2017-09-20 |
MARKET DATA |
No 181 (3214) |
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 |
610,00 |
629,50 |
15 |
1 795,00 |
1 861,87 |
13 |
2 405,00 |
2 491,37 |
28 |
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 |
100,36 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,39 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,40 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,35 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,71 |
102,70 |
102,710 |
102,750 |
102,710 |
102,750 |
102,711 |
310 000 |
320,03 |
4 |
DS1019 |
PL0000105441 |
107,59 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,34 |
109,30 |
109,340 |
109,340 |
109,320 |
109,320 |
109,322 |
100 000 |
114,10 |
4 |
PS0421 |
PL0000108916 |
98,95 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,68 |
97,61 |
97,720 |
97,730 |
97,720 |
97,730 |
97,730 |
145 000 |
142,12 |
4 |
DS1021 |
PL0000106670 |
112,71 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,44 |
98,33 |
98,330 |
98,330 |
98,330 |
98,330 |
98,330 |
20 000 |
19,85 |
1 |
WS0922 |
PL0000102646 |
114,22 |
114,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,72 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,21 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,85 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,24 |
92,95 |
93,220 |
93,220 |
93,220 |
93,220 |
93,220 |
5 000 |
4,68 |
1 |
WS0428 |
PL0000107611 |
93,02 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,19 |
124,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,05 |
132,05 |
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 |
108,85 |
109,08 |
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 |
100,10 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,49 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,52 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,50 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,45 |
95,45 |
95,450 |
95,450 |
95,450 |
95,450 |
95,450 |
30 000 |
28,72 |
1 |
TOTAL |
610 000 |
629,50 |
15 |
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 |
101,38 |
101,44 |
1,37 |
1,27 |
101,41 |
1,32 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,40 |
1,31 |
100,95 |
1,35 |
OK1018 |
PL0000109062 |
98,37 |
98,47 |
1,52 |
1,42 |
98,42 |
1,47 |
WZ0119 |
PL0000107603 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
97,33 |
97,43 |
1,72 |
1,65 |
97,38 |
1,68 |
PS0719 |
PL0000108148 |
102,62 |
102,71 |
1,79 |
1,74 |
102,67 |
1,76 |
DS1019 |
PL0000105441 |
107,47 |
107,65 |
1,82 |
1,74 |
107,56 |
1,78 |
WZ0120 |
PL0000108601 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,91 |
2,03 |
1,93 |
98,79 |
1,98 |
DS1020 |
PL0000106126 |
109,08 |
109,32 |
2,18 |
2,10 |
109,20 |
2,14 |
WZ0121 |
PL0000106068 |
99,40 |
99,63 |
--- |
--- |
99,52 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,97 |
2,37 |
2,30 |
98,85 |
2,33 |
PS0721 |
PL0000109153 |
97,40 |
97,64 |
2,47 |
2,40 |
97,52 |
2,43 |
DS1021 |
PL0000106670 |
112,54 |
112,82 |
2,48 |
2,42 |
112,68 |
2,45 |
PS0422 |
PL0000109492 |
98,21 |
98,39 |
2,67 |
2,62 |
98,30 |
2,64 |
WS0922 |
PL0000102646 |
113,97 |
114,24 |
2,72 |
2,67 |
114,11 |
2,69 |
WZ1122 |
PL0000109377 |
98,35 |
98,58 |
--- |
--- |
98,47 |
--- |
IZ0823 |
PL0000105359 |
108,27 |
109,46 |
--- |
--- |
108,87 |
--- |
DS1023 |
PL0000107264 |
105,84 |
106,29 |
2,94 |
2,86 |
106,07 |
2,90 |
WZ0124 |
PL0000107454 |
97,33 |
97,68 |
--- |
--- |
97,51 |
--- |
DS0725 |
PL0000108197 |
100,39 |
100,83 |
3,19 |
3,13 |
100,61 |
3,16 |
WZ0126 |
PL0000108817 |
95,22 |
95,56 |
--- |
--- |
95,39 |
--- |
DS0726 |
PL0000108866 |
93,98 |
94,35 |
3,29 |
3,24 |
94,17 |
3,27 |
DS0727 |
PL0000109427 |
92,70 |
93,02 |
3,38 |
3,34 |
92,86 |
3,36 |
WS0429 |
PL0000105391 |
123,51 |
124,41 |
3,27 |
3,19 |
123,96 |
3,23 |
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 |
101,38 |
101,45 |
1,37 |
1,25 |
101,42 |
1,30 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,37 |
1,30 |
100,96 |
1,34 |
OK1018 |
PL0000109062 |
98,37 |
98,49 |
1,52 |
1,41 |
98,43 |
1,46 |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,34 |
97,45 |
1,71 |
1,64 |
97,40 |
1,67 |
PS0719 |
PL0000108148 |
102,68 |
102,76 |
1,75 |
1,71 |
102,72 |
1,73 |
DS1019 |
PL0000105441 |
107,56 |
107,68 |
1,78 |
1,73 |
107,62 |
1,75 |
WZ0120 |
PL0000108601 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,95 |
2,03 |
1,92 |
98,82 |
1,97 |
DS1020 |
PL0000106126 |
109,28 |
109,42 |
2,11 |
2,07 |
109,35 |
2,09 |
WZ0121 |
PL0000106068 |
99,44 |
99,62 |
--- |
--- |
99,53 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,10 |
2,31 |
2,26 |
99,02 |
2,28 |
PS0721 |
PL0000109153 |
97,63 |
97,78 |
2,40 |
2,36 |
97,71 |
2,38 |
DS1021 |
PL0000106670 |
112,69 |
112,97 |
2,45 |
2,38 |
112,83 |
2,42 |
PS0422 |
PL0000109492 |
98,35 |
98,55 |
2,63 |
2,59 |
98,45 |
2,61 |
WS0922 |
PL0000102646 |
114,17 |
114,40 |
2,68 |
2,64 |
114,29 |
2,66 |
WZ1122 |
PL0000109377 |
98,44 |
98,62 |
--- |
--- |
98,53 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,34 |
--- |
--- |
108,93 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,61 |
2,88 |
2,80 |
106,40 |
2,84 |
WZ0124 |
PL0000107454 |
97,44 |
97,64 |
--- |
--- |
97,54 |
--- |
DS0725 |
PL0000108197 |
100,75 |
101,08 |
3,14 |
3,09 |
100,92 |
3,11 |
WZ0126 |
PL0000108817 |
95,37 |
95,61 |
--- |
--- |
95,49 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,68 |
3,24 |
3,20 |
94,53 |
3,22 |
DS0727 |
PL0000109427 |
93,15 |
93,35 |
3,33 |
3,30 |
93,25 |
3,31 |
WS0429 |
PL0000105391 |
124,04 |
124,78 |
3,23 |
3,16 |
124,41 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
105 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,370 |
1,400 |
1,377 |
180 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
145 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
300 |
TOTAL |
1 795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.