2017-09-28 |
MARKET DATA |
No 187 (3220) |
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 |
10,00 |
9,45 |
1 |
630,00 |
622,62 |
4 |
640,00 |
632,07 |
5 |
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 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,33 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,47 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,47 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,82 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,61 |
107,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,78 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,65 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,66 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,38 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,10 |
114,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,75 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,05 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,05 |
93,97 |
94,050 |
94,050 |
94,050 |
94,050 |
94,050 |
10 000 |
9,45 |
1 |
DS0727 |
PL0000109427 |
92,82 |
92,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,66 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,04 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,88 |
131,88 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,70 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,70 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,59 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
10 000 |
9,45 |
1 |
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 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,32 |
101,40 |
1,36 |
1,22 |
101,36 |
1,29 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,36 |
1,27 |
100,95 |
1,31 |
OK1018 |
PL0000109062 |
98,46 |
98,60 |
1,47 |
1,34 |
98,53 |
1,40 |
WZ0119 |
PL0000107603 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,42 |
97,57 |
1,69 |
1,59 |
97,50 |
1,63 |
PS0719 |
PL0000108148 |
102,78 |
102,89 |
1,68 |
1,62 |
102,84 |
1,64 |
DS1019 |
PL0000105441 |
107,52 |
107,69 |
1,76 |
1,68 |
107,61 |
1,71 |
WZ0120 |
PL0000108601 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0420 |
PL0000108510 |
98,76 |
98,95 |
2,00 |
1,92 |
98,86 |
1,96 |
DS1020 |
PL0000106126 |
109,11 |
109,31 |
2,14 |
2,08 |
109,21 |
2,11 |
WZ0121 |
PL0000106068 |
99,52 |
99,75 |
--- |
--- |
99,64 |
--- |
PS0421 |
PL0000108916 |
98,79 |
99,06 |
2,35 |
2,27 |
98,93 |
2,31 |
PS0721 |
PL0000109153 |
97,50 |
97,74 |
2,44 |
2,37 |
97,62 |
2,41 |
DS1021 |
PL0000106670 |
112,51 |
112,80 |
2,47 |
2,40 |
112,66 |
2,44 |
PS0422 |
PL0000109492 |
98,19 |
98,43 |
2,67 |
2,62 |
98,31 |
2,64 |
WS0922 |
PL0000102646 |
113,87 |
114,16 |
2,73 |
2,67 |
114,02 |
2,70 |
WZ1122 |
PL0000109377 |
98,58 |
98,88 |
--- |
--- |
98,73 |
--- |
IZ0823 |
PL0000105359 |
108,28 |
109,42 |
--- |
--- |
108,85 |
--- |
DS1023 |
PL0000107264 |
105,83 |
106,18 |
2,93 |
2,87 |
106,01 |
2,90 |
WZ0124 |
PL0000107454 |
97,53 |
97,88 |
--- |
--- |
97,71 |
--- |
DS0725 |
PL0000108197 |
100,21 |
100,62 |
3,22 |
3,16 |
100,42 |
3,19 |
WZ0126 |
PL0000108817 |
95,49 |
95,86 |
--- |
--- |
95,68 |
--- |
DS0726 |
PL0000108866 |
93,67 |
94,02 |
3,34 |
3,29 |
93,85 |
3,31 |
DS0727 |
PL0000109427 |
92,47 |
92,84 |
3,41 |
3,37 |
92,66 |
3,39 |
WS0429 |
PL0000105391 |
123,28 |
124,25 |
3,29 |
3,20 |
123,77 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,32 |
101,41 |
1,36 |
1,20 |
101,37 |
1,27 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,36 |
1,27 |
100,95 |
1,31 |
OK1018 |
PL0000109062 |
98,46 |
98,60 |
1,47 |
1,34 |
98,53 |
1,40 |
WZ0119 |
PL0000107603 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,45 |
97,59 |
1,67 |
1,57 |
97,52 |
1,62 |
PS0719 |
PL0000108148 |
102,80 |
102,91 |
1,67 |
1,60 |
102,86 |
1,63 |
DS1019 |
PL0000105441 |
107,58 |
107,73 |
1,73 |
1,66 |
107,66 |
1,69 |
WZ0120 |
PL0000108601 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0420 |
PL0000108510 |
98,76 |
98,99 |
2,00 |
1,90 |
98,88 |
1,95 |
DS1020 |
PL0000106126 |
109,13 |
109,36 |
2,14 |
2,06 |
109,25 |
2,10 |
WZ0121 |
PL0000106068 |
99,57 |
99,74 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,12 |
2,32 |
2,26 |
99,02 |
2,29 |
PS0721 |
PL0000109153 |
97,61 |
97,77 |
2,41 |
2,37 |
97,69 |
2,39 |
DS1021 |
PL0000106670 |
112,57 |
112,84 |
2,46 |
2,39 |
112,71 |
2,42 |
PS0422 |
PL0000109492 |
98,33 |
98,49 |
2,64 |
2,60 |
98,41 |
2,62 |
WS0922 |
PL0000102646 |
114,07 |
114,32 |
2,69 |
2,64 |
114,20 |
2,66 |
WZ1122 |
PL0000109377 |
98,63 |
98,88 |
--- |
--- |
98,76 |
--- |
IZ0823 |
PL0000105359 |
108,36 |
109,36 |
--- |
--- |
108,86 |
--- |
DS1023 |
PL0000107264 |
106,02 |
106,32 |
2,90 |
2,85 |
106,17 |
2,87 |
WZ0124 |
PL0000107454 |
97,62 |
97,85 |
--- |
--- |
97,74 |
--- |
DS0725 |
PL0000108197 |
100,45 |
100,84 |
3,18 |
3,12 |
100,65 |
3,15 |
WZ0126 |
PL0000108817 |
95,49 |
95,82 |
--- |
--- |
95,66 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,30 |
3,30 |
3,25 |
94,14 |
3,27 |
DS0727 |
PL0000109427 |
92,76 |
93,10 |
3,38 |
3,33 |
92,93 |
3,35 |
WS0429 |
PL0000105391 |
123,80 |
124,64 |
3,24 |
3,17 |
124,22 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
75 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
155 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
400 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.