2017-09-05 |
MARKET DATA |
No 170 (3203) |
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 |
1 102,50 |
1 155,15 |
35 |
1 985,00 |
1 984,27 |
14 |
3 087,50 |
3 139,41 |
49 |
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 |
100,50 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,46 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,32 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,36 |
97,38 |
97,390 |
97,400 |
97,390 |
97,400 |
97,400 |
200 000 |
194,80 |
4 |
PS0719 |
PL0000108148 |
102,87 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,81 |
107,79 |
107,800 |
107,800 |
107,790 |
107,790 |
107,792 |
460 000 |
517,82 |
8 |
PS0420 |
PL0000108510 |
98,98 |
98,90 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
10 000 |
9,95 |
1 |
DS1020 |
PL0000106126 |
109,58 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,10 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,95 |
97,87 |
97,960 |
97,970 |
97,960 |
97,970 |
97,969 |
80 000 |
78,54 |
5 |
DS1021 |
PL0000106670 |
113,30 |
113,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,81 |
98,74 |
98,810 |
98,870 |
98,810 |
98,870 |
98,860 |
70 000 |
69,78 |
3 |
WS0922 |
PL0000102646 |
114,95 |
114,85 |
114,930 |
114,940 |
114,930 |
114,940 |
114,937 |
15 000 |
18,07 |
2 |
PS0123 |
PL0000110151 |
99,23 |
99,23 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
15 000 |
15,12 |
1 |
DS1023 |
PL0000107264 |
107,00 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,69 |
101,58 |
101,630 |
101,640 |
101,630 |
101,640 |
101,637 |
15 000 |
15,30 |
2 |
DS0726 |
PL0000108866 |
95,18 |
94,98 |
95,210 |
95,210 |
95,210 |
95,210 |
95,210 |
10 000 |
9,55 |
1 |
DS0727 |
PL0000109427 |
93,97 |
93,80 |
93,820 |
94,000 |
93,820 |
94,000 |
93,946 |
17 500 |
16,49 |
3 |
WS0428 |
PL0000107611 |
93,94 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,48 |
125,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,33 |
133,05 |
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 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,30 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,03 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,65 |
99,64 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
210 000 |
209,72 |
5 |
WZ1122 |
PL0000109377 |
98,37 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 102 500 |
1 155,15 |
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 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,54 |
1,42 |
1,27 |
101,49 |
1,35 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
1,39 |
1,32 |
100,99 |
1,36 |
OK1018 |
PL0000109062 |
98,30 |
98,40 |
1,53 |
1,44 |
98,35 |
1,48 |
WZ0119 |
PL0000107603 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
97,33 |
97,42 |
1,67 |
1,62 |
97,38 |
1,64 |
PS0719 |
PL0000108148 |
102,84 |
102,94 |
1,70 |
1,65 |
102,89 |
1,67 |
DS1019 |
PL0000105441 |
107,79 |
107,90 |
1,74 |
1,69 |
107,85 |
1,72 |
WZ0120 |
PL0000108601 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0420 |
PL0000108510 |
98,86 |
98,98 |
1,95 |
1,90 |
98,92 |
1,92 |
DS1020 |
PL0000106126 |
109,50 |
109,66 |
2,08 |
2,03 |
109,58 |
2,06 |
WZ0121 |
PL0000106068 |
99,53 |
99,69 |
--- |
--- |
99,61 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,14 |
2,29 |
