2017-11-06 |
MARKET DATA |
No 213 (3246) |
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 |
160,00 |
150,72 |
18 |
1 655,00 |
1 755,96 |
15 |
1 815,00 |
1 906,68 |
33 |
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 |
101,14 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,83 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,99 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,92 |
102,98 |
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 |
99,09 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,84 |
95,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,04 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,80 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,40 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,42 |
98,43 |
98,420 |
98,420 |
98,420 |
98,420 |
98,420 |
10 000 |
9,96 |
1 |
WS0922 |
PL0000102646 |
113,93 |
113,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,43 |
98,45 |
98,420 |
98,420 |
98,420 |
98,420 |
98,420 |
5 000 |
5,02 |
1 |
DS1023 |
PL0000107264 |
105,78 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,98 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,58 |
93,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,45 |
92,33 |
92,400 |
92,490 |
92,320 |
92,390 |
92,443 |
135 000 |
125,78 |
15 |
WS0428 |
PL0000107611 |
91,90 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,01 |
123,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,47 |
140,45 |
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 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,48 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,77 |
98,80 |
98,770 |
98,770 |
98,770 |
98,770 |
98,770 |
10 000 |
9,96 |
1 |
WZ0124 |
PL0000107454 |
98,10 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,20 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
160 000 |
150,72 |
18 |
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 |
101,12 |
101,28 |
1,28 |
0,94 |
101,20 |
1,11 |
PS0718 |
PL0000107595 |
100,86 |
100,97 |
1,27 |
1,11 |
100,92 |
1,18 |
OK1018 |
PL0000109062 |
98,75 |
98,89 |
1,32 |
1,17 |
98,82 |
1,24 |
WZ0119 |
PL0000107603 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
97,95 |
98,07 |
1,43 |
1,34 |
98,01 |
1,39 |
PS0719 |
PL0000108148 |
102,86 |
103,00 |
1,54 |
1,46 |
102,93 |
1,50 |
DS1019 |
PL0000105441 |
107,41 |
107,54 |
1,63 |
1,57 |
107,48 |
1,60 |
WZ0120 |
PL0000108601 |
100,33 |
100,60 |
--- |
--- |
100,47 |
--- |
PS0420 |
PL0000108510 |
99,04 |
99,22 |
1,90 |
1,82 |
99,13 |
1,86 |
DS1020 |
PL0000106126 |
109,06 |
109,25 |
2,06 |
2,00 |
109,16 |
2,03 |
WZ0121 |
PL0000106068 |
99,82 |
100,05 |
--- |
--- |
99,94 |
--- |
PS0421 |
PL0000108916 |
98,97 |
99,16 |
2,31 |
2,25 |
99,07 |
2,28 |
PS0721 |
PL0000109153 |
97,73 |
97,96 |
2,39 |
2,33 |
97,85 |
2,36 |
DS1021 |
PL0000106670 |
112,30 |
112,56 |
2,45 |
2,39 |
112,43 |
2,42 |
PS0422 |
PL0000109492 |
98,34 |
98,58 |
2,65 |
2,59 |
98,46 |
2,62 |
WS0922 |
PL0000102646 |
113,83 |
114,12 |
2,68 |
2,62 |
113,98 |
2,65 |
WZ1122 |
PL0000109377 |
98,67 |
98,98 |
--- |
--- |
98,83 |
--- |
PS0123 |
PL0000110151 |
98,32 |
98,61 |
2,85 |
2,79 |
98,47 |
2,82 |
IZ0823 |
PL0000105359 |
109,72 |
110,89 |
--- |
--- |
110,31 |
--- |
DS1023 |
PL0000107264 |
105,66 |
105,96 |
2,95 |
2,90 |
105,81 |
2,92 |
WZ0124 |
PL0000107454 |
97,96 |
98,41 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
99,78 |
100,16 |
3,28 |
3,22 |
99,97 |
3,25 |
WZ0126 |
PL0000108817 |
96,06 |
96,46 |
--- |
--- |
96,26 |
--- |
DS0726 |
PL0000108866 |
93,31 |
93,73 |
3,40 |
3,34 |
93,52 |
3,37 |
DS0727 |
PL0000109427 |
92,23 |
92,48 |
3,45 |
3,42 |
92,36 |
3,44 |
WS0429 |
PL0000105391 |
122,53 |
123,35 |
3,35 |
3,27 |
122,94 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,12 |
101,26 |
1,28 |
0,98 |
101,19 |
1,13 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,24 |
1,13 |
100,92 |
1,18 |
OK1018 |
PL0000109062 |
98,80 |
98,87 |
1,26 |
1,19 |
98,84 |
1,22 |
WZ0119 |
PL0000107603 |
100,42 |
100,61 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,04 |
1,41 |
1,36 |
98,01 |
1,39 |
PS0719 |
PL0000108148 |
102,89 |
102,99 |
1,52 |
1,46 |
102,94 |
1,49 |
DS1019 |
PL0000105441 |
107,42 |
107,51 |
1,63 |
1,58 |
107,47 |
1,60 |
WZ0120 |
PL0000108601 |
100,35 |
100,59 |
--- |
--- |
100,47 |
--- |
PS0420 |
PL0000108510 |
99,06 |
99,19 |
1,89 |
1,84 |
99,13 |
1,86 |
DS1020 |
PL0000106126 |
109,08 |
109,21 |
2,06 |
2,01 |
109,15 |
2,03 |
WZ0121 |
PL0000106068 |
99,84 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0421 |
PL0000108916 |
99,02 |
99,17 |
2,29 |
2,25 |
99,10 |
2,27 |
PS0721 |
PL0000109153 |
97,78 |
97,95 |
2,38 |
2,33 |
97,87 |
2,35 |
DS1021 |
PL0000106670 |
112,36 |
112,54 |
2,44 |
2,39 |
112,45 |
2,41 |
PS0422 |
PL0000109492 |
98,36 |
98,49 |
2,64 |
2,61 |
98,43 |
2,62 |
WS0922 |
PL0000102646 |
113,90 |
114,08 |
2,67 |
2,63 |
113,99 |
2,65 |
WZ1122 |
PL0000109377 |
98,69 |
98,90 |
--- |
--- |
98,80 |
--- |
PS0123 |
PL0000110151 |
98,37 |
98,51 |
2,84 |
2,81 |
98,44 |
2,82 |
IZ0823 |
PL0000105359 |
109,82 |
110,69 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
105,70 |
105,91 |
2,94 |
2,90 |
105,81 |
2,92 |
WZ0124 |
PL0000107454 |
98,02 |
98,41 |
--- |
--- |
98,22 |
--- |
DS0725 |
PL0000108197 |
99,88 |
100,09 |
3,26 |
3,23 |
99,99 |
3,25 |
WZ0126 |
PL0000108817 |
96,14 |
96,46 |
--- |
--- |
96,30 |
--- |
DS0726 |
PL0000108866 |
93,44 |
93,65 |
3,38 |
3,35 |
93,55 |
3,36 |
DS0727 |
PL0000109427 |
92,29 |
92,49 |
3,44 |
3,42 |
92,39 |
3,43 |
WS0429 |
PL0000105391 |
122,82 |
123,54 |
3,32 |
3,25 |
123,18 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
175 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
50 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
10 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,370 |
1,450 |
1,442 |
210 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
60 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
130 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
1 655 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.