2017-09-18 |
MARKET DATA |
No 179 (3212) |
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 |
1 302,50 |
1 324,14 |
41 |
1 515,00 |
1 531,92 |
17 |
2 817,50 |
2 856,06 |
58 |
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 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,43 |
101,44 |
101,430 |
101,440 |
101,430 |
101,440 |
101,432 |
97 500 |
100,38 |
4 |
PS0718 |
PL0000107595 |
100,99 |
100,99 |
100,990 |
100,990 |
100,990 |
100,990 |
100,990 |
200 000 |
202,76 |
3 |
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 |
102,78 |
102,74 |
102,750 |
102,750 |
102,730 |
102,740 |
102,736 |
475 000 |
490,41 |
8 |
DS1019 |
PL0000105441 |
107,70 |
107,69 |
107,690 |
107,690 |
107,690 |
107,690 |
107,690 |
65 000 |
73,23 |
1 |
PS0420 |
PL0000108510 |
98,99 |
98,92 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
85 000 |
84,60 |
1 |
DS1020 |
PL0000106126 |
109,53 |
109,46 |
109,450 |
109,450 |
109,450 |
109,450 |
109,450 |
10 000 |
11,42 |
1 |
PS0421 |
PL0000108916 |
99,22 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,94 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,32 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,86 |
98,73 |
98,840 |
98,840 |
98,840 |
98,840 |
98,840 |
25 000 |
24,94 |
3 |
WS0922 |
PL0000102646 |
114,79 |
114,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,19 |
99,02 |
99,130 |
99,130 |
99,120 |
99,120 |
99,123 |
65 000 |
65,49 |
3 |
DS1023 |
PL0000107264 |
106,90 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,63 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,48 |
94,44 |
95,210 |
95,290 |
95,210 |
95,290 |
95,237 |
30 000 |
28,69 |
2 |
DS0727 |
PL0000109427 |
94,00 |
93,23 |
93,870 |
94,030 |
93,620 |
93,620 |
93,894 |
140 000 |
132,00 |
9 |
WS0428 |
PL0000107611 |
94,10 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,32 |
125,30 |
125,250 |
125,250 |
125,250 |
125,250 |
125,250 |
10 000 |
12,76 |
1 |
WS0437 |
PL0000104857 |
113,61 |
133,14 |
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 |
108,90 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,07 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,49 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,49 |
97,48 |
97,500 |
97,530 |
97,500 |
97,530 |
97,515 |
85 000 |
83,13 |
3 |
WZ0126 |
PL0000108817 |
95,32 |
95,35 |
95,350 |
95,350 |
95,350 |
95,350 |
95,350 |
15 000 |
14,34 |
2 |
TOTAL |
1 302 500 |
1 324,14 |
41 |
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 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,41 |
101,48 |
1,34 |
1,22 |
101,45 |
1,27 |
PS0718 |
PL0000107595 |
100,97 |
101,02 |
1,33 |
1,27 |
101,00 |
1,30 |
OK1018 |
PL0000109062 |
98,39 |
98,46 |
1,49 |
1,43 |
98,43 |
1,45 |
WZ0119 |
PL0000107603 |
100,26 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,40 |
97,47 |
1,67 |
1,62 |
97,44 |
1,64 |
PS0719 |
PL0000108148 |
102,76 |
102,84 |
1,71 |
1,67 |
102,80 |
1,69 |
DS1019 |
PL0000105441 |
107,66 |
107,75 |
1,74 |
1,70 |
107,71 |
1,72 |
WZ0120 |
PL0000108601 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,93 |
99,06 |
1,92 |
1,87 |
99,00 |
1,90 |
DS1020 |
PL0000106126 |
109,48 |
109,63 |
2,05 |
2,01 |
109,56 |
2,03 |
WZ0121 |
PL0000106068 |
99,45 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,30 |
2,24 |
2,20 |
99,23 |
2,22 |
PS0721 |
PL0000109153 |
97,88 |
98,02 |
2,33 |
2,29 |
97,95 |
2,31 |
