2017-09-06 |
MARKET DATA |
No 171 (3204) |
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 |
845,00 |
841,09 |
46 |
5 195,00 |
5 156,81 |
34 |
6 040,00 |
5 997,90 |
80 |
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 |
100,49 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,45 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,36 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,38 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,91 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,88 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,02 |
99,00 |
99,010 |
99,010 |
99,010 |
99,010 |
99,010 |
25 000 |
24,89 |
1 |
DS1020 |
PL0000106126 |
109,70 |
109,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,38 |
99,23 |
99,320 |
99,330 |
99,320 |
99,330 |
99,328 |
110 000 |
110,08 |
3 |
PS0721 |
PL0000109153 |
98,08 |
97,99 |
97,970 |
98,090 |
97,970 |
98,090 |
98,042 |
290 000 |
284,95 |
15 |
DS1021 |
PL0000106670 |
113,48 |
113,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,08 |
98,90 |
98,950 |
99,100 |
98,950 |
99,080 |
99,012 |
260 000 |
259,61 |
12 |
WS0922 |
PL0000102646 |
115,14 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,58 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,13 |
107,180 |
107,300 |
107,180 |
107,300 |
107,237 |
35 000 |
38,75 |
4 |
DS0725 |
PL0000108197 |
101,97 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,55 |
95,30 |
95,300 |
95,420 |
95,300 |
95,420 |
95,337 |
115 000 |
109,99 |
10 |
DS0727 |
PL0000109427 |
94,32 |
94,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
90,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,89 |
125,90 |
126,040 |
126,040 |
126,040 |
126,040 |
126,040 |
10 000 |
12,82 |
1 |
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 |
108,95 |
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 |
100,31 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,69 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,44 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,35 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,27 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
845 000 |
841,09 |
46 |
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 |
1,26 |
101,49 |
1,34 |
PS0718 |
PL0000107595 |
100,96 |
101,03 |
1,39 |
1,31 |
101,00 |
1,34 |
OK1018 |
PL0000109062 |
98,30 |
98,40 |
1,53 |
1,44 |
98,35 |
1,48 |
WZ0119 |
PL0000107603 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,34 |
97,44 |
1,67 |
1,61 |
97,39 |
1,64 |
PS0719 |
PL0000108148 |
102,84 |
102,95 |
1,70 |
1,64 |
102,90 |
1,67 |
DS1019 |
PL0000105441 |
107,78 |
107,89 |
1,74 |
1,69 |
107,84 |
1,72 |
WZ0120 |
PL0000108601 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0420 |
PL0000108510 |
98,92 |
99,04 |
1,92 |
1,87 |
98,98 |
1,90 |
DS1020 |
PL0000106126 |
109,57 |
109,71 |
2,06 |
2,01 |
109,64 |
2,03 |
WZ0121 |
PL0000106068 |
99,58 |
99,72 |
--- |
--- |
99,65 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,30 |
2,26 |
2,20 |
99,20 |
2,23 |
PS0721 |
PL0000109153 |
97,92 |
98,06 |
2,31 |
2,28 |
97,99 |
2,30 |
DS1021 |
PL0000106670 |
113,28 |
113,54 |
2,33 |
2,27 |
113,41 |
2,30 |
PS0422 |
PL0000109492 |
98,79 |
98,99 |
2,53 |
2,48 |
98,89 |
2,50 |
WS0922 |
PL0000102646 |
114,88 |
115,05 |
2,56 |
2,53 |
114,97 |
2,55 |
WZ1122 |
PL0000109377 |
98,33 |
98,56 |
--- |
--- |
98,45 |
--- |
IZ0823 |
PL0000105359 |
108,31 |
109,43 |
--- |
--- |
108,87 |
--- |
DS1023 |
PL0000107264 |
107,00 |
107,20 |
2,74 |
2,71 |
107,10 |
2,72 |
WZ0124 |
PL0000107454 |
97,29 |
97,54 |
--- |
--- |
97,42 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,94 |
3,01 |
2,97 |
101,78 |
2,99 |
WZ0126 |
PL0000108817 |
95,15 |
95,42 |
--- |
--- |
95,29 |
--- |
DS0726 |
PL0000108866 |
95,08 |
95,45 |
3,14 |
3,09 |
95,27 |
3,12 |
DS0727 |
PL0000109427 |
93,89 |
94,19 |
3,23 |
3,19 |
94,04 |
3,21 |
WS0429 |
PL0000105391 |
125,26 |
126,08 |
3,12 |
3,05 |
125,67 |
3,08 |
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 |
1,26 |
101,49 |
1,34 |
PS0718 |
PL0000107595 |
100,96 |
101,04 |
1,39 |
1,30 |
101,00 |
1,34 |
OK1018 |
PL0000109062 |
98,33 |
98,41 |
1,50 |
1,43 |
98,37 |
1,47 |
WZ0119 |
PL0000107603 |
100,26 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,36 |
97,46 |
1,66 |
1,59 |
97,41 |
1,63 |
PS0719 |
PL0000108148 |
102,88 |
102,97 |
1,68 |
1,63 |
102,93 |
1,65 |
DS1019 |
PL0000105441 |
107,85 |
107,95 |
1,71 |
1,67 |
107,90 |
1,69 |
WZ0120 |
PL0000108601 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0420 |
PL0000108510 |
98,99 |
99,09 |
1,89 |
1,85 |
99,04 |
1,87 |
DS1020 |
PL0000106126 |
109,66 |
109,80 |
2,03 |
1,98 |
109,73 |
2,01 |
WZ0121 |
PL0000106068 |
99,63 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,47 |
2,19 |
2,15 |
99,41 |
2,17 |
PS0721 |
PL0000109153 |
98,03 |
98,16 |
2,28 |
2,25 |
98,10 |
2,27 |
DS1021 |
PL0000106670 |
113,45 |
113,69 |
2,29 |
2,24 |
113,57 |
2,27 |
PS0422 |
PL0000109492 |
99,02 |
99,14 |
2,47 |
2,45 |
99,08 |
2,46 |
WS0922 |
PL0000102646 |
115,10 |
115,27 |
2,52 |
2,49 |
115,19 |
2,50 |
WZ1122 |
PL0000109377 |
98,40 |
98,64 |
--- |
--- |
98,52 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,44 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,47 |
2,70 |
2,66 |
107,36 |
2,68 |
WZ0124 |
PL0000107454 |
97,30 |
97,52 |
--- |
--- |
97,41 |
--- |
DS0725 |
PL0000108197 |
101,92 |
102,15 |
2,97 |
2,94 |
102,04 |
2,95 |
WZ0126 |
PL0000108817 |
95,21 |
95,52 |
--- |
--- |
95,37 |
--- |
DS0726 |
PL0000108866 |
95,48 |
95,70 |
3,09 |
3,06 |
95,59 |
3,07 |
DS0727 |
PL0000109427 |
94,26 |
94,52 |
3,18 |
3,15 |
94,39 |
3,17 |
WS0429 |
PL0000105391 |
125,68 |
126,41 |
3,08 |
3,02 |
126,05 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
60 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
735 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
105 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
520 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
80 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
345 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
35 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,300 |
1,350 |
1,349 |
360 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
355 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
300 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,470 |
1,457 |
545 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
75 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS0726 |
PL0000108866 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
300 |
PS0421 |
PL0000108916 |
2/9 |
7 |
1,470 |
1,470 |
1,470 |
160 |
TOTAL |
5 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.