2017-11-17 |
MARKET DATA |
No 222 (3255) |
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 |
1 697,50 |
1 679,92 |
45 |
1 435,00 |
1 459,17 |
17 |
3 132,50 |
3 139,09 |
62 |
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 |
101,07 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,85 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,82 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,99 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,87 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,37 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,22 |
99,25 |
99,210 |
99,210 |
99,210 |
99,210 |
99,210 |
200 000 |
200,15 |
2 |
OK0720 |
PL0000110375 |
95,12 |
95,18 |
95,110 |
95,110 |
95,100 |
95,100 |
95,103 |
15 000 |
14,27 |
2 |
DS1020 |
PL0000106126 |
109,23 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,26 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,07 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,62 |
112,68 |
112,680 |
112,700 |
112,680 |
112,700 |
112,683 |
100 000 |
113,11 |
3 |
PS0422 |
PL0000109492 |
98,71 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,12 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,73 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,00 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,29 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,89 |
93,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,68 |
92,60 |
92,630 |
92,630 |
92,530 |
92,600 |
92,574 |
145 000 |
135,41 |
12 |
WS0428 |
PL0000107611 |
92,33 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,87 |
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 |
110,70 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,56 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,07 |
100,05 |
100,060 |
100,060 |
100,020 |
100,020 |
100,025 |
425 000 |
427,59 |
6 |
WZ1122 |
PL0000109377 |
98,90 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,49 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,74 |
96,60 |
96,590 |
96,640 |
96,530 |
96,640 |
96,571 |
812 500 |
789,39 |
20 |
WZ0528 |
PL0000110383 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 697 500 |
1 679,92 |
45 |
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 |
101,04 |
101,19 |
1,26 |
0,92 |
101,12 |
1,08 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,23 |
1,09 |
100,89 |
1,16 |
OK1018 |
PL0000109062 |
98,80 |
98,90 |
1,31 |
1,20 |
98,85 |
1,26 |
WZ0119 |
PL0000107603 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,05 |
1,46 |
1,39 |
98,01 |
1,42 |
PS0719 |
PL0000108148 |
102,83 |
102,92 |
1,52 |
1,47 |
102,88 |
1,49 |
DS1019 |
PL0000105441 |
107,31 |
107,41 |
1,61 |
1,56 |
107,36 |
1,59 |
WZ0120 |
PL0000108601 |
100,48 |
100,72 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,17 |
99,31 |
1,85 |
1,79 |
99,24 |
1,82 |
DS1020 |
PL0000106126 |
109,21 |
109,34 |
1,98 |
1,93 |
109,28 |
1,95 |
WZ0121 |
PL0000106068 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,40 |
2,23 |
2,18 |
99,32 |
2,20 |
PS0721 |
PL0000109153 |
98,05 |
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 |
98,67 |
98,85 |
2,57 |
2,52 |
98,76 |
2,55 |
WS0922 |
PL0000102646 |
114,09 |
114,31 |
2,61 |
2,56 |
114,20 |
2,59 |
WZ1122 |
PL0000109377 |
98,83 |
99,05 |
--- |
--- |
98,94 |
--- |
PS0123 |
PL0000110151 |
98,69 |
98,95 |
2,77 |
2,72 |
98,82 |
2,75 |
IZ0823 |
PL0000105359 |
110,29 |
111,53 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
105,97 |
106,21 |
2,89 |
2,84 |
106,09 |
2,87 |
WZ0124 |
PL0000107454 |
98,23 |
98,60 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
100,26 |
100,56 |
3,21 |
3,16 |
100,41 |
3,18 |
WZ0126 |
PL0000108817 |
96,56 |
96,92 |
--- |
--- |
96,74 |
--- |
DS0726 |
PL0000108866 |
93,84 |
94,14 |
3,33 |
3,28 |
93,99 |
3,31 |
DS0727 |
PL0000109427 |
92,61 |
92,88 |
3,41 |
3,37 |
92,75 |
3,39 |
WS0429 |
PL0000105391 |
123,51 |
124,13 |
3,25 |
3,19 |
123,82 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,03 |
101,18 |
1,28 |
0,94 |
101,11 |
1,10 |
PS0718 |
PL0000107595 |
100,84 |
100,94 |
1,23 |
1,09 |
100,89 |
1,16 |
OK1018 |
PL0000109062 |
98,80 |
98,90 |
1,31 |
1,20 |
98,85 |
1,26 |
WZ0119 |
PL0000107603 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,95 |
98,04 |
1,46 |
1,40 |
98,00 |
1,43 |
PS0719 |
PL0000108148 |
102,82 |
102,91 |
1,53 |
1,47 |
102,87 |
1,50 |
DS1019 |
PL0000105441 |
107,33 |
107,41 |
1,60 |
1,56 |
107,37 |
1,58 |
WZ0120 |
PL0000108601 |
100,42 |
100,69 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,16 |
99,28 |
1,85 |
1,80 |
99,22 |
1,83 |
DS1020 |
PL0000106126 |
109,16 |
109,29 |
1,99 |
1,95 |
109,23 |
1,97 |
WZ0121 |
PL0000106068 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0421 |
PL0000108916 |
99,18 |
99,32 |
2,25 |
2,20 |
99,25 |
2,23 |
PS0721 |
PL0000109153 |
97,98 |
98,14 |
2,33 |
2,28 |
98,06 |
2,30 |
DS1021 |
PL0000106670 |
112,56 |
112,72 |
2,36 |
2,32 |
112,64 |
2,34 |
PS0422 |
PL0000109492 |
98,62 |
98,80 |
2,58 |
2,54 |
98,71 |
2,56 |
WS0922 |
PL0000102646 |
113,99 |
114,21 |
2,63 |
2,58 |
114,10 |
2,61 |
WZ1122 |
PL0000109377 |
98,75 |
98,96 |
--- |
--- |
98,86 |
--- |
PS0123 |
PL0000110151 |
98,64 |
98,86 |
2,78 |
2,74 |
98,75 |
2,76 |
IZ0823 |
PL0000105359 |
110,43 |
111,54 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,10 |
2,91 |
2,86 |
105,98 |
2,89 |
WZ0124 |
PL0000107454 |
98,27 |
98,49 |
--- |
--- |
98,38 |
--- |
DS0725 |
PL0000108197 |
100,14 |
100,39 |
3,23 |
3,19 |
100,27 |
3,21 |
WZ0126 |
PL0000108817 |
96,54 |
96,75 |
--- |
--- |
96,65 |
--- |
DS0726 |
PL0000108866 |
93,79 |
94,00 |
3,33 |
3,30 |
93,90 |
3,32 |
DS0727 |
PL0000109427 |
92,53 |
92,75 |
3,42 |
3,39 |
92,64 |
3,40 |
WS0429 |
PL0000105391 |
123,41 |
124,04 |
3,26 |
3,20 |
123,73 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
135 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
40 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
95 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
40 |
PS0721 |
PL0000109153 |
0/7 |
7 |
1,430 |
1,430 |
1,430 |
340 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
20 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
20 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
105 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
75 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
15 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
10 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
400 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
20 |
TOTAL |
1 435 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.