2017-09-08 |
MARKET DATA |
No 173 (3206) |
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 |
45,00 |
47,17 |
5 |
2 110,00 |
2 221,56 |
22 |
2 155,00 |
2 268,73 |
27 |
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 |
100,46 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,46 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,37 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,39 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,91 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,87 |
107,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,07 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,73 |
109,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,48 |
99,45 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
10 000 |
10,02 |
1 |
PS0721 |
PL0000109153 |
98,20 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,65 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,21 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,33 |
115,24 |
115,390 |
115,390 |
115,380 |
115,380 |
115,383 |
15 000 |
18,14 |
3 |
PS0123 |
PL0000110151 |
99,78 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,52 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,31 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,84 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,78 |
94,63 |
94,700 |
94,700 |
94,700 |
94,700 |
94,700 |
20 000 |
19,01 |
1 |
WS0428 |
PL0000107611 |
90,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,42 |
126,43 |
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 |
108,95 |
109,15 |
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 |
100,28 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,68 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,51 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,46 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,56 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
47,17 |
5 |
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 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,45 |
101,53 |
1,36 |
1,23 |
101,49 |
1,30 |
PS0718 |
PL0000107595 |
100,94 |
101,03 |
1,40 |
1,29 |
100,99 |
1,34 |
OK1018 |
PL0000109062 |
98,35 |
98,47 |
1,50 |
1,39 |
98,41 |
1,44 |
WZ0119 |
PL0000107603 |
100,25 |
100,38 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,49 |
1,66 |
1,59 |
97,44 |
1,62 |
PS0719 |
PL0000108148 |
102,89 |
103,00 |
1,66 |
1,60 |
102,95 |
1,63 |
DS1019 |
PL0000105441 |
107,83 |
107,95 |
1,70 |
1,65 |
107,89 |
1,67 |
WZ0120 |
PL0000108601 |
100,04 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0420 |
PL0000108510 |
99,05 |
99,21 |
1,87 |
1,81 |
99,13 |
1,84 |
DS1020 |
PL0000106126 |
109,70 |
109,90 |
2,01 |
1,94 |
109,80 |
1,97 |
WZ0121 |
PL0000106068 |
99,64 |
99,87 |
--- |
--- |
99,76 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,64 |
2,15 |
2,10 |
99,55 |
2,13 |
PS0721 |
PL0000109153 |
98,18 |
98,34 |
2,24 |
2,20 |
98,26 |
2,22 |
DS1021 |
PL0000106670 |
113,61 |
113,89 |
2,25 |
2,18 |
113,75 |
2,22 |
PS0422 |
PL0000109492 |
99,15 |
99,43 |
2,44 |
2,38 |
99,29 |
2,41 |
WS0922 |
PL0000102646 |
115,24 |
115,48 |
2,49 |
2,44 |
115,36 |
2,46 |
WZ1122 |
PL0000109377 |
98,42 |
98,73 |
--- |
--- |
98,58 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,49 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
107,49 |
107,76 |
2,66 |
2,61 |
107,63 |
2,63 |
WZ0124 |
PL0000107454 |
97,41 |
97,80 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,59 |
2,92 |
2,87 |
102,43 |
2,90 |
WZ0126 |
PL0000108817 |
95,45 |
95,71 |
--- |
--- |
95,58 |
--- |
DS0726 |
PL0000108866 |
95,76 |
96,16 |
3,05 |
3,00 |
95,96 |
3,02 |
DS0727 |
PL0000109427 |
94,61 |
94,98 |
3,14 |
3,10 |
94,80 |
3,12 |
WS0429 |
PL0000105391 |
126,21 |
127,05 |
3,03 |
2,96 |
126,63 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,45 |
101,52 |
1,36 |
1,25 |
101,49 |
1,30 |
PS0718 |
PL0000107595 |
100,95 |
101,01 |
1,38 |
1,32 |
100,98 |
1,35 |
OK1018 |
PL0000109062 |
98,35 |
98,46 |
1,50 |
1,40 |
98,41 |
1,44 |
WZ0119 |
PL0000107603 |
100,25 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,48 |
1,66 |
1,59 |
97,43 |
1,62 |
PS0719 |
PL0000108148 |
102,86 |
102,94 |
1,68 |
1,64 |
102,90 |
1,66 |
DS1019 |
PL0000105441 |
107,80 |
107,90 |
1,72 |
1,67 |
107,85 |
1,69 |
WZ0120 |
PL0000108601 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,98 |
99,14 |
1,90 |
1,84 |
99,06 |
1,87 |
DS1020 |
PL0000106126 |
109,63 |
109,81 |
2,03 |
1,97 |
109,72 |
2,00 |
WZ0121 |
PL0000106068 |
99,63 |
99,81 |
--- |
--- |
99,72 |
--- |
PS0421 |
PL0000108916 |
99,37 |
99,49 |
2,18 |
2,15 |
99,43 |
2,16 |
PS0721 |
PL0000109153 |
98,10 |
98,20 |
2,27 |
2,24 |
98,15 |
2,25 |
DS1021 |
PL0000106670 |
113,50 |
113,73 |
2,28 |
2,22 |
113,62 |
2,25 |
PS0422 |
PL0000109492 |
99,08 |
99,22 |
2,46 |
2,43 |
99,15 |
2,44 |
WS0922 |
PL0000102646 |
115,12 |
115,30 |
2,51 |
2,48 |
115,21 |
2,49 |
WZ1122 |
PL0000109377 |
98,44 |
98,64 |
--- |
--- |
98,54 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,51 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,58 |
2,69 |
2,64 |
107,43 |
2,67 |
WZ0124 |
PL0000107454 |
97,39 |
97,68 |
--- |
--- |
97,54 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,37 |
2,95 |
2,91 |
102,21 |
2,93 |
WZ0126 |
PL0000108817 |
95,47 |
95,68 |
--- |
--- |
95,58 |
--- |
DS0726 |
PL0000108866 |
95,61 |
95,83 |
3,07 |
3,04 |
95,72 |
3,06 |
DS0727 |
PL0000109427 |
94,48 |
94,68 |
3,16 |
3,13 |
94,58 |
3,15 |
WS0429 |
PL0000105391 |
125,87 |
126,66 |
3,06 |
2,99 |
126,27 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
180 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
90 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
105 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
160 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
25 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
70 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
60 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
60 |
DS0726 |
PL0000108866 |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
130 |
WZ0124 |
PL0000107454 |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
150 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
300 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
70 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
45 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
135 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
210 |
TOTAL |
2 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.