2017-10-13 |
MARKET DATA |
No 198 (3231) |
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 |
657,50 |
655,08 |
50 |
680,00 |
711,86 |
12 |
1 337,50 |
1 366,94 |
62 |
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 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,26 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,60 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,70 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,78 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,51 |
107,51 |
107,510 |
107,510 |
107,500 |
107,500 |
107,502 |
140 000 |
158,03 |
5 |
PS0420 |
PL0000108510 |
98,90 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,97 |
98,91 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
70 000 |
69,92 |
8 |
PS0721 |
PL0000109153 |
97,77 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,61 |
112,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,51 |
98,40 |
98,440 |
98,520 |
98,440 |
98,520 |
98,500 |
40 000 |
39,83 |
3 |
WS0922 |
PL0000102646 |
114,17 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,68 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,30 |
106,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,92 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,45 |
94,04 |
94,140 |
94,470 |
94,140 |
94,470 |
94,385 |
120 000 |
113,95 |
8 |
DS0727 |
PL0000109427 |
93,47 |
93,13 |
93,200 |
93,470 |
93,200 |
93,410 |
93,337 |
277 500 |
260,61 |
25 |
WS0428 |
PL0000107611 |
93,21 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,55 |
124,17 |
124,590 |
124,590 |
124,590 |
124,590 |
124,590 |
10 000 |
12,73 |
1 |
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 |
108,86 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,76 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,69 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,73 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,72 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
657 500 |
655,08 |
50 |
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 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,23 |
101,31 |
1,35 |
1,20 |
101,27 |
1,27 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,34 |
1,22 |
100,93 |
1,27 |
OK1018 |
PL0000109062 |
98,58 |
98,66 |
1,41 |
1,33 |
98,62 |
1,37 |
WZ0119 |
PL0000107603 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
97,67 |
97,76 |
1,56 |
1,50 |
97,72 |
1,53 |
PS0719 |
PL0000108148 |
102,76 |
102,87 |
1,65 |
1,59 |
102,82 |
1,62 |
DS1019 |
PL0000105441 |
107,46 |
107,59 |
1,71 |
1,65 |
107,53 |
1,68 |
WZ0120 |
PL0000108601 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
98,85 |
99,00 |
1,97 |
1,91 |
98,93 |
1,94 |
DS1020 |
PL0000106126 |
109,03 |
109,22 |
2,13 |
2,07 |
109,13 |
2,10 |
WZ0121 |
PL0000106068 |
99,71 |
99,85 |
--- |
--- |
99,78 |
--- |
PS0421 |
PL0000108916 |
98,86 |
98,99 |
2,34 |
2,30 |
98,93 |
2,32 |
PS0721 |
PL0000109153 |
97,63 |
97,81 |
2,41 |
2,36 |
97,72 |
2,39 |
DS1021 |
PL0000106670 |
112,50 |
112,70 |
2,45 |
2,40 |
112,60 |
2,42 |
PS0422 |
PL0000109492 |
98,33 |
98,49 |
2,64 |
2,61 |
98,41 |
2,62 |
WS0922 |
PL0000102646 |
113,98 |
114,25 |
2,68 |
2,63 |
114,12 |
2,66 |
WZ1122 |
PL0000109377 |
98,60 |
98,79 |
--- |
--- |
98,70 |
--- |
IZ0823 |
PL0000105359 |
108,60 |
109,40 |
--- |
--- |
109,00 |
--- |
DS1023 |
PL0000107264 |
105,90 |
106,22 |
2,92 |
2,86 |
106,06 |
2,89 |
WZ0124 |
PL0000107454 |
97,62 |
97,91 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,88 |
3,17 |
3,12 |
100,71 |
3,14 |
WZ0126 |
PL0000108817 |
95,62 |
95,96 |
--- |
--- |
95,79 |
--- |
DS0726 |
PL0000108866 |
93,99 |
94,42 |
3,30 |
3,24 |
94,21 |
3,27 |
DS0727 |
PL0000109427 |
93,00 |
93,32 |
3,35 |
3,31 |
93,16 |
3,33 |
WS0429 |
PL0000105391 |
123,85 |
124,66 |
3,23 |
3,16 |
124,26 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
101,23 |
101,30 |
1,35 |
1,21 |
101,27 |
1,27 |
PS0718 |
PL0000107595 |
100,89 |
100,97 |
1,32 |
1,22 |
100,93 |
1,27 |
OK1018 |
PL0000109062 |
98,57 |
98,64 |
1,42 |
1,35 |
98,61 |
1,38 |
WZ0119 |
PL0000107603 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,66 |
97,74 |
1,57 |
1,51 |
97,70 |
1,54 |
PS0719 |
PL0000108148 |
102,76 |
102,86 |
1,65 |
1,60 |
102,81 |
1,62 |
DS1019 |
PL0000105441 |
107,47 |
107,55 |
1,71 |
1,67 |
107,51 |
1,69 |
WZ0120 |
PL0000108601 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
98,87 |
99,01 |
1,96 |
1,90 |
98,94 |
1,93 |
DS1020 |
PL0000106126 |
109,07 |
109,22 |
2,12 |
2,07 |
109,15 |
2,09 |
WZ0121 |
PL0000106068 |
99,72 |
99,88 |
--- |
--- |
99,80 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,02 |
2,33 |
2,29 |
98,96 |
2,31 |
PS0721 |
PL0000109153 |
97,73 |
97,87 |
2,38 |
2,34 |
97,80 |
2,36 |
DS1021 |
PL0000106670 |
112,56 |
112,74 |
2,43 |
2,39 |
112,65 |
2,41 |
PS0422 |
PL0000109492 |
98,46 |
98,57 |
2,61 |
2,59 |
98,52 |
2,60 |
WS0922 |
PL0000102646 |
114,11 |
114,33 |
2,66 |
2,61 |
114,22 |
2,64 |
WZ1122 |
PL0000109377 |
98,63 |
98,77 |
--- |
--- |
98,70 |
--- |
IZ0823 |
PL0000105359 |
108,63 |
109,38 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
106,22 |
106,42 |
2,86 |
2,82 |
106,32 |
2,84 |
WZ0124 |
PL0000107454 |
97,68 |
97,94 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,05 |
3,12 |
3,09 |
100,94 |
3,11 |
WZ0126 |
PL0000108817 |
95,69 |
96,02 |
--- |
--- |
95,86 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,56 |
3,25 |
3,22 |
94,46 |
3,23 |
DS0727 |
PL0000109427 |
93,30 |
93,54 |
3,31 |
3,28 |
93,42 |
3,30 |
WS0429 |
PL0000105391 |
124,18 |
124,86 |
3,20 |
3,14 |
124,52 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
100 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
50 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
160 |
OK1018 |
PL0000109062 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
50 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
110 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
55 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
25 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
80 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
25 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
15 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
10 |
TOTAL |
680 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.