2017-10-20 |
MARKET DATA |
No 203 (3236) |
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 |
885,00 |
871,88 |
44 |
665,00 |
673,57 |
3 |
1 550,00 |
1 545,45 |
47 |
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 |
101,19 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,86 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,63 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,72 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,83 |
102,84 |
102,830 |
102,830 |
102,830 |
102,830 |
102,830 |
10 000 |
10,36 |
1 |
DS1019 |
PL0000105441 |
107,46 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,95 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,91 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,67 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,46 |
112,44 |
112,440 |
112,450 |
112,440 |
112,450 |
112,445 |
20 000 |
22,49 |
2 |
PS0422 |
PL0000109492 |
98,34 |
98,31 |
98,330 |
98,330 |
98,300 |
98,300 |
98,324 |
125 000 |
124,31 |
5 |
WS0922 |
PL0000102646 |
114,02 |
113,98 |
114,020 |
114,020 |
114,020 |
114,020 |
114,020 |
10 000 |
11,45 |
1 |
PS0123 |
PL0000110151 |
98,50 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,10 |
105,92 |
106,070 |
106,070 |
105,980 |
105,980 |
106,010 |
225 000 |
238,52 |
4 |
DS0725 |
PL0000108197 |
100,71 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,28 |
93,91 |
93,940 |
93,940 |
93,940 |
93,940 |
93,940 |
10 000 |
9,46 |
1 |
DS0727 |
PL0000109427 |
93,24 |
92,82 |
93,200 |
93,250 |
92,750 |
92,850 |
92,943 |
460 000 |
430,40 |
29 |
WS0428 |
PL0000107611 |
92,83 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,09 |
123,65 |
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 |
109,40 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
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 |
100,27 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,87 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,78 |
98,78 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
25 000 |
24,88 |
1 |
WZ0124 |
PL0000107454 |
97,79 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,90 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
885 000 |
871,88 |
44 |
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 |
100,09 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,18 |
101,27 |
1,35 |
1,18 |
101,23 |
1,26 |
PS0718 |
PL0000107595 |
100,84 |
100,91 |
1,36 |
1,27 |
100,88 |
1,31 |
OK1018 |
PL0000109062 |
98,60 |
98,71 |
1,42 |
1,30 |
98,66 |
1,35 |
WZ0119 |
PL0000107603 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,67 |
97,80 |
1,58 |
1,49 |
97,74 |
1,53 |
PS0719 |
PL0000108148 |
102,72 |
102,87 |
1,66 |
1,57 |
102,80 |
1,61 |
DS1019 |
PL0000105441 |
107,36 |
107,50 |
1,72 |
1,65 |
107,43 |
1,69 |
WZ0120 |
PL0000108601 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
98,83 |
99,01 |
1,98 |
1,91 |
98,92 |
1,94 |
DS1020 |
PL0000106126 |
108,93 |
109,12 |
2,14 |
2,08 |
109,03 |
2,11 |
WZ0121 |
PL0000106068 |
99,80 |
100,02 |
--- |
--- |
99,91 |
--- |
PS0421 |
PL0000108916 |
98,82 |
99,01 |
2,35 |
2,29 |
98,92 |
2,32 |
PS0721 |
PL0000109153 |
97,61 |
97,77 |
2,42 |
2,38 |
97,69 |
2,40 |
DS1021 |
PL0000106670 |
112,41 |
112,57 |
2,45 |
2,41 |
112,49 |
2,43 |
PS0422 |
PL0000109492 |
98,25 |
98,42 |
2,66 |
2,62 |
98,34 |
2,64 |
WS0922 |
PL0000102646 |
113,92 |
114,14 |
2,69 |
2,64 |
114,03 |
2,66 |
WZ1122 |
PL0000109377 |
98,70 |
98,88 |
--- |
--- |
98,79 |
--- |
IZ0823 |
PL0000105359 |
108,77 |
109,93 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
105,91 |
106,23 |
2,91 |
2,85 |
106,07 |
2,88 |
WZ0124 |
PL0000107454 |
97,72 |
98,10 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
100,58 |
100,93 |
3,16 |
3,11 |
100,76 |
3,13 |
WZ0126 |
PL0000108817 |
95,82 |
96,16 |
--- |
--- |
95,99 |
--- |
DS0726 |
PL0000108866 |
94,18 |
94,44 |
3,27 |
3,24 |
94,31 |
3,25 |
DS0727 |
PL0000109427 |
93,06 |
93,30 |
3,34 |
3,31 |
93,18 |
3,33 |
WS0429 |
PL0000105391 |
123,78 |
124,64 |
3,24 |
3,16 |
124,21 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
101,18 |
101,27 |
1,35 |
1,18 |
101,23 |
1,26 |
PS0718 |
PL0000107595 |
100,85 |
100,91 |
1,35 |
1,27 |
100,88 |
1,31 |
OK1018 |
PL0000109062 |
98,61 |
98,69 |
1,41 |
1,32 |
98,65 |
1,36 |
WZ0119 |
PL0000107603 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,70 |
97,77 |
1,56 |
1,51 |
97,74 |
1,53 |
PS0719 |
PL0000108148 |
102,80 |
102,86 |
1,61 |
1,58 |
102,83 |
1,60 |
DS1019 |
PL0000105441 |
107,43 |
107,51 |
1,69 |
1,65 |
107,47 |
1,67 |
WZ0120 |
PL0000108601 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0420 |
PL0000108510 |
98,86 |
98,98 |
1,97 |
1,92 |
98,92 |
1,94 |
DS1020 |
PL0000106126 |
108,96 |
109,07 |
2,13 |
2,10 |
109,02 |
2,11 |
WZ0121 |
PL0000106068 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,94 |
2,35 |
2,32 |
98,88 |
2,33 |
PS0721 |
PL0000109153 |
97,57 |
97,68 |
2,43 |
2,40 |
97,63 |
2,42 |
DS1021 |
PL0000106670 |
112,32 |
112,49 |
2,47 |
2,43 |
112,41 |
2,45 |
PS0422 |
PL0000109492 |
98,19 |
98,35 |
2,68 |
2,64 |
98,27 |
2,66 |
WS0922 |
PL0000102646 |
113,86 |
114,04 |
2,70 |
2,66 |
113,95 |
2,68 |
WZ1122 |
PL0000109377 |
98,71 |
98,84 |
--- |
--- |
98,78 |
--- |
IZ0823 |
PL0000105359 |
109,01 |
109,91 |
--- |
--- |
109,46 |
--- |
DS1023 |
PL0000107264 |
105,78 |
106,01 |
2,93 |
2,89 |
105,90 |
2,91 |
WZ0124 |
PL0000107454 |
97,74 |
98,11 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,59 |
3,20 |
3,16 |
100,45 |
3,18 |
WZ0126 |
PL0000108817 |
95,85 |
96,19 |
--- |
--- |
96,02 |
--- |
DS0726 |
PL0000108866 |
93,86 |
94,10 |
3,32 |
3,28 |
93,98 |
3,30 |
DS0727 |
PL0000109427 |
92,69 |
92,93 |
3,39 |
3,36 |
92,81 |
3,37 |
WS0429 |
PL0000105391 |
123,23 |
123,95 |
3,29 |
3,22 |
123,59 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
65 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
400 |
TOTAL |
465 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,400 |
1,400 |
1,400 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.