2017-10-16 |
MARKET DATA |
No 199 (3232) |
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 |
20,00 |
19,80 |
3 |
2 205,00 |
2 266,48 |
23 |
2 225,00 |
2 286,28 |
26 |
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 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,24 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,62 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,72 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,79 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,51 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,92 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,99 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,80 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,64 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,53 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,22 |
114,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,75 |
98,80 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
10 000 |
10,06 |
1 |
DS1023 |
PL0000107264 |
106,38 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,06 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,68 |
94,61 |
94,680 |
94,680 |
94,680 |
94,680 |
94,680 |
5 000 |
4,76 |
1 |
DS0727 |
PL0000109427 |
93,64 |
93,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,46 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,59 |
124,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,85 |
132,69 |
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 |
100,37 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,78 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,74 |
98,74 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
5 000 |
4,97 |
1 |
WZ0124 |
PL0000107454 |
97,77 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,82 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
20 000 |
19,80 |
3 |
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 |
101,29 |
1,33 |
1,22 |
101,26 |
1,28 |
PS0718 |
PL0000107595 |
100,88 |
100,95 |
1,33 |
1,24 |
100,92 |
1,28 |
OK1018 |
PL0000109062 |
98,58 |
98,68 |
1,41 |
1,31 |
98,63 |
1,36 |
WZ0119 |
PL0000107603 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,68 |
97,76 |
1,56 |
1,50 |
97,72 |
1,53 |
PS0719 |
PL0000108148 |
102,75 |
102,86 |
1,66 |
1,59 |
102,81 |
1,62 |
DS1019 |
PL0000105441 |
107,44 |
107,57 |
1,72 |
1,66 |
107,51 |
1,69 |
WZ0120 |
PL0000108601 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
98,86 |
99,01 |
1,97 |
1,90 |
98,94 |
1,93 |
DS1020 |
PL0000106126 |
109,06 |
109,22 |
2,12 |
2,07 |
109,14 |
2,09 |
WZ0121 |
PL0000106068 |
99,73 |
99,91 |
--- |
--- |
99,82 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,06 |
2,32 |
2,28 |
98,99 |
2,30 |
PS0721 |
PL0000109153 |
97,67 |
97,88 |
2,40 |
2,34 |
97,78 |
2,37 |
DS1021 |
PL0000106670 |
112,56 |
112,76 |
2,43 |
2,38 |
112,66 |
2,41 |
PS0422 |
PL0000109492 |
98,44 |
98,60 |
2,62 |
2,58 |
98,52 |
2,60 |
WS0922 |
PL0000102646 |
114,10 |
114,35 |
2,66 |
2,61 |
114,23 |
2,63 |
WZ1122 |
PL0000109377 |
98,62 |
98,80 |
--- |
--- |
98,71 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,39 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,15 |
106,48 |
2,87 |
2,81 |
106,32 |
2,84 |
WZ0124 |
PL0000107454 |
97,66 |
97,97 |
--- |
--- |
97,82 |
--- |
DS0725 |
PL0000108197 |
100,77 |
101,12 |
3,13 |
3,08 |
100,95 |
3,11 |
WZ0126 |
PL0000108817 |
95,67 |
96,04 |
--- |
--- |
95,86 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,70 |
3,25 |
3,20 |
94,52 |
3,22 |
DS0727 |
PL0000109427 |
93,31 |
93,65 |
3,31 |
3,27 |
93,48 |
3,29 |
WS0429 |
PL0000105391 |
123,98 |
124,90 |
3,22 |
3,14 |
124,44 |
3,18 |
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 |
1,33 |
1,20 |
101,27 |
1,26 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,33 |
1,23 |
100,92 |
1,28 |
OK1018 |
PL0000109062 |
98,58 |
98,66 |
1,41 |
1,33 |
98,62 |
1,37 |
WZ0119 |
PL0000107603 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
97,69 |
97,76 |
1,55 |
1,50 |
97,73 |
1,52 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,64 |
1,58 |
102,83 |
1,61 |
DS1019 |
PL0000105441 |
107,48 |
107,58 |
1,70 |
1,65 |
107,53 |
1,68 |
WZ0120 |
PL0000108601 |
100,22 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
98,90 |
99,04 |
1,95 |
1,89 |
98,97 |
1,92 |
DS1020 |
PL0000106126 |
109,10 |
109,27 |
2,11 |
2,05 |
109,19 |
2,08 |
WZ0121 |
PL0000106068 |
99,74 |
99,94 |
--- |
--- |
99,84 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,10 |
2,32 |
2,27 |
99,02 |
2,29 |
PS0721 |
PL0000109153 |
97,76 |
97,87 |
2,38 |
2,34 |
97,82 |
2,36 |
DS1021 |
PL0000106670 |
112,61 |
112,81 |
2,42 |
2,37 |
112,71 |
2,39 |
PS0422 |
PL0000109492 |
98,49 |
98,65 |
2,61 |
2,57 |
98,57 |
2,59 |
WS0922 |
PL0000102646 |
114,17 |
114,43 |
2,64 |
2,59 |
114,30 |
2,62 |
WZ1122 |
PL0000109377 |
98,68 |
98,82 |
--- |
--- |
98,75 |
--- |
IZ0823 |
PL0000105359 |
108,57 |
109,39 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,57 |
2,84 |
2,80 |
106,44 |
2,82 |
WZ0124 |
PL0000107454 |
97,73 |
98,08 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
101,01 |
101,37 |
3,10 |
3,05 |
101,19 |
3,07 |
WZ0126 |
PL0000108817 |
95,77 |
96,16 |
--- |
--- |
95,97 |
--- |
DS0726 |
PL0000108866 |
94,59 |
94,86 |
3,22 |
3,18 |
94,73 |
3,20 |
DS0727 |
PL0000109427 |
93,49 |
93,77 |
3,29 |
3,25 |
93,63 |
3,27 |
WS0429 |
PL0000105391 |
124,26 |
125,06 |
3,19 |
3,12 |
124,66 |
3,16 |
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 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
220 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
165 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
55 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
285 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
430 |
TOTAL |
2 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.