2017-11-09 |
MARKET DATA |
No 216 (3249) |
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 |
1 550,00 |
1 644,00 |
78 |
3 690,00 |
3 756,75 |
20 |
5 240,00 |
5 400,75 |
98 |
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 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,85 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,04 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,93 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,44 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,17 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,00 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,26 |
109,22 |
109,290 |
109,290 |
109,250 |
109,260 |
109,265 |
250 000 |
273,84 |
10 |
PS0421 |
PL0000108916 |
99,24 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,02 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,53 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,77 |
98,65 |
98,750 |
98,800 |
98,730 |
98,730 |
98,769 |
585 000 |
585,08 |
30 |
WS0922 |
PL0000102646 |
114,24 |
114,07 |
114,070 |
114,160 |
114,070 |
114,130 |
114,131 |
485 000 |
557,43 |
19 |
PS0123 |
PL0000110151 |
98,71 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,04 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,27 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,89 |
93,80 |
93,850 |
93,850 |
93,850 |
93,850 |
93,850 |
5 000 |
4,73 |
1 |
DS0727 |
PL0000109427 |
92,76 |
92,61 |
92,660 |
92,750 |
92,570 |
92,600 |
92,658 |
45 000 |
42,04 |
6 |
WS0428 |
PL0000107611 |
92,30 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,94 |
123,87 |
123,940 |
123,940 |
123,940 |
123,940 |
123,940 |
5 000 |
6,36 |
1 |
WS0437 |
PL0000104857 |
101,72 |
141,58 |
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 |
110,11 |
110,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,03 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
5 000 |
5,03 |
1 |
WZ1122 |
PL0000109377 |
98,87 |
98,84 |
98,810 |
98,870 |
98,810 |
98,870 |
98,856 |
170 000 |
169,49 |
10 |
WZ0124 |
PL0000107454 |
98,18 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,42 |
96,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 550 000 |
1 644,00 |
78 |
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 |
101,25 |
1,20 |
0,92 |
101,19 |
1,05 |
PS0718 |
PL0000107595 |
100,88 |
100,96 |
1,22 |
1,10 |
100,92 |
1,16 |
OK1018 |
PL0000109062 |
98,81 |
98,91 |
1,27 |
1,16 |
98,86 |
1,22 |
WZ0119 |
PL0000107603 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,09 |
1,41 |
1,34 |
98,05 |
1,37 |
PS0719 |
PL0000108148 |
102,90 |
103,01 |
1,50 |
1,44 |
102,96 |
1,47 |
DS1019 |
PL0000105441 |
107,40 |
107,50 |
1,61 |
1,56 |
107,45 |
1,58 |
WZ0120 |
PL0000108601 |
100,37 |
100,64 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,10 |
99,27 |
1,88 |
1,80 |
99,19 |
1,84 |
DS1020 |
PL0000106126 |
109,11 |
109,27 |
2,03 |
1,98 |
109,19 |
2,01 |
WZ0121 |
PL0000106068 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,31 |
2,26 |
2,21 |
99,22 |
2,23 |
PS0721 |
PL0000109153 |
97,90 |
98,10 |
2,35 |
2,29 |
98,00 |
2,32 |
DS1021 |
PL0000106670 |
112,41 |
112,65 |
2,41 |
2,35 |
112,53 |
2,38 |
PS0422 |
PL0000109492 |
98,54 |
98,76 |
2,60 |
2,55 |
98,65 |
2,57 |
WS0922 |
PL0000102646 |
114,08 |
114,29 |
2,62 |
2,58 |
114,19 |
2,60 |
WZ1122 |
