2017-10-09 |
MARKET DATA |
No 194 (3227) |
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 |
175,00 |
167,79 |
5 |
1 370,00 |
1 398,16 |
13 |
1 545,00 |
1 565,95 |
18 |
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 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,31 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,92 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,55 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,59 |
97,59 |
97,590 |
97,590 |
97,590 |
97,590 |
97,590 |
100 000 |
97,59 |
1 |
PS0719 |
PL0000108148 |
102,70 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,41 |
107,46 |
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 |
108,93 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,74 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,46 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,29 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,07 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,71 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,20 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,54 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,96 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,34 |
93,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,09 |
92,01 |
92,090 |
92,090 |
92,050 |
92,050 |
92,062 |
65 000 |
60,19 |
3 |
WS0428 |
PL0000107611 |
92,00 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,88 |
122,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,06 |
130,06 |
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 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,44 |
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 |
99,68 |
99,69 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
10 000 |
10,01 |
1 |
WZ1122 |
PL0000109377 |
98,62 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,60 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
175 000 |
167,79 |
5 |
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 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,39 |
1,31 |
1,13 |
101,34 |
1,22 |
PS0718 |
PL0000107595 |
100,90 |
100,98 |
1,34 |
1,24 |
100,94 |
1,29 |
OK1018 |
PL0000109062 |
98,52 |
98,61 |
1,45 |
1,36 |
98,57 |
1,40 |
WZ0119 |
PL0000107603 |
100,32 |
100,46 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,55 |
97,65 |
1,63 |
1,56 |
97,60 |
1,59 |
PS0719 |
PL0000108148 |
102,68 |
102,77 |
1,71 |
1,66 |
102,73 |
1,68 |
DS1019 |
PL0000105441 |
107,38 |
107,49 |
1,78 |
1,73 |
107,44 |
1,75 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
98,71 |
98,85 |
2,02 |
1,97 |
98,78 |
1,99 |
DS1020 |
PL0000106126 |
108,90 |
109,05 |
2,19 |
2,14 |
108,98 |
2,16 |
WZ0121 |
PL0000106068 |
99,60 |
99,76 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,85 |
2,39 |
2,34 |
98,77 |
2,36 |
PS0721 |
PL0000109153 |
97,42 |
97,59 |
2,47 |
2,42 |
97,51 |
2,44 |
DS1021 |
PL0000106670 |
112,23 |
112,43 |
2,52 |
2,48 |
112,33 |
2,50 |
PS0422 |
PL0000109492 |
98,00 |
98,21 |
2,72 |
2,67 |
98,11 |
2,69 |
WS0922 |
PL0000102646 |
113,66 |
113,84 |
2,76 |
2,72 |
113,75 |
2,74 |
WZ1122 |
PL0000109377 |
98,46 |
98,70 |
--- |
--- |
98,58 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,39 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
105,44 |
105,72 |
3,00 |
2,95 |
105,58 |
2,97 |
WZ0124 |
PL0000107454 |
97,38 |
97,83 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
99,80 |
100,07 |
3,28 |
3,24 |
99,94 |
3,26 |
WZ0126 |
PL0000108817 |
95,38 |
95,79 |
--- |
--- |
95,59 |
--- |
DS0726 |
PL0000108866 |
93,17 |
93,46 |
3,41 |
3,37 |
93,32 |
3,39 |
DS0727 |
PL0000109427 |
92,00 |
92,24 |
3,48 |
3,44 |
92,12 |
3,46 |
WS0429 |
PL0000105391 |
122,66 |
123,28 |
3,35 |
3,29 |
122,97 |
3,32 |
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 |
101,29 |
101,35 |
1,31 |
1,20 |
101,32 |
1,25 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
1,34 |
1,27 |
100,93 |
1,30 |
OK1018 |
PL0000109062 |
98,52 |
98,58 |
1,45 |
1,39 |
98,55 |
1,42 |
WZ0119 |
PL0000107603 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,56 |
97,63 |
1,62 |
1,57 |
97,60 |
1,59 |
PS0719 |
PL0000108148 |
102,68 |
102,75 |
1,71 |
1,67 |
102,72 |
1,69 |
DS1019 |
PL0000105441 |
107,38 |
107,48 |
1,78 |
1,73 |
107,43 |
1,76 |
WZ0120 |
PL0000108601 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
98,72 |
98,82 |
2,02 |
1,98 |
98,77 |
2,00 |
DS1020 |
PL0000106126 |
108,85 |
109,00 |
2,20 |
2,16 |
108,93 |
2,18 |
WZ0121 |
PL0000106068 |
99,62 |
99,74 |
--- |
--- |
99,68 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,80 |
2,40 |
2,35 |
98,73 |
2,38 |
PS0721 |
PL0000109153 |
97,38 |
97,53 |
2,48 |
2,44 |
97,46 |
2,46 |
DS1021 |
PL0000106670 |
112,18 |
112,36 |
2,54 |
2,49 |
112,27 |
2,51 |
PS0422 |
PL0000109492 |
97,97 |
98,12 |
2,73 |
2,69 |
98,05 |
2,71 |
WS0922 |
PL0000102646 |
113,53 |
113,74 |
2,78 |
2,74 |
113,64 |
2,76 |
WZ1122 |
PL0000109377 |
98,54 |
98,74 |
--- |
--- |
98,64 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,39 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
105,30 |
105,58 |
3,02 |
2,97 |
105,44 |
3,00 |
WZ0124 |
PL0000107454 |
97,49 |
97,79 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
99,65 |
99,86 |
3,30 |
3,27 |
99,76 |
3,28 |
WZ0126 |
PL0000108817 |
95,51 |
95,83 |
--- |
--- |
95,67 |
--- |
DS0726 |
PL0000108866 |
92,99 |
93,25 |
3,43 |
3,40 |
93,12 |
3,42 |
DS0727 |
PL0000109427 |
91,86 |
92,08 |
3,49 |
3,47 |
91,97 |
3,48 |
WS0429 |
PL0000105391 |
122,45 |
123,13 |
3,36 |
3,30 |
122,79 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,280 |
1,300 |
1,290 |
400 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
135 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
285 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
315 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,320 |
1,350 |
1,337 |
115 |
TOTAL |
1 370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.