2017-10-06 |
MARKET DATA |
No 193 (3226) |
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 |
1 057,50 |
1 068,41 |
61 |
4 495,00 |
4 529,79 |
21 |
5 552,50 |
5 598,20 |
82 |
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 |
100,16 |
100,18 |
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 |
100,93 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,54 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,62 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,75 |
102,73 |
102,760 |
102,760 |
102,730 |
102,730 |
102,750 |
150 000 |
155,15 |
2 |
DS1019 |
PL0000105441 |
107,51 |
107,48 |
107,500 |
107,500 |
107,460 |
107,460 |
107,488 |
120 000 |
135,31 |
3 |
PS0420 |
PL0000108510 |
98,80 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,80 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,55 |
97,42 |
97,500 |
97,500 |
97,490 |
97,490 |
97,491 |
85 000 |
83,18 |
2 |
DS1021 |
PL0000106670 |
112,38 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,20 |
97,98 |
98,180 |
98,180 |
98,000 |
98,060 |
98,086 |
117 500 |
116,47 |
10 |
WS0922 |
PL0000102646 |
113,88 |
113,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,38 |
98,05 |
98,380 |
98,380 |
98,050 |
98,050 |
98,236 |
125 000 |
125,00 |
5 |
DS1023 |
PL0000107264 |
107,48 |
105,37 |
105,370 |
105,420 |
105,370 |
105,420 |
105,391 |
65 000 |
71,00 |
4 |
DS0725 |
PL0000108197 |
100,27 |
99,54 |
99,660 |
99,660 |
99,600 |
99,600 |
99,613 |
45 000 |
45,13 |
3 |
DS0726 |
PL0000108866 |
93,58 |
93,00 |
93,330 |
93,330 |
93,330 |
93,330 |
93,330 |
10 000 |
9,39 |
1 |
DS0727 |
PL0000109427 |
92,48 |
91,80 |
92,480 |
92,480 |
91,800 |
92,020 |
92,042 |
220 000 |
203,65 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,49 |
122,73 |
123,450 |
123,450 |
122,820 |
122,820 |
123,290 |
30 000 |
37,78 |
5 |
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 |
108,90 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,39 |
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 |
99,66 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,55 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,60 |
95,54 |
95,600 |
95,600 |
95,540 |
95,540 |
95,548 |
90 000 |
86,33 |
3 |
TOTAL |
1 057 500 |
1 068,41 |
61 |
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 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,30 |
101,39 |
1,30 |
1,14 |
101,35 |
1,21 |
PS0718 |
PL0000107595 |
100,91 |
100,99 |
1,33 |
1,23 |
100,95 |
1,28 |
OK1018 |
PL0000109062 |
98,52 |
98,64 |
1,44 |
1,32 |
98,58 |
1,38 |
WZ0119 |
PL0000107603 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,58 |
97,66 |
1,60 |
1,55 |
97,62 |
1,58 |
PS0719 |
PL0000108148 |
102,73 |
102,82 |
1,69 |
1,63 |
102,78 |
1,66 |
DS1019 |
PL0000105441 |
107,49 |
107,59 |
1,73 |
1,68 |
107,54 |
1,71 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
98,76 |
98,91 |
2,00 |
1,94 |
98,84 |
1,97 |
DS1020 |
PL0000106126 |
108,98 |
109,16 |
2,16 |
2,11 |
109,07 |
2,14 |
WZ0121 |
PL0000106068 |
99,61 |
99,73 |
--- |
--- |
99,67 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,95 |
2,37 |
2,31 |
98,85 |
2,34 |
PS0721 |
PL0000109153 |
97,50 |
97,70 |
2,45 |
2,39 |
97,60 |
2,42 |
DS1021 |
PL0000106670 |
112,35 |
112,60 |
2,50 |
2,44 |
112,48 |
2,46 |
PS0422 |
PL0000109492 |
98,12 |
98,32 |
2,69 |
2,64 |
98,22 |
2,67 |
WS0922 |
PL0000102646 |
113,79 |
114,07 |
2,73 |
2,68 |
113,93 |
2,70 |
WZ1122 |
PL0000109377 |
98,48 |
98,73 |
--- |
--- |
98,61 |
--- |
IZ0823 |
PL0000105359 |
108,54 |
109,46 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,59 |
