2017-10-31 |
MARKET DATA |
No 210 (3243) |
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 |
270,00 |
271,87 |
14 |
1 870,00 |
1 861,52 |
11 |
2 140,00 |
2 133,39 |
25 |
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 |
101,17 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,81 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,02 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,99 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,53 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,13 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,86 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,21 |
109,240 |
109,240 |
109,210 |
109,210 |
109,232 |
50 000 |
54,68 |
4 |
PS0421 |
PL0000108916 |
99,10 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,82 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,47 |
112,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,45 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
75 000 |
74,73 |
2 |
WS0922 |
PL0000102646 |
113,99 |
114,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,53 |
98,53 |
98,530 |
98,600 |
98,530 |
98,600 |
98,559 |
90 000 |
90,44 |
5 |
DS1023 |
PL0000107264 |
105,84 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,11 |
100,04 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
10 000 |
10,10 |
1 |
DS0726 |
PL0000108866 |
93,57 |
93,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,43 |
92,37 |
92,440 |
92,500 |
92,440 |
92,500 |
92,460 |
45 000 |
41,92 |
2 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,96 |
123,17 |
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 |
110,00 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,52 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,45 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,07 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,99 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,17 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,34 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
270 000 |
271,87 |
14 |
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 |
101,30 |
1,28 |
0,97 |
101,23 |
1,12 |
PS0718 |
PL0000107595 |
100,88 |
101,01 |
1,26 |
1,08 |
100,95 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,92 |
1,27 |
1,12 |
98,85 |
1,19 |
WZ0119 |
PL0000107603 |
100,48 |
100,61 |
--- |
--- |
100,55 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,07 |
1,40 |
1,33 |
98,02 |
1,37 |
PS0719 |
PL0000108148 |
102,95 |
103,08 |
1,50 |
1,43 |
103,02 |
1,46 |
DS1019 |
PL0000105441 |
107,48 |
107,61 |
1,62 |
1,56 |
107,55 |
1,59 |
WZ0120 |
PL0000108601 |
100,40 |
100,63 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,07 |
99,24 |
1,88 |
1,81 |
99,16 |
1,85 |
DS1020 |
PL0000106126 |
109,12 |
109,30 |
2,06 |
2,00 |
109,21 |
2,03 |
WZ0121 |
PL0000106068 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,20 |
2,29 |
2,24 |
99,12 |
2,26 |
PS0721 |
PL0000109153 |
97,79 |
97,98 |
2,37 |
2,32 |
97,89 |
2,35 |
DS1021 |
PL0000106670 |
112,43 |
112,66 |
2,43 |
2,37 |
112,55 |
2,40 |
PS0422 |
PL0000109492 |
98,37 |
98,56 |
2,64 |
2,59 |
98,47 |
2,61 |
WS0922 |
PL0000102646 |
113,94 |
114,22 |
2,67 |
2,61 |
114,08 |
2,64 |
WZ1122 |
PL0000109377 |
98,92 |
99,13 |
--- |
--- |
99,03 |
--- |
PS0123 |
PL0000110151 |
98,42 |
98,66 |
2,83 |
2,78 |
98,54 |
2,80 |
IZ0823 |
PL0000105359 |
109,78 |
110,71 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
105,79 |
106,05 |
2,93 |
2,88 |
105,92 |
2,90 |
WZ0124 |
PL0000107454 |
98,13 |
98,52 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
100,03 |
100,32 |
3,24 |
3,20 |
100,18 |
3,22 |
WZ0126 |
PL0000108817 |
96,18 |
96,47 |
--- |
--- |
96,33 |
--- |
DS0726 |
PL0000108866 |
93,49 |
93,73 |
3,37 |
3,34 |
93,61 |
3,35 |
DS0727 |
PL0000109427 |
92,29 |
92,57 |
3,44 |
3,41 |
92,43 |
3,43 |
WS0429 |
PL0000105391 |
122,78 |
123,56 |
3,32 |
3,25 |
123,17 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,14 |
101,30 |
1,30 |
0,97 |
101,22 |
1,14 |
PS0718 |
PL0000107595 |
100,89 |
101,01 |
1,25 |
1,08 |
100,95 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,92 |
1,27 |
1,12 |
98,85 |
1,19 |
WZ0119 |
PL0000107603 |
100,50 |
100,62 |
--- |
--- |
100,56 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,07 |
1,39 |
1,33 |
98,03 |
1,36 |
PS0719 |
PL0000108148 |
102,95 |
103,08 |
1,50 |
1,43 |
103,02 |
1,46 |
DS1019 |
PL0000105441 |
107,49 |
107,60 |
1,62 |
1,56 |
107,55 |
1,59 |
WZ0120 |
PL0000108601 |
100,41 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,08 |
99,20 |
1,88 |
1,83 |
99,14 |
1,86 |
DS1020 |
PL0000106126 |
109,12 |
109,26 |
2,06 |
2,01 |
109,19 |
2,03 |
WZ0121 |
PL0000106068 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,17 |
2,30 |
2,25 |
99,09 |
2,27 |
PS0721 |
PL0000109153 |
97,76 |
97,94 |
2,38 |
2,33 |
97,85 |
2,36 |
DS1021 |
PL0000106670 |
112,40 |
112,61 |
2,44 |
2,39 |
112,51 |
2,41 |
PS0422 |
PL0000109492 |
98,38 |
98,50 |
2,64 |
2,61 |
98,44 |
2,62 |
WS0922 |
PL0000102646 |
113,91 |
114,15 |
2,67 |
2,62 |
114,03 |
2,65 |
WZ1122 |
PL0000109377 |
98,92 |
99,09 |
--- |
--- |
99,01 |
--- |
PS0123 |
PL0000110151 |
98,42 |
98,65 |
2,83 |
2,78 |
98,54 |
2,80 |
IZ0823 |
PL0000105359 |
109,80 |
110,73 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
105,74 |
105,96 |
2,94 |
2,90 |
105,85 |
2,92 |
WZ0124 |
PL0000107454 |
98,13 |
98,51 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
99,95 |
100,20 |
3,25 |
3,22 |
100,08 |
3,23 |
WZ0126 |
PL0000108817 |
96,23 |
96,50 |
--- |
--- |
96,37 |
--- |
DS0726 |
PL0000108866 |
93,43 |
93,68 |
3,38 |
3,34 |
93,56 |
3,36 |
DS0727 |
PL0000109427 |
92,26 |
92,50 |
3,45 |
3,42 |
92,38 |
3,43 |
WS0429 |
PL0000105391 |
122,71 |
123,39 |
3,33 |
3,27 |
123,05 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
90 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
80 |
PS0721 |
PL0000109153 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
270 |
PS0422 |
PL0000109492 |
2/9 |
7 |
1,430 |
1,450 |
1,437 |
600 |
OK0419 |
PL0000109633 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
400 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
320 |
WZ1122 |
PL0000109377 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
10 |
TOTAL |
1 870 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.