2017-09-19 |
MARKET DATA |
No 180 (3213) |
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 |
1 172,50 |
1 136,74 |
54 |
2 145,00 |
2 175,13 |
18 |
3 317,50 |
3 311,87 |
72 |
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 |
101,42 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,97 |
100,97 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
100 000 |
101,35 |
3 |
OK1018 |
PL0000109062 |
98,41 |
98,42 |
98,420 |
98,420 |
98,420 |
98,420 |
98,420 |
100 000 |
98,42 |
1 |
OK0419 |
PL0000109633 |
97,39 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,62 |
107,66 |
107,570 |
107,570 |
107,570 |
107,570 |
107,570 |
30 000 |
33,77 |
1 |
PS0420 |
PL0000108510 |
98,89 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,40 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,07 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,77 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,98 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,65 |
98,38 |
98,480 |
98,480 |
98,400 |
98,400 |
98,438 |
60 000 |
59,61 |
4 |
WS0922 |
PL0000102646 |
114,56 |
114,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,95 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,56 |
106,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,25 |
100,90 |
101,240 |
101,240 |
101,240 |
101,240 |
101,240 |
25 000 |
25,44 |
1 |
DS0726 |
PL0000108866 |
94,76 |
94,41 |
94,760 |
94,760 |
94,420 |
94,420 |
94,694 |
510 000 |
484,96 |
22 |
DS0727 |
PL0000109427 |
94,35 |
93,14 |
93,590 |
93,590 |
93,170 |
93,170 |
93,523 |
185 000 |
173,75 |
12 |
WS0428 |
PL0000107611 |
93,71 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,85 |
124,45 |
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 |
108,83 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,27 |
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 |
100,05 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,50 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,51 |
98,52 |
98,490 |
98,490 |
98,490 |
98,490 |
98,490 |
105 000 |
104,03 |
4 |
WZ0124 |
PL0000107454 |
97,47 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,40 |
95,38 |
95,330 |
95,400 |
95,330 |
95,400 |
95,356 |
47 500 |
45,43 |
5 |
TOTAL |
1 162 500 |
1 126,76 |
53 |
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 |
101,41 |
101,47 |
1,33 |
1,23 |
101,44 |
1,28 |
PS0718 |
PL0000107595 |
100,95 |
101,00 |
1,35 |
1,29 |
100,98 |
1,32 |
OK1018 |
PL0000109062 |
98,38 |
98,46 |
1,51 |
1,43 |
98,42 |
1,47 |
WZ0119 |
PL0000107603 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,37 |
97,47 |
1,69 |
1,62 |
97,42 |
1,66 |
PS0719 |
PL0000108148 |
102,67 |
102,79 |
1,76 |
1,70 |
102,73 |
1,73 |
DS1019 |
PL0000105441 |
107,60 |
107,72 |
1,77 |
1,71 |
107,66 |
1,74 |
WZ0120 |
PL0000108601 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,86 |
99,01 |
1,95 |
1,89 |
98,94 |
1,92 |
DS1020 |
PL0000106126 |
109,34 |
109,51 |
2,10 |
2,04 |
109,43 |
2,07 |
WZ0121 |
PL0000106068 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,22 |
2,28 |
2,23 |
99,14 |
2,25 |
PS0721 |
PL0000109153 |
97,75 |
97,93 |
2,37 |
2,32 |
97,84 |
2,34 |
DS1021 |
PL0000106670 |
112,95 |
113,20 |
2,39 |
2,33 |
113,08 |
2,36 |
PS0422 |
PL0000109492 |
98,62 |
