3 |
TOTAL |
825 000 |
830,18 |
35 |
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 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,56 |
1,40 |
1,26 |
101,52 |
1,32 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,41 |
1,32 |
100,99 |
1,36 |
OK1018 |
PL0000109062 |
98,27 |
98,37 |
1,55 |
1,46 |
98,32 |
1,50 |
WZ0119 |
PL0000107603 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
97,31 |
97,38 |
1,68 |
1,64 |
97,35 |
1,66 |
PS0719 |
PL0000108148 |
102,80 |
102,89 |
1,73 |
1,68 |
102,85 |
1,70 |
DS1019 |
PL0000105441 |
107,75 |
107,85 |
1,77 |
1,72 |
107,80 |
1,75 |
WZ0120 |
PL0000108601 |
99,97 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,73 |
98,85 |
2,00 |
1,95 |
98,79 |
1,97 |
DS1020 |
PL0000106126 |
109,41 |
109,57 |
2,11 |
2,06 |
109,49 |
2,09 |
WZ0121 |
PL0000106068 |
99,50 |
99,66 |
--- |
--- |
99,58 |
--- |
PS0421 |
PL0000108916 |
98,85 |
99,03 |
2,33 |
2,28 |
98,94 |
2,30 |
PS0721 |
PL0000109153 |
97,67 |
97,81 |
2,38 |
2,34 |
97,74 |
2,36 |
DS1021 |
PL0000106670 |
113,03 |
113,29 |
2,40 |
2,34 |
113,16 |
2,37 |
PS0422 |
PL0000109492 |
98,50 |
98,64 |
2,59 |
2,56 |
98,57 |
2,58 |
WS0922 |
PL0000102646 |
114,60 |
114,84 |
2,62 |
2,58 |
114,72 |
2,60 |
WZ1122 |
PL0000109377 |
98,21 |
98,47 |
--- |
--- |
98,34 |
--- |
IZ0823 |
PL0000105359 |
108,20 |
109,27 |
--- |
--- |
108,74 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,91 |
2,80 |
2,76 |
106,79 |
2,78 |
WZ0124 |
PL0000107454 |
97,12 |
97,46 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
101,12 |
101,43 |
3,08 |
3,04 |
101,28 |
3,06 |
WZ0126 |
PL0000108817 |
94,94 |
95,18 |
--- |
--- |
95,06 |
--- |
DS0726 |
PL0000108866 |
94,58 |
94,89 |
3,21 |
3,17 |
94,74 |
3,19 |
DS0727 |
PL0000109427 |
93,33 |
93,66 |
3,30 |
3,26 |
93,50 |
3,28 |
WS0429 |
PL0000105391 |
124,58 |
125,37 |
3,18 |
3,11 |
124,98 |
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 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,56 |
1,40 |
1,26 |
101,52 |
1,32 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,41 |
1,32 |
100,99 |
1,36 |
OK1018 |
PL0000109062 |
98,26 |
98,36 |
1,56 |
1,46 |
98,31 |
1,51 |
WZ0119 |
PL0000107603 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
97,30 |
97,37 |
1,69 |
1,64 |
97,34 |
1,66 |
PS0719 |
PL0000108148 |
102,82 |
102,89 |
1,72 |
1,68 |
102,86 |
1,69 |
DS1019 |
PL0000105441 |
107,74 |
107,84 |
1,77 |
1,73 |
107,79 |
1,75 |
WZ0120 |
PL0000108601 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,82 |
2,00 |
1,96 |
98,77 |
1,98 |
DS1020 |
PL0000106126 |
109,37 |
109,49 |
2,13 |
2,09 |
109,43 |
2,11 |
WZ0121 |
PL0000106068 |
99,51 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,97 |
2,34 |
2,30 |
98,89 |
2,32 |
PS0721 |
PL0000109153 |
97,69 |
97,77 |
2,38 |
2,36 |
97,73 |
2,37 |
DS1021 |
PL0000106670 |
112,98 |
113,23 |
2,41 |
2,35 |
113,11 |
2,38 |
PS0422 |
PL0000109492 |
98,44 |
98,59 |
2,61 |
2,57 |
98,52 |
2,59 |
WS0922 |
PL0000102646 |
114,52 |
114,69 |
2,64 |
2,61 |
114,61 |
2,62 |
WZ1122 |
PL0000109377 |
98,28 |
98,48 |
--- |
--- |
98,38 |
--- |
IZ0823 |
PL0000105359 |
108,21 |
109,28 |
--- |
--- |
108,75 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,77 |
2,82 |
2,78 |
106,66 |
2,80 |
WZ0124 |
PL0000107454 |
97,19 |
97,45 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
101,05 |
101,21 |
3,09 |
3,07 |
101,13 |
3,08 |
WZ0126 |
PL0000108817 |
95,03 |
95,19 |
--- |
--- |
95,11 |
--- |
DS0726 |
PL0000108866 |
94,52 |
94,79 |
3,22 |
3,18 |
94,66 |
3,20 |
DS0727 |
PL0000109427 |
93,27 |
93,46 |
3,31 |
3,28 |
93,37 |
3,29 |
WS0429 |
PL0000105391 |
124,30 |
125,08 |
3,21 |
3,14 |
124,69 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
340 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
110 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
50 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
55 |
DS1023 |
PL0000107264 |
0/7 |
7 |
1,350 |
1,350 |
1,350 |
600 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
105 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
370 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
160 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
140 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
165 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,410 |
1,430 |
1,415 |
75 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
135 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
580 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
65 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
250 |
TOTAL |
3 310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.