2017-09-21 |
MARKET DATA |
No 182 (3215) |
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 |
1 030,00 |
1 039,95 |
49 |
2 045,00 |
2 023,01 |
14 |
3 075,00 |
3 062,96 |
63 |
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 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,36 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,38 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,36 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,70 |
102,710 |
102,730 |
102,710 |
102,730 |
102,720 |
625 000 |
645,45 |
10 |
DS1019 |
PL0000105441 |
107,54 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,66 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,21 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,85 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,61 |
97,62 |
97,610 |
97,610 |
97,610 |
97,610 |
97,610 |
40 000 |
39,16 |
4 |
DS1021 |
PL0000106670 |
112,61 |
112,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,25 |
98,30 |
98,300 |
98,300 |
98,280 |
98,280 |
98,284 |
25 000 |
24,81 |
3 |
WS0922 |
PL0000102646 |
114,02 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,63 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,15 |
106,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,75 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,25 |
94,25 |
94,250 |
94,250 |
93,990 |
94,030 |
94,042 |
170 000 |
160,59 |
15 |
DS0727 |
PL0000109427 |
92,96 |
92,98 |
92,850 |
92,850 |
92,850 |
92,850 |
92,850 |
65 000 |
60,63 |
6 |
WS0428 |
PL0000107611 |
93,00 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,20 |
124,22 |
124,220 |
124,260 |
124,200 |
124,200 |
124,230 |
25 000 |
31,66 |
4 |
WS0437 |
PL0000104857 |
112,07 |
132,07 |
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 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,29 |
100,33 |
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 |
99,54 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,55 |
98,54 |
98,550 |
98,550 |
98,550 |
98,550 |
98,550 |
30 000 |
29,75 |
2 |
WZ0124 |
PL0000107454 |
97,50 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,49 |
95,450 |
95,500 |
95,450 |
95,500 |
95,495 |
50 000 |
47,90 |
5 |
TOTAL |
1 030 000 |
1 039,95 |
49 |
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 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,35 |
101,44 |
1,39 |
1,23 |
101,40 |
1,30 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,41 |
1,30 |
100,94 |
1,35 |
OK1018 |
PL0000109062 |
98,37 |
98,49 |
1,53 |
1,42 |
98,43 |
1,47 |
WZ0119 |
PL0000107603 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,32 |
97,46 |
1,73 |
1,64 |
97,39 |
1,69 |
PS0719 |
PL0000108148 |
102,63 |
102,74 |
1,77 |
1,71 |
102,69 |
1,74 |
DS1019 |
PL0000105441 |
107,48 |
107,64 |
1,81 |
1,73 |
107,56 |
1,77 |
WZ0120 |
PL0000108601 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,91 |
2,04 |
1,93 |
98,78 |
1,99 |
DS1020 |
PL0000106126 |
109,19 |
109,33 |
2,13 |
2,09 |
109,26 |
2,11 |
WZ0121 |
PL0000106068 |
99,40 |
99,68 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
98,83 |
99,05 |
2,34 |
2,28 |
98,94 |
2,31 |
PS0721 |
PL0000109153 |
97,46 |
97,74 |
2,45 |
2,37 |
97,60 |
2,41 |
DS1021 |
PL0000106670 |
112,59 |
112,88 |
2,47 |
2,40 |
112,74 |
2,43 |
PS0422 |
PL0000109492 |
98,24 |
98,46 |
2,66 |
2,61 |
98,35 |
2,63 |
WS0922 |
PL0000102646 |
113,98 |
114,27 |
2,72 |
2,66 |
114,13 |
2,69 |
WZ1122 |
PL0000109377 |
98,38 |
98,68 |
--- |
--- |
98,53 |
--- |
IZ0823 |
PL0000105359 |
108,29 |
109,41 |
--- |
--- |
108,85 |
--- |
DS1023 |
PL0000107264 |
106,01 |
106,42 |
2,91 |
2,83 |
106,22 |
2,87 |
WZ0124 |
PL0000107454 |
97,31 |
97,72 |
--- |
--- |
97,52 |
--- |
DS0725 |
PL0000108197 |
100,51 |
100,94 |
3,17 |
3,11 |
100,73 |
3,14 |
WZ0126 |
PL0000108817 |
95,26 |
95,66 |
--- |
--- |
95,46 |
--- |
DS0726 |
PL0000108866 |
94,04 |
94,40 |
3,29 |
3,24 |
94,22 |
3,26 |
DS0727 |
PL0000109427 |
92,75 |
93,09 |
3,38 |
3,33 |
92,92 |
3,35 |
WS0429 |
PL0000105391 |
123,52 |
124,36 |
3,27 |
3,20 |
123,94 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,35 |
101,44 |
1,39 |
1,23 |
101,40 |
1,30 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,40 |
1,29 |
100,95 |
1,34 |
OK1018 |
PL0000109062 |
98,37 |
98,49 |
1,53 |
1,42 |
98,43 |
1,47 |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,33 |
97,44 |
1,73 |
1,65 |
97,39 |
1,69 |
PS0719 |
PL0000108148 |
102,66 |
102,76 |
1,76 |
1,70 |
102,71 |
1,73 |
DS1019 |
PL0000105441 |
107,51 |
107,63 |
1,79 |
1,74 |
107,57 |
1,76 |
WZ0120 |
PL0000108601 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0420 |
PL0000108510 |
98,64 |
98,90 |
2,04 |
1,94 |
98,77 |
1,99 |
DS1020 |
PL0000106126 |
109,10 |
109,30 |
2,16 |
2,10 |
109,20 |
2,13 |
WZ0121 |
PL0000106068 |
99,48 |
99,62 |
--- |
--- |
99,55 |
--- |
PS0421 |
PL0000108916 |
98,78 |
99,00 |
2,36 |
2,29 |
98,89 |
2,32 |
PS0721 |
PL0000109153 |
97,56 |
97,67 |
2,42 |
2,39 |
97,62 |
2,41 |
DS1021 |
PL0000106670 |
112,55 |
112,83 |
2,48 |
2,41 |
112,69 |
2,44 |
PS0422 |
PL0000109492 |
98,23 |
98,36 |
2,66 |
2,63 |
98,30 |
2,65 |
WS0922 |
PL0000102646 |
113,91 |
114,19 |
2,73 |
2,68 |
114,05 |
2,70 |
WZ1122 |
PL0000109377 |
98,44 |
98,62 |
--- |
--- |
98,53 |
--- |
IZ0823 |
PL0000105359 |
108,52 |
109,49 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
105,89 |
106,32 |
2,93 |
2,85 |
106,11 |
2,89 |
WZ0124 |
PL0000107454 |
97,40 |
97,67 |
--- |
--- |
97,54 |
--- |
DS0725 |
PL0000108197 |
100,51 |
100,75 |
3,17 |
3,14 |
100,63 |
3,15 |
WZ0126 |
PL0000108817 |
95,38 |
95,60 |
--- |
--- |
95,49 |
--- |
DS0726 |
PL0000108866 |
93,94 |
94,29 |
3,30 |
3,25 |
94,12 |
3,27 |
DS0727 |
PL0000109427 |
92,73 |
93,02 |
3,38 |
3,34 |
92,88 |
3,36 |
WS0429 |
PL0000105391 |
123,90 |
124,64 |
3,24 |
3,17 |
124,27 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
310 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
40 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
35 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
195 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
250 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
215 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
TOTAL |
2 045 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.