2017-11-08 |
MARKET DATA |
No 215 (3248) |
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 |
335,00 |
339,58 |
27 |
1 390,00 |
1 423,87 |
12 |
1 725,00 |
1 763,45 |
39 |
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 |
101,15 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,95 |
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 |
98,03 |
98,03 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
15 000 |
14,71 |
2 |
PS0719 |
PL0000108148 |
102,95 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,46 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,16 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
94,86 |
95,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,20 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,22 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,99 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,57 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,73 |
98,55 |
98,550 |
98,730 |
98,550 |
98,690 |
98,687 |
215 000 |
214,81 |
18 |
WS0922 |
PL0000102646 |
114,23 |
114,03 |
114,230 |
114,230 |
114,230 |
114,230 |
114,230 |
55 000 |
63,24 |
1 |
PS0123 |
PL0000110151 |
98,66 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,62 |
105,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,31 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,93 |
93,68 |
93,880 |
93,880 |
93,880 |
93,880 |
93,880 |
10 000 |
9,46 |
1 |
DS0727 |
PL0000109427 |
92,81 |
92,53 |
92,620 |
92,710 |
92,610 |
92,710 |
92,641 |
40 000 |
37,35 |
5 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,84 |
123,73 |
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 |
110,05 |
110,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,50 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,96 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,78 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,25 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,22 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
339,58 |
27 |
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 |
1,25 |
0,95 |
101,19 |
1,10 |
PS0718 |
PL0000107595 |
100,87 |
100,97 |
1,24 |
1,10 |
100,92 |
1,17 |
OK1018 |
PL0000109062 |
98,79 |
98,87 |
1,28 |
1,20 |
98,83 |
1,24 |
WZ0119 |
PL0000107603 |
100,45 |
100,62 |
--- |
--- |
100,54 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,07 |
1,41 |
1,35 |
98,03 |
1,38 |
PS0719 |
PL0000108148 |
102,91 |
103,01 |
1,50 |
1,45 |
102,96 |
1,48 |
DS1019 |
PL0000105441 |
107,40 |
107,53 |
1,63 |
1,56 |
107,47 |
1,59 |
WZ0120 |
PL0000108601 |
100,37 |
100,62 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,23 |
1,88 |
1,82 |
99,16 |
1,85 |
DS1020 |
PL0000106126 |
109,12 |
109,26 |
2,04 |
1,99 |
109,19 |
2,01 |
WZ0121 |
PL0000106068 |
99,86 |
100,06 |
--- |
--- |
99,96 |
--- |
PS0421 |
PL0000108916 |
99,09 |
99,26 |
2,27 |
2,22 |
99,18 |
2,25 |
PS0721 |
PL0000109153 |
97,82 |
98,02 |
2,37 |
2,31 |
97,92 |
2,34 |
DS1021 |
PL0000106670 |
112,40 |
112,61 |
2,42 |
2,37 |
112,51 |
2,40 |
PS0422 |
PL0000109492 |
98,47 |
98,64 |
2,61 |
2,57 |
98,56 |
2,59 |
WS0922 |
PL0000102646 |
114,00 |
114,20 |
2,64 |
2,60 |
114,10 |
2,62 |
WZ1122 |
PL0000109377 |
98,66 |
98,91 |
--- |
--- |
98,79 |
--- |
PS0123 |
PL0000110151 |
98,52 |
98,72 |
2,81 |
2,76 |
98,62 |
2,79 |
IZ0823 |
PL0000105359 |
109,83 |
110,81 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
105,85 |
106,04 |
2,91 |
2,88 |
105,95 |
2,90 |
WZ0124 |
PL0000107454 |
97,97 |
98,45 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
100,04 |
100,33 |
3,24 |
3,20 |
100,19 |
3,22 |
WZ0126 |
PL0000108817 |
96,18 |
96,52 |
--- |
--- |
96,35 |
--- |
DS0726 |
PL0000108866 |
93,65 |
93,93 |
3,35 |
3,31 |
93,79 |
3,33 |
DS0727 |
PL0000109427 |
92,56 |
92,77 |
3,41 |
3,38 |
92,67 |
3,40 |
WS0429 |
PL0000105391 |
123,45 |
124,18 |
3,26 |
3,19 |
123,82 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,13 |
101,26 |
1,23 |
0,95 |
101,20 |
1,08 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,22 |
1,12 |
100,93 |
1,16 |
OK1018 |
PL0000109062 |
98,80 |
98,90 |
1,27 |
1,16 |
98,85 |
1,22 |
WZ0119 |
PL0000107603 |
100,46 |
100,63 |
--- |
--- |
100,55 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,08 |
1,40 |
1,34 |
98,04 |
1,37 |
PS0719 |
PL0000108148 |
102,92 |
103,01 |
1,50 |
1,45 |
102,97 |
1,47 |
DS1019 |
PL0000105441 |
107,42 |
107,51 |
1,62 |
1,57 |
107,47 |
1,59 |
WZ0120 |
PL0000108601 |
100,38 |
100,64 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,24 |
1,88 |
1,82 |
99,17 |
1,85 |
DS1020 |
PL0000106126 |
109,12 |
109,28 |
2,04 |
1,98 |
109,20 |
2,01 |
WZ0121 |
PL0000106068 |
99,91 |
100,11 |
--- |
--- |
100,01 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,27 |
2,27 |
2,22 |
99,19 |
2,24 |
PS0721 |
PL0000109153 |
97,85 |
98,04 |
2,36 |
2,31 |
97,95 |
2,33 |
DS1021 |
PL0000106670 |
112,41 |
112,61 |
2,42 |
2,37 |
112,51 |
2,40 |
PS0422 |
PL0000109492 |
98,51 |
98,64 |
2,61 |
2,57 |
98,58 |
2,59 |
WS0922 |
PL0000102646 |
113,97 |
114,18 |
2,65 |
2,61 |
114,08 |
2,63 |
WZ1122 |
PL0000109377 |
98,67 |
98,95 |
--- |
--- |
98,81 |
--- |
PS0123 |
PL0000110151 |
98,47 |
98,69 |
2,82 |
2,77 |
98,58 |
2,79 |
IZ0823 |
PL0000105359 |
109,74 |
110,93 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
105,80 |
106,03 |
2,92 |
2,88 |
105,92 |
2,90 |
WZ0124 |
PL0000107454 |
98,13 |
98,48 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
100,08 |
100,33 |
3,23 |
3,20 |
100,21 |
3,21 |
WZ0126 |
PL0000108817 |
96,18 |
96,49 |
--- |
--- |
96,34 |
--- |
DS0726 |
PL0000108866 |
93,72 |
93,99 |
3,34 |
3,30 |
93,86 |
3,32 |
DS0727 |
PL0000109427 |
92,57 |
92,79 |
3,41 |
3,38 |
92,68 |
3,40 |
WS0429 |
PL0000105391 |
123,39 |
124,14 |
3,26 |
3,20 |
123,77 |
3,23 |
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 |
1,430 |
1,430 |
1,430 |
50 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
100 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
270 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
160 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
160 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
65 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ0124 |
PL0000107454 |
2/5 |
3 |
1,410 |
1,410 |
1,410 |
205 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,410 |
1,410 |
1,410 |
330 |
TOTAL |
1 390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.