2017-11-16 |
MARKET DATA |
No 221 (3254) |
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 |
1 777,50 |
1 764,86 |
60 |
980,00 |
1 021,80 |
13 |
2 757,50 |
2 786,66 |
73 |
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 |
101,09 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,86 |
100,92 |
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 |
98,02 |
98,040 |
98,040 |
98,000 |
98,000 |
98,016 |
1 095 000 |
1 073,27 |
15 |
PS0719 |
PL0000108148 |
102,90 |
102,89 |
102,890 |
102,890 |
102,890 |
102,890 |
102,890 |
25 000 |
25,99 |
2 |
DS1019 |
PL0000105441 |
107,39 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,28 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,16 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,33 |
109,30 |
109,290 |
109,290 |
109,290 |
109,290 |
109,290 |
10 000 |
10,97 |
1 |
PS0421 |
PL0000108916 |
99,35 |
99,21 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
25 000 |
25,12 |
3 |
PS0721 |
PL0000109153 |
98,15 |
98,01 |
98,070 |
98,070 |
98,070 |
98,070 |
98,070 |
100 000 |
98,64 |
1 |
DS1021 |
PL0000106670 |
112,71 |
112,57 |
112,570 |
112,600 |
112,570 |
112,600 |
112,586 |
145 000 |
163,84 |
5 |
PS0422 |
PL0000109492 |
98,82 |
98,72 |
98,680 |
98,820 |
98,680 |
98,810 |
98,798 |
110 000 |
110,09 |
15 |
WS0922 |
PL0000102646 |
114,23 |
114,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,88 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,10 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,40 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,93 |
93,67 |
93,600 |
93,920 |
93,600 |
93,920 |
93,879 |
157 500 |
149,13 |
7 |
DS0727 |
PL0000109427 |
92,75 |
92,32 |
92,320 |
92,760 |
92,320 |
92,760 |
92,647 |
95 000 |
88,78 |
10 |
WS0428 |
PL0000107611 |
92,33 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,72 |
123,51 |
123,560 |
123,560 |
123,560 |
123,560 |
123,560 |
15 000 |
19,03 |
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 |
110,66 |
110,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,56 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,93 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,28 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,64 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,50 |
94,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 777 500 |
1 764,86 |
60 |
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 |
101,06 |
101,17 |
1,23 |
0,98 |
101,12 |
1,09 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,24 |
1,09 |
100,89 |
1,17 |
OK1018 |
PL0000109062 |
98,81 |
98,89 |
1,30 |
1,21 |
98,85 |
1,25 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,08 |
1,43 |
1,37 |
98,04 |
1,40 |
PS0719 |
PL0000108148 |
102,84 |
102,94 |
1,52 |
1,46 |
102,89 |
1,49 |
DS1019 |
PL0000105441 |
107,34 |
107,43 |
1,60 |
1,56 |
107,39 |
1,58 |
WZ0120 |
PL0000108601 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,19 |
99,32 |
1,84 |
1,79 |
99,26 |
1,81 |
DS1020 |
PL0000106126 |
109,23 |
109,36 |
1,97 |
1,93 |
109,30 |
1,95 |
WZ0121 |
PL0000106068 |
99,99 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0421 |
PL0000108916 |
99,18 |
99,35 |
2,25 |
2,20 |
99,27 |
2,22 |
PS0721 |
PL0000109153 |
98,00 |
98,19 |
2,32 |
2,27 |
98,10 |
2,29 |
DS1021 |
PL0000106670 |
112,52 |
112,69 |
2,37 |
2,33 |
112,61 |
2,35 |
PS0422 |
PL0000109492 |
98,60 |
98,81 |
2,59 |
2,53 |
98,71 |
2,56 |
WS0922 |
PL0000102646 |
114,03 |
114,25 |
2,62 |
2,58 |
114,14 |
2,60 |
WZ1122 |
PL0000109377 |
98,82 |
99,05 |
--- |
--- |
98,94 |
--- |
PS0123 |
PL0000110151 |
98,62 |
98,88 |
2,79 |
2,73 |
98,75 |
2,76 |
IZ0823 |
PL0000105359 |
110,31 |
111,51 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,08 |
2,91 |
2,87 |
105,95 |
2,89 |
WZ0124 |
PL0000107454 |
98,22 |
98,59 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
99,97 |
100,25 |
3,25 |
3,21 |
100,11 |
3,23 |
WZ0126 |
PL0000108817 |
96,39 |
96,79 |
--- |
--- |
96,59 |
--- |
DS0726 |
PL0000108866 |
93,55 |
93,82 |
3,37 |
3,33 |
93,69 |
3,35 |
DS0727 |
PL0000109427 |
92,21 |
92,57 |
3,46 |
3,41 |
92,39 |
3,43 |
WS0429 |
PL0000105391 |
123,14 |
123,83 |
3,28 |
3,22 |
123,49 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,06 |
101,17 |
1,23 |
0,98 |
101,12 |
1,09 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,24 |
1,09 |
100,89 |
1,17 |
OK1018 |
PL0000109062 |
98,79 |
98,90 |
1,32 |
1,20 |
98,85 |
1,25 |
WZ0119 |
PL0000107603 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,05 |
1,45 |
1,39 |
98,01 |
1,42 |
PS0719 |
PL0000108148 |
102,83 |
102,92 |
1,52 |
1,47 |
102,88 |
1,49 |
DS1019 |
PL0000105441 |
107,34 |
107,43 |
1,60 |
1,56 |
107,39 |
1,58 |
WZ0120 |
PL0000108601 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,17 |
99,31 |
1,85 |
1,79 |
99,24 |
1,82 |
DS1020 |
PL0000106126 |
109,20 |
109,35 |
1,98 |
1,93 |
109,28 |
1,96 |
WZ0121 |
PL0000106068 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,39 |
2,23 |
2,18 |
99,31 |
2,21 |
PS0721 |
PL0000109153 |
98,04 |
98,21 |
2,31 |
2,26 |
98,13 |
2,28 |
DS1021 |
PL0000106670 |
112,60 |
112,78 |
2,35 |
2,31 |
112,69 |
2,33 |
PS0422 |
PL0000109492 |
98,70 |
98,85 |
2,56 |
2,52 |
98,78 |
2,54 |
WS0922 |
PL0000102646 |
114,09 |
114,25 |
2,61 |
2,58 |
114,17 |
2,59 |
WZ1122 |
PL0000109377 |
98,82 |
99,02 |
--- |
--- |
98,92 |
--- |
PS0123 |
PL0000110151 |
98,70 |
98,88 |
2,77 |
2,73 |
98,79 |
2,75 |
IZ0823 |
PL0000105359 |
110,42 |
111,40 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
105,97 |
106,22 |
2,89 |
2,84 |
106,10 |
2,86 |
WZ0124 |
PL0000107454 |
98,25 |
98,60 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,50 |
3,20 |
3,17 |
100,40 |
3,19 |
WZ0126 |
PL0000108817 |
96,59 |
96,94 |
--- |
--- |
96,77 |
--- |
DS0726 |
PL0000108866 |
93,82 |
94,07 |
3,33 |
3,29 |
93,95 |
3,31 |
DS0727 |
PL0000109427 |
92,66 |
92,91 |
3,40 |
3,37 |
92,79 |
3,38 |
WS0429 |
PL0000105391 |
123,46 |
124,20 |
3,25 |
3,19 |
123,83 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
105 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
10 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
40 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
260 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
75 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,410 |
1,361 |
330 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
TOTAL |
980 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.