2017-09-13 |
MARKET DATA |
No 176 (3209) |
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 |
370,00 |
357,57 |
34 |
4 375,00 |
4 427,76 |
37 |
4 745,00 |
4 785,33 |
71 |
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 |
100,44 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,44 |
101,48 |
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 |
98,42 |
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 |
102,84 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,74 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,98 |
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 |
99,30 |
99,28 |
99,300 |
99,300 |
99,290 |
99,290 |
99,293 |
80 000 |
80,06 |
2 |
PS0721 |
PL0000109153 |
98,01 |
98,01 |
98,030 |
98,030 |
97,990 |
97,990 |
97,998 |
25 000 |
24,56 |
2 |
DS1021 |
PL0000106670 |
113,33 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,01 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,89 |
114,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,36 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,06 |
107,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,91 |
101,800 |
101,800 |
101,790 |
101,790 |
101,794 |
25 000 |
25,56 |
2 |
DS0726 |
PL0000108866 |
95,39 |
95,15 |
95,360 |
95,360 |
95,240 |
95,240 |
95,312 |
50 000 |
47,83 |
6 |
DS0727 |
PL0000109427 |
94,20 |
93,94 |
94,210 |
94,210 |
94,030 |
94,050 |
94,144 |
190 000 |
179,55 |
22 |
WS0428 |
PL0000107611 |
94,26 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,65 |
125,85 |
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 |
108,94 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,28 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,08 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,62 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,43 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,45 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,38 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
357,57 |
34 |
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 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,51 |
1,36 |
1,23 |
101,47 |
1,30 |
PS0718 |
PL0000107595 |
100,95 |
101,01 |
1,37 |
1,30 |
100,98 |
1,34 |
OK1018 |
PL0000109062 |
98,36 |
98,46 |
1,50 |
1,41 |
98,41 |
1,45 |
WZ0119 |
PL0000107603 |
100,24 |
100,37 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,47 |
1,66 |
1,61 |
97,43 |
1,63 |
PS0719 |
PL0000108148 |
102,83 |
102,92 |
1,69 |
1,64 |
102,88 |
1,66 |
DS1019 |
PL0000105441 |
107,72 |
107,83 |
1,74 |
1,69 |
107,78 |
1,71 |
WZ0120 |
PL0000108601 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0420 |
PL0000108510 |
98,96 |
99,09 |
1,91 |
1,86 |
99,03 |
1,88 |
DS1020 |
PL0000106126 |
109,59 |
109,69 |
2,03 |
2,00 |
109,64 |
2,02 |
WZ0121 |
PL0000106068 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,38 |
2,22 |
2,18 |
99,31 |
2,20 |
PS0721 |
PL0000109153 |
97,95 |
98,09 |
2,31 |
2,27 |
98,02 |
2,29 |
DS1021 |
PL0000106670 |
113,27 |
113,47 |
2,32 |
2,28 |
113,37 |
2,30 |
PS0422 |
PL0000109492 |
98,94 |
99,09 |
2,49 |
2,46 |
99,02 |
2,47 |
WS0922 |
PL0000102646 |
114,83 |
115,05 |
2,56 |
2,52 |
114,94 |
2,54 |
WZ1122 |
PL0000109377 |
98,40 |
98,60 |
--- |
--- |
98,50 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,40 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
106,98 |
107,26 |
2,74 |
2,69 |
107,12 |
2,72 |
WZ0124 |
PL0000107454 |
97,33 |
97,66 |
--- |
--- |
97,50 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,00 |
3,00 |
2,96 |
101,86 |
2,98 |
WZ0126 |
PL0000108817 |
95,30 |
95,50 |
--- |
--- |
95,40 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,53 |
3,13 |
3,08 |
95,37 |
3,10 |
DS0727 |
PL0000109427 |
93,98 |
94,30 |
3,22 |
3,18 |
94,14 |
3,20 |
WS0429 |
PL0000105391 |
125,46 |
126,22 |
3,10 |
3,03 |
125,84 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,51 |
1,36 |
1,23 |
101,47 |
1,30 |
PS0718 |
PL0000107595 |
100,95 |
101,01 |
1,37 |
1,30 |
100,98 |
1,34 |
OK1018 |
PL0000109062 |
98,36 |
98,44 |
1,50 |
1,43 |
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 |
102,81 |
102,88 |
1,70 |
1,66 |
102,85 |
1,68 |
DS1019 |
PL0000105441 |
107,72 |
107,82 |
1,74 |
1,69 |
107,77 |
1,72 |
WZ0120 |
PL0000108601 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,95 |
99,08 |
1,91 |
1,86 |
99,02 |
1,89 |
DS1020 |
PL0000106126 |
109,59 |
109,69 |
2,03 |
2,00 |
109,64 |
2,02 |
WZ0121 |
PL0000106068 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
99,21 |
99,32 |
2,23 |
2,19 |
99,27 |
2,21 |
PS0721 |
PL0000109153 |
97,95 |
98,04 |
2,31 |
2,28 |
98,00 |
2,30 |
DS1021 |
PL0000106670 |
113,26 |
113,42 |
2,33 |
2,29 |
113,34 |
2,31 |
PS0422 |
PL0000109492 |
98,85 |
98,98 |
2,51 |
2,48 |
98,92 |
2,50 |
WS0922 |
PL0000102646 |
114,81 |
115,03 |
2,57 |
2,52 |
114,92 |
2,55 |
WZ1122 |
PL0000109377 |
98,37 |
98,54 |
--- |
--- |
98,46 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,35 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,21 |
2,75 |
2,70 |
107,07 |
2,73 |
WZ0124 |
PL0000107454 |
97,36 |
97,57 |
--- |
--- |
97,47 |
--- |
DS0725 |
PL0000108197 |
101,70 |
101,96 |
3,00 |
2,96 |
101,83 |
2,98 |
WZ0126 |
PL0000108817 |
95,27 |
95,46 |
--- |
--- |
95,37 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,35 |
3,13 |
3,11 |
95,26 |
3,12 |
DS0727 |
PL0000109427 |
93,99 |
94,16 |
3,22 |
3,20 |
94,08 |
3,21 |
WS0429 |
PL0000105391 |
125,29 |
126,04 |
3,12 |
3,05 |
125,67 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
105 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
65 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
40 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
135 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
320 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
30 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
110 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,460 |
1,450 |
330 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
105 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
130 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,470 |
1,490 |
1,480 |
105 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
200 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,490 |
1,486 |
70 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
380 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
105 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
30 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
260 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
40 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,490 |
1,500 |
1,494 |
520 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
320 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
35 |
TOTAL |
4 375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.