2017-09-29 |
MARKET DATA |
No 188 (3221) |
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 |
617,50 |
625,85 |
35 |
400,00 |
395,36 |
5 |
1 017,50 |
1 021,21 |
40 |
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 |
100,22 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,32 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,47 |
98,54 |
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 |
102,78 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,59 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,83 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,19 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,39 |
98,91 |
99,000 |
99,000 |
98,900 |
98,900 |
98,907 |
240 000 |
239,49 |
8 |
PS0721 |
PL0000109153 |
97,75 |
97,67 |
97,660 |
97,660 |
97,650 |
97,650 |
97,652 |
125 000 |
122,49 |
2 |
DS1021 |
PL0000106670 |
112,85 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,56 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,31 |
114,13 |
113,990 |
113,990 |
113,990 |
113,990 |
113,990 |
5 000 |
5,71 |
1 |
PS0123 |
PL0000110151 |
98,77 |
98,68 |
98,720 |
98,720 |
98,640 |
98,680 |
98,685 |
40 000 |
40,16 |
4 |
DS1023 |
PL0000107264 |
106,11 |
105,50 |
105,970 |
105,970 |
105,970 |
105,970 |
105,970 |
20 000 |
21,95 |
1 |
DS0725 |
PL0000108197 |
100,88 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,23 |
87,45 |
93,950 |
93,950 |
93,950 |
93,950 |
93,950 |
10 000 |
9,44 |
1 |
DS0727 |
PL0000109427 |
93,00 |
92,93 |
92,960 |
92,960 |
92,770 |
92,800 |
92,850 |
115 000 |
107,33 |
7 |
WS0428 |
PL0000107611 |
92,52 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,38 |
124,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,66 |
131,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,75 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,10 |
109,100 |
109,180 |
109,100 |
109,150 |
109,150 |
62 500 |
79,29 |
11 |
WZ0118 |
PL0000104717 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,65 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,69 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,67 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,67 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
617 500 |
625,85 |
35 |
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 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,39 |
1,38 |
1,23 |
101,35 |
1,30 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,37 |
1,27 |
100,94 |
1,32 |
OK1018 |
PL0000109062 |
98,46 |
98,58 |
1,47 |
1,36 |
98,52 |
1,42 |
WZ0119 |
PL0000107603 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,42 |
97,59 |
1,69 |
1,58 |
97,51 |
1,63 |
PS0719 |
PL0000108148 |
102,75 |
102,91 |
1,69 |
1,60 |
102,83 |
1,65 |
DS1019 |
PL0000105441 |
107,57 |
107,73 |
1,73 |
1,65 |
107,65 |
1,69 |
WZ0120 |
PL0000108601 |
100,14 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0420 |
PL0000108510 |
98,77 |
99,00 |
1,99 |
1,90 |
98,89 |
1,95 |
DS1020 |
PL0000106126 |
109,14 |
109,37 |
2,13 |
2,06 |
109,26 |
2,09 |
WZ0121 |
PL0000106068 |
99,55 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,13 |
2,33 |
2,25 |
99,01 |
2,29 |
PS0721 |
PL0000109153 |
97,60 |
97,86 |
2,41 |
2,34 |
97,73 |
2,38 |
DS1021 |
PL0000106670 |
112,60 |
112,89 |
2,45 |
2,38 |
112,75 |
2,41 |
PS0422 |
PL0000109492 |
98,35 |
98,58 |
2,64 |
2,58 |
98,47 |
2,61 |
WS0922 |
PL0000102646 |
114,07 |
114,36 |
2,69 |
2,63 |
114,22 |
2,66 |
WZ1122 |
PL0000109377 |
98,59 |
98,89 |
--- |
--- |
98,74 |
--- |
IZ0823 |
PL0000105359 |
108,37 |
109,37 |
--- |
--- |
108,87 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,34 |
2,90 |
2,84 |
106,17 |
2,87 |
WZ0124 |
PL0000107454 |
97,57 |
97,81 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,97 |
3,16 |
3,10 |
100,78 |
3,13 |
WZ0126 |
PL0000108817 |
95,60 |
95,85 |
--- |
--- |
95,73 |
--- |
DS0726 |
PL0000108866 |
93,93 |
94,35 |
3,30 |
3,25 |
94,14 |
3,27 |
DS0727 |
PL0000109427 |
92,84 |
93,20 |
3,37 |
3,32 |
93,02 |
3,34 |
WS0429 |
PL0000105391 |
123,82 |
124,73 |
3,24 |
3,16 |
124,28 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,38 |
1,38 |
1,24 |
101,34 |
1,31 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,38 |
1,27 |
100,94 |
1,32 |
OK1018 |
PL0000109062 |
98,42 |
98,56 |
1,51 |
1,38 |
98,49 |
1,45 |
WZ0119 |
PL0000107603 |
100,31 |
100,44 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,41 |
97,57 |
1,70 |
1,59 |
97,49 |
1,64 |
PS0719 |
PL0000108148 |
102,70 |
102,80 |
1,72 |
1,66 |
102,75 |
1,69 |
DS1019 |
PL0000105441 |
107,49 |
107,65 |
1,76 |
1,69 |
107,57 |
1,73 |
WZ0120 |
PL0000108601 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,90 |
2,04 |
1,94 |
98,78 |
1,99 |
DS1020 |
PL0000106126 |
108,99 |
109,25 |
2,18 |
2,09 |
109,12 |
2,14 |
WZ0121 |
PL0000106068 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,93 |
2,35 |
2,31 |
98,87 |
2,33 |
PS0721 |
PL0000109153 |
97,59 |
97,71 |
2,42 |
2,38 |
97,65 |
2,40 |
DS1021 |
PL0000106670 |
112,54 |
112,77 |
2,46 |
2,41 |
112,66 |
2,43 |
PS0422 |
PL0000109492 |
98,23 |
98,40 |
2,66 |
2,62 |
98,32 |
2,64 |
WS0922 |
PL0000102646 |
113,91 |
114,16 |
2,72 |
2,67 |
114,04 |
2,69 |
WZ1122 |
PL0000109377 |
98,62 |
98,85 |
--- |
--- |
98,74 |
--- |
IZ0823 |
PL0000105359 |
108,66 |
109,54 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
105,91 |
106,20 |
2,92 |
2,87 |
106,06 |
2,89 |
WZ0124 |
PL0000107454 |
97,60 |
97,78 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
100,45 |
100,89 |
3,18 |
3,12 |
100,67 |
3,15 |
WZ0126 |
PL0000108817 |
95,60 |
95,83 |
--- |
--- |
95,72 |
--- |
DS0726 |
PL0000108866 |
93,93 |
94,27 |
3,30 |
3,26 |
94,10 |
3,28 |
DS0727 |
PL0000109427 |
92,74 |
93,03 |
3,38 |
3,34 |
92,89 |
3,36 |
WS0429 |
PL0000105391 |
123,70 |
124,48 |
3,25 |
3,18 |
124,09 |
3,22 |
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 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
175 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
165 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.