2017-10-24 |
MARKET DATA |
No 205 (3238) |
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 |
870,00 |
892,45 |
29 |
1 820,00 |
1 793,49 |
10 |
2 690,00 |
2 685,94 |
39 |
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 |
101,25 |
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 |
98,66 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,74 |
97,76 |
97,770 |
97,770 |
97,770 |
97,770 |
97,770 |
10 000 |
9,78 |
1 |
PS0719 |
PL0000108148 |
102,79 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
10 000 |
10,36 |
1 |
DS1019 |
PL0000105441 |
107,44 |
107,42 |
107,430 |
107,430 |
107,420 |
107,420 |
107,427 |
300 000 |
322,33 |
5 |
PS0420 |
PL0000108510 |
98,92 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,99 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,89 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,66 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,42 |
112,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,31 |
98,30 |
98,310 |
98,310 |
98,310 |
98,310 |
98,310 |
10 000 |
9,94 |
1 |
WS0922 |
PL0000102646 |
113,99 |
113,98 |
113,990 |
113,990 |
113,990 |
113,990 |
113,990 |
75 000 |
85,88 |
1 |
PS0123 |
PL0000110151 |
98,45 |
98,43 |
98,430 |
98,430 |
98,430 |
98,430 |
98,430 |
100 000 |
100,31 |
1 |
DS1023 |
PL0000107264 |
106,50 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,56 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,03 |
93,94 |
94,030 |
94,030 |
93,980 |
93,980 |
94,015 |
85 000 |
80,45 |
5 |
DS0727 |
PL0000109427 |
92,90 |
92,75 |
92,900 |
92,900 |
92,750 |
92,790 |
92,798 |
105 000 |
98,11 |
10 |
WS0428 |
PL0000107611 |
92,40 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,56 |
123,58 |
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 |
109,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,30 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,94 |
99,94 |
99,940 |
99,950 |
99,940 |
99,950 |
99,948 |
125 000 |
125,51 |
2 |
WZ1122 |
PL0000109377 |
98,80 |
98,80 |
98,820 |
98,820 |
98,800 |
98,800 |
98,810 |
50 000 |
49,78 |
2 |
WZ0124 |
PL0000107454 |
97,87 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,97 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
870 000 |
892,45 |
29 |
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 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
101,16 |
101,26 |
1,37 |
1,17 |
101,21 |
1,27 |
PS0718 |
PL0000107595 |
100,84 |
100,91 |
1,35 |
1,26 |
100,88 |
1,30 |
OK1018 |
PL0000109062 |
98,62 |
98,72 |
1,40 |
1,30 |
98,67 |
1,35 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,70 |
97,79 |
1,57 |
1,51 |
97,75 |
1,53 |
PS0719 |
PL0000108148 |
102,76 |
102,84 |
1,63 |
1,58 |
102,80 |
1,61 |
DS1019 |
PL0000105441 |
107,40 |
107,48 |
1,70 |
1,66 |
107,44 |
1,68 |
WZ0120 |
PL0000108601 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0420 |
PL0000108510 |
98,87 |
99,01 |
1,96 |
1,91 |
98,94 |
1,94 |
DS1020 |
PL0000106126 |
108,94 |
109,08 |
2,14 |
2,09 |
109,01 |
2,11 |
WZ0121 |
PL0000106068 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,97 |
2,36 |
2,31 |
98,89 |
2,33 |
PS0721 |
PL0000109153 |
