2017-11-10 |
MARKET DATA |
No 217 (3250) |
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 |
1 122,50 |
1 116,39 |
74 |
2 135,00 |
2 221,72 |
22 |
3 257,50 |
3 338,11 |
96 |
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 |
101,11 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,83 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,04 |
98,04 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
10 000 |
9,81 |
1 |
PS0719 |
PL0000108148 |
102,93 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,45 |
107,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,27 |
99,12 |
99,120 |
99,120 |
99,120 |
99,120 |
99,120 |
10 000 |
10,00 |
1 |
OK0720 |
PL0000110375 |
95,00 |
95,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,34 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,39 |
99,21 |
99,260 |
99,260 |
99,260 |
99,260 |
99,260 |
25 000 |
25,09 |
1 |
PS0721 |
PL0000109153 |
98,20 |
98,01 |
98,100 |
98,230 |
98,100 |
98,230 |
98,174 |
235 000 |
231,97 |
5 |
DS1021 |
PL0000106670 |
112,76 |
112,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,88 |
98,65 |
98,660 |
98,910 |
98,660 |
98,910 |
98,875 |
375 000 |
375,47 |
28 |
WS0922 |
PL0000102646 |
114,43 |
114,05 |
114,280 |
114,280 |
114,280 |
114,280 |
114,280 |
5 000 |
5,75 |
1 |
PS0123 |
PL0000110151 |
99,10 |
98,61 |
98,700 |
99,100 |
98,700 |
98,950 |
98,987 |
230 000 |
232,29 |
13 |
DS1023 |
PL0000107264 |
106,75 |
105,89 |
106,390 |
106,390 |
106,290 |
106,290 |
106,327 |
30 000 |
31,96 |
3 |
DS0725 |
PL0000108197 |
100,60 |
100,11 |
100,500 |
100,500 |
100,450 |
100,450 |
100,483 |
7 500 |
7,61 |
2 |
DS0726 |
PL0000108866 |
94,17 |
93,55 |
93,550 |
94,020 |
93,550 |
94,020 |
93,863 |
15 000 |
14,19 |
2 |
DS0727 |
PL0000109427 |
93,01 |
92,43 |
92,430 |
93,010 |
92,430 |
93,010 |
92,677 |
105 000 |
98,12 |
14 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,39 |
123,66 |
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 |
110,20 |
110,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,01 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,88 |
98,87 |
98,870 |
98,870 |
98,870 |
98,870 |
98,870 |
50 000 |
49,86 |
2 |
WZ0124 |
PL0000107454 |
98,25 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,52 |
96,51 |
96,510 |
96,510 |
96,510 |
96,510 |
96,510 |
25 000 |
24,27 |
1 |
TOTAL |
1 122 500 |
1 116,39 |
74 |
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 |
101,08 |
101,24 |
1,28 |
0,92 |
101,16 |
1,10 |
PS0718 |
PL0000107595 |
100,85 |
100,99 |
1,25 |
1,05 |
100,92 |
1,15 |
OK1018 |
PL0000109062 |
98,79 |
98,92 |
1,30 |
1,16 |
98,86 |
1,22 |
WZ0119 |
PL0000107603 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,94 |
98,07 |
1,45 |
1,36 |
98,01 |
1,40 |
PS0719 |
PL0000108148 |
102,86 |
102,98 |
1,52 |
1,45 |
102,92 |
1,49 |
DS1019 |
PL0000105441 |
107,34 |
107,51 |
1,63 |
1,55 |
107,43 |
1,59 |
WZ0120 |
PL0000108601 |
100,46 |
100,69 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,06 |
99,24 |
1,89 |
1,82 |
99,15 |
1,86 |
DS1020 |
PL0000106126 |
109,12 |
109,27 |
2,03 |
1,98 |
109,20 |
2,00 |
WZ0121 |
PL0000106068 |
99,92 |
100,15 |
--- |
--- |
100,04 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,25 |
2,29 |
2,23 |
99,15 |
2,26 |
PS0721 |
PL0000109153 |
97,81 |
98,05 |
2,37 |
2,30 |
97,93 |
2,34 |
DS1021 |
PL0000106670 |
112,29 |
112,55 |
2,44 |
2,38 |
112,42 |
2,41 |
PS0422 |
PL0000109492 |
98,52 |
98,69 |
2,60 |
