2017-09-14 |
MARKET DATA |
No 177 (3210) |
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 |
2 227,50 |
2 245,29 |
74 |
4 830,00 |
4 853,65 |
35 |
7 057,50 |
7 098,95 |
109 |
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 |
100,42 |
100,42 |
100,420 |
100,430 |
100,420 |
100,430 |
100,422 |
167 500 |
176,11 |
4 |
PS0418 |
PL0000107314 |
101,44 |
101,46 |
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 |
98,41 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,41 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,81 |
102,81 |
102,810 |
102,810 |
102,780 |
102,780 |
102,802 |
400 000 |
413,17 |
6 |
DS1019 |
PL0000105441 |
107,71 |
107,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,97 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,55 |
109,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,25 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,98 |
97,96 |
97,970 |
97,970 |
97,970 |
97,970 |
97,970 |
365 000 |
358,55 |
13 |
DS1021 |
PL0000106670 |
113,28 |
113,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,97 |
98,90 |
98,910 |
98,940 |
98,880 |
98,880 |
98,899 |
155 000 |
154,69 |
9 |
WS0922 |
PL0000102646 |
114,87 |
114,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,30 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,00 |
107,04 |
107,050 |
107,050 |
107,050 |
107,050 |
107,050 |
35 000 |
38,73 |
1 |
DS0725 |
PL0000108197 |
101,75 |
101,79 |
101,830 |
101,830 |
101,700 |
101,700 |
101,808 |
30 000 |
30,69 |
2 |
DS0726 |
PL0000108866 |
95,24 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,12 |
93,96 |
94,020 |
94,080 |
94,000 |
94,080 |
94,035 |
80 000 |
75,53 |
8 |
WS0428 |
PL0000107611 |
94,17 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,44 |
125,70 |
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 |
109,00 |
109,02 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
15 000 |
19,00 |
1 |
WZ0118 |
PL0000104717 |
100,23 |
100,22 |
100,220 |
100,230 |
100,220 |
100,230 |
100,228 |
485 000 |
487,42 |
13 |
WZ0119 |
PL0000107603 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,08 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,63 |
99,62 |
99,630 |
99,630 |
99,560 |
99,560 |
99,579 |
215 000 |
214,68 |
7 |
WZ1122 |
PL0000109377 |
98,48 |
98,49 |
98,490 |
98,520 |
98,490 |
98,500 |
98,508 |
260 000 |
257,60 |
8 |
WZ0124 |
PL0000107454 |
97,36 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,35 |
95,36 |
95,360 |
95,360 |
95,360 |
95,360 |
95,360 |
20 000 |
19,13 |
2 |
TOTAL |
2 227 500 |
2 245,29 |
74 |
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 |
100,24 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,51 |
1,33 |
1,20 |
101,47 |
1,26 |
PS0718 |
PL0000107595 |
100,95 |
101,02 |
1,36 |
1,28 |
100,99 |
1,32 |
OK1018 |
PL0000109062 |
98,36 |
98,46 |
1,51 |
1,42 |
98,41 |
1,47 |
WZ0119 |
PL0000107603 |
100,25 |
100,38 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,39 |
97,47 |
1,67 |
1,61 |
97,43 |
1,64 |
PS0719 |
PL0000108148 |
102,79 |
102,88 |
1,70 |
1,65 |
102,84 |
1,68 |
DS1019 |
PL0000105441 |
107,68 |
107,77 |
1,74 |
1,70 |
107,73 |
1,72 |
WZ0120 |
PL0000108601 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0420 |
PL0000108510 |
98,92 |
99,05 |
1,93 |
1,87 |
98,99 |
1,90 |
DS1020 |
PL0000106126 |
109,50 |
109,63 |
2,05 |
2,01 |
109,57 |
2,03 |
WZ0121 |
PL0000106068 |
99,53 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0421 |
PL0000108916 |
99,17 |
99,31 |
2,24 |
2,20 |
99,24 |
2,22 |
PS0721 |
PL0000109153 |
97,89 |
98,05 |
2,33 |
2,28 |
97,97 |
2,30 |
DS1021 |
PL0000106670 |
113,16 |
113,35 |
2,34 |
2,30 |
113,26 |
2,32 |
PS0422 |
PL0000109492 |
98,79 |
