2017-11-14 |
MARKET DATA |
No 219 (3252) |
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 |
165,00 |
164,74 |
10 |
2 270,00 |
2 272,15 |
18 |
2 435,00 |
2 436,89 |
28 |
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 |
101,10 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,86 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,99 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,88 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,40 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,20 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,05 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,26 |
109,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,20 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,00 |
98,02 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
100 000 |
98,60 |
1 |
DS1021 |
PL0000106670 |
112,45 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,68 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,08 |
114,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,63 |
98,67 |
98,630 |
98,690 |
98,630 |
98,690 |
98,667 |
30 000 |
30,21 |
3 |
DS1023 |
PL0000107264 |
105,88 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,05 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,59 |
93,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,38 |
92,31 |
92,290 |
92,360 |
92,250 |
92,360 |
92,316 |
25 000 |
23,27 |
5 |
WS0428 |
PL0000107611 |
91,90 |
95,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,37 |
123,47 |
123,370 |
123,370 |
123,370 |
123,370 |
123,370 |
10 000 |
12,66 |
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 |
110,50 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,92 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,30 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,42 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,36 |
94,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
164,74 |
10 |
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 |
101,09 |
101,20 |
1,22 |
0,98 |
101,15 |
1,09 |
PS0718 |
PL0000107595 |
100,84 |
100,95 |
1,26 |
1,10 |
100,90 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,89 |
1,31 |
1,19 |
98,84 |
1,25 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,44 |
1,37 |
98,01 |
1,41 |
PS0719 |
PL0000108148 |
102,82 |
102,91 |
1,54 |
1,49 |
102,87 |
1,51 |
DS1019 |
PL0000105441 |
107,31 |
107,43 |
1,64 |
1,58 |
107,37 |
1,61 |
WZ0120 |
PL0000108601 |
100,50 |
100,76 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,12 |
99,26 |
1,87 |
1,81 |
99,19 |
1,84 |
DS1020 |
PL0000106126 |
109,13 |
109,27 |
2,02 |
1,97 |
109,20 |
1,99 |
WZ0121 |
PL0000106068 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0421 |
PL0000108916 |
99,13 |
99,30 |
2,26 |
2,21 |
99,22 |
2,23 |
PS0721 |
PL0000109153 |
97,88 |
98,07 |
2,35 |
2,30 |
97,98 |
2,32 |
DS1021 |
PL0000106670 |
112,38 |
112,56 |
2,42 |
2,37 |
112,47 |
2,39 |
PS0422 |
PL0000109492 |
98,53 |
98,74 |
2,60 |
2,55 |
98,64 |
2,57 |
WS0922 |
PL0000102646 |
113,96 |
114,19 |
2,64 |
2,60 |
114,08 |
2,62 |
WZ1122 |
PL0000109377 |
98,81 |
99,03 |
--- |
--- |
98,92 |
--- |
PS0123 |
PL0000110151 |
98,53 |
98,78 |
2,81 |
2,75 |
98,66 |
2,78 |
IZ0823 |
PL0000105359 |
110,26 |
111,29 |
--- |
--- |
110,78 |
--- |
DS1023 |
PL0000107264 |
105,76 |
106,02 |
2,93 |
2,88 |
105,89 |
2,90 |
WZ0124 |
PL0000107454 |
98,22 |
98,64 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
99,91 |
100,21 |
3,26 |
3,21 |
100,06 |
3,24 |
WZ0126 |
PL0000108817 |
96,37 |
96,76 |
--- |
--- |
96,57 |
--- |
DS0726 |
PL0000108866 |
93,42 |
93,74 |
3,38 |
3,34 |
93,58 |
3,36 |
DS0727 |
PL0000109427 |
92,18 |
92,50 |
3,46 |
3,42 |
92,34 |
3,44 |
WS0429 |
PL0000105391 |
123,08 |
123,75 |
3,29 |
3,23 |
123,42 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,09 |
101,20 |
1,22 |
0,98 |
101,15 |
1,09 |
PS0718 |
PL0000107595 |
100,84 |
100,95 |
1,26 |
1,10 |
100,90 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,88 |
1,31 |
1,21 |
98,83 |
1,26 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,06 |
1,44 |
1,37 |
98,02 |
1,40 |
PS0719 |
PL0000108148 |
102,86 |
102,93 |
1,52 |
1,48 |
102,90 |
1,49 |
DS1019 |
PL0000105441 |
107,37 |
107,45 |
1,61 |
1,57 |
107,41 |
1,59 |
WZ0120 |
PL0000108601 |
100,50 |
100,76 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,17 |
99,30 |
1,85 |
1,79 |
99,24 |
1,82 |
DS1020 |
PL0000106126 |
109,22 |
109,33 |
1,99 |
1,95 |
109,28 |
1,97 |
WZ0121 |
PL0000106068 |
100,01 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,31 |
2,25 |
2,21 |
99,24 |
2,23 |
PS0721 |
PL0000109153 |
97,94 |
98,12 |
2,34 |
2,28 |
98,03 |
2,31 |
DS1021 |
PL0000106670 |
112,42 |
112,57 |
2,41 |
2,37 |
112,50 |
2,39 |
PS0422 |
PL0000109492 |
98,60 |
98,75 |
2,58 |
2,55 |
98,68 |
2,57 |
WS0922 |
PL0000102646 |
114,03 |
114,20 |
2,63 |
2,59 |
114,12 |
2,61 |
WZ1122 |
PL0000109377 |
98,82 |
99,01 |
--- |
--- |
98,92 |
--- |
PS0123 |
PL0000110151 |
98,53 |
98,72 |
2,81 |
2,77 |
98,63 |
2,78 |
IZ0823 |
PL0000105359 |
110,14 |
111,25 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
105,78 |
106,04 |
2,92 |
2,88 |
105,91 |
2,90 |
WZ0124 |
PL0000107454 |
98,21 |
98,62 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
99,99 |
100,25 |
3,25 |
3,21 |
100,12 |
3,23 |
WZ0126 |
PL0000108817 |
96,36 |
96,75 |
--- |
--- |
96,56 |
--- |
DS0726 |
PL0000108866 |
93,50 |
93,76 |
3,37 |
3,34 |
93,63 |
3,35 |
DS0727 |
PL0000109427 |
92,28 |
92,47 |
3,45 |
3,42 |
92,38 |
3,43 |
WS0429 |
PL0000105391 |
123,03 |
123,69 |
3,30 |
3,23 |
123,36 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
325 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
400 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
40 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,000 |
1,300 |
1,218 |
275 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,430 |
1,425 |
380 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
140 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
TOTAL |
2 270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.