2017-09-04 |
MARKET DATA |
No 169 (3202) |
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 |
745,00 |
779,80 |
27 |
2 145,00 |
2 168,57 |
26 |
2 890,00 |
2 948,37 |
53 |
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 |
100,53 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,48 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,31 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,34 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,86 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,80 |
107,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,86 |
98,79 |
98,820 |
98,870 |
98,820 |
98,870 |
98,858 |
285 000 |
283,32 |
6 |
DS1020 |
PL0000106126 |
109,51 |
109,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,99 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,82 |
97,76 |
97,870 |
97,870 |
97,870 |
97,870 |
97,870 |
25 000 |
24,52 |
1 |
DS1021 |
PL0000106670 |
113,15 |
113,15 |
113,170 |
113,240 |
113,170 |
113,240 |
113,214 |
90 000 |
106,37 |
5 |
PS0422 |
PL0000109492 |
98,63 |
98,58 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
10 000 |
9,95 |
1 |
WS0922 |
PL0000102646 |
114,73 |
114,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,05 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,95 |
106,72 |
106,850 |
106,950 |
106,810 |
106,810 |
106,901 |
250 000 |
275,91 |
11 |
DS0725 |
PL0000108197 |
101,30 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,78 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,56 |
93,50 |
93,500 |
93,510 |
93,500 |
93,510 |
93,509 |
85 000 |
79,73 |
3 |
WS0428 |
PL0000107611 |
93,42 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,95 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,71 |
132,71 |
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 |
108,55 |
109,05 |
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 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,56 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,36 |
98,47 |
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 |
95,07 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
745 000 |
779,80 |
27 |
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 |
101,55 |
1,40 |
1,26 |
101,51 |
1,33 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,41 |
1,31 |
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 |
97,28 |
97,38 |
1,70 |
1,64 |
97,33 |
1,67 |
PS0719 |
PL0000108148 |
102,79 |
102,88 |
1,73 |
1,68 |
102,84 |
1,70 |
DS1019 |
PL0000105441 |
107,73 |
107,82 |
1,77 |
1,73 |
107,78 |
1,75 |
WZ0120 |
PL0000108601 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,71 |
98,83 |
2,00 |
1,96 |
98,77 |
1,98 |
DS1020 |
PL0000106126 |
109,39 |
109,54 |
2,12 |
2,07 |
109,47 |
2,09 |
WZ0121 |
PL0000106068 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,98 |
2,35 |
2,29 |
98,89 |
2,32 |
PS0721 |
PL0000109153 |
97,68 |
97,80 |
2,38 |
2,35 |
97,74 |
2,36 |
DS1021 |
PL0000106670 |
112,97 |
113,19 |
2,41 |
2,36 |
113,08 |
2,39 |
PS0422 |
PL0000109492 |
98,43 |
98,64 |
2,61 |
2,56 |
98,54 |
2,59 |
WS0922 |
PL0000102646 |
114,51 |
114,72 |
2,64 |
2,60 |
114,62 |
2,62 |
WZ1122 |
PL0000109377 |
98,27 |
98,50 |
--- |
--- |
98,39 |
--- |
IZ0823 |
PL0000105359 |
108,12 |
109,44 |
--- |
--- |
108,78 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,82 |
2,83 |
2,77 |
106,66 |
2,80 |
WZ0124 |
PL0000107454 |
97,19 |
97,50 |
--- |
--- |
97,35 |
--- |
DS0725 |
PL0000108197 |
100,98 |
101,31 |
3,10 |
3,06 |
101,15 |
3,08 |
WZ0126 |
PL0000108817 |
94,99 |
95,25 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,41 |
94,79 |
3,23 |
3,18 |
94,60 |
3,21 |
DS0727 |
PL0000109427 |
93,17 |
93,53 |
3,32 |
3,27 |
93,35 |
3,30 |
WS0429 |
PL0000105391 |
124,30 |
125,16 |
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 |
101,46 |
101,55 |
1,40 |
1,26 |
101,51 |
1,33 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,41 |
1,31 |
100,99 |
1,36 |
OK1018 |
PL0000109062 |
98,28 |
98,37 |
1,54 |
1,46 |
98,33 |
1,50 |
WZ0119 |
PL0000107603 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
OK0419 |
PL0000109633 |
97,31 |
97,39 |
1,68 |
1,63 |
97,35 |
1,66 |
PS0719 |
PL0000108148 |
102,81 |
102,89 |
1,72 |
1,68 |
102,85 |
1,70 |
DS1019 |
PL0000105441 |
107,75 |
107,85 |
1,77 |
1,72 |
107,80 |
1,74 |
WZ0120 |
PL0000108601 |
99,96 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0420 |
PL0000108510 |
98,78 |
98,87 |
1,98 |
1,94 |
98,83 |
1,96 |
DS1020 |
PL0000106126 |
109,43 |
109,56 |
2,11 |
2,06 |
109,50 |
2,08 |
WZ0121 |
PL0000106068 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,02 |
2,32 |
2,28 |
98,96 |
2,30 |
PS0721 |
PL0000109153 |
97,74 |
97,82 |
2,36 |
2,34 |
97,78 |
2,35 |
DS1021 |
PL0000106670 |
113,04 |
113,19 |
2,40 |
2,36 |
113,12 |
2,38 |
PS0422 |
PL0000109492 |
98,52 |
98,66 |
2,59 |
2,56 |
98,59 |
2,57 |
WS0922 |
PL0000102646 |
114,61 |
114,76 |
2,62 |
2,59 |
114,69 |
2,60 |
WZ1122 |
PL0000109377 |
98,30 |
98,52 |
--- |
--- |
98,41 |
--- |
IZ0823 |
PL0000105359 |
108,27 |
109,36 |
--- |
--- |
108,82 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,88 |
2,81 |
2,76 |
106,76 |
2,78 |
WZ0124 |
PL0000107454 |
97,19 |
97,45 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
101,20 |
101,42 |
3,07 |
3,04 |
101,31 |
3,06 |
WZ0126 |
PL0000108817 |
95,00 |
95,25 |
--- |
--- |
95,13 |
--- |
DS0726 |
PL0000108866 |
94,70 |
94,93 |
3,19 |
3,16 |
94,82 |
3,18 |
DS0727 |
PL0000109427 |
93,47 |
93,66 |
3,28 |
3,26 |
93,57 |
3,27 |
WS0429 |
PL0000105391 |
124,51 |
125,25 |
3,19 |
3,12 |
124,88 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
65 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
100 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
170 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
115 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
120 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
75 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
200 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
110 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,400 |
1,396 |
230 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
345 |
TOTAL |
2 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.