2017-11-02 |
MARKET DATA |
No 211 (3244) |
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 |
1 497,50 |
1 491,26 |
63 |
4 595,00 |
4 665,63 |
33 |
6 092,50 |
6 156,89 |
96 |
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 |
101,16 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,82 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,00 |
97,99 |
97,990 |
98,000 |
97,990 |
98,000 |
97,995 |
230 000 |
225,39 |
9 |
PS0719 |
PL0000108148 |
102,95 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,48 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,05 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,82 |
95,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,10 |
109,08 |
109,140 |
109,140 |
109,140 |
109,140 |
109,140 |
25 000 |
27,33 |
1 |
PS0421 |
PL0000108916 |
98,97 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,72 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,33 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,31 |
98,18 |
98,290 |
98,290 |
98,180 |
98,280 |
98,233 |
295 000 |
293,33 |
17 |
WS0922 |
PL0000102646 |
113,81 |
113,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,29 |
98,12 |
98,280 |
98,290 |
98,120 |
98,290 |
98,203 |
242 500 |
242,88 |
14 |
DS1023 |
PL0000107264 |
105,65 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,77 |
99,59 |
99,590 |
99,590 |
99,590 |
99,590 |
99,590 |
10 000 |
10,05 |
1 |
DS0726 |
PL0000108866 |
93,29 |
93,12 |
93,120 |
93,260 |
93,120 |
93,260 |
93,188 |
25 000 |
23,48 |
3 |
DS0727 |
PL0000109427 |
92,25 |
91,99 |
92,000 |
92,030 |
91,910 |
92,030 |
91,973 |
40 000 |
37,07 |
4 |
WS0428 |
PL0000107611 |
91,67 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,62 |
122,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,02 |
105,00 |
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 |
110,42 |
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 |
100,53 |
100,57 |
100,520 |
100,520 |
100,520 |
100,520 |
100,520 |
10 000 |
10,10 |
1 |
WZ0120 |
PL0000108601 |
100,43 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,06 |
100,06 |
100,020 |
100,020 |
99,980 |
99,980 |
99,999 |
500 000 |
502,56 |
9 |
WZ1122 |
PL0000109377 |
98,93 |
98,90 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
100 000 |
99,70 |
2 |
WZ0124 |
PL0000107454 |
98,18 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,40 |
96,40 |
96,400 |
96,400 |
96,310 |
96,310 |
96,355 |
20 000 |
19,37 |
2 |
TOTAL |
1 497 500 |
1 491,26 |
63 |
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 |
101,28 |
1,26 |
0,97 |
101,21 |
1,12 |
PS0718 |
PL0000107595 |
100,88 |
101,00 |
1,25 |
1,08 |
100,94 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,94 |
1,28 |
1,11 |
98,86 |
1,19 |
WZ0119 |
PL0000107603 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,09 |
1,42 |
1,32 |
98,03 |
1,37 |
PS0719 |
PL0000108148 |
102,92 |
103,03 |
1,51 |
1,45 |
102,98 |
1,47 |
DS1019 |
PL0000105441 |
107,42 |
107,53 |
1,64 |
1,58 |
107,48 |
1,61 |
WZ0120 |
PL0000108601 |
100,40 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,02 |
99,18 |
1,91 |
1,84 |
99,10 |
1,87 |
DS1020 |
PL0000106126 |
109,02 |
109,19 |
2,08 |
2,02 |
109,11 |
2,05 |
WZ0121 |
PL0000106068 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,08 |
2,33 |
2,28 |
98,99 |
2,30 |
PS0721 |
PL0000109153 |
97,64 |
97,85 |
2,42 |
2,36 |
97,75 |
2,39 |
DS1021 |
PL0000106670 |
112,26 |
112,50 |
2,47 |
2,41 |
112,38 |
2,44 |
PS0422 |
PL0000109492 |
98,19 |
98,33 |
2,68 |
2,65 |
98,26 |
2,67 |
WS0922 |
PL0000102646 |
113,73 |
114,00 |
2,71 |
2,65 |
113,87 |
2,68 |
WZ1122 |
PL0000109377 |
98,88 |
99,10 |
--- |
--- |
98,99 |
--- |
PS0123 |
PL0000110151 |
98,18 |
98,35 |
2,88 |
2,84 |
98,27 |
2,86 |
