2017-10-19 |
MARKET DATA |
No 202 (3235) |
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 |
515,00 |
567,63 |
27 |
1 615,00 |
1 616,64 |
13 |
2 130,00 |
2 184,27 |
40 |
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) |
PS0418 |
PL0000107314 |
101,21 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,87 |
100,890 |
100,890 |
100,890 |
100,890 |
100,890 |
55 000 |
55,83 |
1 |
OK1018 |
PL0000109062 |
98,63 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,72 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,81 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,47 |
107,44 |
107,490 |
107,490 |
107,490 |
107,490 |
107,490 |
60 000 |
64,49 |
1 |
PS0420 |
PL0000108510 |
98,95 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,09 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,96 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,74 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,56 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,46 |
98,01 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
20 000 |
19,91 |
2 |
WS0922 |
PL0000102646 |
114,12 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,65 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,30 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,00 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,61 |
94,50 |
94,540 |
94,540 |
94,540 |
94,540 |
94,540 |
100 000 |
95,16 |
1 |
DS0727 |
PL0000109427 |
93,50 |
93,40 |
93,430 |
93,530 |
93,400 |
93,530 |
93,481 |
70 000 |
65,87 |
8 |
WS0428 |
PL0000107611 |
93,36 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,53 |
124,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,97 |
132,17 |
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 |
109,20 |
109,05 |
109,050 |
109,150 |
109,050 |
109,150 |
109,055 |
210 000 |
266,37 |
14 |
WZ0118 |
PL0000104717 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,29 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,78 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,76 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,92 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
567,63 |
27 |
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 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,19 |
101,29 |
1,35 |
1,15 |
101,24 |
1,25 |
PS0718 |
PL0000107595 |
100,86 |
100,92 |
1,34 |
1,26 |
100,89 |
1,30 |
OK1018 |
PL0000109062 |
98,61 |
98,71 |
1,40 |
1,30 |
98,66 |
1,35 |
WZ0119 |
PL0000107603 |
100,34 |
100,49 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
97,69 |
97,79 |
1,57 |
1,50 |
97,74 |
1,53 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,63 |
1,57 |
102,83 |
1,60 |
DS1019 |
PL0000105441 |
107,42 |
107,53 |
1,69 |
1,64 |
107,48 |
1,66 |
WZ0120 |
PL0000108601 |
100,22 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
98,90 |
99,05 |
1,95 |
1,89 |
98,98 |
1,92 |
DS1020 |
PL0000106126 |
109,02 |
109,18 |
2,12 |
2,07 |
109,10 |
2,09 |
WZ0121 |
PL0000106068 |
99,78 |
99,98 |
--- |
--- |
99,88 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,05 |
2,33 |
2,28 |
98,97 |
2,31 |
PS0721 |
PL0000109153 |
97,67 |
97,81 |
2,40 |
2,36 |
97,74 |
2,38 |
DS1021 |
PL0000106670 |
112,49 |
112,67 |
2,44 |
2,39 |
112,58 |
2,42 |
PS0422 |
PL0000109492 |
98,37 |
98,54 |
2,64 |
2,59 |
98,46 |
2,61 |
WS0922 |
PL0000102646 |
114,04 |
114,26 |
2,66 |
2,62 |
114,15 |
2,64 |
WZ1122 |
PL0000109377 |
98,67 |
98,82 |
--- |
--- |
98,75 |
--- |
IZ0823 |
PL0000105359 |
108,64 |
109,37 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,43 |
2,86 |
2,82 |
106,31 |
2,84 |
WZ0124 |
PL0000107454 |
97,70 |
98,06 |
--- |
--- |
97,88 |
--- |
DS0725 |
PL0000108197 |
100,86 |
101,12 |
3,12 |
3,08 |
100,99 |
3,10 |
WZ0126 |
PL0000108817 |
95,81 |
96,14 |
--- |
--- |
95,98 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,74 |
3,23 |
3,20 |
94,61 |
3,21 |
DS0727 |
PL0000109427 |
93,37 |
93,64 |
3,30 |
3,27 |
93,51 |
3,29 |
WS0429 |
PL0000105391 |
124,11 |
124,81 |
3,21 |
3,14 |
124,46 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
101,20 |
101,27 |
1,33 |
1,19 |
101,24 |
1,25 |
PS0718 |
PL0000107595 |
100,86 |
100,92 |
1,34 |
1,26 |
100,89 |
1,30 |
OK1018 |
PL0000109062 |
98,61 |
98,71 |
1,40 |
1,30 |
98,66 |
1,35 |
WZ0119 |
PL0000107603 |
100,34 |
100,45 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,69 |
97,79 |
1,57 |
1,50 |
97,74 |
1,53 |
PS0719 |
PL0000108148 |
102,78 |
102,87 |
1,63 |
1,58 |
102,83 |
1,60 |
DS1019 |
PL0000105441 |
107,44 |
107,51 |
1,68 |
1,65 |
107,48 |
1,66 |
WZ0120 |
PL0000108601 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0420 |
PL0000108510 |
98,91 |
99,02 |
1,95 |
1,90 |
98,97 |
1,92 |
DS1020 |
PL0000106126 |
109,05 |
109,19 |
2,11 |
2,06 |
109,12 |
2,09 |
WZ0121 |
PL0000106068 |
99,77 |
100,01 |
--- |
--- |
99,89 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,05 |
2,32 |
2,28 |
98,99 |
2,30 |
PS0721 |
PL0000109153 |
97,69 |
97,83 |
2,40 |
2,36 |
97,76 |
2,38 |
DS1021 |
PL0000106670 |
112,52 |
112,68 |
2,43 |
2,39 |
112,60 |
2,41 |
PS0422 |
PL0000109492 |
98,38 |
98,52 |
2,63 |
2,60 |
98,45 |
2,62 |
WS0922 |
PL0000102646 |
114,03 |
114,25 |
2,67 |
2,62 |
114,14 |
2,64 |
WZ1122 |
PL0000109377 |
98,71 |
98,84 |
--- |
--- |
98,78 |
--- |
IZ0823 |
PL0000105359 |
108,92 |
109,78 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
106,21 |
106,37 |
2,86 |
2,83 |
106,29 |
2,84 |
WZ0124 |
PL0000107454 |
97,71 |
98,08 |
--- |
--- |
97,90 |
--- |
DS0725 |
PL0000108197 |
100,87 |
101,11 |
3,12 |
3,08 |
100,99 |
3,10 |
WZ0126 |
PL0000108817 |
95,86 |
96,18 |
--- |
--- |
96,02 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,71 |
3,23 |
3,20 |
94,60 |
3,21 |
DS0727 |
PL0000109427 |
93,38 |
93,60 |
3,30 |
3,27 |
93,49 |
3,29 |
WS0429 |
PL0000105391 |
124,12 |
124,84 |
3,21 |
3,14 |
124,48 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
60 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
150 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
490 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
150 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
WZ1122 |
PL0000109377 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
70 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
190 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,440 |
1,470 |
1,469 |
310 |
TOTAL |
1 615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.