2017-09-26 |
MARKET DATA |
No 185 (3218) |
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 |
35,00 |
34,30 |
5 |
1 685,00 |
1 722,07 |
28 |
1 720,00 |
1 756,37 |
33 |
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 |
100,30 |
100,39 |
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 |
100,93 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,48 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,53 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,87 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,74 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,94 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,36 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,10 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,86 |
97,88 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
5 000 |
4,91 |
1 |
DS1021 |
PL0000106670 |
112,84 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,63 |
98,64 |
98,620 |
98,620 |
98,600 |
98,600 |
98,607 |
15 000 |
14,94 |
2 |
WS0922 |
PL0000102646 |
114,45 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,90 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,48 |
106,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,00 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,55 |
94,58 |
94,500 |
94,500 |
94,500 |
94,500 |
94,500 |
10 000 |
9,49 |
1 |
DS0727 |
PL0000109427 |
93,40 |
93,44 |
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 |
124,64 |
125,00 |
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 |
108,85 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,17 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,68 |
98,68 |
98,630 |
98,630 |
98,630 |
98,630 |
98,630 |
5 000 |
4,96 |
1 |
WZ0124 |
PL0000107454 |
97,72 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,65 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
34,30 |
5 |
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 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,33 |
101,44 |
1,39 |
1,20 |
101,39 |
1,28 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,37 |
1,28 |
100,95 |
1,33 |
OK1018 |
PL0000109062 |
98,45 |
98,59 |
1,47 |
1,33 |
98,52 |
1,40 |
WZ0119 |
PL0000107603 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,46 |
97,60 |
1,65 |
1,56 |
97,53 |
1,60 |
PS0719 |
PL0000108148 |
102,85 |
103,04 |
1,65 |
1,54 |
102,95 |
1,59 |
DS1019 |
PL0000105441 |
107,68 |
107,86 |
1,70 |
1,61 |
107,77 |
1,66 |
WZ0120 |
PL0000108601 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0420 |
PL0000108510 |
98,89 |
99,08 |
1,94 |
1,87 |
98,99 |
1,90 |
DS1020 |
PL0000106126 |
109,34 |
109,57 |
2,08 |
2,01 |
109,46 |
2,04 |
WZ0121 |
PL0000106068 |
99,57 |
99,76 |
--- |
--- |
99,67 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,30 |
2,28 |
2,20 |
99,17 |
2,24 |
PS0721 |
PL0000109153 |
97,82 |
98,03 |
2,35 |
2,29 |
97,93 |
2,32 |
DS1021 |
PL0000106670 |
112,83 |
113,13 |
2,40 |
2,33 |
112,98 |
2,37 |
PS0422 |
PL0000109492 |
98,55 |
98,73 |
2,59 |
2,54 |
98,64 |
2,57 |
WS0922 |
PL0000102646 |
114,34 |
114,61 |
2,64 |
2,59 |
114,48 |
2,61 |
WZ1122 |
PL0000109377 |
98,54 |
98,78 |
--- |
--- |
98,66 |
--- |
IZ0823 |
PL0000105359 |
108,24 |
109,46 |
--- |
--- |
108,85 |
--- |
DS1023 |
PL0000107264 |
106,38 |
106,76 |
2,84 |
2,77 |
106,57 |
2,81 |
WZ0124 |
PL0000107454 |
97,50 |
97,78 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
100,98 |
101,42 |
3,10 |
3,04 |
101,20 |
3,07 |
WZ0126 |
PL0000108817 |
95,49 |
95,83 |
--- |
--- |
95,66 |
--- |
DS0726 |
PL0000108866 |
94,41 |
94,76 |
3,24 |
3,19 |
94,59 |
3,21 |
DS0727 |
PL0000109427 |
93,34 |
93,67 |
3,30 |
3,26 |
93,51 |
3,28 |
WS0429 |
PL0000105391 |
124,48 |
125,33 |
3,18 |
3,11 |
124,91 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
101,34 |
101,44 |
1,37 |
1,20 |
101,39 |
1,28 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,36 |
1,29 |
100,95 |
1,33 |
OK1018 |
PL0000109062 |
98,46 |
98,58 |
1,46 |
1,34 |
98,52 |
1,40 |
WZ0119 |
PL0000107603 |
100,31 |
100,45 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,51 |
97,59 |
1,62 |
1,56 |
97,55 |
1,59 |
PS0719 |
PL0000108148 |
102,85 |
102,96 |
1,65 |
1,59 |
102,91 |
1,61 |
DS1019 |
PL0000105441 |
107,68 |
107,78 |
1,70 |
1,65 |
107,73 |
1,68 |
WZ0120 |
PL0000108601 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0420 |
PL0000108510 |
98,89 |
99,01 |
1,94 |
1,89 |
98,95 |
1,92 |
DS1020 |
PL0000106126 |
109,34 |
109,48 |
2,08 |
2,03 |
109,41 |
2,06 |
WZ0121 |
PL0000106068 |
99,60 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,27 |
2,27 |
2,21 |
99,17 |
2,24 |
PS0721 |
PL0000109153 |
97,82 |
97,93 |
2,35 |
2,32 |
97,88 |
2,33 |
DS1021 |
PL0000106670 |
112,81 |
113,11 |
2,41 |
2,34 |
112,96 |
2,37 |
PS0422 |
PL0000109492 |
98,55 |
98,68 |
2,59 |
2,56 |
98,62 |
2,57 |
WS0922 |
PL0000102646 |
114,30 |
114,60 |
2,65 |
2,59 |
114,45 |
2,62 |
WZ1122 |
PL0000109377 |
98,63 |
98,77 |
--- |
--- |
98,70 |
--- |
IZ0823 |
PL0000105359 |
108,50 |
109,40 |
--- |
--- |
108,95 |
--- |
DS1023 |
PL0000107264 |
106,35 |
106,63 |
2,84 |
2,80 |
106,49 |
2,82 |
WZ0124 |
PL0000107454 |
97,64 |
97,86 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
100,90 |
101,31 |
3,12 |
3,06 |
101,11 |
3,08 |
WZ0126 |
PL0000108817 |
95,59 |
95,86 |
--- |
--- |
95,73 |
--- |
DS0726 |
PL0000108866 |
94,46 |
94,72 |
3,23 |
3,19 |
94,59 |
3,21 |
DS0727 |
PL0000109427 |
93,27 |
93,53 |
3,31 |
3,28 |
93,40 |
3,29 |
WS0429 |
PL0000105391 |
124,33 |
125,15 |
3,20 |
3,12 |
124,74 |
3,16 |
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 |
1,550 |
1,550 |
1,550 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,560 |
1,560 |
1,560 |
55 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,520 |
1,550 |
1,533 |
70 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
130 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,540 |
1,550 |
1,543 |
55 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,520 |
1,600 |
1,555 |
160 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
165 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
70 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,520 |
1,600 |
1,590 |
390 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,520 |
1,600 |
1,576 |
115 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
20 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
185 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,530 |
1,600 |
1,560 |
125 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
50 |
TOTAL |
1 685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.