2017-09-22 |
MARKET DATA |
No 183 (3216) |
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 |
240,00 |
236,64 |
16 |
1 090,00 |
1 117,63 |
6 |
1 330,00 |
1 354,27 |
22 |
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 |
100,92 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,43 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,36 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,70 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,56 |
107,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,74 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,87 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,72 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,75 |
112,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,47 |
98,36 |
98,390 |
98,470 |
98,390 |
98,450 |
98,439 |
40 000 |
39,76 |
6 |
WS0922 |
PL0000102646 |
114,13 |
114,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,69 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,15 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,66 |
100,72 |
100,650 |
100,650 |
100,650 |
100,650 |
100,650 |
5 000 |
5,06 |
1 |
DS0726 |
PL0000108866 |
94,38 |
94,04 |
94,020 |
94,020 |
93,990 |
93,990 |
94,000 |
15 000 |
14,16 |
2 |
DS0727 |
PL0000109427 |
93,13 |
92,91 |
92,910 |
93,100 |
92,910 |
93,100 |
93,013 |
20 000 |
18,69 |
3 |
WS0428 |
PL0000107611 |
92,66 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,18 |
124,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,99 |
131,99 |
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 |
108,60 |
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 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,58 |
99,58 |
99,590 |
99,590 |
99,590 |
99,590 |
99,590 |
100 000 |
99,90 |
1 |
WZ1122 |
PL0000109377 |
98,58 |
98,53 |
98,580 |
98,580 |
98,580 |
98,580 |
98,580 |
25 000 |
24,80 |
1 |
WZ0124 |
PL0000107454 |
97,54 |
97,60 |
97,600 |
97,610 |
97,600 |
97,610 |
97,607 |
35 000 |
34,27 |
2 |
WZ0126 |
PL0000108817 |
95,49 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
236,64 |
16 |
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 |
1,37 |
1,22 |
101,40 |
1,29 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,39 |
1,30 |
100,94 |
1,34 |
OK1018 |
PL0000109062 |
98,36 |
98,48 |
1,54 |
1,43 |
98,42 |
1,49 |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
97,33 |
97,45 |
1,73 |
1,65 |
97,39 |
1,69 |
PS0719 |
PL0000108148 |
102,67 |
102,79 |
1,75 |
1,68 |
102,73 |
1,72 |
DS1019 |
PL0000105441 |
107,49 |
107,62 |
1,80 |
1,74 |
107,56 |
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 |
109,29 |
2,16 |
2,10 |
109,20 |
2,13 |
WZ0121 |
PL0000106068 |
99,46 |
99,61 |
--- |
--- |
99,54 |
--- |
PS0421 |
PL0000108916 |
98,79 |
99,00 |
2,35 |
2,29 |
98,90 |
2,32 |
PS0721 |
PL0000109153 |
97,50 |
97,74 |
2,44 |
2,37 |
97,62 |
2,41 |
DS1021 |
PL0000106670 |
112,54 |
112,82 |
2,48 |
2,41 |
112,68 |
2,44 |
PS0422 |
PL0000109492 |
98,23 |
98,42 |
2,66 |
2,62 |
98,33 |
2,64 |
WS0922 |
PL0000102646 |
113,94 |
114,20 |
2,72 |
2,67 |
114,07 |
2,70 |
WZ1122 |
PL0000109377 |
98,37 |
98,58 |
--- |
--- |
98,48 |
--- |
IZ0823 |
PL0000105359 |
108,33 |
109,38 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
105,94 |
106,28 |
2,92 |
2,86 |
106,11 |
2,89 |
WZ0124 |
PL0000107454 |
97,29 |
97,65 |
--- |
--- |
97,47 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,84 |
3,18 |
3,12 |
100,66 |
3,15 |
WZ0126 |
PL0000108817 |
95,36 |
95,63 |
--- |
--- |
95,50 |
--- |
DS0726 |
PL0000108866 |
93,95 |
94,28 |
3,30 |
3,25 |
94,12 |
3,27 |
DS0727 |
PL0000109427 |
92,66 |
93,03 |
3,39 |
3,34 |
92,85 |
3,36 |
WS0429 |
PL0000105391 |
123,74 |
124,57 |
3,25 |
3,18 |
124,16 |
3,21 |
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 |
101,45 |
1,37 |
1,21 |
101,40 |
1,29 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,38 |
1,30 |
100,95 |
1,33 |
OK1018 |
PL0000109062 |
98,41 |
98,50 |
1,50 |
1,41 |
98,46 |
1,45 |
WZ0119 |
PL0000107603 |
100,29 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
97,35 |
97,47 |
1,72 |
1,64 |
97,41 |
1,68 |
PS0719 |
PL0000108148 |
102,68 |
102,78 |
1,74 |
1,69 |
102,73 |
1,72 |
DS1019 |
PL0000105441 |
107,53 |
107,66 |
1,78 |
1,72 |
107,60 |
1,74 |
WZ0120 |
PL0000108601 |
100,08 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,93 |
2,04 |
1,93 |
98,79 |
1,98 |
DS1020 |
PL0000106126 |
109,20 |
109,37 |
2,13 |
2,07 |
109,29 |
2,10 |
WZ0121 |
PL0000106068 |
99,53 |
99,68 |
--- |
--- |
99,61 |
--- |
PS0421 |
PL0000108916 |
98,85 |
99,09 |
2,34 |
2,26 |
98,97 |
2,30 |
PS0721 |
PL0000109153 |
97,67 |
97,80 |
2,39 |
2,36 |
97,74 |
2,37 |
DS1021 |
PL0000106670 |
112,63 |
112,89 |
2,46 |
2,39 |
112,76 |
2,42 |
PS0422 |
PL0000109492 |
98,39 |
98,50 |
2,62 |
2,60 |
98,45 |
2,61 |
WS0922 |
PL0000102646 |
114,11 |
114,39 |
2,69 |
2,63 |
114,25 |
2,66 |
WZ1122 |
PL0000109377 |
98,51 |
98,67 |
--- |
--- |
98,59 |
--- |
IZ0823 |
PL0000105359 |
108,33 |
109,37 |
--- |
--- |
108,85 |
--- |
DS1023 |
PL0000107264 |
106,12 |
106,50 |
2,89 |
2,82 |
106,31 |
2,85 |
WZ0124 |
PL0000107454 |
97,45 |
97,77 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
100,63 |
101,07 |
3,15 |
3,09 |
100,85 |
3,12 |
WZ0126 |
PL0000108817 |
95,45 |
95,74 |
--- |
--- |
95,60 |
--- |
DS0726 |
PL0000108866 |
94,30 |
94,58 |
3,25 |
3,21 |
94,44 |
3,23 |
DS0727 |
PL0000109427 |
93,04 |
93,36 |
3,34 |
3,30 |
93,20 |
3,32 |
WS0429 |
PL0000105391 |
123,97 |
124,78 |
3,23 |
3,16 |
124,38 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
250 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,350 |
1,400 |
1,356 |
340 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
180 |
PS0721 |
PL0000109153 |
3/6 |
3 |
1,450 |
1,450 |
1,450 |
300 |
TOTAL |
1 090 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.