2017-10-12 |
MARKET DATA |
No 197 (3230) |
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 |
1 187,50 |
1 166,24 |
45 |
1 910,00 |
1 886,43 |
18 |
3 097,50 |
3 052,67 |
63 |
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 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,28 |
101,27 |
101,280 |
101,280 |
101,270 |
101,280 |
101,279 |
165 000 |
170,06 |
4 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,59 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,65 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,49 |
107,50 |
107,470 |
107,470 |
107,470 |
107,470 |
107,470 |
25 000 |
28,21 |
1 |
PS0420 |
PL0000108510 |
98,87 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,04 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,67 |
97,67 |
97,630 |
97,630 |
97,620 |
97,620 |
97,621 |
100 000 |
98,02 |
2 |
DS1021 |
PL0000106670 |
112,50 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,35 |
98,33 |
98,380 |
98,380 |
98,350 |
98,350 |
98,364 |
32 500 |
32,32 |
4 |
WS0922 |
PL0000102646 |
114,02 |
114,04 |
114,070 |
114,070 |
114,070 |
114,070 |
114,070 |
20 000 |
22,89 |
2 |
PS0123 |
PL0000110151 |
98,53 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,02 |
105,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,45 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
5 000 |
5,06 |
1 |
DS0726 |
PL0000108866 |
94,77 |
93,89 |
93,900 |
93,950 |
93,900 |
93,950 |
93,945 |
150 000 |
141,77 |
5 |
DS0727 |
PL0000109427 |
92,93 |
92,75 |
92,890 |
92,910 |
92,750 |
92,790 |
92,846 |
355 000 |
331,62 |
19 |
WS0428 |
PL0000107611 |
92,65 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,95 |
123,82 |
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 |
108,90 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,21 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
200 000 |
201,20 |
2 |
WZ0119 |
PL0000107603 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,73 |
99,71 |
99,710 |
99,730 |
99,710 |
99,730 |
99,726 |
125 000 |
125,17 |
4 |
WZ1122 |
PL0000109377 |
98,67 |
98,69 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
10 000 |
9,94 |
1 |
WZ0124 |
PL0000107454 |
97,70 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,70 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 187 500 |
1 166,24 |
45 |
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 |
101,25 |
101,31 |
1,32 |
1,21 |
101,28 |
1,26 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,34 |
1,24 |
100,92 |
1,29 |
OK1018 |
PL0000109062 |
98,56 |
98,66 |
1,43 |
1,33 |
98,61 |
1,38 |
WZ0119 |
PL0000107603 |
100,34 |
100,45 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,61 |
97,70 |
1,60 |
1,54 |
97,66 |
1,57 |
PS0719 |
PL0000108148 |
102,74 |
102,84 |
1,67 |
1,61 |
102,79 |
1,64 |
DS1019 |
PL0000105441 |
107,44 |
107,55 |
1,73 |
1,68 |
107,50 |
1,70 |
WZ0120 |
PL0000108601 |
100,21 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
98,82 |
98,95 |
1,98 |
1,93 |
98,89 |
1,95 |
DS1020 |
PL0000106126 |
109,02 |
109,15 |
2,14 |
2,09 |
109,09 |
2,11 |
WZ0121 |
PL0000106068 |
99,66 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0421 |
PL0000108916 |
98,87 |
98,98 |
2,33 |
2,30 |
98,93 |
2,32 |
PS0721 |
PL0000109153 |
97,65 |
97,80 |
2,41 |
2,36 |
97,73 |
2,38 |
DS1021 |
PL0000106670 |
112,47 |
112,61 |
2,46 |
2,42 |
112,54 |
2,44 |
PS0422 |
PL0000109492 |
98,30 |
98,43 |
2,65 |
2,62 |
98,37 |
2,63 |
WS0922 |
PL0000102646 |
113,97 |
114,17 |
2,69 |
2,65 |
114,07 |
2,67 |
WZ1122 |
PL0000109377 |
98,56 |
98,74 |
--- |
--- |
98,65 |
--- |
IZ0823 |
PL0000105359 |
108,66 |
109,34 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,14 |
2,92 |
2,87 |
106,00 |
2,90 |
WZ0124 |
PL0000107454 |
97,59 |
97,85 |
--- |
--- |
97,72 |
--- |
DS0725 |
PL0000108197 |
100,41 |
100,66 |
3,19 |
3,15 |
100,54 |
3,17 |
WZ0126 |
PL0000108817 |
95,55 |
95,88 |
--- |
--- |
95,72 |
--- |
DS0726 |
PL0000108866 |
93,83 |
94,13 |
3,32 |
3,28 |
93,98 |
3,30 |
DS0727 |
PL0000109427 |
92,75 |
93,03 |
3,38 |
3,35 |
92,89 |
3,36 |
WS0429 |
PL0000105391 |
123,57 |
124,40 |
3,26 |
3,18 |
123,99 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,25 |
101,30 |
1,32 |
1,23 |
101,28 |
1,26 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
1,33 |
1,21 |
100,94 |
1,26 |
OK1018 |
PL0000109062 |
98,56 |
98,63 |
1,43 |
1,36 |
98,60 |
1,39 |
WZ0119 |
PL0000107603 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,62 |
97,71 |
1,59 |
1,53 |
97,67 |
1,56 |
PS0719 |
PL0000108148 |
102,73 |
102,81 |
1,67 |
1,63 |
102,77 |
1,65 |
DS1019 |
PL0000105441 |
107,44 |
107,53 |
1,73 |
1,69 |
107,49 |
1,70 |
WZ0120 |
PL0000108601 |
100,20 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
98,82 |
98,93 |
1,98 |
1,94 |
98,88 |
1,96 |
DS1020 |
PL0000106126 |
108,97 |
109,12 |
2,15 |
2,10 |
109,05 |
2,13 |
WZ0121 |
PL0000106068 |
99,67 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,92 |
2,35 |
2,32 |
98,87 |
2,33 |
PS0721 |
PL0000109153 |
97,59 |
97,70 |
2,42 |
2,39 |
97,65 |
2,41 |
DS1021 |
PL0000106670 |
112,45 |
112,57 |
2,46 |
2,43 |
112,51 |
2,45 |
PS0422 |
PL0000109492 |
98,26 |
98,39 |
2,66 |
2,63 |
98,33 |
2,64 |
WS0922 |
PL0000102646 |
113,87 |
114,09 |
2,71 |
2,66 |
113,98 |
2,69 |
WZ1122 |
PL0000109377 |
98,60 |
98,74 |
--- |
--- |
98,67 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,38 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,02 |
2,93 |
2,90 |
105,92 |
2,91 |
WZ0124 |
PL0000107454 |
97,61 |
97,89 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,56 |
3,20 |
3,16 |
100,43 |
3,18 |
WZ0126 |
PL0000108817 |
95,62 |
95,94 |
--- |
--- |
95,78 |
--- |
DS0726 |
PL0000108866 |
93,80 |
94,02 |
3,32 |
3,29 |
93,91 |
3,31 |
DS0727 |
PL0000109427 |
92,67 |
92,95 |
3,39 |
3,36 |
92,81 |
3,37 |
WS0429 |
PL0000105391 |
123,41 |
124,10 |
3,27 |
3,21 |
123,76 |
3,24 |
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 |
1,380 |
1,380 |
1,380 |
210 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,320 |
1,340 |
1,339 |
420 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
10 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
200 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
90 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
170 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
5 |
PS0422 |
PL0000109492 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
155 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
75 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
35 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
TOTAL |
1 910 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.