2017-11-03 |
MARKET DATA |
No 212 (3245) |
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 |
1 020,00 |
1 000,17 |
47 |
1 335,00 |
1 336,21 |
19 |
2 355,00 |
2 336,37 |
66 |
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 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,85 |
98,84 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
5 000 |
4,94 |
1 |
OK0419 |
PL0000109633 |
98,00 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,93 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,45 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,10 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,85 |
95,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,05 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,81 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,42 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,46 |
98,33 |
98,450 |
98,460 |
98,330 |
98,330 |
98,392 |
275 000 |
273,90 |
18 |
WS0922 |
PL0000102646 |
113,94 |
113,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,45 |
98,35 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
100 000 |
100,26 |
4 |
DS1023 |
PL0000107264 |
105,80 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,93 |
99,76 |
99,840 |
99,840 |
99,790 |
99,790 |
99,803 |
45 000 |
45,33 |
3 |
DS0726 |
PL0000108866 |
93,55 |
93,17 |
93,260 |
93,260 |
93,230 |
93,230 |
93,236 |
200 000 |
187,91 |
5 |
DS0727 |
PL0000109427 |
92,40 |
92,10 |
92,240 |
92,400 |
92,200 |
92,250 |
92,271 |
85 000 |
79,04 |
8 |
WS0428 |
PL0000107611 |
91,91 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,85 |
122,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,46 |
130,46 |
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 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,98 |
100,00 |
99,980 |
99,980 |
99,910 |
99,910 |
99,926 |
205 000 |
205,91 |
5 |
WZ1122 |
PL0000109377 |
98,81 |
98,85 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
25 000 |
24,92 |
1 |
WZ0124 |
PL0000107454 |
98,09 |
98,17 |
98,170 |
98,170 |
98,170 |
98,170 |
98,170 |
30 000 |
29,61 |
1 |
WZ0126 |
PL0000108817 |
96,29 |
96,19 |
96,190 |
96,190 |
96,190 |
96,190 |
96,190 |
50 000 |
48,35 |
1 |
TOTAL |
1 020 000 |
1 000,17 |
47 |
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 |
101,13 |
101,28 |
1,27 |
0,95 |
101,21 |
1,10 |
PS0718 |
PL0000107595 |
100,86 |
100,99 |
1,27 |
1,09 |
100,93 |
1,18 |
OK1018 |
PL0000109062 |
98,78 |
98,89 |
1,28 |
1,16 |
98,84 |
1,22 |
WZ0119 |
PL0000107603 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
OK0419 |
PL0000109633 |
97,95 |
98,07 |
1,43 |
1,34 |
98,01 |
1,38 |
PS0719 |
PL0000108148 |
102,88 |
103,01 |
1,53 |
1,45 |
102,95 |
1,49 |
DS1019 |
PL0000105441 |
107,39 |
107,52 |
1,65 |
1,58 |
107,46 |
1,61 |
WZ0120 |
PL0000108601 |
100,35 |
100,63 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,03 |
99,19 |
1,90 |
1,84 |
99,11 |
1,87 |
DS1020 |
PL0000106126 |
109,06 |
109,24 |
2,07 |
2,01 |
109,15 |
2,04 |
WZ0121 |
PL0000106068 |
99,86 |
100,09 |
--- |
--- |
99,98 |
--- |
PS0421 |
PL0000108916 |
98,97 |
99,15 |
2,31 |
2,25 |
99,06 |
2,28 |
PS0721 |
PL0000109153 |
97,72 |
97,93 |
2,40 |
2,34 |
97,83 |
2,36 |
DS1021 |
PL0000106670 |
112,32 |
112,56 |
2,45 |
2,39 |
112,44 |
2,42 |
PS0422 |
PL0000109492 |
98,38 |
98,52 |
2,64 |
2,60 |
98,45 |
2,62 |
