2017-09-27 |
MARKET DATA |
No 186 (3219) |
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 |
515,00 |
518,53 |
36 |
1 185,00 |
1 203,87 |
15 |
1 700,00 |
1 722,40 |
51 |
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 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,36 |
101,39 |
101,390 |
101,390 |
101,390 |
101,390 |
101,390 |
10 000 |
10,30 |
1 |
PS0718 |
PL0000107595 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,48 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,50 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,84 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,67 |
107,73 |
107,660 |
107,660 |
107,640 |
107,640 |
107,641 |
105 000 |
118,39 |
3 |
PS0420 |
PL0000108510 |
98,90 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,27 |
109,36 |
109,390 |
109,390 |
109,390 |
109,390 |
109,390 |
5 000 |
5,71 |
1 |
PS0421 |
PL0000108916 |
99,00 |
99,05 |
99,000 |
99,000 |
98,990 |
98,990 |
98,992 |
85 000 |
84,87 |
8 |
PS0721 |
PL0000109153 |
97,74 |
97,74 |
97,750 |
97,790 |
97,750 |
97,750 |
97,768 |
170 000 |
166,74 |
9 |
DS1021 |
PL0000106670 |
112,73 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,46 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,19 |
114,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,75 |
98,75 |
98,720 |
98,720 |
98,720 |
98,720 |
98,720 |
15 000 |
15,06 |
1 |
DS1023 |
PL0000107264 |
106,25 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,75 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,21 |
94,12 |
94,200 |
94,200 |
94,100 |
94,140 |
94,144 |
55 000 |
52,03 |
6 |
DS0727 |
PL0000109427 |
93,09 |
93,00 |
93,000 |
93,060 |
93,000 |
93,060 |
93,009 |
70 000 |
65,42 |
7 |
WS0428 |
PL0000107611 |
92,74 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,18 |
124,40 |
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 |
108,60 |
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 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,16 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,72 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,70 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,65 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
518,53 |
36 |
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 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,33 |
101,44 |
1,38 |
1,19 |
101,39 |
1,27 |
PS0718 |
PL0000107595 |
100,91 |
101,00 |
1,37 |
1,26 |
100,96 |
1,31 |
OK1018 |
PL0000109062 |
98,46 |
98,59 |
1,46 |
1,33 |
98,53 |
1,39 |
WZ0119 |
PL0000107603 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
97,46 |
97,58 |
1,65 |
1,57 |
97,52 |
1,61 |
PS0719 |
PL0000108148 |
102,82 |
102,95 |
1,66 |
1,59 |
102,89 |
1,62 |
DS1019 |
PL0000105441 |
107,63 |
107,79 |
1,72 |
1,64 |
107,71 |
1,68 |
WZ0120 |
PL0000108601 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0420 |
PL0000108510 |
98,82 |
98,97 |
1,97 |
1,91 |
98,90 |
1,94 |
DS1020 |
PL0000106126 |
109,23 |
109,40 |
2,11 |
2,06 |
109,32 |
2,08 |
WZ0121 |
PL0000106068 |
99,59 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,18 |
2,32 |
2,24 |
99,05 |
2,28 |
PS0721 |
PL0000109153 |
97,63 |
97,81 |
2,40 |
2,35 |
97,72 |
2,38 |
DS1021 |
PL0000106670 |
112,67 |
112,94 |
2,44 |
2,38 |
112,81 |
2,41 |
PS0422 |
PL0000109492 |
98,40 |
98,56 |
2,62 |
2,58 |
98,48 |
2,60 |
WS0922 |
PL0000102646 |
114,11 |
114,39 |
2,69 |
2,63 |
114,25 |
2,66 |
WZ1122 |
PL0000109377 |
98,53 |
98,84 |
--- |
--- |
98,69 |
--- |
IZ0823 |
PL0000105359 |
108,25 |
109,47 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
106,13 |
106,51 |
2,88 |
2,82 |
106,32 |
2,85 |
WZ0124 |
PL0000107454 |
97,53 |
97,85 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,99 |
3,16 |
3,10 |
100,79 |
3,13 |
WZ0126 |
PL0000108817 |
95,47 |
95,93 |
--- |
--- |
95,70 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,33 |
3,29 |
3,25 |
94,17 |
3,27 |
DS0727 |
PL0000109427 |
92,93 |
93,22 |
3,35 |
3,32 |
93,08 |
3,34 |
WS0429 |
PL0000105391 |
123,89 |
124,71 |
3,24 |
3,16 |
124,30 |
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 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,34 |
101,42 |
1,36 |
1,22 |
101,38 |
1,29 |
PS0718 |
PL0000107595 |
100,93 |
100,99 |
1,35 |
1,27 |
100,96 |
1,31 |
OK1018 |
PL0000109062 |
98,46 |
98,60 |
1,46 |
1,32 |
98,53 |
1,39 |
WZ0119 |
PL0000107603 |
100,30 |
100,42 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
97,45 |
97,56 |
1,66 |
1,59 |
97,51 |
1,62 |
PS0719 |
PL0000108148 |
102,82 |
102,93 |
1,66 |
1,60 |
102,88 |
1,63 |
DS1019 |
PL0000105441 |
107,60 |
107,75 |
1,73 |
1,66 |
107,68 |
1,69 |
WZ0120 |
PL0000108601 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0420 |
PL0000108510 |
98,83 |
98,96 |
1,97 |
1,92 |
98,90 |
1,94 |
DS1020 |
PL0000106126 |
109,22 |
109,41 |
2,11 |
2,05 |
109,32 |
2,08 |
WZ0121 |
PL0000106068 |
99,59 |
99,77 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,94 |
99,13 |
2,31 |
2,25 |
99,04 |
2,28 |
PS0721 |
PL0000109153 |
97,67 |
97,80 |
2,39 |
2,36 |
97,74 |
2,37 |
DS1021 |
PL0000106670 |
112,66 |
112,95 |
2,44 |
2,37 |
112,81 |
2,41 |
PS0422 |
PL0000109492 |
98,36 |
98,53 |
2,63 |
2,59 |
98,45 |
2,61 |
WS0922 |
PL0000102646 |
114,09 |
114,39 |
2,69 |
2,63 |
114,24 |
2,66 |
WZ1122 |
PL0000109377 |
98,65 |
98,87 |
--- |
--- |
98,76 |
--- |
IZ0823 |
PL0000105359 |
108,35 |
109,37 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,41 |
2,90 |
2,83 |
106,23 |
2,87 |
WZ0124 |
PL0000107454 |
97,61 |
97,84 |
--- |
--- |
97,73 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,93 |
3,17 |
3,11 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
95,59 |
95,90 |
--- |
--- |
95,75 |
--- |
DS0726 |
PL0000108866 |
94,07 |
94,28 |
3,28 |
3,25 |
94,18 |
3,27 |
DS0727 |
PL0000109427 |
92,84 |
93,11 |
3,37 |
3,33 |
92,98 |
3,35 |
WS0429 |
PL0000105391 |
123,81 |
124,61 |
3,24 |
3,17 |
124,21 |
3,21 |
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 |
0/1 |
1 |
1,560 |
1,560 |
1,560 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
70 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
210 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,560 |
1,590 |
1,571 |
280 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
330 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
160 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,590 |
1,590 |
1,590 |
25 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
15 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
10 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
45 |
TOTAL |
1 185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.