2017-10-02 |
MARKET DATA |
No 189 (3222) |
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 |
37,90 |
2 |
5 700,00 |
5 821,77 |
52 |
5 735,00 |
5 859,68 |
54 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,30 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,45 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,48 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,52 |
107,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,70 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,03 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,62 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,58 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,30 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,10 |
114,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,59 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,95 |
106,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,65 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
25 000 |
25,23 |
1 |
DS0726 |
PL0000108866 |
94,05 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,86 |
92,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,66 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,93 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,92 |
131,90 |
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 |
109,05 |
109,00 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
10 000 |
12,67 |
1 |
WZ0118 |
PL0000104717 |
100,19 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,63 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,65 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,65 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,58 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
37,90 |
2 |
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 |
101,28 |
101,37 |
1,41 |
1,25 |
101,33 |
1,32 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,39 |
1,28 |
100,93 |
1,33 |
OK1018 |
PL0000109062 |
98,42 |
98,55 |
1,52 |
1,39 |
98,49 |
1,45 |
WZ0119 |
PL0000107603 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,38 |
97,56 |
1,72 |
1,60 |
97,47 |
1,66 |
PS0719 |
PL0000108148 |
102,63 |
102,81 |
1,75 |
1,66 |
102,72 |
1,71 |
DS1019 |
PL0000105441 |
107,43 |
107,63 |
1,79 |
1,69 |
107,53 |
1,74 |
WZ0120 |
PL0000108601 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0420 |
PL0000108510 |
98,60 |
98,87 |
2,06 |
1,95 |
98,74 |
2,01 |
DS1020 |
PL0000106126 |
108,93 |
109,20 |
2,20 |
2,11 |
109,07 |
2,15 |
WZ0121 |
PL0000106068 |
99,54 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,93 |
2,38 |
2,31 |
98,83 |
2,34 |
PS0721 |
PL0000109153 |
97,48 |
97,72 |
2,45 |
2,38 |
97,60 |
2,42 |
DS1021 |
PL0000106670 |
112,41 |
112,70 |
2,49 |
2,42 |
112,56 |
2,46 |
PS0422 |
PL0000109492 |
98,12 |
98,39 |
2,69 |
2,63 |
98,26 |
2,66 |
WS0922 |
PL0000102646 |
113,83 |
114,12 |
2,73 |
2,68 |
113,98 |
2,70 |
WZ1122 |
PL0000109377 |
98,60 |
98,80 |
--- |
--- |
98,70 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,49 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
105,68 |
106,08 |
2,96 |
2,89 |
105,88 |
2,92 |
WZ0124 |
PL0000107454 |
97,56 |
97,81 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,73 |
3,20 |
3,14 |
100,52 |
3,17 |
WZ0126 |
PL0000108817 |
95,52 |
95,84 |
--- |
--- |
95,68 |
--- |
DS0726 |
PL0000108866 |
93,68 |
94,11 |
3,34 |
3,28 |
93,90 |
3,31 |
DS0727 |
PL0000109427 |
92,57 |
92,91 |
3,40 |
3,36 |
92,74 |
3,38 |
WS0429 |
PL0000105391 |
123,58 |
124,38 |
3,26 |
3,19 |
123,98 |
3,23 |
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 |
101,29 |
101,37 |
1,39 |
1,25 |
101,33 |
1,32 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,38 |
1,28 |
100,93 |
1,33 |
OK1018 |
PL0000109062 |
98,42 |
98,55 |
1,52 |
1,39 |
98,49 |
1,45 |
WZ0119 |
PL0000107603 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,44 |
97,57 |
1,68 |
1,59 |
97,51 |
1,63 |
PS0719 |
PL0000108148 |
102,64 |
102,77 |
1,75 |
1,68 |
102,71 |
1,71 |
DS1019 |
PL0000105441 |
107,49 |
107,60 |
1,76 |
1,71 |
107,55 |
1,73 |
WZ0120 |
PL0000108601 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,79 |
2,04 |
1,99 |
98,73 |
2,01 |
DS1020 |
PL0000106126 |
108,99 |
109,18 |
2,18 |
2,11 |
109,09 |
2,14 |
WZ0121 |
PL0000106068 |
99,59 |
99,71 |
--- |
--- |
99,65 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,96 |
2,35 |
2,30 |
98,88 |
2,33 |
PS0721 |
PL0000109153 |
97,58 |
97,72 |
2,42 |
2,38 |
97,65 |
2,40 |
DS1021 |
PL0000106670 |
112,54 |
112,72 |
2,46 |
2,42 |
112,63 |
2,44 |
PS0422 |
PL0000109492 |
98,24 |
98,43 |
2,66 |
2,62 |
98,34 |
2,64 |
WS0922 |
PL0000102646 |
114,01 |
114,20 |
2,70 |
2,66 |
114,11 |
2,68 |
WZ1122 |
PL0000109377 |
98,58 |
98,74 |
--- |
--- |
98,66 |
--- |
IZ0823 |
PL0000105359 |
108,64 |
109,42 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
105,90 |
106,21 |
2,92 |
2,87 |
106,06 |
2,89 |
WZ0124 |
PL0000107454 |
97,58 |
97,77 |
--- |
--- |
97,68 |
--- |
DS0725 |
PL0000108197 |
100,44 |
100,70 |
3,18 |
3,14 |
100,57 |
3,16 |
WZ0126 |
PL0000108817 |
95,49 |
95,78 |
--- |
--- |
95,64 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,23 |
3,30 |
3,26 |
94,10 |
3,28 |
DS0727 |
PL0000109427 |
92,80 |
93,05 |
3,37 |
3,34 |
92,93 |
3,36 |
WS0429 |
PL0000105391 |
123,70 |
124,30 |
3,25 |
3,20 |
124,00 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
490 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
400 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
600 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
115 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
365 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
100 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
195 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
185 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
85 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
45 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
320 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
150 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
115 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
175 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,460 |
1,454 |
105 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
200 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,460 |
1,458 |
740 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
235 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
355 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
115 |
TOTAL |
5 700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.