2017-10-03 |
MARKET DATA |
No 190 (3223) |
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 |
510,00 |
522,58 |
32 |
2 550,00 |
2 609,22 |
23 |
3 060,00 |
3 131,80 |
55 |
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 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,30 |
101,35 |
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 |
98,52 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,52 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,74 |
102,740 |
102,740 |
102,740 |
102,740 |
102,740 |
5 000 |
5,17 |
1 |
DS1019 |
PL0000105441 |
107,51 |
107,54 |
107,510 |
107,510 |
107,510 |
107,510 |
107,510 |
40 000 |
45,08 |
1 |
PS0420 |
PL0000108510 |
98,71 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,07 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,87 |
98,870 |
98,890 |
98,870 |
98,890 |
98,888 |
110 000 |
109,76 |
2 |
PS0721 |
PL0000109153 |
97,63 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,56 |
112,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,34 |
98,34 |
98,370 |
98,380 |
98,370 |
98,380 |
98,378 |
60 000 |
59,63 |
2 |
WS0922 |
PL0000102646 |
114,06 |
114,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,53 |
98,55 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
10,03 |
1 |
DS1023 |
PL0000107264 |
105,97 |
106,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,53 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,00 |
93,91 |
93,970 |
93,970 |
93,970 |
93,970 |
93,970 |
20 000 |
18,89 |
1 |
DS0727 |
PL0000109427 |
92,87 |
92,78 |
92,850 |
92,850 |
92,780 |
92,850 |
92,826 |
185 000 |
172,64 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,93 |
123,76 |
123,860 |
123,860 |
123,860 |
123,860 |
123,860 |
10 000 |
12,64 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,50 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,02 |
109,05 |
109,000 |
109,050 |
109,000 |
109,050 |
109,043 |
70 000 |
88,72 |
4 |
WZ0118 |
PL0000104717 |
100,18 |
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 |
100,21 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,61 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,62 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,67 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
510 000 |
522,58 |
32 |
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 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,37 |
1,38 |
1,24 |
101,33 |
1,31 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,37 |
1,27 |
100,93 |
1,32 |
OK1018 |
PL0000109062 |
98,43 |
98,55 |
1,51 |
1,39 |
98,49 |
1,45 |
WZ0119 |
PL0000107603 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,46 |
97,58 |
1,67 |
1,59 |
97,52 |
1,63 |
PS0719 |
PL0000108148 |
102,66 |
102,78 |
1,74 |
1,67 |
102,72 |
1,70 |
DS1019 |
PL0000105441 |
107,46 |
107,58 |
1,77 |
1,71 |
107,52 |
1,74 |
WZ0120 |
PL0000108601 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,79 |
2,04 |
1,99 |
98,72 |
2,02 |
DS1020 |
PL0000106126 |
109,00 |
109,18 |
2,17 |
2,11 |
109,09 |
2,14 |
WZ0121 |
PL0000106068 |
99,61 |
99,74 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,98 |
2,35 |
2,30 |
98,90 |
2,32 |
PS0721 |
PL0000109153 |
97,55 |
97,77 |
2,43 |
2,37 |
97,66 |
2,40 |
DS1021 |
PL0000106670 |
112,46 |
112,73 |
2,48 |
2,41 |
112,60 |
2,45 |
PS0422 |
PL0000109492 |
98,24 |
98,45 |
2,66 |
2,61 |
98,35 |
2,64 |
WS0922 |
PL0000102646 |
113,94 |
114,21 |
2,71 |
2,66 |
114,08 |
2,68 |
WZ1122 |
PL0000109377 |
98,55 |
98,74 |
--- |
--- |
98,65 |
--- |
IZ0823 |
PL0000105359 |
108,58 |
109,47 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
105,80 |
106,19 |
2,94 |
2,87 |
106,00 |
2,90 |
WZ0124 |
PL0000107454 |
97,56 |
97,78 |
--- |
--- |
97,67 |
--- |
DS0725 |
PL0000108197 |
100,41 |
100,73 |
3,19 |
3,14 |
100,57 |
3,16 |
WZ0126 |
PL0000108817 |
95,46 |
95,81 |
--- |
--- |
95,64 |
--- |
DS0726 |
PL0000108866 |
93,88 |
94,23 |
3,31 |
3,26 |
94,06 |
3,29 |
DS0727 |
PL0000109427 |
92,78 |
93,01 |
3,37 |
3,35 |
92,90 |
3,36 |
WS0429 |
PL0000105391 |
123,65 |
124,27 |
3,26 |
3,20 |
123,96 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,37 |
1,38 |
1,24 |
101,33 |
1,31 |
PS0718 |
PL0000107595 |
100,90 |
100,97 |
1,36 |
1,27 |
100,94 |
1,31 |
OK1018 |
PL0000109062 |
98,49 |
98,56 |
1,45 |
1,38 |
98,53 |
1,41 |
WZ0119 |
PL0000107603 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,49 |
97,58 |
1,65 |
1,59 |
97,54 |
1,62 |
PS0719 |
PL0000108148 |
102,71 |
102,79 |
1,71 |
1,66 |
102,75 |
1,69 |
DS1019 |
PL0000105441 |
107,47 |
107,57 |
1,76 |
1,72 |
107,52 |
1,74 |
WZ0120 |
PL0000108601 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,81 |
2,03 |
1,98 |
98,75 |
2,00 |
DS1020 |
PL0000106126 |
109,01 |
109,20 |
2,17 |
2,11 |
109,11 |
2,13 |
WZ0121 |
PL0000106068 |
99,61 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,98 |
2,35 |
2,30 |
98,89 |
2,33 |
PS0721 |
PL0000109153 |
97,57 |
97,72 |
2,42 |
2,38 |
97,65 |
2,40 |
DS1021 |
PL0000106670 |
112,51 |
112,71 |
2,47 |
2,42 |
112,61 |
2,44 |
PS0422 |
PL0000109492 |
98,25 |
98,41 |
2,66 |
2,62 |
98,33 |
2,64 |
WS0922 |
PL0000102646 |
113,93 |
114,18 |
2,71 |
2,66 |
114,06 |
2,69 |
WZ1122 |
PL0000109377 |
98,57 |
98,75 |
--- |
--- |
98,66 |
--- |
IZ0823 |
PL0000105359 |
108,67 |
109,42 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
105,90 |
106,14 |
2,92 |
2,88 |
106,02 |
2,90 |
WZ0124 |
PL0000107454 |
97,56 |
97,76 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
100,31 |
100,57 |
3,20 |
3,16 |
100,44 |
3,18 |
WZ0126 |
PL0000108817 |
95,46 |
95,81 |
--- |
--- |
95,64 |
--- |
DS0726 |
PL0000108866 |
93,86 |
94,06 |
3,31 |
3,29 |
93,96 |
3,30 |
DS0727 |
PL0000109427 |
92,70 |
92,88 |
3,38 |
3,36 |
92,79 |
3,37 |
WS0429 |
PL0000105391 |
123,71 |
124,40 |
3,25 |
3,19 |
124,06 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
5 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
15 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
85 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
35 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
200 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
160 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
100 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
385 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
190 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
125 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,440 |
1,450 |
1,448 |
470 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
85 |
TOTAL |
2 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.