2017-09-25 |
MARKET DATA |
No 184 (3217) |
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 |
1 107,50 |
1 136,08 |
39 |
2 180,00 |
2 238,51 |
23 |
3 287,50 |
3 374,58 |
62 |
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 |
100,31 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,35 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,46 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,48 |
97,46 |
97,490 |
97,540 |
97,490 |
97,540 |
97,510 |
255 000 |
248,65 |
7 |
PS0719 |
PL0000108148 |
102,88 |
102,82 |
102,850 |
102,890 |
102,850 |
102,890 |
102,869 |
590 000 |
610,29 |
9 |
DS1019 |
PL0000105441 |
107,70 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,95 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,40 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,07 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,90 |
97,85 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
10 000 |
9,82 |
1 |
DS1021 |
PL0000106670 |
112,90 |
112,93 |
112,980 |
112,980 |
112,980 |
112,980 |
112,980 |
5 000 |
5,91 |
1 |
PS0422 |
PL0000109492 |
98,66 |
98,53 |
98,580 |
98,660 |
98,580 |
98,660 |
98,617 |
87 500 |
87,13 |
11 |
WS0922 |
PL0000102646 |
114,50 |
114,35 |
114,350 |
114,560 |
114,350 |
114,560 |
114,425 |
100 000 |
114,49 |
5 |
PS0123 |
PL0000110151 |
98,95 |
98,80 |
98,950 |
98,970 |
98,950 |
98,970 |
98,963 |
30 000 |
30,19 |
2 |
DS1023 |
PL0000107264 |
106,92 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,12 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,73 |
94,55 |
94,600 |
94,600 |
94,600 |
94,600 |
94,600 |
10 000 |
9,50 |
1 |
DS0727 |
PL0000109427 |
93,59 |
93,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,80 |
122,84 |
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 |
108,90 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,15 |
100,17 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
20 000 |
20,09 |
2 |
WZ0121 |
PL0000106068 |
99,62 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,61 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,61 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 107 500 |
1 136,08 |
39 |
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 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,34 |
101,45 |
1,38 |
1,19 |
101,40 |
1,28 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,38 |
1,28 |
100,95 |
1,33 |
OK1018 |
PL0000109062 |
98,40 |
98,53 |
1,51 |
1,38 |
98,47 |
1,44 |
WZ0119 |
PL0000107603 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
97,35 |
97,48 |
1,72 |
1,63 |
97,42 |
1,67 |
PS0719 |
PL0000108148 |
102,74 |
102,86 |
1,71 |
1,64 |
102,80 |
1,68 |
DS1019 |
PL0000105441 |
107,54 |
107,71 |
1,77 |
1,69 |
107,63 |
1,73 |
WZ0120 |
PL0000108601 |
100,09 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,98 |
2,01 |
1,91 |
98,85 |
1,96 |
DS1020 |
PL0000106126 |
109,21 |
109,43 |
2,12 |
2,05 |
109,32 |
2,09 |
WZ0121 |
PL0000106068 |
99,54 |
99,74 |
--- |
--- |
99,64 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,15 |
2,31 |
2,25 |
99,04 |
2,28 |
PS0721 |
PL0000109153 |
97,68 |
97,91 |
2,39 |
2,32 |
97,80 |
2,36 |
DS1021 |
PL0000106670 |
112,67 |
112,96 |
2,44 |
2,37 |
112,82 |
2,41 |
PS0422 |
PL0000109492 |
98,40 |
98,58 |
2,62 |
2,58 |
98,49 |
2,60 |
WS0922 |
PL0000102646 |
114,13 |
114,38 |
2,68 |
2,63 |
114,26 |
2,66 |
WZ1122 |
PL0000109377 |
98,52 |
98,69 |
