2017-10-25 |
MARKET DATA |
No 206 (3239) |
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 |
1 045,00 |
1 046,91 |
46 |
2 235,00 |
2 238,31 |
11 |
3 280,00 |
3 285,22 |
57 |
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 |
101,20 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,87 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,71 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,80 |
97,79 |
97,800 |
97,800 |
97,800 |
97,800 |
97,800 |
25 000 |
24,45 |
3 |
PS0719 |
PL0000108148 |
102,83 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,45 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,04 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,88 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,74 |
97,68 |
97,740 |
97,740 |
97,730 |
97,740 |
97,739 |
120 000 |
117,83 |
3 |
DS1021 |
PL0000106670 |
112,45 |
112,47 |
112,450 |
112,450 |
112,450 |
112,450 |
112,450 |
10 000 |
11,25 |
1 |
PS0422 |
PL0000109492 |
98,27 |
98,26 |
98,300 |
98,300 |
98,180 |
98,180 |
98,191 |
145 000 |
144,03 |
6 |
WS0922 |
PL0000102646 |
113,93 |
114,00 |
113,920 |
113,920 |
113,920 |
113,920 |
113,920 |
60 000 |
68,67 |
3 |
PS0123 |
PL0000110151 |
98,41 |
98,43 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
25 000 |
25,07 |
2 |
DS1023 |
PL0000107264 |
105,88 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,36 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,90 |
93,72 |
93,900 |
93,900 |
93,900 |
93,900 |
93,900 |
5 000 |
4,73 |
1 |
DS0727 |
PL0000109427 |
92,72 |
92,47 |
92,750 |
92,750 |
92,430 |
92,510 |
92,599 |
120 000 |
111,89 |
19 |
WS0428 |
PL0000107611 |
92,36 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,36 |
123,18 |
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 |
109,75 |
109,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,44 |
100,41 |
100,410 |
100,420 |
100,410 |
100,420 |
100,416 |
480 000 |
484,21 |
5 |
WZ0120 |
PL0000108601 |
100,34 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,83 |
98,84 |
98,790 |
98,830 |
98,790 |
98,830 |
98,826 |
55 000 |
54,77 |
3 |
WZ0124 |
PL0000107454 |
97,88 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,20 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 045 000 |
1 046,91 |
46 |
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) |
(%) |
PS0418 |
PL0000107314 |
101,18 |
101,27 |
1,32 |
1,14 |
101,23 |
1,22 |
PS0718 |
PL0000107595 |
100,84 |
100,91 |
1,35 |
1,25 |
100,88 |
1,29 |
OK1018 |
PL0000109062 |
98,64 |
98,75 |
1,39 |
1,27 |
98,70 |
1,32 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
97,73 |
97,82 |
1,55 |
1,49 |
97,78 |
1,51 |
PS0719 |
PL0000108148 |
102,76 |
102,87 |
1,63 |
1,56 |
102,82 |
1,59 |
DS1019 |
PL0000105441 |
107,37 |
107,48 |
1,71 |
1,66 |
107,43 |
1,68 |
WZ0120 |
PL0000108601 |
100,25 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0420 |
PL0000108510 |
98,88 |
99,03 |
1,96 |
1,90 |
98,96 |
1,93 |
DS1020 |
PL0000106126 |
108,93 |
109,09 |
2,14 |
2,09 |
109,01 |
2,11 |
WZ0121 |
PL0000106068 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0421 |
PL0000108916 |
98,83 |
98,98 |
2,35 |
2,30 |
98,91 |
2,32 |
PS0721 |
PL0000109153 |
97,59 |
97,74 |
2,43 |
2,39 |
97,67 |
2,41 |
DS1021 |
PL0000106670 |
112,34 |
112,52 |
2,47 |
