2017-09-07 |
MARKET DATA |
No 172 (3205) |
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 |
755,00 |
750,23 |
38 |
1 540,00 |
1 550,96 |
11 |
2 295,00 |
2 301,19 |
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 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,47 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,37 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,39 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,92 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,90 |
107,90 |
107,880 |
107,880 |
107,880 |
107,880 |
107,880 |
65 000 |
73,27 |
1 |
PS0420 |
PL0000108510 |
99,04 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,71 |
109,73 |
109,700 |
109,700 |
109,700 |
109,700 |
109,700 |
72 500 |
82,88 |
1 |
PS0421 |
PL0000108916 |
99,51 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,20 |
98,07 |
98,100 |
98,230 |
98,100 |
98,230 |
98,204 |
120 000 |
118,12 |
5 |
DS1021 |
PL0000106670 |
113,62 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,20 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,25 |
115,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,76 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,48 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,22 |
102,05 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
10 000 |
10,27 |
1 |
DS0726 |
PL0000108866 |
95,80 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,69 |
94,30 |
94,320 |
94,720 |
94,320 |
94,720 |
94,551 |
115 000 |
109,11 |
15 |
WS0428 |
PL0000107611 |
90,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,22 |
126,15 |
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 |
107,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,95 |
109,15 |
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 |
100,31 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,49 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,46 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,42 |
95,400 |
95,530 |
95,400 |
95,530 |
95,489 |
372 500 |
356,58 |
15 |
TOTAL |
755 000 |
750,23 |
38 |
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 |
101,43 |
101,53 |
1,40 |
1,24 |
101,48 |
1,32 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,39 |
1,30 |
100,99 |
1,34 |
OK1018 |
PL0000109062 |
98,32 |
98,42 |
1,52 |
1,43 |
98,37 |
1,48 |
WZ0119 |
PL0000107603 |
100,26 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,35 |
97,46 |
1,67 |
1,60 |
97,41 |
1,63 |
PS0719 |
PL0000108148 |
102,85 |
102,96 |
1,69 |
1,63 |
102,91 |
1,65 |
DS1019 |
PL0000105441 |
107,76 |
107,92 |
1,74 |
1,67 |
107,84 |
1,70 |
WZ0120 |
PL0000108601 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,96 |
99,09 |
1,91 |
1,86 |
99,03 |
1,88 |
DS1020 |
PL0000106126 |
109,60 |
109,77 |
2,04 |
1,99 |
109,69 |
2,01 |
WZ0121 |
PL0000106068 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0421 |
PL0000108916 |
99,30 |
99,45 |
2,20 |
2,16 |
99,38 |
2,18 |
PS0721 |
PL0000109153 |
98,00 |
98,14 |
2,29 |
2,26 |
98,07 |
2,27 |
DS1021 |
PL0000106670 |
113,40 |
113,67 |
2,30 |
2,24 |
113,54 |
2,27 |
PS0422 |
PL0000109492 |
98,97 |
99,16 |
2,49 |
2,44 |
99,07 |
2,46 |
WS0922 |
PL0000102646 |
115,00 |
115,21 |
2,54 |
2,49 |
115,11 |
2,51 |
WZ1122 |
PL0000109377 |
98,38 |
98,63 |
--- |
--- |
98,51 |
--- |
IZ0823 |
PL0000105359 |
108,46 |
109,50 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
107,18 |
107,42 |
2,71 |
2,67 |
107,30 |
2,69 |
WZ0124 |
PL0000107454 |
97,30 |
97,59 |
--- |
--- |
97,45 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,17 |
2,98 |
2,93 |
102,01 |
2,96 |
WZ0126 |
PL0000108817 |
95,22 |
95,55 |
--- |
--- |
95,39 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,66 |
3,11 |
3,06 |
95,49 |
3,09 |
DS0727 |
PL0000109427 |
94,06 |
94,38 |
3,21 |
3,17 |
94,22 |
3,19 |
WS0429 |
PL0000105391 |
125,44 |
126,34 |
3,10 |
3,02 |
125,89 |
3,06 |
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 |
101,45 |
101,53 |
1,37 |
1,24 |
101,49 |
1,31 |
PS0718 |
PL0000107595 |
100,95 |
101,03 |
1,39 |
1,30 |
100,99 |
1,34 |
OK1018 |
PL0000109062 |
98,35 |
98,44 |
1,50 |
1,41 |
98,40 |
1,45 |
WZ0119 |
PL0000107603 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,47 |
1,65 |
1,60 |
97,43 |
1,62 |
PS0719 |
PL0000108148 |
102,87 |
102,96 |
1,68 |
1,63 |
102,92 |
1,65 |
DS1019 |
PL0000105441 |
107,84 |
107,93 |
1,70 |
1,66 |
107,89 |
1,68 |
WZ0120 |
PL0000108601 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
99,01 |
99,17 |
1,89 |
1,82 |
99,09 |
1,86 |
DS1020 |
PL0000106126 |
109,67 |
109,85 |
2,02 |
1,96 |
109,76 |
1,99 |
WZ0121 |
PL0000106068 |
99,64 |
99,81 |
--- |
--- |
99,73 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,59 |
2,15 |
2,12 |
99,53 |
2,13 |
PS0721 |
PL0000109153 |
98,16 |
98,26 |
2,25 |
2,22 |
98,21 |
2,24 |
DS1021 |
PL0000106670 |
113,57 |
113,84 |
2,26 |
2,20 |
113,71 |
2,23 |
PS0422 |
PL0000109492 |
99,15 |
99,29 |
2,44 |
2,41 |
99,22 |
2,43 |
WS0922 |
PL0000102646 |
115,22 |
115,39 |
2,49 |
2,46 |
115,31 |
2,48 |
WZ1122 |
PL0000109377 |
98,38 |
98,64 |
--- |
--- |
98,51 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,41 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,61 |
2,67 |
2,64 |
107,50 |
2,65 |
WZ0124 |
PL0000107454 |
97,39 |
97,66 |
--- |
--- |
97,53 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,45 |
2,94 |
2,89 |
102,30 |
2,92 |
WZ0126 |
PL0000108817 |
95,39 |
95,66 |
--- |
--- |
95,53 |
--- |
DS0726 |
PL0000108866 |
95,72 |
95,94 |
3,06 |
3,03 |
95,83 |
3,04 |
DS0727 |
PL0000109427 |
94,52 |
94,73 |
3,15 |
3,13 |
94,63 |
3,14 |
WS0429 |
PL0000105391 |
125,89 |
126,67 |
3,06 |
2,99 |
126,28 |
3,03 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
195 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
280 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,470 |
1,458 |
195 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
260 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
380 |
TOTAL |
1 540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.