PL0000109377 |
98,67 |
98,92 |
--- |
--- |
98,80 |
--- |
PS0123 |
PL0000110151 |
98,50 |
98,75 |
2,81 |
2,76 |
98,63 |
2,78 |
IZ0823 |
PL0000105359 |
109,85 |
110,86 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,09 |
2,92 |
2,87 |
105,96 |
2,89 |
WZ0124 |
PL0000107454 |
98,13 |
98,49 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
100,06 |
100,42 |
3,24 |
3,18 |
100,24 |
3,21 |
WZ0126 |
PL0000108817 |
96,17 |
96,56 |
--- |
--- |
96,37 |
--- |
DS0726 |
PL0000108866 |
93,68 |
94,04 |
3,35 |
3,30 |
93,86 |
3,32 |
DS0727 |
PL0000109427 |
92,61 |
92,86 |
3,40 |
3,37 |
92,74 |
3,39 |
WS0429 |
PL0000105391 |
123,53 |
124,25 |
3,25 |
3,18 |
123,89 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,10 |
101,24 |
1,25 |
0,94 |
101,17 |
1,10 |
PS0718 |
PL0000107595 |
100,88 |
100,97 |
1,22 |
1,09 |
100,93 |
1,14 |
OK1018 |
PL0000109062 |
98,81 |
98,90 |
1,27 |
1,17 |
98,86 |
1,22 |
WZ0119 |
PL0000107603 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,07 |
1,41 |
1,36 |
98,03 |
1,38 |
PS0719 |
PL0000108148 |
102,89 |
103,00 |
1,51 |
1,44 |
102,95 |
1,47 |
DS1019 |
PL0000105441 |
107,41 |
107,50 |
1,60 |
1,56 |
107,46 |
1,58 |
WZ0120 |
PL0000108601 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,27 |
1,86 |
1,80 |
99,21 |
1,83 |
DS1020 |
PL0000106126 |
109,21 |
109,33 |
2,00 |
1,96 |
109,27 |
1,98 |
WZ0121 |
PL0000106068 |
99,94 |
100,14 |
--- |
--- |
100,04 |
--- |
PS0421 |
PL0000108916 |
99,13 |
99,29 |
2,26 |
2,21 |
99,21 |
2,24 |
PS0721 |
PL0000109153 |
97,91 |
98,11 |
2,34 |
2,29 |
98,01 |
2,32 |
DS1021 |
PL0000106670 |
112,42 |
112,66 |
2,41 |
2,35 |
112,54 |
2,38 |
PS0422 |
PL0000109492 |
98,66 |
98,79 |
2,57 |
2,54 |
98,73 |
2,55 |
WS0922 |
PL0000102646 |
113,99 |
114,23 |
2,64 |
2,59 |
114,11 |
2,62 |
WZ1122 |
PL0000109377 |
98,79 |
98,96 |
--- |
--- |
98,88 |
--- |
PS0123 |
PL0000110151 |
98,64 |
98,83 |
2,78 |
2,74 |
98,74 |
2,76 |
IZ0823 |
PL0000105359 |
109,92 |
110,87 |
--- |
--- |
110,40 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,10 |
2,92 |
2,87 |
105,96 |
2,89 |
WZ0124 |
PL0000107454 |
98,12 |
98,51 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
100,12 |
100,38 |
3,23 |
3,19 |
100,25 |
3,21 |
WZ0126 |
PL0000108817 |
96,34 |
96,64 |
--- |
--- |
96,49 |
--- |
DS0726 |
PL0000108866 |
93,65 |
93,97 |
3,35 |
3,31 |
93,81 |
3,33 |
DS0727 |
PL0000109427 |
92,50 |
92,75 |
3,42 |
3,39 |
92,63 |
3,40 |
WS0429 |
PL0000105391 |
123,51 |
124,11 |
3,25 |
3,20 |
123,81 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
45 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
135 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
160 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
40 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
400 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
400 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,430 |
1,450 |
1,433 |
60 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
20 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
250 |
PS0721 |
PL0000109153 |
4/8 |
4 |
1,450 |
1,450 |
1,450 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
360 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,470 |
1,457 |
600 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
3 690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.