--- |
--- |
98,61 |
--- |
IZ0823 |
PL0000105359 |
108,40 |
109,48 |
--- |
--- |
108,94 |
--- |
DS1023 |
PL0000107264 |
106,16 |
106,51 |
2,88 |
2,82 |
106,34 |
2,85 |
WZ0124 |
PL0000107454 |
97,47 |
97,79 |
--- |
--- |
97,63 |
--- |
DS0725 |
PL0000108197 |
100,67 |
101,11 |
3,15 |
3,08 |
100,89 |
3,12 |
WZ0126 |
PL0000108817 |
95,47 |
95,77 |
--- |
--- |
95,62 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,60 |
3,26 |
3,21 |
94,42 |
3,23 |
DS0727 |
PL0000109427 |
93,02 |
93,39 |
3,34 |
3,30 |
93,21 |
3,32 |
WS0429 |
PL0000105391 |
123,83 |
124,81 |
3,24 |
3,15 |
124,32 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
101,34 |
101,44 |
1,38 |
1,21 |
101,39 |
1,30 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,38 |
1,28 |
100,95 |
1,33 |
OK1018 |
PL0000109062 |
98,42 |
98,56 |
1,49 |
1,36 |
98,49 |
1,42 |
WZ0119 |
PL0000107603 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,44 |
97,55 |
1,66 |
1,59 |
97,50 |
1,62 |
PS0719 |
PL0000108148 |
102,85 |
102,99 |
1,65 |
1,57 |
102,92 |
1,61 |
DS1019 |
PL0000105441 |
107,66 |
107,81 |
1,71 |
1,64 |
107,74 |
1,68 |
WZ0120 |
PL0000108601 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0420 |
PL0000108510 |
98,92 |
99,14 |
1,93 |
1,84 |
99,03 |
1,89 |
DS1020 |
PL0000106126 |
109,30 |
109,52 |
2,09 |
2,02 |
109,41 |
2,06 |
WZ0121 |
PL0000106068 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,29 |
2,29 |
2,21 |
99,15 |
2,25 |
PS0721 |
PL0000109153 |
97,85 |
97,97 |
2,34 |
2,31 |
97,91 |
2,32 |
DS1021 |
PL0000106670 |
112,81 |
113,01 |
2,41 |
2,36 |
112,91 |
2,39 |
PS0422 |
PL0000109492 |
98,59 |
98,74 |
2,58 |
2,54 |
98,67 |
2,56 |
WS0922 |
PL0000102646 |
114,34 |
114,59 |
2,64 |
2,59 |
114,47 |
2,62 |
WZ1122 |
PL0000109377 |
98,56 |
98,72 |
--- |
--- |
98,64 |
--- |
IZ0823 |
PL0000105359 |
108,38 |
109,37 |
--- |
--- |
108,88 |
--- |
DS1023 |
PL0000107264 |
106,41 |
106,83 |
2,83 |
2,76 |
106,62 |
2,80 |
WZ0124 |
PL0000107454 |
97,56 |
97,80 |
--- |
--- |
97,68 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,34 |
3,10 |
3,05 |
101,17 |
3,08 |
WZ0126 |
PL0000108817 |
95,48 |
95,80 |
--- |
--- |
95,64 |
--- |
DS0726 |
PL0000108866 |
94,57 |
94,92 |
3,21 |
3,17 |
94,75 |
3,19 |
DS0727 |
PL0000109427 |
93,37 |
93,65 |
3,30 |
3,26 |
93,51 |
3,28 |
WS0429 |
PL0000105391 |
124,52 |
125,30 |
3,18 |
3,11 |
124,91 |
3,14 |
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 |
1,490 |
1,490 |
1,490 |
150 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
50 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
90 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
240 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,480 |
1,490 |
1,488 |
45 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,510 |
1,550 |
1,527 |
300 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,500 |
1,491 |
75 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,470 |
1,430 |
230 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,500 |
1,550 |
1,545 |
210 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
260 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
165 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,480 |
1,500 |
1,482 |
110 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
115 |
PS0719 |
PL0000108148 |
1/3 |
2 |
1,500 |
1,500 |
1,500 |
50 |
TOTAL |
2 180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.