2,42 |
112,43 |
2,44 |
PS0422 |
PL0000109492 |
98,21 |
98,37 |
2,67 |
2,64 |
98,29 |
2,66 |
WS0922 |
PL0000102646 |
113,88 |
114,12 |
2,69 |
2,64 |
114,00 |
2,67 |
WZ1122 |
PL0000109377 |
98,72 |
98,89 |
--- |
--- |
98,81 |
--- |
IZ0823 |
PL0000105359 |
109,24 |
110,14 |
--- |
--- |
109,69 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,04 |
2,93 |
2,89 |
105,93 |
2,91 |
WZ0124 |
PL0000107454 |
97,73 |
98,13 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
100,31 |
100,64 |
3,20 |
3,15 |
100,48 |
3,18 |
WZ0126 |
PL0000108817 |
95,86 |
96,22 |
--- |
--- |
96,04 |
--- |
DS0726 |
PL0000108866 |
93,78 |
94,10 |
3,33 |
3,28 |
93,94 |
3,31 |
DS0727 |
PL0000109427 |
92,65 |
92,93 |
3,40 |
3,36 |
92,79 |
3,38 |
WS0429 |
PL0000105391 |
123,18 |
123,91 |
3,29 |
3,22 |
123,55 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,19 |
101,29 |
1,30 |
1,10 |
101,24 |
1,20 |
PS0718 |
PL0000107595 |
100,85 |
100,95 |
1,33 |
1,20 |
100,90 |
1,27 |
OK1018 |
PL0000109062 |
98,68 |
98,80 |
1,35 |
1,22 |
98,74 |
1,28 |
WZ0119 |
PL0000107603 |
100,40 |
100,52 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
97,78 |
97,84 |
1,51 |
1,47 |
97,81 |
1,49 |
PS0719 |
PL0000108148 |
102,81 |
102,93 |
1,60 |
1,53 |
102,87 |
1,56 |
DS1019 |
PL0000105441 |
107,43 |
107,55 |
1,68 |
1,62 |
107,49 |
1,65 |
WZ0120 |
PL0000108601 |
100,30 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0420 |
PL0000108510 |
98,91 |
99,06 |
1,95 |
1,89 |
98,99 |
1,92 |
DS1020 |
PL0000106126 |
108,96 |
109,13 |
2,13 |
2,07 |
109,05 |
2,10 |
WZ0121 |
PL0000106068 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0421 |
PL0000108916 |
98,84 |
99,00 |
2,35 |
2,30 |
98,92 |
2,32 |
PS0721 |
PL0000109153 |
97,62 |
97,73 |
2,42 |
2,39 |
97,68 |
2,40 |
DS1021 |
PL0000106670 |
112,37 |
112,53 |
2,46 |
2,42 |
112,45 |
2,44 |
PS0422 |
PL0000109492 |
98,16 |
98,31 |
2,69 |
2,65 |
98,24 |
2,67 |
WS0922 |
PL0000102646 |
113,83 |
114,05 |
2,70 |
2,66 |
113,94 |
2,68 |
WZ1122 |
PL0000109377 |
98,80 |
98,97 |
--- |
--- |
98,89 |
--- |
IZ0823 |
PL0000105359 |
109,46 |
110,41 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
105,70 |
105,96 |
2,95 |
2,90 |
105,83 |
2,92 |
WZ0124 |
PL0000107454 |
97,84 |
98,26 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
100,13 |
100,33 |
3,23 |
3,20 |
100,23 |
3,21 |
WZ0126 |
PL0000108817 |
95,96 |
96,19 |
--- |
--- |
96,08 |
--- |
DS0726 |
PL0000108866 |
93,51 |
93,86 |
3,37 |
3,32 |
93,69 |
3,34 |
DS0727 |
PL0000109427 |
92,39 |
92,60 |
3,43 |
3,40 |
92,50 |
3,42 |
WS0429 |
PL0000105391 |
122,71 |
123,46 |
3,33 |
3,26 |
123,09 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
0,700 |
0,700 |
0,700 |
140 |
PS0418 |
PL0000107314 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
0,700 |
0,700 |
0,700 |
80 |
OK1018 |
PL0000109062 |
1/2 |
1 |
0,850 |
0,900 |
0,871 |
315 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
160 |
OK0419 |
PL0000109633 |
1/2 |
1 |
0,850 |
0,850 |
0,850 |
150 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
150 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
200 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
840 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
100 |
TOTAL |
2 235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.