IZ0823 |
PL0000105359 |
109,80 |
110,73 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
105,56 |
105,84 |
2,97 |
2,92 |
105,70 |
2,94 |
WZ0124 |
PL0000107454 |
98,13 |
98,52 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
99,62 |
99,99 |
3,30 |
3,25 |
99,81 |
3,27 |
WZ0126 |
PL0000108817 |
96,28 |
96,53 |
--- |
--- |
96,41 |
--- |
DS0726 |
PL0000108866 |
93,20 |
93,58 |
3,41 |
3,36 |
93,39 |
3,39 |
DS0727 |
PL0000109427 |
92,03 |
92,34 |
3,48 |
3,44 |
92,19 |
3,46 |
WS0429 |
PL0000105391 |
122,47 |
123,24 |
3,35 |
3,28 |
122,86 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,14 |
101,28 |
1,26 |
0,97 |
101,21 |
1,12 |
PS0718 |
PL0000107595 |
100,88 |
101,00 |
1,25 |
1,08 |
100,94 |
1,17 |
OK1018 |
PL0000109062 |
98,79 |
98,88 |
1,27 |
1,17 |
98,84 |
1,21 |
WZ0119 |
PL0000107603 |
100,49 |
100,61 |
--- |
--- |
100,55 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,03 |
1,42 |
1,37 |
98,00 |
1,39 |
PS0719 |
PL0000108148 |
102,91 |
103,02 |
1,52 |
1,45 |
102,97 |
1,48 |
DS1019 |
PL0000105441 |
107,43 |
107,53 |
1,63 |
1,58 |
107,48 |
1,61 |
WZ0120 |
PL0000108601 |
100,39 |
100,65 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,00 |
99,14 |
1,92 |
1,86 |
99,07 |
1,89 |
DS1020 |
PL0000106126 |
109,07 |
109,20 |
2,06 |
2,02 |
109,14 |
2,04 |
WZ0121 |
PL0000106068 |
99,99 |
100,21 |
--- |
--- |
100,10 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,09 |
2,33 |
2,27 |
99,00 |
2,30 |
PS0721 |
PL0000109153 |
97,65 |
97,85 |
2,42 |
2,36 |
97,75 |
2,39 |
DS1021 |
PL0000106670 |
112,25 |
112,49 |
2,47 |
2,41 |
112,37 |
2,44 |
PS0422 |
PL0000109492 |
98,23 |
98,37 |
2,67 |
2,64 |
98,30 |
2,66 |
WS0922 |
PL0000102646 |
113,71 |
113,98 |
2,71 |
2,65 |
113,85 |
2,68 |
WZ1122 |
PL0000109377 |
98,85 |
99,06 |
--- |
--- |
98,96 |
--- |
PS0123 |
PL0000110151 |
98,21 |
98,42 |
2,87 |
2,83 |
98,32 |
2,85 |
IZ0823 |
PL0000105359 |
109,74 |
110,67 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
105,54 |
105,80 |
2,97 |
2,92 |
105,67 |
2,95 |
WZ0124 |
PL0000107454 |
98,13 |
98,49 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
99,65 |
99,88 |
3,30 |
3,26 |
99,77 |
3,28 |
WZ0126 |
PL0000108817 |
96,27 |
96,52 |
--- |
--- |
96,40 |
--- |
DS0726 |
PL0000108866 |
93,15 |
93,47 |
3,42 |
3,37 |
93,31 |
3,40 |
DS0727 |
PL0000109427 |
91,95 |
92,26 |
3,49 |
3,45 |
92,11 |
3,47 |
WS0429 |
PL0000105391 |
122,31 |
123,09 |
3,37 |
3,29 |
122,70 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
170 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
400 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
210 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
155 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
30 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
200 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
100 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
335 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
145 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
290 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
310 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,470 |
1,465 |
80 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
155 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
340 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
130 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,470 |
1,469 |
440 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
210 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,460 |
1,457 |
165 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
TOTAL |
4 195 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/4 |
4 |
1,510 |
1,510 |
1,510 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.