2017-11-07 |
MARKET DATA |
No 214 (3247) |
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 |
455,00 |
441,47 |
45 |
815,00 |
834,52 |
8 |
1 270,00 |
1 275,99 |
53 |
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 |
101,13 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,89 |
100,95 |
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 |
98,01 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,93 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,46 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,12 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,86 |
95,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,86 |
97,89 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
10 000 |
9,84 |
1 |
DS1021 |
PL0000106670 |
112,45 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,53 |
98,42 |
98,400 |
98,550 |
98,400 |
98,550 |
98,488 |
85 000 |
84,75 |
10 |
WS0922 |
PL0000102646 |
114,06 |
113,96 |
114,010 |
114,010 |
114,010 |
114,010 |
114,010 |
30 000 |
34,43 |
1 |
PS0123 |
PL0000110151 |
98,57 |
98,40 |
98,440 |
98,450 |
98,440 |
98,450 |
98,447 |
15 000 |
15,06 |
2 |
DS1023 |
PL0000107264 |
105,92 |
105,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,11 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,74 |
93,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,70 |
92,29 |
92,350 |
92,700 |
92,320 |
92,700 |
92,515 |
295 000 |
275,08 |
29 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,60 |
123,25 |
123,150 |
123,150 |
123,150 |
123,150 |
123,150 |
10 000 |
12,63 |
1 |
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 |
110,05 |
110,55 |
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 |
100,49 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,75 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,00 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,26 |
96,28 |
96,280 |
96,280 |
96,280 |
96,280 |
96,280 |
10 000 |
9,68 |
1 |
TOTAL |
455 000 |
441,47 |
45 |
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 |
101,26 |
1,26 |
0,96 |
101,19 |
1,11 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,23 |
1,12 |
100,92 |
1,18 |
OK1018 |
PL0000109062 |
98,78 |
98,87 |
1,29 |
1,19 |
98,83 |
1,23 |
WZ0119 |
PL0000107603 |
100,38 |
100,61 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,42 |
1,35 |
98,01 |
1,39 |
PS0719 |
PL0000108148 |
102,89 |
102,99 |
1,52 |
1,46 |
102,94 |
1,49 |
DS1019 |
PL0000105441 |
107,39 |
107,49 |
1,64 |
1,59 |
107,44 |
1,61 |
WZ0120 |
PL0000108601 |
100,34 |
100,61 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,04 |
99,18 |
1,90 |
1,84 |
99,11 |
1,87 |
DS1020 |
PL0000106126 |
109,07 |
109,21 |
2,06 |
2,01 |
109,14 |
2,03 |
WZ0121 |
PL0000106068 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,17 |
2,30 |
2,25 |
99,08 |
2,28 |
PS0721 |
PL0000109153 |
97,74 |
97,93 |
2,39 |
2,34 |
97,84 |
2,36 |
DS1021 |
PL0000106670 |
112,30 |
112,50 |
2,45 |
2,40 |
112,40 |
2,42 |
PS0422 |
PL0000109492 |
98,34 |
98,51 |
2,65 |
2,60 |
98,43 |
2,62 |
WS0922 |
PL0000102646 |
113,82 |
114,04 |
2,68 |
2,64 |
113,93 |
2,66 |
WZ1122 |
PL0000109377 |
98,62 |
98,89 |
--- |
--- |
98,76 |
--- |
PS0123 |
PL0000110151 |
98,31 |
98,53 |
2,85 |
2,80 |
98,42 |
2,83 |
IZ0823 |
PL0000105359 |
109,80 |
110,76 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
105,60 |
105,82 |
2,96 |
2,92 |
105,71 |
2,94 |
WZ0124 |
PL0000107454 |
97,96 |
98,41 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
99,71 |
100,00 |
3,29 |
3,25 |
99,86 |
3,27 |
WZ0126 |
PL0000108817 |
96,09 |
96,42 |
--- |
--- |
96,26 |
--- |
DS0726 |
PL0000108866 |
93,27 |
93,54 |
3,40 |
3,37 |
93,41 |
3,38 |
DS0727 |
PL0000109427 |
92,19 |
92,42 |
3,46 |
3,43 |
92,31 |
3,44 |
WS0429 |
PL0000105391 |
122,89 |
123,58 |
3,31 |
3,25 |
123,24 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,12 |
101,25 |
1,26 |
0,99 |
101,19 |
1,11 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,23 |
1,11 |
100,93 |
1,16 |
OK1018 |
PL0000109062 |
98,80 |
98,86 |
1,27 |
1,20 |
98,83 |
1,23 |
WZ0119 |
PL0000107603 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,05 |
1,40 |
1,36 |
98,02 |
1,38 |
PS0719 |
PL0000108148 |
102,91 |
103,01 |
1,51 |
1,45 |
102,96 |
1,48 |
DS1019 |
PL0000105441 |
107,43 |
107,52 |
1,62 |
1,57 |
107,48 |
1,59 |
WZ0120 |
PL0000108601 |
100,39 |
100,63 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,08 |
99,22 |
1,88 |
1,82 |
99,15 |
1,85 |
DS1020 |
PL0000106126 |
109,11 |
109,25 |
2,04 |
2,00 |
109,18 |
2,02 |
WZ0121 |
PL0000106068 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,23 |
2,28 |
2,23 |
99,15 |
2,25 |
PS0721 |
PL0000109153 |
97,80 |
97,96 |
2,37 |
2,33 |
97,88 |
2,35 |
DS1021 |
PL0000106670 |
112,38 |
112,57 |
2,43 |
2,38 |
112,48 |
2,41 |
PS0422 |
PL0000109492 |
98,45 |
98,56 |
2,62 |
2,59 |
98,51 |
2,60 |
WS0922 |
PL0000102646 |
113,93 |
114,08 |
2,66 |
2,63 |
114,01 |
2,64 |
WZ1122 |
PL0000109377 |
98,68 |
98,90 |
--- |
--- |
98,79 |
--- |
PS0123 |
PL0000110151 |
98,43 |
98,60 |
2,83 |
2,79 |
98,52 |
2,81 |
IZ0823 |
PL0000105359 |
109,84 |
110,79 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
105,75 |
105,97 |
2,93 |
2,89 |
105,86 |
2,91 |
WZ0124 |
PL0000107454 |
97,97 |
98,43 |
--- |
--- |
98,20 |
--- |
DS0725 |
PL0000108197 |
99,97 |
100,18 |
3,25 |
3,22 |
100,08 |
3,23 |
WZ0126 |
PL0000108817 |
96,21 |
96,46 |
--- |
--- |
96,34 |
--- |
DS0726 |
PL0000108866 |
93,49 |
93,77 |
3,37 |
3,33 |
93,63 |
3,35 |
DS0727 |
PL0000109427 |
92,37 |
92,57 |
3,43 |
3,41 |
92,47 |
3,42 |
WS0429 |
PL0000105391 |
123,23 |
123,81 |
3,28 |
3,23 |
123,52 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
120 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
275 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
60 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
100 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
PS0421 |
PL0000108916 |
2/9 |
7 |
1,440 |
1,440 |
1,440 |
200 |
TOTAL |
815 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.