2017-09-11 |
MARKET DATA |
No 174 (3207) |
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 |
70,00 |
70,09 |
1 |
1 525,00 |
1 624,66 |
21 |
1 595,00 |
1 694,75 |
22 |
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 |
100,45 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,45 |
101,52 |
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 |
98,37 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,40 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,87 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,82 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,02 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,63 |
109,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,44 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
70 000 |
70,09 |
1 |
PS0721 |
PL0000109153 |
98,12 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,52 |
113,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,11 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,12 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,55 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,12 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,65 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,45 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,57 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,14 |
126,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,85 |
134,85 |
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 |
108,97 |
109,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,28 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,65 |
99,80 |
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 |
97,50 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
70 000 |
70,09 |
1 |
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 |
101,44 |
101,53 |
1,36 |
1,22 |
101,49 |
1,28 |
PS0718 |
PL0000107595 |
100,95 |
101,01 |
1,38 |
1,31 |
100,98 |
1,35 |
OK1018 |
PL0000109062 |
98,34 |
98,46 |
1,51 |
1,40 |
98,40 |
1,46 |
WZ0119 |
PL0000107603 |
100,26 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,48 |
1,66 |
1,59 |
97,43 |
1,63 |
PS0719 |
PL0000108148 |
102,85 |
102,95 |
1,68 |
1,63 |
102,90 |
1,65 |
DS1019 |
PL0000105441 |
107,76 |
107,88 |
1,73 |
1,67 |
107,82 |
1,70 |
WZ0120 |
PL0000108601 |
100,04 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,99 |
99,13 |
1,90 |
1,84 |
99,06 |
1,87 |
DS1020 |
PL0000106126 |
109,60 |
109,78 |
2,03 |
1,98 |
109,69 |
2,01 |
WZ0121 |
PL0000106068 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,50 |
2,19 |
2,14 |
99,41 |
2,17 |
PS0721 |
PL0000109153 |
98,06 |
98,21 |
2,28 |
2,24 |
98,14 |
2,26 |
DS1021 |
PL0000106670 |
113,48 |
113,72 |
2,28 |
2,22 |
113,60 |
2,25 |
PS0422 |
PL0000109492 |
99,01 |
99,25 |
2,48 |
2,42 |
99,13 |
2,45 |
WS0922 |
PL0000102646 |
115,08 |
115,30 |
2,52 |
2,47 |
115,19 |
2,50 |
WZ1122 |
PL0000109377 |
98,39 |
98,72 |
--- |
--- |
98,56 |
--- |
IZ0823 |
PL0000105359 |
108,67 |
109,44 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,54 |
2,70 |
2,65 |
107,40 |
2,67 |
WZ0124 |
PL0000107454 |
97,39 |
97,80 |
--- |
--- |
97,60 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,33 |
2,96 |
2,91 |
102,16 |
2,94 |
WZ0126 |
PL0000108817 |
95,43 |
95,73 |
--- |
--- |
95,58 |
--- |
DS0726 |
PL0000108866 |
95,46 |
95,78 |
3,09 |
3,05 |
95,62 |
3,07 |
DS0727 |
PL0000109427 |
94,33 |
94,69 |
3,18 |
3,13 |
94,51 |
3,15 |
WS0429 |
PL0000105391 |
125,91 |
126,67 |
3,06 |
2,99 |
126,29 |
3,03 |
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 |
101,44 |
101,53 |
1,36 |
1,22 |
101,49 |
1,28 |
PS0718 |
PL0000107595 |
100,96 |
101,02 |
1,37 |
1,30 |
100,99 |
1,34 |
OK1018 |
PL0000109062 |
98,36 |
98,46 |
1,49 |
1,40 |
98,41 |
1,45 |
WZ0119 |
PL0000107603 |
100,26 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,47 |
1,66 |
1,60 |
97,43 |
1,63 |
PS0719 |
PL0000108148 |
102,85 |
102,93 |
1,68 |
1,64 |
102,89 |
1,66 |
DS1019 |
PL0000105441 |
107,79 |
107,87 |
1,72 |
1,68 |
107,83 |
1,70 |
WZ0120 |
PL0000108601 |
100,04 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,99 |
99,12 |
1,90 |
1,84 |
99,06 |
1,87 |
DS1020 |
PL0000106126 |
109,60 |
109,77 |
2,03 |
1,98 |
109,69 |
2,01 |
WZ0121 |
PL0000106068 |
99,60 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,49 |
2,19 |
2,14 |
99,42 |
2,17 |
PS0721 |
PL0000109153 |
98,07 |
98,17 |
2,28 |
2,25 |
98,12 |
2,26 |
DS1021 |
PL0000106670 |
113,44 |
113,68 |
2,29 |
2,23 |
113,56 |
2,26 |
PS0422 |
PL0000109492 |
99,06 |
99,18 |
2,47 |
2,44 |
99,12 |
2,45 |
WS0922 |
PL0000102646 |
115,03 |
115,24 |
2,53 |
2,49 |
115,14 |
2,51 |
WZ1122 |
PL0000109377 |
98,41 |
98,64 |
--- |
--- |
98,53 |
--- |
IZ0823 |
PL0000105359 |
108,69 |
109,38 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,41 |
2,70 |
2,67 |
107,31 |
2,69 |
WZ0124 |
PL0000107454 |
97,42 |
97,69 |
--- |
--- |
97,56 |
--- |
DS0725 |
PL0000108197 |
102,03 |
102,21 |
2,95 |
2,93 |
102,12 |
2,94 |
WZ0126 |
PL0000108817 |
95,45 |
95,71 |
--- |
--- |
95,58 |
--- |
DS0726 |
PL0000108866 |
95,56 |
95,81 |
3,08 |
3,04 |
95,69 |
3,06 |
DS0727 |
PL0000109427 |
94,36 |
94,63 |
3,17 |
3,14 |
94,50 |
3,16 |
WS0429 |
PL0000105391 |
125,80 |
126,56 |
3,07 |
3,00 |
126,18 |
3,04 |
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 |
0/1 |
1 |
1,440 |
1,450 |
1,441 |
250 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
25 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
65 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
80 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
40 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
180 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
110 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
65 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
40 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
30 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
180 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
290 |
TOTAL |
1 525 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.