2017-11-15 |
MARKET DATA |
No 220 (3253) |
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 |
272,50 |
282,84 |
14 |
1 380,00 |
1 378,58 |
9 |
1 652,50 |
1 661,42 |
23 |
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 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,87 |
100,92 |
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 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,88 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,40 |
107,40 |
107,390 |
107,390 |
107,390 |
107,390 |
107,390 |
5 000 |
5,39 |
1 |
PS0420 |
PL0000108510 |
99,24 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,02 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,32 |
109,33 |
109,320 |
109,320 |
109,320 |
109,320 |
109,320 |
10 000 |
10,97 |
2 |
PS0421 |
PL0000108916 |
99,30 |
99,33 |
99,280 |
99,280 |
99,280 |
99,280 |
99,280 |
75 000 |
75,31 |
1 |
PS0721 |
PL0000109153 |
98,12 |
98,11 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
7 500 |
7,40 |
1 |
DS1021 |
PL0000106670 |
112,58 |
112,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,75 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,29 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,85 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,09 |
106,02 |
106,030 |
106,030 |
106,030 |
106,030 |
106,030 |
75 000 |
79,71 |
1 |
DS0725 |
PL0000108197 |
100,25 |
100,22 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
30 000 |
30,37 |
1 |
DS0726 |
PL0000108866 |
93,73 |
93,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,50 |
92,49 |
92,520 |
92,530 |
92,500 |
92,500 |
92,506 |
45 000 |
41,98 |
4 |
WS0428 |
PL0000107611 |
92,14 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,51 |
123,55 |
123,580 |
123,620 |
123,580 |
123,620 |
123,600 |
25 000 |
31,71 |
3 |
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 |
110,70 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,69 |
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 |
98,91 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,48 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,42 |
94,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
272 500 |
282,84 |
14 |
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 |
101,19 |
1,23 |
0,99 |
101,14 |
1,10 |
PS0718 |
PL0000107595 |
100,83 |
100,94 |
1,27 |
1,11 |
100,89 |
1,18 |
OK1018 |
PL0000109062 |
98,78 |
98,89 |
1,32 |
1,20 |
98,84 |
1,25 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,08 |
1,43 |
1,36 |
98,03 |
1,40 |
PS0719 |
PL0000108148 |
102,85 |
102,94 |
1,52 |
1,47 |
102,90 |
1,49 |
DS1019 |
PL0000105441 |
107,36 |
107,45 |
1,61 |
1,56 |
107,41 |
1,58 |
WZ0120 |
PL0000108601 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,19 |
99,32 |
1,84 |
1,78 |
99,26 |
1,81 |
DS1020 |
PL0000106126 |
109,24 |
109,38 |
1,98 |
1,93 |
109,31 |
1,95 |
WZ0121 |
PL0000106068 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0421 |
PL0000108916 |
99,21 |
99,37 |
2,24 |
2,19 |
99,29 |
2,21 |
PS0721 |
PL0000109153 |
98,00 |
98,16 |
2,32 |
2,27 |
98,08 |
2,30 |
DS1021 |
PL0000106670 |
112,44 |
112,64 |
2,40 |
2,35 |
112,54 |
2,37 |
PS0422 |
PL0000109492 |
98,60 |
98,81 |
2,58 |
2,53 |
98,71 |
2,56 |
WS0922 |
PL0000102646 |
114,10 |
114,31 |
2,61 |
2,57 |
114,21 |
2,59 |
WZ1122 |
PL0000109377 |
98,82 |
99,05 |
--- |
--- |
98,94 |
--- |
PS0123 |
PL0000110151 |
98,64 |
98,85 |
2,78 |
2,74 |
98,75 |
2,76 |
IZ0823 |
PL0000105359 |
110,38 |
111,34 |
--- |
--- |
110,86 |
--- |
DS1023 |
PL0000107264 |
105,88 |
106,13 |
2,91 |
2,86 |
106,01 |
2,88 |
WZ0124 |
PL0000107454 |
98,21 |
98,60 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
100,04 |
100,33 |
3,24 |
3,20 |
100,19 |
3,22 |
WZ0126 |
PL0000108817 |
96,40 |
96,77 |
--- |
--- |
96,59 |
--- |
DS0726 |
PL0000108866 |
93,54 |
93,85 |
3,37 |
3,32 |
93,70 |
3,34 |
DS0727 |
PL0000109427 |
92,30 |
92,58 |
3,45 |
3,41 |
92,44 |
3,43 |
WS0429 |
PL0000105391 |
123,21 |
123,82 |
3,28 |
3,22 |
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 |
101,08 |
101,19 |
1,23 |
0,99 |
101,14 |
1,10 |
PS0718 |
PL0000107595 |
100,86 |
100,94 |
1,22 |
1,11 |
100,90 |
1,17 |
OK1018 |
PL0000109062 |
98,81 |
98,88 |
1,29 |
1,21 |
98,85 |
1,24 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,07 |
1,43 |
1,37 |
98,03 |
1,40 |
PS0719 |
PL0000108148 |
102,86 |
102,93 |
1,51 |
1,47 |
102,90 |
1,49 |
DS1019 |
PL0000105441 |
107,37 |
107,44 |
1,60 |
1,57 |
107,41 |
1,58 |
WZ0120 |
PL0000108601 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,19 |
99,33 |
1,84 |
1,78 |
99,26 |
1,81 |
DS1020 |
PL0000106126 |
109,26 |
109,40 |
1,97 |
1,92 |
109,33 |
1,95 |
WZ0121 |
PL0000106068 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0421 |
PL0000108916 |
99,22 |
99,37 |
2,23 |
2,19 |
99,30 |
2,21 |
PS0721 |
PL0000109153 |
98,02 |
98,20 |
2,31 |
2,26 |
98,11 |
2,29 |
DS1021 |
PL0000106670 |
112,52 |
112,66 |
2,38 |
2,34 |
112,59 |
2,36 |
PS0422 |
PL0000109492 |
98,62 |
98,82 |
2,58 |
2,53 |
98,72 |
2,56 |
WS0922 |
PL0000102646 |
114,09 |
114,22 |
2,61 |
2,59 |
114,16 |
2,60 |
WZ1122 |
PL0000109377 |
98,83 |
99,03 |
--- |
--- |
98,93 |
--- |
PS0123 |
PL0000110151 |
98,67 |
98,83 |
2,78 |
2,74 |
98,75 |
2,76 |
IZ0823 |
PL0000105359 |
110,38 |
111,35 |
--- |
--- |
110,87 |
--- |
DS1023 |
PL0000107264 |
105,87 |
106,10 |
2,91 |
2,87 |
105,99 |
2,89 |
WZ0124 |
PL0000107454 |
98,22 |
98,59 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
100,08 |
100,30 |
3,23 |
3,20 |
100,19 |
3,22 |
WZ0126 |
PL0000108817 |
96,40 |
96,80 |
--- |
--- |
96,60 |
--- |
DS0726 |
PL0000108866 |
93,59 |
93,82 |
3,36 |
3,33 |
93,71 |
3,34 |
DS0727 |
PL0000109427 |
92,36 |
92,61 |
3,44 |
3,41 |
92,49 |
3,42 |
WS0429 |
PL0000105391 |
123,20 |
123,78 |
3,28 |
3,23 |
123,49 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
120 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
260 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
370 |
TOTAL |
1 380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.