2017-09-12 |
MARKET DATA |
No 175 (3208) |
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 |
340,00 |
330,28 |
20 |
2 505,00 |
2 588,29 |
26 |
2 845,00 |
2 918,57 |
46 |
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 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,45 |
101,50 |
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 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,40 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,86 |
102,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,78 |
107,80 |
107,780 |
107,780 |
107,780 |
107,780 |
107,780 |
10 000 |
11,27 |
1 |
PS0420 |
PL0000108510 |
99,01 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,62 |
109,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,32 |
99,33 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
10 000 |
10,01 |
1 |
PS0721 |
PL0000109153 |
98,03 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
10 000 |
9,82 |
1 |
DS1021 |
PL0000106670 |
113,42 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,02 |
98,97 |
99,010 |
99,010 |
99,010 |
99,010 |
99,010 |
5 000 |
4,99 |
1 |
WS0922 |
PL0000102646 |
115,04 |
115,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,46 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,15 |
107,17 |
107,200 |
107,200 |
107,200 |
107,200 |
107,200 |
10 000 |
11,08 |
1 |
DS0725 |
PL0000108197 |
101,91 |
101,90 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
10 000 |
10,24 |
1 |
DS0726 |
PL0000108866 |
95,50 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,25 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,47 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,92 |
125,95 |
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 |
108,97 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,06 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,46 |
98,50 |
98,460 |
98,460 |
98,460 |
98,460 |
98,460 |
5 000 |
4,95 |
1 |
WZ0124 |
PL0000107454 |
97,49 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,47 |
95,40 |
95,470 |
95,470 |
95,400 |
95,400 |
95,437 |
280 000 |
267,93 |
13 |
TOTAL |
340 000 |
330,28 |
20 |
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 |
101,52 |
1,37 |
1,23 |
101,48 |
1,29 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,39 |
1,31 |
100,98 |
1,34 |
OK1018 |
PL0000109062 |
98,35 |
98,46 |
1,51 |
1,41 |
98,41 |
1,45 |
WZ0119 |
PL0000107603 |
100,25 |
100,37 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,39 |
97,48 |
1,66 |
1,60 |
97,44 |
1,62 |
PS0719 |
PL0000108148 |
102,84 |
102,93 |
1,68 |
1,64 |
102,89 |
1,66 |
DS1019 |
PL0000105441 |
107,74 |
107,85 |
1,73 |
1,68 |
107,80 |
1,71 |
WZ0120 |
PL0000108601 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0420 |
PL0000108510 |
98,98 |
99,11 |
1,90 |
1,85 |
99,05 |
1,87 |
DS1020 |
PL0000106126 |
109,57 |
109,74 |
2,04 |
1,99 |
109,66 |
2,01 |
WZ0121 |
PL0000106068 |
99,59 |
99,81 |
--- |
--- |
99,70 |
--- |
PS0421 |
PL0000108916 |
99,29 |
99,44 |
2,20 |
2,16 |
99,37 |
2,18 |
PS0721 |
PL0000109153 |
98,00 |
98,15 |
2,29 |
2,25 |
98,08 |
2,27 |
DS1021 |
PL0000106670 |
113,39 |
113,61 |
2,30 |
2,25 |
113,50 |
2,27 |
PS0422 |
PL0000109492 |
98,97 |
99,11 |
2,49 |
2,45 |
99,04 |
2,47 |
WS0922 |
PL0000102646 |
114,96 |
115,15 |
2,54 |
2,50 |
115,06 |
2,52 |
WZ1122 |
PL0000109377 |
98,43 |
98,68 |
--- |
--- |
98,56 |
--- |
IZ0823 |
PL0000105359 |
108,70 |
109,37 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,34 |
2,72 |
2,68 |
107,22 |
2,70 |
WZ0124 |
PL0000107454 |
97,41 |
97,74 |
--- |
--- |
97,58 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,16 |
2,98 |
2,94 |
102,01 |
2,96 |
WZ0126 |
PL0000108817 |
95,41 |
95,73 |
--- |
--- |
95,57 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,70 |
3,10 |
3,06 |
95,54 |
3,08 |
DS0727 |
PL0000109427 |
94,19 |
94,52 |
3,19 |
3,15 |
94,36 |
3,17 |
WS0429 |
PL0000105391 |
125,72 |
126,50 |
3,08 |
3,01 |
126,11 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,52 |
1,37 |
1,23 |
101,48 |
1,29 |
PS0718 |
PL0000107595 |
100,95 |
101,02 |
1,38 |
1,30 |
100,99 |
1,33 |
OK1018 |
PL0000109062 |
98,35 |
98,44 |
1,51 |
1,42 |
98,40 |
1,46 |
WZ0119 |
PL0000107603 |
100,25 |
100,37 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,46 |
1,66 |
1,61 |
97,42 |
1,64 |
PS0719 |
PL0000108148 |
102,83 |
102,90 |
1,69 |
1,65 |
102,87 |
1,67 |
DS1019 |
PL0000105441 |
107,74 |
107,83 |
1,73 |
1,69 |
107,79 |
1,71 |
WZ0120 |
PL0000108601 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0420 |
PL0000108510 |
98,95 |
99,08 |
1,91 |
1,86 |
99,02 |
1,88 |
DS1020 |
PL0000106126 |
109,58 |
109,68 |
2,04 |
2,01 |
109,63 |
2,02 |
WZ0121 |
PL0000106068 |
99,58 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0421 |
PL0000108916 |
99,26 |
99,37 |
2,21 |
2,18 |
99,32 |
2,19 |
PS0721 |
PL0000109153 |
97,93 |
98,08 |
2,31 |
2,27 |
98,01 |
2,29 |
DS1021 |
PL0000106670 |
113,29 |
113,46 |
2,32 |
2,28 |
113,38 |
2,30 |
PS0422 |
PL0000109492 |
98,91 |
99,03 |
2,50 |
2,47 |
98,97 |
2,49 |
WS0922 |
PL0000102646 |
114,84 |
115,05 |
2,56 |
2,52 |
114,95 |
2,54 |
WZ1122 |
PL0000109377 |
98,41 |
98,58 |
--- |
--- |
98,50 |
--- |
IZ0823 |
PL0000105359 |
108,68 |
109,37 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,25 |
2,73 |
2,70 |
107,14 |
2,71 |
WZ0124 |
PL0000107454 |
97,40 |
97,61 |
--- |
--- |
97,51 |
--- |
DS0725 |
PL0000108197 |
101,77 |
101,96 |
2,99 |
2,96 |
101,87 |
2,98 |
WZ0126 |
PL0000108817 |
95,29 |
95,50 |
--- |
--- |
95,40 |
--- |
DS0726 |
PL0000108866 |
95,29 |
95,52 |
3,11 |
3,08 |
95,41 |
3,10 |
DS0727 |
PL0000109427 |
94,04 |
94,26 |
3,21 |
3,19 |
94,15 |
3,20 |
WS0429 |
PL0000105391 |
125,43 |
126,17 |
3,10 |
3,04 |
125,80 |
3,07 |
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 |
1,450 |
1,450 |
1,450 |
60 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
105 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
220 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
30 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
100 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
180 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,420 |
1,450 |
1,440 |
90 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
50 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,480 |
1,465 |
165 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
115 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,480 |
1,479 |
290 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
145 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
30 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
100 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,470 |
1,470 |
1,470 |
200 |
TOTAL |
2 505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.