98,78 |
2,57 |
2,53 |
98,70 |
2,55 |
WS0922 |
PL0000102646 |
114,49 |
114,72 |
2,62 |
2,57 |
114,61 |
2,59 |
WZ1122 |
PL0000109377 |
98,41 |
98,64 |
--- |
--- |
98,53 |
--- |
IZ0823 |
PL0000105359 |
108,43 |
109,38 |
--- |
--- |
108,91 |
--- |
DS1023 |
PL0000107264 |
106,52 |
106,88 |
2,82 |
2,76 |
106,70 |
2,79 |
WZ0124 |
PL0000107454 |
97,32 |
97,63 |
--- |
--- |
97,48 |
--- |
DS0725 |
PL0000108197 |
101,21 |
101,57 |
3,07 |
3,02 |
101,39 |
3,05 |
WZ0126 |
PL0000108817 |
95,22 |
95,48 |
--- |
--- |
95,35 |
--- |
DS0726 |
PL0000108866 |
94,72 |
95,08 |
3,19 |
3,14 |
94,90 |
3,17 |
DS0727 |
PL0000109427 |
93,54 |
93,83 |
3,28 |
3,24 |
93,69 |
3,26 |
WS0429 |
PL0000105391 |
124,72 |
125,51 |
3,16 |
3,09 |
125,12 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,39 |
101,45 |
1,36 |
1,26 |
101,42 |
1,31 |
PS0718 |
PL0000107595 |
100,94 |
100,99 |
1,36 |
1,31 |
100,97 |
1,33 |
OK1018 |
PL0000109062 |
98,39 |
98,47 |
1,50 |
1,42 |
98,43 |
1,46 |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,34 |
97,44 |
1,71 |
1,64 |
97,39 |
1,68 |
PS0719 |
PL0000108148 |
102,66 |
102,74 |
1,77 |
1,72 |
102,70 |
1,75 |
DS1019 |
PL0000105441 |
107,56 |
107,68 |
1,79 |
1,73 |
107,62 |
1,76 |
WZ0120 |
PL0000108601 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,74 |
98,96 |
2,00 |
1,91 |
98,85 |
1,96 |
DS1020 |
PL0000106126 |
109,19 |
109,40 |
2,14 |
2,08 |
109,30 |
2,11 |
WZ0121 |
PL0000106068 |
99,42 |
99,63 |
--- |
--- |
99,53 |
--- |
PS0421 |
PL0000108916 |
98,82 |
99,07 |
2,34 |
2,27 |
98,95 |
2,30 |
PS0721 |
PL0000109153 |
97,56 |
97,70 |
2,42 |
2,38 |
97,63 |
2,40 |
DS1021 |
PL0000106670 |
112,67 |
112,93 |
2,46 |
2,39 |
112,80 |
2,42 |
PS0422 |
PL0000109492 |
98,27 |
98,44 |
2,65 |
2,61 |
98,36 |
2,63 |
WS0922 |
PL0000102646 |
114,06 |
114,32 |
2,70 |
2,65 |
114,19 |
2,68 |
WZ1122 |
PL0000109377 |
98,40 |
98,61 |
--- |
--- |
98,51 |
--- |
IZ0823 |
PL0000105359 |
108,43 |
109,38 |
--- |
--- |
108,91 |
--- |
DS1023 |
PL0000107264 |
106,11 |
106,37 |
2,89 |
2,84 |
106,24 |
2,87 |
WZ0124 |
PL0000107454 |
97,39 |
97,65 |
--- |
--- |
97,52 |
--- |
DS0725 |
PL0000108197 |
100,62 |
100,95 |
3,16 |
3,11 |
100,79 |
3,13 |
WZ0126 |
PL0000108817 |
95,30 |
95,52 |
--- |
--- |
95,41 |
--- |
DS0726 |
PL0000108866 |
94,25 |
94,52 |
3,26 |
3,22 |
94,39 |
3,24 |
DS0727 |
PL0000109427 |
92,95 |
93,20 |
3,35 |
3,32 |
93,08 |
3,33 |
WS0429 |
PL0000105391 |
123,89 |
124,67 |
3,24 |
3,17 |
124,28 |
3,20 |
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 |
1,430 |
1,430 |
1,430 |
105 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
180 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
155 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
360 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
185 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
210 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
160 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
15 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
380 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
110 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,480 |
1,459 |
70 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
115 |
TOTAL |
2 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.