2017-10-05 |
MARKET DATA |
No 192 (3225) |
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 |
1 095,00 |
1 062,53 |
40 |
1 960,00 |
1 928,36 |
14 |
3 055,00 |
2 990,89 |
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 |
100,17 |
100,18 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
10 000 |
10,52 |
1 |
PS0418 |
PL0000107314 |
101,32 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,96 |
100,96 |
100,960 |
100,960 |
100,960 |
100,960 |
100,960 |
100 000 |
101,48 |
1 |
OK1018 |
PL0000109062 |
98,55 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,60 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,53 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,84 |
98,80 |
98,860 |
98,870 |
98,860 |
98,870 |
98,865 |
210 000 |
209,06 |
3 |
DS1020 |
PL0000106126 |
109,09 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,67 |
97,62 |
97,620 |
97,620 |
97,620 |
97,620 |
97,620 |
25 000 |
24,50 |
1 |
DS1021 |
PL0000106670 |
112,56 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,36 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,05 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,62 |
98,48 |
98,500 |
98,620 |
98,500 |
98,600 |
98,595 |
105 000 |
105,37 |
7 |
DS1023 |
PL0000107264 |
105,90 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,00 |
93,70 |
93,920 |
93,920 |
93,630 |
93,630 |
93,731 |
455 000 |
428,85 |
17 |
DS0727 |
PL0000109427 |
92,93 |
92,55 |
92,700 |
92,930 |
92,700 |
92,700 |
92,740 |
100 000 |
93,26 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,01 |
123,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
109,03 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,26 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
5 000 |
5,03 |
1 |
WZ0121 |
PL0000106068 |
99,68 |
99,68 |
99,680 |
99,680 |
99,680 |
99,680 |
99,680 |
10 000 |
10,01 |
1 |
WZ1122 |
PL0000109377 |
98,63 |
98,60 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
75 000 |
74,46 |
3 |
WZ0124 |
PL0000107454 |
97,60 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,60 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 095 000 |
1 062,53 |
40 |
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 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,37 |
1,31 |
1,19 |
101,34 |
1,24 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,33 |
1,23 |
100,95 |
1,28 |
OK1018 |
PL0000109062 |
98,53 |
98,63 |
1,43 |
1,33 |
98,58 |
1,38 |
WZ0119 |
PL0000107603 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,55 |
97,65 |
1,62 |
1,55 |
97,60 |
1,59 |
PS0719 |
PL0000108148 |
102,72 |
102,85 |
1,69 |
1,62 |
102,79 |
1,65 |
DS1019 |
PL0000105441 |
107,48 |
107,60 |
1,74 |
1,68 |
107,54 |
1,71 |
WZ0120 |
PL0000108601 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
98,73 |
98,86 |
2,01 |
1,96 |
98,80 |
1,99 |
DS1020 |
PL0000106126 |
109,01 |
109,20 |
2,16 |
2,10 |
109,11 |
2,12 |
WZ0121 |
PL0000106068 |
99,60 |
99,73 |
--- |
--- |
99,67 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,97 |
2,35 |
2,30 |
98,89 |
2,33 |
PS0721 |
PL0000109153 |
97,57 |
97,77 |
2,43 |
2,37 |
97,67 |
2,40 |
DS1021 |
PL0000106670 |
112,42 |
112,65 |
2,48 |
2,43 |
112,54 |
2,45 |
PS0422 |
PL0000109492 |
98,21 |
98,37 |
2,67 |
2,63 |
98,29 |
2,65 |
WS0922 |
PL0000102646 |
113,88 |
114,14 |
2,72 |
2,66 |
114,01 |
2,69 |
WZ1122 |
PL0000109377 |
98,49 |
98,72 |
--- |
--- |
98,61 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,37 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,70 |
106,03 |
2,95 |
2,90 |
105,87 |
2,92 |
WZ0124 |
PL0000107454 |
97,51 |
97,79 |
--- |
--- |
97,65 |
--- |
DS0725 |
PL0000108197 |
100,21 |
100,55 |
3,22 |
3,17 |
100,38 |
3,19 |
WZ0126 |
PL0000108817 |
95,43 |
95,74 |
--- |
--- |
95,59 |
--- |
DS0726 |
PL0000108866 |
93,63 |
93,95 |
3,35 |
3,30 |
93,79 |
3,32 |
DS0727 |
PL0000109427 |
92,59 |
92,81 |
3,40 |
3,37 |
92,70 |
3,39 |
WS0429 |
PL0000105391 |
123,54 |
124,13 |
3,26 |
3,21 |
123,84 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,36 |
1,31 |
1,21 |
101,33 |
1,26 |
PS0718 |
PL0000107595 |
100,92 |
100,98 |
1,32 |
1,24 |
100,95 |
1,28 |
OK1018 |
PL0000109062 |
98,52 |
98,62 |
1,44 |
1,34 |
98,57 |
1,39 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,57 |
97,66 |
1,61 |
1,55 |
97,62 |
1,57 |
PS0719 |
PL0000108148 |
102,73 |
102,83 |
1,69 |
1,63 |
102,78 |
1,66 |
DS1019 |
PL0000105441 |
107,49 |
107,62 |
1,74 |
1,68 |
107,56 |
1,70 |
WZ0120 |
PL0000108601 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
98,77 |
98,92 |
2,00 |
1,94 |
98,85 |
1,96 |
DS1020 |
PL0000106126 |
109,02 |
109,19 |
2,15 |
2,10 |
109,11 |
2,12 |
WZ0121 |
PL0000106068 |
99,63 |
99,74 |
--- |
--- |
99,69 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,98 |
2,35 |
2,30 |
98,90 |
2,32 |
PS0721 |
PL0000109153 |
97,57 |
97,69 |
2,43 |
2,39 |
97,63 |
2,41 |
DS1021 |
PL0000106670 |
112,45 |
112,67 |
2,47 |
2,42 |
112,56 |
2,45 |
PS0422 |
PL0000109492 |
98,23 |
98,37 |
2,67 |
2,63 |
98,30 |
2,65 |
WS0922 |
PL0000102646 |
113,93 |
114,13 |
2,71 |
2,67 |
114,03 |
2,69 |
WZ1122 |
PL0000109377 |
98,54 |
98,74 |
--- |
--- |
98,64 |
--- |
IZ0823 |
PL0000105359 |
108,70 |
109,37 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
105,75 |
106,02 |
2,95 |
2,90 |
105,89 |
2,92 |
WZ0124 |
PL0000107454 |
97,53 |
97,82 |
--- |
--- |
97,68 |
--- |
DS0725 |
PL0000108197 |
100,16 |
100,43 |
3,22 |
3,18 |
100,30 |
3,20 |
WZ0126 |
PL0000108817 |
95,52 |
95,83 |
--- |
--- |
95,68 |
--- |
DS0726 |
PL0000108866 |
93,60 |
93,83 |
3,35 |
3,32 |
93,72 |
3,33 |
DS0727 |
PL0000109427 |
92,50 |
92,71 |
3,41 |
3,38 |
92,61 |
3,40 |
WS0429 |
PL0000105391 |
123,39 |
124,02 |
3,28 |
3,22 |
123,71 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
115 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
40 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
170 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
5 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,440 |
1,401 |
165 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
210 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
155 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
260 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
30 |
TOTAL |
1 960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.