2,56 |
98,61 |
2,58 |
WS0922 |
PL0000102646 |
113,78 |
114,07 |
2,68 |
2,62 |
113,93 |
2,65 |
WZ1122 |
PL0000109377 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
PS0123 |
PL0000110151 |
98,39 |
98,69 |
2,83 |
2,77 |
98,54 |
2,80 |
IZ0823 |
PL0000105359 |
109,60 |
111,03 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
105,62 |
105,91 |
2,95 |
2,90 |
105,77 |
2,93 |
WZ0124 |
PL0000107454 |
98,15 |
98,67 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
99,75 |
100,14 |
3,28 |
3,23 |
99,95 |
3,25 |
WZ0126 |
PL0000108817 |
96,31 |
96,70 |
--- |
--- |
96,51 |
--- |
DS0726 |
PL0000108866 |
93,33 |
93,75 |
3,40 |
3,34 |
93,54 |
3,37 |
DS0727 |
PL0000109427 |
92,14 |
92,51 |
3,47 |
3,42 |
92,33 |
3,44 |
WS0429 |
PL0000105391 |
123,01 |
124,03 |
3,30 |
3,20 |
123,52 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,09 |
101,23 |
1,25 |
0,95 |
101,16 |
1,10 |
PS0718 |
PL0000107595 |
100,87 |
100,96 |
1,22 |
1,10 |
100,92 |
1,15 |
OK1018 |
PL0000109062 |
98,80 |
98,91 |
1,28 |
1,17 |
98,86 |
1,22 |
WZ0119 |
PL0000107603 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,08 |
1,40 |
1,35 |
98,05 |
1,37 |
PS0719 |
PL0000108148 |
102,88 |
103,01 |
1,51 |
1,44 |
102,95 |
1,47 |
DS1019 |
PL0000105441 |
107,42 |
107,55 |
1,59 |
1,53 |
107,49 |
1,56 |
WZ0120 |
PL0000108601 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,23 |
99,36 |
1,82 |
1,77 |
99,30 |
1,79 |
DS1020 |
PL0000106126 |
109,28 |
109,45 |
1,97 |
1,92 |
109,37 |
1,94 |
WZ0121 |
PL0000106068 |
99,96 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0421 |
PL0000108916 |
99,28 |
99,44 |
2,22 |
2,17 |
99,36 |
2,19 |
PS0721 |
PL0000109153 |
98,13 |
98,30 |
2,28 |
2,23 |
98,22 |
2,25 |
DS1021 |
PL0000106670 |
112,60 |
112,82 |
2,36 |
2,31 |
112,71 |
2,34 |
PS0422 |
PL0000109492 |
98,79 |
98,94 |
2,54 |
2,50 |
98,87 |
2,52 |
WS0922 |
PL0000102646 |
114,22 |
114,48 |
2,59 |
2,54 |
114,35 |
2,57 |
WZ1122 |
PL0000109377 |
98,82 |
98,99 |
--- |
--- |
98,91 |
--- |
PS0123 |
PL0000110151 |
98,83 |
99,00 |
2,74 |
2,71 |
98,92 |
2,72 |
IZ0823 |
PL0000105359 |
109,89 |
111,08 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
106,15 |
106,42 |
2,86 |
2,81 |
106,29 |
2,83 |
WZ0124 |
PL0000107454 |
98,20 |
98,65 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
100,49 |
100,70 |
3,17 |
3,14 |
100,60 |
3,16 |
WZ0126 |
PL0000108817 |
96,45 |
96,81 |
--- |
--- |
96,63 |
--- |
DS0726 |
PL0000108866 |
93,91 |
94,21 |
3,31 |
3,27 |
94,06 |
3,29 |
DS0727 |
PL0000109427 |
92,79 |
93,11 |
3,38 |
3,34 |
92,95 |
3,36 |
WS0429 |
PL0000105391 |
123,86 |
124,72 |
3,22 |
3,14 |
124,29 |
3,18 |
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 |
1,450 |
1,450 |
1,450 |
160 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
40 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
200 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
10 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
40 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
110 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
140 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
175 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,380 |
1,440 |
1,436 |
75 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
50 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
120 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
400 |
TOTAL |
1 735 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.