2017-10-26 |
MARKET DATA |
No 207 (3240) |
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 |
1 345,00 |
1 319,10 |
91 |
475,00 |
476,50 |
4 |
1 820,00 |
1 795,60 |
95 |
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 |
101,23 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,77 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,92 |
97,82 |
97,820 |
97,920 |
97,820 |
97,910 |
97,902 |
85 000 |
83,22 |
6 |
PS0719 |
PL0000108148 |
103,01 |
102,89 |
102,990 |
103,000 |
102,990 |
103,000 |
102,998 |
377 500 |
392,08 |
7 |
DS1019 |
PL0000105441 |
107,54 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,10 |
99,00 |
99,080 |
99,080 |
99,080 |
99,080 |
99,080 |
5 000 |
4,99 |
1 |
DS1020 |
PL0000106126 |
109,13 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,03 |
98,92 |
99,030 |
99,030 |
98,960 |
98,960 |
99,000 |
25 000 |
25,01 |
3 |
PS0721 |
PL0000109153 |
97,84 |
97,65 |
97,650 |
97,840 |
97,650 |
97,840 |
97,672 |
95 000 |
93,23 |
3 |
DS1021 |
PL0000106670 |
112,51 |
112,36 |
112,510 |
112,510 |
112,510 |
112,510 |
112,510 |
7 500 |
8,44 |
1 |
PS0422 |
PL0000109492 |
98,35 |
95,35 |
98,260 |
98,350 |
98,260 |
98,310 |
98,312 |
60 000 |
59,68 |
8 |
WS0922 |
PL0000102646 |
113,97 |
112,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,46 |
98,32 |
98,360 |
98,360 |
98,360 |
98,360 |
98,360 |
10 000 |
10,03 |
1 |
DS1023 |
PL0000107264 |
106,84 |
104,34 |
105,900 |
105,900 |
105,900 |
105,900 |
105,900 |
10 000 |
10,60 |
1 |
DS0725 |
PL0000108197 |
100,40 |
98,43 |
100,160 |
100,260 |
100,160 |
100,260 |
100,210 |
20 000 |
20,21 |
2 |
DS0726 |
PL0000108866 |
93,84 |
93,47 |
93,670 |
93,680 |
93,470 |
93,500 |
93,513 |
305 000 |
287,24 |
13 |
DS0727 |
PL0000109427 |
92,65 |
92,27 |
92,330 |
92,660 |
92,280 |
92,360 |
92,475 |
305 000 |
284,07 |
42 |
WS0428 |
PL0000107611 |
92,18 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,21 |
123,04 |
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 |
109,80 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,44 |
100,51 |
100,440 |
100,440 |
100,440 |
100,440 |
100,440 |
10 000 |
10,09 |
1 |
WZ0120 |
PL0000108601 |
100,38 |
100,40 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
25 000 |
25,23 |
1 |
WZ0121 |
PL0000106068 |
100,02 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,83 |
98,93 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
5 000 |
4,98 |
1 |
WZ0124 |
PL0000107454 |
97,94 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,05 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 345 000 |
1 319,10 |
91 |
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 |
101,15 |
101,29 |
1,34 |
1,05 |
101,22 |
1,20 |
PS0718 |
PL0000107595 |
100,85 |
100,96 |
1,32 |
1,17 |
100,91 |
1,24 |
OK1018 |
PL0000109062 |
98,68 |
98,81 |
1,36 |
1,22 |
98,75 |
1,28 |
WZ0119 |
PL0000107603 |
100,41 |
100,53 |
--- |
--- |
100,47 |
--- |
OK0419 |
PL0000109633 |
97,78 |
97,85 |
1,52 |
1,47 |
97,82 |
1,50 |
PS0719 |
PL0000108148 |
102,79 |
102,93 |
1,60 |
1,52 |
102,86 |
1,56 |
DS1019 |
PL0000105441 |
107,39 |
107,53 |
1,69 |
1,62 |
107,46 |
1,65 |
WZ0120 |
PL0000108601 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0420 |
PL0000108510 |
98,91 |
99,05 |
1,95 |
1,89 |
98,98 |
1,92 |
DS1020 |