97,56 |
97,72 |
2,44 |
2,39 |
97,64 |
2,41 |
DS1021 |
PL0000106670 |
112,32 |
112,51 |
2,47 |
2,43 |
112,42 |
2,45 |
PS0422 |
PL0000109492 |
98,20 |
98,37 |
2,68 |
2,64 |
98,29 |
2,66 |
WS0922 |
PL0000102646 |
113,85 |
114,05 |
2,70 |
2,66 |
113,95 |
2,68 |
WZ1122 |
PL0000109377 |
98,71 |
98,86 |
--- |
--- |
98,79 |
--- |
IZ0823 |
PL0000105359 |
109,18 |
110,07 |
--- |
--- |
109,63 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,05 |
2,93 |
2,89 |
105,93 |
2,91 |
WZ0124 |
PL0000107454 |
97,73 |
98,11 |
--- |
--- |
97,92 |
--- |
DS0725 |
PL0000108197 |
100,38 |
100,64 |
3,19 |
3,15 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
95,83 |
96,16 |
--- |
--- |
96,00 |
--- |
DS0726 |
PL0000108866 |
93,85 |
94,12 |
3,32 |
3,28 |
93,99 |
3,30 |
DS0727 |
PL0000109427 |
92,70 |
92,95 |
3,39 |
3,36 |
92,83 |
3,37 |
WS0429 |
PL0000105391 |
123,22 |
123,95 |
3,29 |
3,22 |
123,59 |
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 |
101,18 |
101,26 |
1,33 |
1,17 |
101,22 |
1,25 |
PS0718 |
PL0000107595 |
100,84 |
100,91 |
1,35 |
1,26 |
100,88 |
1,30 |
OK1018 |
PL0000109062 |
98,65 |
98,74 |
1,37 |
1,28 |
98,70 |
1,32 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,73 |
97,81 |
1,55 |
1,49 |
97,77 |
1,52 |
PS0719 |
PL0000108148 |
102,78 |
102,87 |
1,62 |
1,57 |
102,83 |
1,59 |
DS1019 |
PL0000105441 |
107,40 |
107,50 |
1,70 |
1,65 |
107,45 |
1,68 |
WZ0120 |
PL0000108601 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0420 |
PL0000108510 |
98,90 |
99,02 |
1,95 |
1,90 |
98,96 |
1,93 |
DS1020 |
PL0000106126 |
108,97 |
109,12 |
2,13 |
2,08 |
109,05 |
2,10 |
WZ0121 |
PL0000106068 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,01 |
2,34 |
2,29 |
98,94 |
2,32 |
PS0721 |
PL0000109153 |
97,64 |
97,77 |
2,41 |
2,38 |
97,71 |
2,39 |
DS1021 |
PL0000106670 |
112,39 |
112,55 |
2,46 |
2,42 |
112,47 |
2,44 |
PS0422 |
PL0000109492 |
98,25 |
98,40 |
2,66 |
2,63 |
98,33 |
2,65 |
WS0922 |
PL0000102646 |
113,96 |
114,17 |
2,67 |
2,63 |
114,07 |
2,65 |
WZ1122 |
PL0000109377 |
98,75 |
98,87 |
--- |
--- |
98,81 |
--- |
IZ0823 |
PL0000105359 |
109,19 |
110,11 |
--- |
--- |
109,65 |
--- |
DS1023 |
PL0000107264 |
105,92 |
106,12 |
2,91 |
2,87 |
106,02 |
2,89 |
WZ0124 |
PL0000107454 |
97,74 |
98,12 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
100,44 |
100,62 |
3,18 |
3,15 |
100,53 |
3,17 |
WZ0126 |
PL0000108817 |
95,86 |
96,21 |
--- |
--- |
96,04 |
--- |
DS0726 |
PL0000108866 |
93,90 |
94,18 |
3,31 |
3,27 |
94,04 |
3,29 |
DS0727 |
PL0000109427 |
92,74 |
92,93 |
3,38 |
3,36 |
92,84 |
3,37 |
WS0429 |
PL0000105391 |
123,26 |
123,99 |
3,28 |
3,22 |
123,63 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
90 |
OK1018 |
PL0000109062 |
1/2 |
1 |
0,850 |
1,100 |
0,909 |
360 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
300 |
OK0419 |
PL0000109633 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
150 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
160 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
75 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
285 |
TOTAL |
1 420 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.