DS1021 |
PL0000106670 |
113,11 |
113,31 |
2,35 |
2,30 |
113,21 |
2,33 |
PS0422 |
PL0000109492 |
98,79 |
98,90 |
2,53 |
2,50 |
98,85 |
2,52 |
WS0922 |
PL0000102646 |
114,69 |
114,89 |
2,58 |
2,54 |
114,79 |
2,56 |
WZ1122 |
PL0000109377 |
98,40 |
98,61 |
--- |
--- |
98,51 |
--- |
IZ0823 |
PL0000105359 |
108,68 |
109,27 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,78 |
107,07 |
2,77 |
2,72 |
106,93 |
2,75 |
WZ0124 |
PL0000107454 |
97,23 |
97,58 |
--- |
--- |
97,41 |
--- |
DS0725 |
PL0000108197 |
101,51 |
101,77 |
3,03 |
2,99 |
101,64 |
3,01 |
WZ0126 |
PL0000108817 |
95,23 |
95,49 |
--- |
--- |
95,36 |
--- |
DS0726 |
PL0000108866 |
95,01 |
95,25 |
3,15 |
3,12 |
95,13 |
3,14 |
DS0727 |
PL0000109427 |
93,82 |
94,05 |
3,24 |
3,21 |
93,94 |
3,23 |
WS0429 |
PL0000105391 |
125,04 |
125,83 |
3,14 |
3,06 |
125,44 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,41 |
101,47 |
1,34 |
1,24 |
101,44 |
1,29 |
PS0718 |
PL0000107595 |
100,97 |
101,01 |
1,33 |
1,29 |
100,99 |
1,31 |
OK1018 |
PL0000109062 |
98,38 |
98,45 |
1,50 |
1,44 |
98,42 |
1,46 |
WZ0119 |
PL0000107603 |
100,26 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,39 |
97,46 |
1,67 |
1,63 |
97,43 |
1,65 |
PS0719 |
PL0000108148 |
102,70 |
102,77 |
1,75 |
1,71 |
102,74 |
1,73 |
DS1019 |
PL0000105441 |
107,65 |
107,73 |
1,75 |
1,71 |
107,69 |
1,73 |
WZ0120 |
PL0000108601 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,90 |
99,02 |
1,94 |
1,89 |
98,96 |
1,91 |
DS1020 |
PL0000106126 |
109,42 |
109,52 |
2,07 |
2,04 |
109,47 |
2,06 |
WZ0121 |
PL0000106068 |
99,47 |
99,63 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,23 |
2,27 |
2,22 |
99,15 |
2,25 |
PS0721 |
PL0000109153 |
97,77 |
97,89 |
2,36 |
2,33 |
97,83 |
2,34 |
DS1021 |
PL0000106670 |
112,99 |
113,22 |
2,38 |
2,33 |
113,11 |
2,35 |
PS0422 |
PL0000109492 |
98,65 |
98,81 |
2,56 |
2,52 |
98,73 |
2,54 |
WS0922 |
PL0000102646 |
114,55 |
114,79 |
2,61 |
2,56 |
114,67 |
2,59 |
WZ1122 |
PL0000109377 |
98,42 |
98,61 |
--- |
--- |
98,52 |
--- |
IZ0823 |
PL0000105359 |
108,61 |
109,34 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,85 |
2,81 |
2,76 |
106,71 |
2,79 |
WZ0124 |
PL0000107454 |
97,37 |
97,61 |
--- |
--- |
97,49 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,59 |
3,04 |
3,02 |
101,49 |
3,03 |
WZ0126 |
PL0000108817 |
95,24 |
95,46 |
--- |
--- |
95,35 |
--- |
DS0726 |
PL0000108866 |
94,84 |
95,07 |
3,18 |
3,14 |
94,96 |
3,16 |
DS0727 |
PL0000109427 |
93,57 |
93,82 |
3,27 |
3,24 |
93,70 |
3,26 |
WS0429 |
PL0000105391 |
124,74 |
125,49 |
3,16 |
3,10 |
125,12 |
3,13 |
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 |
1,460 |
1,460 |
1,460 |
55 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,420 |
1,460 |
1,431 |
140 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
45 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
290 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
250 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
125 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
55 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
30 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
115 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
105 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
180 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
75 |
TOTAL |
1 515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.