105,93 |
2,97 |
2,91 |
105,76 |
2,94 |
WZ0124 |
PL0000107454 |
97,54 |
97,83 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
100,10 |
100,38 |
3,23 |
3,19 |
100,24 |
3,21 |
WZ0126 |
PL0000108817 |
95,52 |
95,82 |
--- |
--- |
95,67 |
--- |
DS0726 |
PL0000108866 |
93,47 |
93,76 |
3,37 |
3,33 |
93,62 |
3,35 |
DS0727 |
PL0000109427 |
92,40 |
92,65 |
3,42 |
3,39 |
92,53 |
3,41 |
WS0429 |
PL0000105391 |
123,33 |
123,94 |
3,28 |
3,23 |
123,64 |
3,25 |
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 |
101,38 |
1,30 |
1,16 |
101,34 |
1,23 |
PS0718 |
PL0000107595 |
100,90 |
100,97 |
1,34 |
1,25 |
100,94 |
1,29 |
OK1018 |
PL0000109062 |
98,48 |
98,59 |
1,48 |
1,37 |
98,54 |
1,42 |
WZ0119 |
PL0000107603 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,52 |
97,64 |
1,64 |
1,56 |
97,58 |
1,60 |
PS0719 |
PL0000108148 |
102,64 |
102,77 |
1,74 |
1,66 |
102,71 |
1,70 |
DS1019 |
PL0000105441 |
107,39 |
107,52 |
1,78 |
1,72 |
107,46 |
1,75 |
WZ0120 |
PL0000108601 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,63 |
98,84 |
2,06 |
1,97 |
98,74 |
2,01 |
DS1020 |
PL0000106126 |
108,79 |
109,00 |
2,23 |
2,16 |
108,90 |
2,19 |
WZ0121 |
PL0000106068 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,78 |
2,41 |
2,36 |
98,70 |
2,38 |
PS0721 |
PL0000109153 |
97,30 |
97,46 |
2,50 |
2,46 |
97,38 |
2,48 |
DS1021 |
PL0000106670 |
112,09 |
112,35 |
2,56 |
2,50 |
112,22 |
2,53 |
PS0422 |
PL0000109492 |
97,86 |
98,04 |
2,75 |
2,71 |
97,95 |
2,73 |
WS0922 |
PL0000102646 |
113,54 |
113,75 |
2,78 |
2,74 |
113,65 |
2,76 |
WZ1122 |
PL0000109377 |
98,47 |
98,71 |
--- |
--- |
98,59 |
--- |
IZ0823 |
PL0000105359 |
108,53 |
109,41 |
--- |
--- |
108,97 |
--- |
DS1023 |
PL0000107264 |
105,26 |
105,52 |
3,03 |
2,99 |
105,39 |
3,01 |
WZ0124 |
PL0000107454 |
97,41 |
97,79 |
--- |
--- |
97,60 |
--- |
DS0725 |
PL0000108197 |
99,53 |
99,79 |
3,32 |
3,28 |
99,66 |
3,30 |
WZ0126 |
PL0000108817 |
95,42 |
95,74 |
--- |
--- |
95,58 |
--- |
DS0726 |
PL0000108866 |
92,94 |
93,19 |
3,44 |
3,41 |
93,07 |
3,42 |
DS0727 |
PL0000109427 |
91,74 |
91,98 |
3,51 |
3,48 |
91,86 |
3,49 |
WS0429 |
PL0000105391 |
122,32 |
123,07 |
3,38 |
3,31 |
122,70 |
3,34 |
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 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
20 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
210 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
145 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
50 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
160 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
400 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
400 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
400 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
30 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
400 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
310 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
370 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
400 |
PS0719 |
PL0000108148 |
0/4 |
4 |
1,470 |
1,470 |
1,470 |
110 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
45 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
340 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
25 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
25 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
280 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
220 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
155 |
TOTAL |
4 495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.