2017-11-20 |
MARKET DATA |
No 223 (3256) |
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 |
902,50 |
898,28 |
19 |
1 520,00 |
1 606,12 |
13 |
2 422,50 |
2 504,40 |
32 |
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 |
101,04 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,85 |
100,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,81 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,00 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,89 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,36 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,22 |
99,25 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
100 000 |
100,09 |
1 |
OK0720 |
PL0000110375 |
95,13 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,21 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,22 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,55 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,64 |
98,66 |
98,610 |
98,610 |
98,590 |
98,590 |
98,594 |
50 000 |
49,95 |
2 |
WS0922 |
PL0000102646 |
114,02 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,63 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,89 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,24 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,74 |
93,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,54 |
92,46 |
92,520 |
92,530 |
92,500 |
92,500 |
92,516 |
25 000 |
23,33 |
3 |
WS0428 |
PL0000107611 |
92,13 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,59 |
123,62 |
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 |
100,12 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
12 500 |
12,57 |
1 |
WZ1122 |
PL0000109377 |
98,80 |
98,82 |
98,760 |
98,760 |
98,710 |
98,710 |
98,737 |
715 000 |
712,34 |
12 |
WZ0124 |
PL0000107454 |
98,35 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,60 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,40 |
94,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
902 500 |
898,28 |
19 |
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 |
101,03 |
101,18 |
1,27 |
0,92 |
101,11 |
1,08 |
PS0718 |
PL0000107595 |
100,83 |
100,93 |
1,24 |
1,10 |
100,88 |
1,17 |
OK1018 |
PL0000109062 |
98,78 |
98,88 |
1,34 |
1,23 |
98,83 |
1,28 |
WZ0119 |
PL0000107603 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,46 |
1,39 |
98,01 |
1,42 |
PS0719 |
PL0000108148 |
102,85 |
102,94 |
1,51 |
1,45 |
102,90 |
1,48 |
DS1019 |
PL0000105441 |
107,32 |
107,42 |
1,60 |
1,55 |
107,37 |
1,58 |
WZ0120 |
PL0000108601 |
100,42 |
100,69 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,16 |
99,29 |
1,85 |
1,80 |
99,23 |
1,82 |
OK0720 |
PL0000110375 |
95,07 |
95,27 |
1,91 |
1,83 |
95,17 |
1,87 |
DS1020 |
PL0000106126 |
109,17 |
109,30 |
1,99 |
1,94 |
109,24 |
1,96 |
WZ0121 |
PL0000106068 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,34 |
2,25 |
2,20 |
99,27 |
2,22 |
PS0721 |
PL0000109153 |
97,98 |
98,15 |
2,33 |
2,28 |
98,07 |
2,30 |
DS1021 |
PL0000106670 |
112,51 |
112,70 |
2,37 |
2,32 |
112,61 |
2,35 |
PS0422 |
PL0000109492 |
98,60 |
98,78 |
2,59 |
2,54 |
98,69 |
2,56 |
WS0922 |
PL0000102646 |
113,98 |
114,20 |
2,63 |
2,58 |
114,09 |
2,61 |
WZ1122 |
PL0000109377 |
98,74 |
98,97 |
--- |
--- |
98,86 |
--- |
PS0123 |
PL0000110151 |
98,59 |
98,85 |
2,79 |
2,74 |
98,72 |
2,77 |
IZ0823 |
PL0000105359 |
110,41 |
111,40 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,10 |
2,91 |
2,86 |
105,98 |
2,89 |
WZ0124 |
PL0000107454 |
98,20 |
98,53 |
--- |
--- |
98,37 |
--- |
DS0725 |
PL0000108197 |
100,10 |
100,41 |
3,23 |
3,19 |
100,26 |
3,21 |
WZ0126 |
PL0000108817 |
96,47 |
96,80 |
--- |
--- |
96,64 |
--- |
DS0726 |
PL0000108866 |
93,69 |
93,99 |
3,35 |
3,31 |
93,84 |
3,33 |
DS0727 |
PL0000109427 |
92,46 |
92,70 |
3,43 |
3,40 |
92,58 |
3,41 |
WZ0528 |
PL0000110383 |
94,27 |
94,87 |
--- |
--- |
94,57 |
--- |
WS0429 |
PL0000105391 |
123,38 |
123,99 |
3,26 |
3,20 |
123,69 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,03 |
101,19 |
1,27 |
0,90 |
101,11 |
1,08 |
PS0718 |
PL0000107595 |
100,83 |
100,93 |
1,24 |
1,10 |
100,88 |
1,17 |
OK1018 |
PL0000109062 |
98,79 |
98,88 |
1,33 |
1,23 |
98,84 |
1,27 |
WZ0119 |
PL0000107603 |
100,42 |
100,70 |
--- |
--- |
100,56 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,05 |
1,46 |
1,39 |
98,01 |
1,42 |
PS0719 |
PL0000108148 |
102,85 |
102,94 |
1,51 |
1,45 |
102,90 |
1,48 |
DS1019 |
PL0000105441 |
107,32 |
107,40 |
1,60 |
1,56 |
107,36 |
1,58 |
WZ0120 |
PL0000108601 |
100,31 |
100,67 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,27 |
1,86 |
1,81 |
99,21 |
1,83 |
OK0720 |
PL0000110375 |
95,06 |
95,24 |
1,91 |
1,84 |
95,15 |
1,88 |
DS1020 |
PL0000106126 |
109,16 |
109,27 |
1,99 |
1,95 |
109,22 |
1,97 |
WZ0121 |
PL0000106068 |
99,91 |
100,12 |
--- |
--- |
100,02 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,29 |
2,25 |
2,21 |
99,23 |
2,23 |
PS0721 |
PL0000109153 |
97,91 |
98,08 |
2,35 |
2,30 |
98,00 |
2,32 |
DS1021 |
PL0000106670 |
112,48 |
112,63 |
2,38 |
2,34 |
112,56 |
2,36 |
PS0422 |
PL0000109492 |
98,56 |
98,70 |
2,60 |
2,56 |
98,63 |
2,58 |
WS0922 |
PL0000102646 |
113,87 |
114,10 |
2,65 |
2,61 |
113,99 |
2,63 |
WZ1122 |
PL0000109377 |
98,62 |
98,85 |
--- |
--- |
98,74 |
--- |
PS0123 |
PL0000110151 |
98,49 |
98,65 |
2,81 |
2,78 |
98,57 |
2,80 |
IZ0823 |
PL0000105359 |
110,47 |
111,47 |
--- |
--- |
110,97 |
--- |
DS1023 |
PL0000107264 |
105,71 |
105,95 |
2,93 |
2,89 |
105,83 |
2,91 |
WZ0124 |
PL0000107454 |
98,09 |
98,55 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
99,97 |
100,24 |
3,25 |
3,21 |
100,11 |
3,23 |
WZ0126 |
PL0000108817 |
96,46 |
96,80 |
--- |
--- |
96,63 |
--- |
DS0726 |
PL0000108866 |
93,56 |
93,80 |
3,37 |
3,33 |
93,68 |
3,35 |
DS0727 |
PL0000109427 |
92,30 |
92,53 |
3,45 |
3,42 |
92,42 |
3,43 |
WZ0528 |
PL0000110383 |
94,23 |
94,73 |
--- |
--- |
94,48 |
--- |
WS0429 |
PL0000105391 |
123,16 |
123,81 |
3,28 |
3,22 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
175 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
95 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
190 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
145 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
200 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
260 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
115 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,200 |
1,350 |
1,214 |
220 |
TOTAL |
1 520 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.