2017-10-30 |
MARKET DATA |
No 209 (3242) |
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 |
1 325,00 |
1 299,99 |
72 |
0,00 |
0,00 |
0 |
1 325,00 |
1 299,99 |
72 |
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 |
100,91 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,83 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,95 |
98,02 |
98,040 |
98,040 |
98,020 |
98,020 |
98,036 |
125 000 |
122,55 |
3 |
PS0719 |
PL0000108148 |
103,02 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,57 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,85 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,24 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,24 |
99,17 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
25 000 |
25,06 |
1 |
PS0721 |
PL0000109153 |
97,99 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,66 |
112,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,66 |
95,35 |
98,590 |
98,660 |
98,580 |
98,580 |
98,614 |
250 000 |
249,48 |
21 |
WS0922 |
PL0000102646 |
114,24 |
114,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,75 |
98,62 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
40 000 |
40,24 |
2 |
DS1023 |
PL0000107264 |
107,91 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,45 |
100,22 |
100,130 |
100,130 |
100,010 |
100,010 |
100,051 |
275 000 |
277,59 |
11 |
DS0726 |
PL0000108866 |
93,94 |
93,63 |
93,700 |
93,700 |
93,690 |
93,690 |
93,691 |
55 000 |
51,91 |
2 |
DS0727 |
PL0000109427 |
92,85 |
92,46 |
92,640 |
92,850 |
92,450 |
92,450 |
92,673 |
200 000 |
186,72 |
20 |
WS0428 |
PL0000107611 |
92,10 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,72 |
123,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,89 |
130,89 |
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 |
110,05 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,44 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,16 |
100,14 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
50 000 |
50,33 |
2 |
WZ1122 |
PL0000109377 |
99,00 |
98,96 |
99,020 |
99,020 |
99,000 |
99,000 |
99,017 |
30 000 |
29,94 |
2 |
WZ0124 |
PL0000107454 |
98,19 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,30 |
96,12 |
96,250 |
96,320 |
96,250 |
96,320 |
96,304 |
275 000 |
266,19 |
8 |
TOTAL |
1 325 000 |
1 299,99 |
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 |
101,17 |
101,30 |
1,26 |
0,99 |
101,24 |
1,11 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
1,24 |
1,12 |
100,95 |
1,17 |
OK1018 |
PL0000109062 |
98,81 |
98,91 |
1,23 |
1,13 |
98,86 |
1,18 |
WZ0119 |
PL0000107603 |
100,45 |
100,61 |
--- |
--- |
100,53 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,10 |
1,38 |
1,31 |
98,05 |
1,34 |
PS0719 |
PL0000108148 |
102,98 |
103,08 |
1,49 |
1,43 |
103,03 |
1,46 |
DS1019 |
PL0000105441 |
107,53 |
107,65 |
1,60 |
1,54 |
107,59 |
1,57 |
WZ0120 |
PL0000108601 |
100,34 |
100,57 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
99,11 |
99,25 |
1,87 |
1,81 |
99,18 |
1,84 |
DS1020 |
PL0000106126 |
109,17 |
109,33 |
2,04 |
1,99 |
109,25 |
2,02 |
WZ0121 |
PL0000106068 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,25 |
2,27 |
2,22 |
99,17 |
2,25 |
PS0721 |
PL0000109153 |
97,88 |
98,05 |
2,35 |
2,30 |
97,97 |
2,32 |
DS1021 |
PL0000106670 |
112,53 |
112,72 |
2,41 |
2,36 |
112,63 |
2,38 |
PS0422 |
PL0000109492 |
98,34 |
98,56 |
2,64 |
2,59 |
98,45 |
2,62 |
WS0922 |
PL0000102646 |
114,02 |
114,25 |
2,65 |
2,61 |
114,14 |
2,63 |
WZ1122 |
PL0000109377 |
98,81 |
99,01 |
--- |
--- |
98,91 |
--- |
PS0123 |
PL0000110151 |
98,52 |
98,74 |
2,81 |
2,76 |
98,63 |
2,78 |
IZ0823 |
PL0000105359 |
109,66 |
110,58 |
--- |
--- |
110,12 |
--- |
DS1023 |
PL0000107264 |
105,92 |
106,15 |
2,91 |
2,86 |
106,04 |
2,88 |
WZ0124 |
PL0000107454 |
97,95 |
98,41 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,16 |
100,45 |
3,22 |
3,18 |
100,31 |
3,20 |
WZ0126 |
PL0000108817 |
95,95 |
96,29 |
--- |
--- |
96,12 |
--- |
DS0726 |
PL0000108866 |
93,63 |
93,89 |
3,35 |
3,31 |
93,76 |
3,33 |
DS0727 |
PL0000109427 |
92,44 |
92,72 |
3,42 |
3,39 |
92,58 |
3,41 |
WS0429 |
PL0000105391 |
122,99 |
123,78 |
3,31 |
3,23 |
123,39 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,16 |
101,30 |
1,28 |
0,99 |
101,23 |
1,13 |
PS0718 |
PL0000107595 |
100,89 |
101,01 |
1,25 |
1,09 |
100,95 |
1,17 |
OK1018 |
PL0000109062 |
98,79 |
98,92 |
1,25 |
1,12 |
98,86 |
1,18 |
WZ0119 |
PL0000107603 |
100,48 |
100,57 |
--- |
--- |
100,53 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,05 |
1,40 |
1,34 |
98,01 |
1,37 |
PS0719 |
PL0000108148 |
102,96 |
103,07 |
1,50 |
1,43 |
103,02 |
1,46 |
DS1019 |
PL0000105441 |
107,51 |
107,61 |
1,61 |
1,56 |
107,56 |
1,59 |
WZ0120 |
PL0000108601 |
100,39 |
100,63 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,08 |
99,23 |
1,88 |
1,82 |
99,16 |
1,85 |
DS1020 |
PL0000106126 |
109,14 |
109,31 |
2,05 |
2,00 |
109,23 |
2,02 |
WZ0121 |
PL0000106068 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,22 |
2,29 |
2,23 |
99,13 |
2,26 |
PS0721 |
PL0000109153 |
97,80 |
97,99 |
2,37 |
2,32 |
97,90 |
2,34 |
DS1021 |
PL0000106670 |
112,45 |
112,69 |
2,43 |
2,37 |
112,57 |
2,40 |
PS0422 |
PL0000109492 |
98,38 |
98,51 |
2,64 |
2,60 |
98,45 |
2,62 |
WS0922 |
PL0000102646 |
113,98 |
114,24 |
2,66 |
2,61 |
114,11 |
2,63 |
WZ1122 |
PL0000109377 |
98,93 |
99,10 |
--- |
--- |
99,02 |
--- |
PS0123 |
PL0000110151 |
98,44 |
98,72 |
2,82 |
2,76 |
98,58 |
2,79 |
IZ0823 |
PL0000105359 |
109,78 |
110,72 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,04 |
2,92 |
2,88 |
105,93 |
2,90 |
WZ0124 |
PL0000107454 |
98,13 |
98,51 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,32 |
3,24 |
3,20 |
100,19 |
3,22 |
WZ0126 |
PL0000108817 |
96,17 |
96,45 |
--- |
--- |
96,31 |
--- |
DS0726 |
PL0000108866 |
93,44 |
93,81 |
3,38 |
3,33 |
93,63 |
3,35 |
DS0727 |
PL0000109427 |
92,36 |
92,58 |
3,43 |
3,41 |
92,47 |
3,42 |
WS0429 |
PL0000105391 |
122,96 |
123,70 |
3,31 |
3,24 |
123,33 |
3,27 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.