2017-10-04 |
MARKET DATA |
No 191 (3224) |
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 |
750,00 |
782,16 |
41 |
4 665,00 |
4 732,35 |
25 |
5 415,00 |
5 514,51 |
66 |
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 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,31 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,58 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,57 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,75 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,57 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,76 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,10 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,88 |
98,92 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
5 000 |
4,99 |
1 |
PS0721 |
PL0000109153 |
97,66 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,58 |
112,61 |
112,570 |
112,570 |
112,550 |
112,550 |
112,565 |
110 000 |
129,82 |
3 |
PS0422 |
PL0000109492 |
98,36 |
98,35 |
98,310 |
98,400 |
98,300 |
98,400 |
98,350 |
175 000 |
173,88 |
12 |
WS0922 |
PL0000102646 |
114,07 |
114,13 |
114,140 |
114,140 |
114,140 |
114,140 |
114,140 |
15 000 |
17,15 |
1 |
PS0123 |
PL0000110151 |
98,60 |
98,53 |
98,550 |
98,600 |
98,500 |
98,500 |
98,563 |
40 000 |
40,12 |
4 |
DS1023 |
PL0000107264 |
105,98 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,51 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,00 |
93,98 |
93,990 |
93,990 |
93,840 |
93,840 |
93,938 |
280 000 |
264,43 |
13 |
DS0727 |
PL0000109427 |
92,93 |
92,75 |
92,980 |
92,980 |
92,690 |
92,690 |
92,838 |
20 000 |
18,67 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,32 |
124,08 |
124,320 |
124,320 |
124,320 |
124,320 |
124,320 |
5 000 |
6,35 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
109,27 |
109,05 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
100 000 |
126,76 |
3 |
WZ0118 |
PL0000104717 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,67 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,62 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,56 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
750 000 |
782,16 |
41 |
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 |
101,29 |
101,37 |
1,37 |
1,22 |
101,33 |
1,30 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,36 |
1,26 |
100,94 |
1,31 |
OK1018 |
PL0000109062 |
98,50 |
98,60 |
1,45 |
1,35 |
98,55 |
1,40 |
WZ0119 |
PL0000107603 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
97,49 |
97,63 |
1,65 |
1,56 |
97,56 |
1,61 |
PS0719 |
PL0000108148 |
102,72 |
102,85 |
1,70 |
1,63 |
102,79 |
1,66 |
DS1019 |
PL0000105441 |
107,50 |
107,61 |
1,75 |
1,69 |
107,56 |
1,72 |
WZ0120 |
PL0000108601 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,86 |
2,02 |
1,96 |
98,79 |
1,99 |
DS1020 |
PL0000106126 |
109,05 |
109,24 |
2,15 |
2,09 |
109,15 |
2,12 |
WZ0121 |
PL0000106068 |
99,61 |
99,74 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,84 |
99,03 |
2,34 |
2,28 |
98,94 |
2,31 |
PS0721 |
PL0000109153 |
97,60 |
97,81 |
2,42 |
2,36 |
97,71 |
2,38 |
DS1021 |
PL0000106670 |
112,49 |
112,76 |
2,47 |
2,40 |
112,63 |
2,44 |
PS0422 |
PL0000109492 |
98,31 |
98,47 |
2,65 |
2,61 |
98,39 |
2,63 |
WS0922 |
PL0000102646 |
113,99 |
114,25 |
2,70 |
2,65 |
114,12 |
2,67 |
WZ1122 |
PL0000109377 |
98,52 |
98,75 |
--- |
--- |
98,64 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,37 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,88 |
106,20 |
2,92 |
2,87 |
106,04 |
2,90 |
WZ0124 |
PL0000107454 |
97,56 |
97,77 |
--- |
--- |
97,67 |
--- |
DS0725 |
PL0000108197 |
100,41 |
100,78 |
3,19 |
3,13 |
100,60 |
3,16 |
WZ0126 |
PL0000108817 |
95,48 |
95,80 |
--- |
--- |
95,64 |
--- |
DS0726 |
PL0000108866 |
93,89 |
94,25 |
3,31 |
3,26 |
94,07 |
3,28 |
DS0727 |
PL0000109427 |
92,84 |
93,05 |
3,37 |
3,34 |
92,95 |
3,35 |
WS0429 |
PL0000105391 |
123,82 |
124,63 |
3,24 |
3,17 |
124,23 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,38 |
1,35 |
1,21 |
101,34 |
1,28 |
PS0718 |
PL0000107595 |
100,91 |
100,98 |
1,34 |
1,26 |
100,95 |
1,29 |
OK1018 |
PL0000109062 |
98,55 |
98,61 |
1,40 |
1,34 |
98,58 |
1,37 |
WZ0119 |
PL0000107603 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,54 |
97,65 |
1,62 |
1,55 |
97,60 |
1,58 |
PS0719 |
PL0000108148 |
102,73 |
102,86 |
1,69 |
1,62 |
102,80 |
1,66 |
DS1019 |
PL0000105441 |
107,53 |
107,63 |
1,73 |
1,68 |
107,58 |
1,71 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,73 |
98,86 |
2,01 |
1,96 |
98,80 |
1,98 |
DS1020 |
PL0000106126 |
109,06 |
109,25 |
2,15 |
2,09 |
109,16 |
2,12 |
WZ0121 |
PL0000106068 |
99,62 |
99,74 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,97 |
2,35 |
2,30 |
98,90 |
2,32 |
PS0721 |
PL0000109153 |
97,62 |
97,74 |
2,41 |
2,38 |
97,68 |
2,39 |
DS1021 |
PL0000106670 |
112,50 |
112,64 |
2,47 |
2,43 |
112,57 |
2,45 |
PS0422 |
PL0000109492 |
98,26 |
98,43 |
2,66 |
2,62 |
98,35 |
2,64 |
WS0922 |
PL0000102646 |
113,98 |
114,24 |
2,70 |
2,65 |
114,11 |
2,67 |
WZ1122 |
PL0000109377 |
98,54 |
98,71 |
--- |
--- |
98,63 |
--- |
IZ0823 |
PL0000105359 |
108,70 |
109,34 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
105,87 |
106,12 |
2,93 |
2,88 |
106,00 |
2,90 |
WZ0124 |
PL0000107454 |
97,54 |
97,77 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,50 |
3,20 |
3,17 |
100,40 |
3,19 |
WZ0126 |
PL0000108817 |
95,47 |
95,74 |
--- |
--- |
95,61 |
--- |
DS0726 |
PL0000108866 |
93,76 |
94,01 |
3,33 |
3,29 |
93,89 |
3,31 |
DS0727 |
PL0000109427 |
92,63 |
92,81 |
3,39 |
3,37 |
92,72 |
3,38 |
WS0429 |
PL0000105391 |
123,65 |
124,30 |
3,26 |
3,20 |
123,98 |
3,23 |
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 |
1,390 |
1,390 |
1,390 |
170 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
115 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
120 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
10 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
85 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
200 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
200 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
170 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
160 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,420 |
1,430 |
1,428 |
160 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
400 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
100 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
120 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,410 |
1,440 |
1,417 |
260 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,440 |
1,450 |
1,447 |
305 |
TOTAL |
4 665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.