2,25 |
99,07 |
2,27 |
PS0721 |
PL0000109153 |
97,83 |
97,94 |
2,34 |
2,31 |
97,89 |
2,32 |
DS1021 |
PL0000106670 |
113,14 |
113,39 |
2,37 |
2,31 |
113,27 |
2,34 |
PS0422 |
PL0000109492 |
98,60 |
98,82 |
2,57 |
2,52 |
98,71 |
2,55 |
WS0922 |
PL0000102646 |
114,74 |
114,94 |
2,59 |
2,55 |
114,84 |
2,57 |
WZ1122 |
PL0000109377 |
98,34 |
98,57 |
--- |
--- |
98,46 |
--- |
IZ0823 |
PL0000105359 |
108,27 |
109,38 |
--- |
--- |
108,83 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,11 |
2,78 |
2,72 |
106,96 |
2,75 |
WZ0124 |
PL0000107454 |
97,25 |
97,56 |
--- |
--- |
97,41 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,68 |
3,05 |
3,00 |
101,51 |
3,03 |
WZ0126 |
PL0000108817 |
95,04 |
95,31 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
94,78 |
95,15 |
3,18 |
3,13 |
94,97 |
3,16 |
DS0727 |
PL0000109427 |
93,53 |
93,88 |
3,27 |
3,23 |
93,71 |
3,25 |
WS0429 |
PL0000105391 |
124,84 |
125,67 |
3,16 |
3,09 |
125,26 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,44 |
101,54 |
1,42 |
1,27 |
101,49 |
1,35 |
PS0718 |
PL0000107595 |
100,96 |
101,03 |
1,39 |
1,31 |
101,00 |
1,35 |
OK1018 |
PL0000109062 |
98,30 |
98,38 |
1,53 |
1,45 |
98,34 |
1,49 |
WZ0119 |
PL0000107603 |
100,26 |
100,35 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,33 |
97,41 |
1,67 |
1,62 |
97,37 |
1,65 |
PS0719 |
PL0000108148 |
102,83 |
102,91 |
1,71 |
1,66 |
102,87 |
1,68 |
DS1019 |
PL0000105441 |
107,78 |
107,88 |
1,75 |
1,70 |
107,83 |
1,72 |
WZ0120 |
PL0000108601 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,90 |
99,01 |
1,93 |
1,89 |
98,96 |
1,91 |
DS1020 |
PL0000106126 |
109,52 |
109,64 |
2,07 |
2,04 |
109,58 |
2,06 |
WZ0121 |
PL0000106068 |
99,61 |
99,72 |
--- |
--- |
99,67 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,24 |
2,27 |
2,22 |
99,15 |
2,24 |
PS0721 |
PL0000109153 |
97,91 |
98,02 |
2,32 |
2,29 |
97,97 |
2,30 |
DS1021 |
PL0000106670 |
113,24 |
113,49 |
2,35 |
2,29 |
113,37 |
2,32 |
PS0422 |
PL0000109492 |
98,77 |
98,90 |
2,53 |
2,50 |
98,84 |
2,52 |
WS0922 |
PL0000102646 |
114,88 |
115,05 |
2,57 |
2,53 |
114,97 |
2,55 |
WZ1122 |
PL0000109377 |
98,35 |
98,59 |
--- |
--- |
98,47 |
--- |
IZ0823 |
PL0000105359 |
108,33 |
109,29 |
--- |
--- |
108,81 |
--- |
DS1023 |
PL0000107264 |
106,96 |
107,17 |
2,75 |
2,71 |
107,07 |
2,73 |
WZ0124 |
PL0000107454 |
97,26 |
97,50 |
--- |
--- |
97,38 |
--- |
DS0725 |
PL0000108197 |
101,62 |
101,81 |
3,01 |
2,99 |
101,72 |
3,00 |
WZ0126 |
PL0000108817 |
95,15 |
95,41 |
--- |
--- |
95,28 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,37 |
3,13 |
3,10 |
95,25 |
3,12 |
DS0727 |
PL0000109427 |
93,91 |
94,11 |
3,23 |
3,20 |
94,01 |
3,22 |
WS0429 |
PL0000105391 |
125,17 |
125,88 |
3,13 |
3,07 |
125,53 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
345 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
280 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
110 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
70 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
285 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
180 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
DS0726 |
PL0000108866 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
200 |
TOTAL |
1 985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.