2017-10-11 |
MARKET DATA |
No 196 (3229) |
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 |
622,50 |
639,20 |
31 |
2 105,00 |
2 124,29 |
15 |
2 727,50 |
2 763,49 |
46 |
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 |
100,12 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,28 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,57 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,63 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,50 |
107,47 |
107,500 |
107,500 |
107,500 |
107,500 |
107,500 |
25 000 |
28,20 |
1 |
PS0420 |
PL0000108510 |
98,81 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,86 |
98,88 |
98,850 |
98,850 |
98,840 |
98,840 |
98,842 |
90 000 |
89,80 |
2 |
PS0721 |
PL0000109153 |
97,63 |
97,61 |
97,610 |
97,620 |
97,610 |
97,620 |
97,617 |
35 000 |
34,30 |
2 |
DS1021 |
PL0000106670 |
112,43 |
112,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,26 |
98,23 |
98,190 |
98,190 |
98,190 |
98,190 |
98,190 |
17 500 |
17,37 |
1 |
WS0922 |
PL0000102646 |
113,97 |
113,89 |
113,940 |
113,970 |
113,940 |
113,970 |
113,952 |
210 000 |
239,96 |
5 |
PS0123 |
PL0000110151 |
98,40 |
98,41 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
10 000 |
10,02 |
1 |
DS1023 |
PL0000107264 |
105,85 |
105,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,16 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,69 |
93,42 |
93,650 |
93,700 |
93,650 |
93,660 |
93,674 |
85 000 |
80,09 |
7 |
DS0727 |
PL0000109427 |
92,57 |
92,18 |
92,180 |
92,570 |
92,180 |
92,560 |
92,423 |
150 000 |
139,46 |
12 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,33 |
123,22 |
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 |
108,96 |
109,05 |
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 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,69 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,61 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,61 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,60 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
622 500 |
639,20 |
31 |
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 |
101,27 |
101,34 |
1,32 |
1,19 |
101,31 |
1,25 |
PS0718 |
PL0000107595 |
100,86 |
100,96 |
1,38 |
1,25 |
100,91 |
1,32 |
OK1018 |
PL0000109062 |
98,52 |
98,63 |
1,45 |
1,34 |
98,58 |
1,39 |
WZ0119 |
PL0000107603 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,57 |
97,67 |
1,62 |
1,55 |
97,62 |
1,59 |
PS0719 |
PL0000108148 |
102,72 |
102,82 |
1,68 |
1,63 |
102,77 |
1,66 |
DS1019 |
PL0000105441 |
107,41 |
107,52 |
1,76 |
1,70 |
107,47 |
1,73 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,75 |
98,91 |
2,01 |
1,94 |
98,83 |
1,97 |
DS1020 |
PL0000106126 |
108,94 |
109,09 |
2,17 |
2,12 |
109,02 |
2,14 |
WZ0121 |
PL0000106068 |
99,63 |
99,79 |
--- |
--- |
99,71 |
--- |
PS0421 |
PL0000108916 |
98,78 |
98,95 |
2,36 |
2,31 |
98,87 |
2,33 |
PS0721 |
PL0000109153 |
97,52 |
97,69 |
2,44 |
2,39 |
97,61 |
2,42 |
DS1021 |
PL0000106670 |
112,30 |
112,49 |
2,50 |
2,46 |
112,40 |
2,48 |
PS0422 |
PL0000109492 |
98,12 |
98,31 |
2,69 |
2,65 |
98,22 |
2,67 |
WS0922 |
PL0000102646 |
113,72 |
113,93 |
2,74 |
2,70 |
113,83 |
2,72 |
WZ1122 |
PL0000109377 |
98,52 |
98,71 |
--- |
--- |
98,62 |
--- |
IZ0823 |
PL0000105359 |
108,50 |
109,46 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
105,53 |
105,87 |
2,98 |
2,92 |
105,70 |
2,95 |
WZ0124 |
PL0000107454 |
97,55 |
97,83 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
99,87 |
100,22 |
3,27 |
3,21 |
100,05 |
3,24 |
WZ0126 |
PL0000108817 |
95,49 |
95,84 |
--- |
--- |
95,67 |
--- |
DS0726 |
PL0000108866 |
93,25 |
93,59 |
3,40 |
3,35 |
93,42 |
3,38 |
DS0727 |
PL0000109427 |
92,11 |
92,39 |
3,46 |
3,43 |
92,25 |
3,44 |
WS0429 |
PL0000105391 |
122,73 |
123,54 |
3,34 |
3,26 |
123,14 |
3,30 |
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 |
101,27 |
101,32 |
1,32 |
1,23 |
101,30 |
1,27 |
PS0718 |
PL0000107595 |
100,86 |
100,96 |
1,38 |
1,25 |
100,91 |
1,32 |
OK1018 |
PL0000109062 |
98,54 |
98,61 |
1,43 |
1,36 |
98,58 |
1,39 |
WZ0119 |
PL0000107603 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,59 |
97,68 |
1,61 |
1,54 |
97,64 |
1,57 |
PS0719 |
PL0000108148 |
102,72 |
102,87 |
1,68 |
1,60 |
102,80 |
1,64 |
DS1019 |
PL0000105441 |
107,47 |
107,57 |
1,73 |
1,68 |
107,52 |
1,70 |
WZ0120 |
PL0000108601 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
98,78 |
98,94 |
2,00 |
1,93 |
98,86 |
1,96 |
DS1020 |
PL0000106126 |
108,99 |
109,14 |
2,15 |
2,11 |
109,07 |
2,13 |
WZ0121 |
PL0000106068 |
99,64 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,95 |
2,35 |
2,31 |
98,89 |
2,33 |
PS0721 |
PL0000109153 |
97,59 |
97,73 |
2,42 |
2,38 |
97,66 |
2,40 |
DS1021 |
PL0000106670 |
112,37 |
112,55 |
2,49 |
2,44 |
112,46 |
2,46 |
PS0422 |
PL0000109492 |
98,19 |
98,38 |
2,68 |
2,63 |
98,29 |
2,65 |
WS0922 |
PL0000102646 |
113,83 |
114,03 |
2,72 |
2,68 |
113,93 |
2,70 |
WZ1122 |
PL0000109377 |
98,55 |
98,71 |
--- |
--- |
98,63 |
--- |
IZ0823 |
PL0000105359 |
108,50 |
109,47 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
105,77 |
106,02 |
2,94 |
2,90 |
105,90 |
2,92 |
WZ0124 |
PL0000107454 |
97,56 |
97,84 |
--- |
--- |
97,70 |
--- |
DS0725 |
PL0000108197 |
100,11 |
100,46 |
3,23 |
3,18 |
100,29 |
3,20 |
WZ0126 |
PL0000108817 |
95,52 |
95,84 |
--- |
--- |
95,68 |
--- |
DS0726 |
PL0000108866 |
93,55 |
93,82 |
3,36 |
3,32 |
93,69 |
3,34 |
DS0727 |
PL0000109427 |
92,45 |
92,67 |
3,42 |
3,39 |
92,56 |
3,40 |
WS0429 |
PL0000105391 |
123,06 |
123,73 |
3,31 |
3,25 |
123,40 |
3,28 |
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 |
1,350 |
1,350 |
1,350 |
10 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
380 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
90 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,380 |
1,377 |
110 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,380 |
1,378 |
180 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
90 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
425 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
90 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
130 |
OK0419 |
PL0000109633 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
400 |
TOTAL |
2 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.