PL0000106126 |
108,95 |
109,12 |
2,12 |
2,07 |
109,04 |
2,09 |
WZ0121 |
PL0000106068 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,99 |
2,36 |
2,30 |
98,90 |
2,33 |
PS0721 |
PL0000109153 |
97,60 |
97,74 |
2,43 |
2,39 |
97,67 |
2,41 |
DS1021 |
PL0000106670 |
112,31 |
112,48 |
2,47 |
2,43 |
112,40 |
2,45 |
PS0422 |
PL0000109492 |
98,14 |
98,33 |
2,69 |
2,65 |
98,24 |
2,67 |
WS0922 |
PL0000102646 |
113,80 |
114,02 |
2,70 |
2,66 |
113,91 |
2,68 |
WZ1122 |
PL0000109377 |
98,79 |
98,98 |
--- |
--- |
98,89 |
--- |
IZ0823 |
PL0000105359 |
109,47 |
110,50 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
105,66 |
105,90 |
2,95 |
2,91 |
105,78 |
2,93 |
WZ0124 |
PL0000107454 |
97,83 |
98,29 |
--- |
--- |
98,06 |
--- |
DS0725 |
PL0000108197 |
100,04 |
100,31 |
3,24 |
3,20 |
100,18 |
3,22 |
WZ0126 |
PL0000108817 |
95,93 |
96,22 |
--- |
--- |
96,08 |
--- |
DS0726 |
PL0000108866 |
93,47 |
93,73 |
3,37 |
3,34 |
93,60 |
3,35 |
DS0727 |
PL0000109427 |
92,25 |
92,48 |
3,45 |
3,42 |
92,37 |
3,43 |
WS0429 |
PL0000105391 |
122,62 |
123,36 |
3,34 |
3,27 |
122,99 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,15 |
101,30 |
1,34 |
1,03 |
101,23 |
1,18 |
PS0718 |
PL0000107595 |
100,86 |
101,00 |
1,31 |
1,12 |
100,93 |
1,21 |
OK1018 |
PL0000109062 |
98,75 |
98,87 |
1,28 |
1,16 |
98,81 |
1,22 |
WZ0119 |
PL0000107603 |
100,40 |
100,55 |
--- |
--- |
100,48 |
--- |
OK0419 |
PL0000109633 |
97,87 |
97,96 |
1,46 |
1,40 |
97,92 |
1,43 |
PS0719 |
PL0000108148 |
102,88 |
103,04 |
1,55 |
1,46 |
102,96 |
1,51 |
DS1019 |
PL0000105441 |
107,48 |
107,59 |
1,64 |
1,59 |
107,54 |
1,61 |
WZ0120 |
PL0000108601 |
100,30 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0420 |
PL0000108510 |
99,00 |
99,14 |
1,91 |
1,85 |
99,07 |
1,88 |
DS1020 |
PL0000106126 |
109,03 |
109,24 |
2,10 |
2,03 |
109,14 |
2,06 |
WZ0121 |
PL0000106068 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0421 |
PL0000108916 |
98,94 |
99,14 |
2,32 |
2,26 |
99,04 |
2,29 |
PS0721 |
PL0000109153 |
97,71 |
97,92 |
2,40 |
2,34 |
97,82 |
2,36 |
DS1021 |
PL0000106670 |
112,36 |
112,54 |
2,46 |
2,41 |
112,45 |
2,43 |
PS0422 |
PL0000109492 |
98,24 |
98,37 |
2,67 |
2,64 |
98,31 |
2,65 |
WS0922 |
PL0000102646 |
113,86 |
114,11 |
2,69 |
2,64 |
113,99 |
2,66 |
WZ1122 |
PL0000109377 |
98,80 |
99,02 |
--- |
--- |
98,91 |
--- |
IZ0823 |
PL0000105359 |
109,44 |
110,58 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
105,73 |
106,04 |
2,94 |
2,89 |
105,89 |
2,91 |
WZ0124 |
PL0000107454 |
97,89 |
98,37 |
--- |
--- |
98,13 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,35 |
3,24 |
3,19 |
100,20 |
3,22 |
WZ0126 |
PL0000108817 |
95,97 |
96,23 |
--- |
--- |
96,10 |
--- |
DS0726 |
PL0000108866 |
93,45 |
93,69 |
3,38 |
3,34 |
93,57 |
3,36 |
DS0727 |
PL0000109427 |
92,33 |
92,54 |
3,44 |
3,41 |
92,44 |
3,42 |
WS0429 |
PL0000105391 |
122,78 |
123,43 |
3,33 |
3,27 |
123,11 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
30 |
PS0719 |
PL0000108148 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
100 |
OK0419 |
PL0000109633 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
170 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
0,750 |
0,750 |
0,750 |
175 |
TOTAL |
475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.