2017-10-27 |
MARKET DATA |
No 208 (3241) |
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 |
960,00 |
933,69 |
72 |
360,00 |
354,72 |
3 |
1 320,00 |
1 288,41 |
75 |
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 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,78 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,00 |
97,96 |
97,970 |
98,000 |
97,970 |
98,000 |
97,984 |
310 000 |
303,75 |
9 |
PS0719 |
PL0000108148 |
103,00 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,50 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,07 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,17 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,06 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,80 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,49 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,37 |
98,25 |
98,300 |
98,370 |
98,300 |
98,370 |
98,323 |
15 000 |
14,92 |
2 |
WS0922 |
PL0000102646 |
114,02 |
113,94 |
114,000 |
114,000 |
114,000 |
114,000 |
114,000 |
20 000 |
22,92 |
2 |
PS0123 |
PL0000110151 |
98,45 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,92 |
105,79 |
105,920 |
105,920 |
105,900 |
105,900 |
105,908 |
100 000 |
105,97 |
6 |
DS0725 |
PL0000108197 |
100,16 |
100,10 |
100,150 |
100,160 |
100,140 |
100,140 |
100,150 |
30 000 |
30,31 |
5 |
DS0726 |
PL0000108866 |
93,59 |
93,40 |
93,480 |
93,600 |
93,480 |
93,600 |
93,559 |
45 000 |
42,40 |
5 |
DS0727 |
PL0000109427 |
92,52 |
92,19 |
92,400 |
92,520 |
92,150 |
92,520 |
92,408 |
330 000 |
307,16 |
41 |
WS0428 |
PL0000107611 |
91,94 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,16 |
122,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,66 |
130,59 |
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 |
110,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,48 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,43 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,87 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,04 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,05 |
96,10 |
96,100 |
96,110 |
96,100 |
96,110 |
96,109 |
110 000 |
106,25 |
2 |
TOTAL |
960 000 |
933,69 |
72 |
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 |
101,14 |
101,31 |
1,34 |
1,00 |
101,23 |
1,16 |
PS0718 |
PL0000107595 |
100,84 |
101,01 |
1,33 |
1,10 |
100,93 |
1,21 |
OK1018 |
PL0000109062 |
98,75 |
98,91 |
1,29 |
1,12 |
98,83 |
1,20 |
WZ0119 |
PL0000107603 |
100,40 |
100,56 |
--- |
--- |
100,48 |
--- |
OK0419 |
PL0000109633 |
97,87 |
98,02 |
1,46 |
1,36 |
97,95 |
1,41 |
PS0719 |
PL0000108148 |
102,88 |
103,07 |
1,55 |
1,44 |
102,98 |
1,49 |
DS1019 |
PL0000105441 |
107,45 |
107,64 |
1,65 |
1,56 |
107,55 |
1,60 |
WZ0120 |
PL0000108601 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0420 |
PL0000108510 |
99,02 |
99,21 |
1,90 |
1,82 |
99,12 |
1,86 |
DS1020 |
PL0000106126 |
109,00 |
109,22 |
2,10 |
2,03 |
109,11 |
2,07 |
WZ0121 |
PL0000106068 |
99,96 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,08 |
2,32 |
2,27 |
99,00 |
2,30 |
PS0721 |
PL0000109153 |
97,64 |
97,82 |
2,42 |
2,36 |
97,73 |
2,39 |
DS1021 |
PL0000106670 |
112,25 |
112,52 |
2,48 |
2,41 |
112,39 |
2,45 |
PS0422 |
PL0000109492 |
98,14 |
98,29 |
2,69 |
2,66 |
98,22 |
2,67 |
WS0922 |
PL0000102646 |
113,68 |
113,98 |
2,72 |
2,66 |
113,83 |
2,69 |
WZ1122 |
PL0000109377 |
98,79 |
98,99 |
--- |
--- |
98,89 |
--- |
IZ0823 |
PL0000105359 |
109,35 |
110,66 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
105,55 |
105,84 |
2,97 |
2,92 |
105,70 |
2,95 |
WZ0124 |
PL0000107454 |
97,90 |
98,37 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
99,84 |
100,19 |
3,27 |
3,22 |
100,02 |
3,24 |
WZ0126 |
PL0000108817 |
95,95 |
96,29 |
--- |
--- |
96,12 |
--- |
DS0726 |
PL0000108866 |
93,19 |
93,50 |
3,41 |
3,37 |
93,35 |
3,39 |
DS0727 |
PL0000109427 |
92,10 |
92,37 |
3,47 |
3,43 |
92,24 |
3,45 |
WS0429 |
PL0000105391 |
122,76 |
123,43 |
3,33 |
3,27 |
123,10 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,17 |
101,30 |
1,28 |
1,02 |
101,24 |
1,14 |
PS0718 |
PL0000107595 |
100,87 |
101,02 |
1,29 |
1,09 |
100,95 |
1,18 |
OK1018 |
PL0000109062 |
98,75 |
98,92 |
1,29 |
1,11 |
98,84 |
1,19 |
WZ0119 |
PL0000107603 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
97,94 |
98,04 |
1,41 |
1,34 |
97,99 |
1,38 |
PS0719 |
PL0000108148 |
102,95 |
103,06 |
1,51 |
1,44 |
103,01 |
1,47 |
DS1019 |
PL0000105441 |
107,48 |
107,64 |
1,64 |
1,56 |
107,56 |
1,60 |
WZ0120 |
PL0000108601 |
100,38 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,05 |
99,23 |
1,89 |
1,82 |
99,14 |
1,85 |
DS1020 |
PL0000106126 |
109,12 |
109,30 |
2,06 |
2,01 |
109,21 |
2,04 |
WZ0121 |
PL0000106068 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,23 |
2,30 |
2,23 |
99,11 |
2,27 |
PS0721 |
PL0000109153 |
97,77 |
98,01 |
2,38 |
2,31 |
97,89 |
2,34 |
DS1021 |
PL0000106670 |
112,46 |
112,70 |
2,43 |
2,37 |
112,58 |
2,40 |
PS0422 |
PL0000109492 |
98,29 |
98,42 |
2,66 |
2,62 |
98,36 |
2,64 |
WS0922 |
PL0000102646 |
113,93 |
114,22 |
2,67 |
2,61 |
114,08 |
2,64 |
WZ1122 |
PL0000109377 |
98,83 |
99,00 |
--- |
--- |
98,92 |
--- |
IZ0823 |
PL0000105359 |
109,51 |
110,48 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,10 |
2,93 |
2,87 |
105,96 |
2,90 |
WZ0124 |
PL0000107454 |
97,96 |
98,39 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,06 |
100,20 |
3,24 |
3,22 |
100,13 |
3,23 |
WZ0126 |
PL0000108817 |
95,99 |
96,22 |
--- |
--- |
96,11 |
--- |
DS0726 |
PL0000108866 |
93,46 |
93,66 |
3,37 |
3,35 |
93,56 |
3,36 |
DS0727 |
PL0000109427 |
92,29 |
92,50 |
3,44 |
3,42 |
92,40 |
3,43 |
WS0429 |
PL0000105391 |
122,84 |
123,53 |
3,32 |
3,26 |
123,19 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/3 |
3 |
0,700 |
0,700 |
0,700 |
180 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
0,750 |
0,750 |
0,750 |
170 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
0,500 |
0,500 |
0,500 |
10 |
TOTAL |
360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.