2017-09-15 |
MARKET DATA |
No 178 (3211) |
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 |
960,00 |
940,97 |
54 |
3 840,00 |
3 948,91 |
26 |
4 800,00 |
4 889,88 |
80 |
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 |
100,40 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,41 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,42 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,43 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,79 |
102,84 |
102,820 |
102,820 |
102,820 |
102,820 |
102,820 |
35 000 |
36,16 |
1 |
DS1019 |
PL0000105441 |
107,72 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,98 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,58 |
109,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,26 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,98 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,30 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,97 |
98,86 |
98,950 |
98,950 |
98,860 |
98,860 |
98,887 |
70 000 |
69,86 |
11 |
WS0922 |
PL0000102646 |
114,89 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,28 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,00 |
106,96 |
106,960 |
106,960 |
106,960 |
106,960 |
106,960 |
10 000 |
11,06 |
1 |
DS0725 |
PL0000108197 |
101,79 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,31 |
95,21 |
95,230 |
95,310 |
95,210 |
95,270 |
95,253 |
230 000 |
219,97 |
11 |
DS0727 |
PL0000109427 |
94,13 |
94,01 |
94,040 |
94,130 |
94,010 |
94,030 |
94,085 |
110 000 |
103,92 |
12 |
WS0428 |
PL0000107611 |
94,19 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,45 |
125,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,82 |
133,82 |
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 |
108,92 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,08 |
100,12 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
25 000 |
25,09 |
1 |
WZ0121 |
PL0000106068 |
99,57 |
99,60 |
99,570 |
99,570 |
99,530 |
99,530 |
99,541 |
380 000 |
379,30 |
8 |
WZ1122 |
PL0000109377 |
98,48 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,39 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,35 |
95,35 |
95,350 |
95,350 |
95,350 |
95,350 |
95,350 |
100 000 |
95,63 |
9 |
TOTAL |
960 000 |
940,97 |
54 |
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 |
100,20 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,40 |
101,48 |
1,37 |
1,24 |
101,44 |
1,30 |
PS0718 |
PL0000107595 |
100,94 |
101,02 |
1,37 |
1,28 |
100,98 |
1,32 |
OK1018 |
PL0000109062 |
98,39 |
98,47 |
1,49 |
1,41 |
98,43 |
1,45 |
WZ0119 |
PL0000107603 |
100,28 |
100,39 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
97,40 |
97,47 |
1,66 |
1,62 |
97,44 |
1,64 |
PS0719 |
PL0000108148 |
102,78 |
102,86 |
1,71 |
1,66 |
102,82 |
1,68 |
DS1019 |
PL0000105441 |
107,69 |
107,78 |
1,73 |
1,69 |
107,74 |
1,71 |
WZ0120 |
PL0000108601 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0420 |
PL0000108510 |
98,96 |
99,08 |
1,91 |
1,86 |
99,02 |
1,89 |
DS1020 |
PL0000106126 |
109,54 |
109,67 |
2,04 |
2,00 |
109,61 |
2,02 |
WZ0121 |
PL0000106068 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0421 |
PL0000108916 |
99,22 |
99,36 |
2,22 |
2,18 |
99,29 |
2,20 |
PS0721 |
PL0000109153 |
97,93 |
98,08 |
2,32 |
2,27 |
98,01 |
2,29 |
DS1021 |
PL0000106670 |
113,21 |
113,40 |
2,33 |
2,28 |
113,31 |
2,31 |
PS0422 |
PL0000109492 |
98,87 |
99,01 |
2,51 |
2,48 |
98,94 |
2,49 |
WS0922 |
PL0000102646 |
114,77 |
115,00 |
2,57 |
2,52 |
114,89 |
2,55 |
WZ1122 |
PL0000109377 |
98,41 |
98,62 |
--- |
--- |
98,52 |
--- |
IZ0823 |
PL0000105359 |
108,61 |
109,39 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,20 |
2,75 |
2,70 |
107,05 |
2,73 |
WZ0124 |
PL0000107454 |
97,34 |
97,64 |
--- |
--- |
97,49 |
--- |
DS0725 |
PL0000108197 |
101,68 |
101,91 |
3,00 |
2,97 |
101,80 |
2,99 |
WZ0126 |
PL0000108817 |
95,24 |
95,51 |
--- |
--- |
95,38 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,36 |
3,13 |
3,11 |
95,28 |
3,12 |
DS0727 |
PL0000109427 |
93,97 |
94,17 |
3,22 |
3,20 |
94,07 |
3,21 |
WS0429 |
PL0000105391 |
125,18 |
126,01 |
3,12 |
3,05 |
125,60 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,40 |
101,46 |
1,37 |
1,27 |
101,43 |
1,32 |
PS0718 |
PL0000107595 |
100,94 |
101,01 |
1,37 |
1,29 |
100,98 |
1,32 |
OK1018 |
PL0000109062 |
98,39 |
98,47 |
1,49 |
1,41 |
98,43 |
1,45 |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,41 |
97,47 |
1,66 |
1,62 |
97,44 |
1,64 |
PS0719 |
PL0000108148 |
102,78 |
102,85 |
1,71 |
1,67 |
102,82 |
1,68 |
DS1019 |
PL0000105441 |
107,70 |
107,77 |
1,73 |
1,70 |
107,74 |
1,71 |
WZ0120 |
PL0000108601 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0420 |
PL0000108510 |
98,95 |
99,06 |
1,91 |
1,87 |
99,01 |
1,89 |
DS1020 |
PL0000106126 |
109,54 |
109,66 |
2,04 |
2,00 |
109,60 |
2,02 |
WZ0121 |
PL0000106068 |
99,48 |
99,63 |
--- |
--- |
99,56 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,33 |
2,23 |
2,19 |
99,27 |
2,21 |
PS0721 |
PL0000109153 |
97,94 |
98,02 |
2,31 |
2,29 |
97,98 |
2,30 |
DS1021 |
PL0000106670 |
113,25 |
113,37 |
2,32 |
2,29 |
113,31 |
2,31 |
PS0422 |
PL0000109492 |
98,86 |
98,97 |
2,51 |
2,49 |
98,92 |
2,50 |
WS0922 |
PL0000102646 |
114,75 |
114,98 |
2,57 |
2,53 |
114,87 |
2,55 |
WZ1122 |
PL0000109377 |
98,39 |
98,55 |
--- |
--- |
98,47 |
--- |
IZ0823 |
PL0000105359 |
108,62 |
109,33 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,09 |
2,75 |
2,72 |
107,00 |
2,74 |
WZ0124 |
PL0000107454 |
97,30 |
97,53 |
--- |
--- |
97,42 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,81 |
3,01 |
2,98 |
101,71 |
3,00 |
WZ0126 |
PL0000108817 |
95,24 |
95,43 |
--- |
--- |
95,34 |
--- |
DS0726 |
PL0000108866 |
95,09 |
95,29 |
3,14 |
3,11 |
95,19 |
3,13 |
DS0727 |
PL0000109427 |
93,91 |
94,10 |
3,23 |
3,21 |
94,01 |
3,22 |
WS0429 |
PL0000105391 |
125,18 |
125,86 |
3,12 |
3,06 |
125,52 |
3,09 |
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 |
115 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
120 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
145 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
40 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
165 |
WZ1122 |
PL0000109377 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
120 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
65 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,420 |
1,430 |
1,423 |
290 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
70 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
1,450 |
1,460 |
1,457 |
230 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
260 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,470 |
1,480 |
1,472 |
185 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
400 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
125 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
620 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
150 |
TOTAL |
3 240 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,500 |
1,500 |
1,500 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.