98,93 |
2,53 |
2,50 |
98,86 |
2,51 |
WS0922 |
PL0000102646 |
114,71 |
114,93 |
2,58 |
2,54 |
114,82 |
2,56 |
WZ1122 |
PL0000109377 |
98,36 |
98,53 |
--- |
--- |
98,45 |
--- |
IZ0823 |
PL0000105359 |
108,65 |
109,44 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,13 |
2,76 |
2,71 |
106,99 |
2,74 |
WZ0124 |
PL0000107454 |
97,28 |
97,53 |
--- |
--- |
97,41 |
--- |
DS0725 |
PL0000108197 |
101,56 |
101,86 |
3,02 |
2,98 |
101,71 |
3,00 |
WZ0126 |
PL0000108817 |
95,20 |
95,47 |
--- |
--- |
95,34 |
--- |
DS0726 |
PL0000108866 |
95,06 |
95,26 |
3,15 |
3,12 |
95,16 |
3,13 |
DS0727 |
PL0000109427 |
93,85 |
94,05 |
3,24 |
3,21 |
93,95 |
3,22 |
WS0429 |
PL0000105391 |
125,16 |
125,95 |
3,13 |
3,05 |
125,56 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,42 |
101,48 |
1,34 |
1,25 |
101,45 |
1,30 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,37 |
1,29 |
100,98 |
1,33 |
OK1018 |
PL0000109062 |
98,39 |
98,46 |
1,48 |
1,42 |
98,43 |
1,45 |
WZ0119 |
PL0000107603 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
97,39 |
97,46 |
1,67 |
1,62 |
97,43 |
1,64 |
PS0719 |
PL0000108148 |
102,76 |
102,83 |
1,72 |
1,68 |
102,80 |
1,70 |
DS1019 |
PL0000105441 |
107,69 |
107,77 |
1,74 |
1,70 |
107,73 |
1,72 |
WZ0120 |
PL0000108601 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,94 |
99,04 |
1,92 |
1,88 |
98,99 |
1,90 |
DS1020 |
PL0000106126 |
109,52 |
109,65 |
2,05 |
2,01 |
109,59 |
2,03 |
WZ0121 |
PL0000106068 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,34 |
2,23 |
2,19 |
99,27 |
2,21 |
PS0721 |
PL0000109153 |
97,93 |
98,01 |
2,32 |
2,29 |
97,97 |
2,30 |
DS1021 |
PL0000106670 |
113,18 |
113,39 |
2,34 |
2,29 |
113,29 |
2,31 |
PS0422 |
PL0000109492 |
98,84 |
98,96 |
2,52 |
2,49 |
98,90 |
2,50 |
WS0922 |
PL0000102646 |
114,74 |
114,97 |
2,58 |
2,53 |
114,86 |
2,55 |
WZ1122 |
PL0000109377 |
98,41 |
98,57 |
--- |
--- |
98,49 |
--- |
IZ0823 |
PL0000105359 |
108,59 |
109,36 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,14 |
2,76 |
2,71 |
107,01 |
2,73 |
WZ0124 |
PL0000107454 |
97,31 |
97,54 |
--- |
--- |
97,43 |
--- |
DS0725 |
PL0000108197 |
101,63 |
101,85 |
3,01 |
2,98 |
101,74 |
2,99 |
WZ0126 |
PL0000108817 |
95,27 |
95,48 |
--- |
--- |
95,38 |
--- |
DS0726 |
PL0000108866 |
95,10 |
95,31 |
3,14 |
3,11 |
95,21 |
3,13 |
DS0727 |
PL0000109427 |
93,91 |
94,15 |
3,23 |
3,20 |
94,03 |
3,21 |
WS0429 |
PL0000105391 |
125,10 |
125,87 |
3,13 |
3,06 |
125,49 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
65 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
70 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,470 |
1,490 |
1,485 |
60 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
150 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
215 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
290 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,450 |
1,460 |
1,455 |
460 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
20 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,430 |
1,450 |
1,443 |
80 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
300 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
170 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
600 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
100 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
290 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
340 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
250 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,500 |
1,494 |
320 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
110 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
270 |
TOTAL |
4 830 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.