2017-10-23 |
MARKET DATA |
No 204 (3237) |
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 |
210,00 |
208,83 |
13 |
865,00 |
850,34 |
10 |
1 075,00 |
1 059,17 |
23 |
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 |
101,18 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,65 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,72 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,82 |
102,80 |
102,820 |
102,820 |
102,820 |
102,820 |
102,820 |
100 000 |
103,64 |
1 |
DS1019 |
PL0000105441 |
107,46 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,94 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,02 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,87 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,63 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,40 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,28 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,95 |
114,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,44 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,93 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,54 |
100,49 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
30 000 |
30,41 |
1 |
DS0726 |
PL0000108866 |
94,03 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,89 |
92,80 |
92,770 |
92,900 |
92,770 |
92,890 |
92,849 |
80 000 |
74,78 |
11 |
WS0428 |
PL0000107611 |
92,44 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,57 |
123,76 |
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 |
109,45 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,26 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,77 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,89 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
208,83 |
13 |
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 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
101,16 |
101,26 |
1,38 |
1,19 |
101,21 |
1,28 |
PS0718 |
PL0000107595 |
100,84 |
100,91 |
1,36 |
1,26 |
100,88 |
1,30 |
OK1018 |
PL0000109062 |
98,62 |
98,70 |
1,40 |
1,32 |
98,66 |
1,36 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,70 |
97,78 |
1,56 |
1,51 |
97,74 |
1,54 |
PS0719 |
PL0000108148 |
102,76 |
102,83 |
1,63 |
1,59 |
102,80 |
1,61 |
DS1019 |
PL0000105441 |
107,42 |
107,49 |
1,70 |
1,66 |
107,46 |
1,68 |
WZ0120 |
PL0000108601 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
98,88 |
98,98 |
1,96 |
1,92 |
98,93 |
1,94 |
DS1020 |
PL0000106126 |
108,94 |
109,07 |
2,14 |
2,10 |
109,01 |
2,12 |
WZ0121 |
PL0000106068 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,95 |
2,35 |
2,31 |
98,88 |
2,33 |
PS0721 |
PL0000109153 |
97,56 |
97,71 |
2,44 |
2,39 |
97,64 |
2,41 |
DS1021 |
PL0000106670 |
112,32 |
112,50 |
2,48 |
2,43 |
112,41 |
2,45 |
PS0422 |
PL0000109492 |
98,19 |
98,36 |
2,68 |
2,64 |
98,28 |
2,66 |
WS0922 |
PL0000102646 |
113,83 |
114,04 |
2,70 |
2,66 |
113,94 |
2,68 |
WZ1122 |
PL0000109377 |
98,71 |
98,85 |
--- |
--- |
98,78 |
--- |
IZ0823 |
PL0000105359 |
108,99 |
109,94 |
--- |
--- |
109,47 |
--- |
DS1023 |
PL0000107264 |
105,80 |
106,03 |
2,93 |
2,89 |
105,92 |
2,91 |
WZ0124 |
PL0000107454 |
97,71 |
98,11 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
100,32 |
100,59 |
3,20 |
3,16 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
95,84 |
96,20 |
--- |
--- |
96,02 |
--- |
DS0726 |
PL0000108866 |
93,81 |
94,07 |
3,32 |
3,29 |
93,94 |
3,31 |
DS0727 |
PL0000109427 |
92,69 |
92,93 |
3,39 |
3,36 |
92,81 |
3,38 |
WS0429 |
PL0000105391 |
123,24 |
123,96 |
3,29 |
3,22 |
123,60 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
101,17 |
101,24 |
1,36 |
1,23 |
101,21 |
1,28 |
PS0718 |
PL0000107595 |
100,86 |
100,91 |
1,33 |
1,26 |
100,89 |
1,29 |
OK1018 |
PL0000109062 |
98,63 |
98,71 |
1,39 |
1,31 |
98,67 |
1,35 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,70 |
97,79 |
1,56 |
1,50 |
97,75 |
1,53 |
PS0719 |
PL0000108148 |
102,78 |
102,87 |
1,62 |
1,57 |
102,83 |
1,59 |
DS1019 |
PL0000105441 |
107,42 |
107,51 |
1,70 |
1,65 |
107,47 |
1,67 |
WZ0120 |
PL0000108601 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
98,89 |
99,00 |
1,96 |
1,91 |
98,95 |
1,93 |
DS1020 |
PL0000106126 |
108,98 |
109,11 |
2,13 |
2,08 |
109,05 |
2,10 |
WZ0121 |
PL0000106068 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0421 |
PL0000108916 |
98,85 |
99,00 |
2,34 |
2,30 |
98,93 |
2,32 |
PS0721 |
PL0000109153 |
97,61 |
97,76 |
2,42 |
2,38 |
97,69 |
2,40 |
DS1021 |
PL0000106670 |
112,38 |
112,56 |
2,46 |
2,42 |
112,47 |
2,44 |
PS0422 |
PL0000109492 |
98,25 |
98,40 |
2,66 |
2,63 |
98,33 |
2,65 |
WS0922 |
PL0000102646 |
113,92 |
114,11 |
2,68 |
2,65 |
114,02 |
2,66 |
WZ1122 |
PL0000109377 |
98,71 |
98,85 |
--- |
--- |
98,78 |
--- |
IZ0823 |
PL0000105359 |
109,17 |
110,07 |
--- |
--- |
109,62 |
--- |
DS1023 |
PL0000107264 |
105,89 |
106,12 |
2,91 |
2,87 |
106,01 |
2,89 |
WZ0124 |
PL0000107454 |
97,71 |
98,11 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,67 |
3,18 |
3,15 |
100,57 |
3,16 |
WZ0126 |
PL0000108817 |
95,81 |
96,17 |
--- |
--- |
95,99 |
--- |
DS0726 |
PL0000108866 |
93,96 |
94,22 |
3,30 |
3,27 |
94,09 |
3,29 |
DS0727 |
PL0000109427 |
92,75 |
92,99 |
3,38 |
3,35 |
92,87 |
3,37 |
WS0429 |
PL0000105391 |
123,35 |
124,04 |
3,28 |
3,21 |
123,70 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
65 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
40 |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,850 |
0,850 |
0,850 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,200 |
1,250 |
1,230 |
50 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
85 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
150 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
280 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,190 |
1,190 |
1,190 |
185 |
TOTAL |
865 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.