WS0922 |
PL0000102646 |
113,83 |
114,10 |
2,68 |
2,63 |
113,97 |
2,65 |
WZ1122 |
PL0000109377 |
98,78 |
99,04 |
--- |
--- |
98,91 |
--- |
PS0123 |
PL0000110151 |
98,32 |
98,62 |
2,85 |
2,79 |
98,47 |
2,82 |
IZ0823 |
PL0000105359 |
109,76 |
110,77 |
--- |
--- |
110,27 |
--- |
DS1023 |
PL0000107264 |
105,68 |
105,95 |
2,95 |
2,90 |
105,82 |
2,92 |
WZ0124 |
PL0000107454 |
98,05 |
98,50 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
99,77 |
100,14 |
3,28 |
3,23 |
99,96 |
3,25 |
WZ0126 |
PL0000108817 |
96,15 |
96,47 |
--- |
--- |
96,31 |
--- |
DS0726 |
PL0000108866 |
93,38 |
93,73 |
3,39 |
3,34 |
93,56 |
3,36 |
DS0727 |
PL0000109427 |
92,20 |
92,47 |
3,46 |
3,42 |
92,34 |
3,44 |
WS0429 |
PL0000105391 |
122,54 |
123,35 |
3,35 |
3,27 |
122,95 |
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 |
101,25 |
1,23 |
1,02 |
101,20 |
1,12 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,23 |
1,13 |
100,93 |
1,18 |
OK1018 |
PL0000109062 |
98,77 |
98,87 |
1,29 |
1,19 |
98,82 |
1,24 |
WZ0119 |
PL0000107603 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,04 |
1,42 |
1,36 |
98,00 |
1,39 |
PS0719 |
PL0000108148 |
102,90 |
103,01 |
1,52 |
1,45 |
102,96 |
1,48 |
DS1019 |
PL0000105441 |
107,42 |
107,53 |
1,63 |
1,58 |
107,48 |
1,60 |
WZ0120 |
PL0000108601 |
100,36 |
100,61 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,02 |
99,16 |
1,91 |
1,85 |
99,09 |
1,88 |
DS1020 |
PL0000106126 |
109,09 |
109,21 |
2,06 |
2,02 |
109,15 |
2,04 |
WZ0121 |
PL0000106068 |
99,85 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,11 |
2,32 |
2,27 |
99,02 |
2,29 |
PS0721 |
PL0000109153 |
97,67 |
97,88 |
2,41 |
2,35 |
97,78 |
2,38 |
DS1021 |
PL0000106670 |
112,24 |
112,47 |
2,47 |
2,41 |
112,36 |
2,44 |
PS0422 |
PL0000109492 |
98,26 |
98,40 |
2,67 |
2,63 |
98,33 |
2,65 |
WS0922 |
PL0000102646 |
113,71 |
113,98 |
2,71 |
2,65 |
113,85 |
2,68 |
WZ1122 |
PL0000109377 |
98,72 |
98,91 |
--- |
--- |
98,82 |
--- |
PS0123 |
PL0000110151 |
98,18 |
98,41 |
2,88 |
2,83 |
98,30 |
2,85 |
IZ0823 |
PL0000105359 |
109,80 |
110,68 |
--- |
--- |
110,24 |
--- |
DS1023 |
PL0000107264 |
105,55 |
105,80 |
2,97 |
2,92 |
105,68 |
2,95 |
WZ0124 |
PL0000107454 |
97,92 |
98,31 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
99,71 |
99,97 |
3,29 |
3,25 |
99,84 |
3,27 |
WZ0126 |
PL0000108817 |
96,15 |
96,36 |
--- |
--- |
96,26 |
--- |
DS0726 |
PL0000108866 |
93,21 |
93,53 |
3,41 |
3,37 |
93,37 |
3,39 |
DS0727 |
PL0000109427 |
92,03 |
92,28 |
3,48 |
3,45 |
92,16 |
3,46 |
WS0429 |
PL0000105391 |
122,35 |
123,12 |
3,36 |
3,29 |
122,74 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
60 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
20 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
70 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
200 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
25 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
25 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
15 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
95 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
325 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
225 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
15 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
50 |
TOTAL |
1 335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.