2017-11-22 |
MARKET DATA |
No 225 (3258) |
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 |
460,00 |
448,29 |
32 |
2 735,00 |
2 822,48 |
13 |
3 195,00 |
3 270,77 |
45 |
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 |
101,03 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,83 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,02 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,84 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,35 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,21 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,10 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,28 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,23 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,09 |
98,10 |
98,110 |
98,120 |
98,110 |
98,120 |
98,117 |
30 000 |
29,61 |
2 |
DS1021 |
PL0000106670 |
112,69 |
112,70 |
112,650 |
112,650 |
112,650 |
112,650 |
112,650 |
20 000 |
22,62 |
2 |
PS0422 |
PL0000109492 |
98,71 |
98,68 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
10 000 |
10,01 |
1 |
WS0922 |
PL0000102646 |
114,05 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,73 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,93 |
106,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,25 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
93,85 |
93,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,71 |
92,55 |
92,500 |
92,820 |
92,500 |
92,820 |
92,657 |
230 000 |
215,03 |
20 |
WS0428 |
PL0000107611 |
92,35 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
123,90 |
124,110 |
124,110 |
124,110 |
124,110 |
124,110 |
10 000 |
12,75 |
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 |
110,80 |
110,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,99 |
98,85 |
98,900 |
98,990 |
98,900 |
98,990 |
98,919 |
160 000 |
158,27 |
6 |
WZ0124 |
PL0000107454 |
98,35 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,70 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,52 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
460 000 |
448,29 |
32 |
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 |
101,02 |
101,19 |
1,26 |
0,86 |
101,11 |
1,05 |
PS0718 |
PL0000107595 |
100,81 |
100,93 |
1,26 |
1,08 |
100,87 |
1,17 |
OK1018 |
PL0000109062 |
98,81 |
98,92 |
1,31 |
1,19 |
98,87 |
1,25 |
WZ0119 |
PL0000107603 |
100,52 |
100,76 |
--- |
--- |
100,64 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,09 |
1,45 |
1,37 |
98,04 |
1,41 |
PS0719 |
PL0000108148 |
102,82 |
102,97 |
1,52 |
1,43 |
102,90 |
1,47 |
DS1019 |
PL0000105441 |
107,32 |
107,46 |
1,59 |
1,52 |
107,39 |
1,56 |
WZ0120 |
PL0000108601 |
100,42 |
100,73 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,18 |
99,33 |
1,85 |
1,78 |
99,26 |
1,81 |
OK0720 |
PL0000110375 |
95,08 |
95,33 |
1,91 |
1,81 |
95,21 |
1,86 |
DS1020 |
PL0000106126 |
109,22 |
109,42 |
1,96 |
1,90 |
109,32 |
1,93 |
WZ0121 |
PL0000106068 |
99,96 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0421 |
PL0000108916 |
99,18 |
99,40 |
2,25 |
2,18 |
99,29 |
2,21 |
PS0721 |
PL0000109153 |
97,99 |
98,21 |
2,33 |
2,26 |
98,10 |
2,29 |
DS1021 |
PL0000106670 |
112,59 |
112,78 |
2,35 |
2,30 |
112,69 |
2,32 |
PS0422 |
PL0000109492 |
98,64 |
98,83 |
2,58 |
2,53 |
98,74 |
2,55 |
WS0922 |
PL0000102646 |
113,97 |
114,19 |
2,63 |
2,58 |
114,08 |
2,61 |
WZ1122 |
PL0000109377 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
PS0123 |
PL0000110151 |
98,61 |
98,88 |
2,79 |
2,73 |
98,75 |
2,76 |
IZ0823 |
PL0000105359 |
110,40 |
111,48 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
105,85 |
106,12 |
2,91 |
2,86 |
105,99 |
2,88 |
WZ0124 |
PL0000107454 |
98,21 |
98,61 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
100,15 |
100,45 |
3,22 |
3,18 |
100,30 |
3,20 |
WZ0126 |
PL0000108817 |
96,54 |
96,89 |
--- |
--- |
96,72 |
--- |
DS0726 |
PL0000108866 |
93,70 |
94,04 |
3,35 |
3,30 |
93,87 |
3,32 |
DS0727 |
PL0000109427 |
92,48 |
92,85 |
3,42 |
3,38 |
92,67 |
3,40 |
WZ0528 |
PL0000110383 |
94,38 |
94,91 |
--- |
--- |
94,65 |
--- |
WS0429 |
PL0000105391 |
123,41 |
124,18 |
3,26 |
3,19 |
123,80 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,02 |
101,19 |
1,26 |
0,86 |
101,11 |
1,05 |
PS0718 |
PL0000107595 |
100,81 |
100,93 |
1,26 |
1,08 |
100,87 |
1,17 |
OK1018 |
PL0000109062 |
98,81 |
98,90 |
1,31 |
1,21 |
98,86 |
1,26 |
WZ0119 |
PL0000107603 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,08 |
1,45 |
1,38 |
98,03 |
1,41 |
PS0719 |
PL0000108148 |
102,83 |
102,97 |
1,51 |
1,43 |
102,90 |
1,47 |
DS1019 |
PL0000105441 |
107,33 |
107,46 |
1,59 |
1,52 |
107,40 |
1,55 |
WZ0120 |
PL0000108601 |
100,43 |
100,74 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,18 |
99,35 |
1,85 |
1,77 |
99,27 |
1,81 |
OK0720 |
PL0000110375 |
95,06 |
95,31 |
1,92 |
1,82 |
95,19 |
1,86 |
DS1020 |
PL0000106126 |
109,24 |
109,42 |
1,96 |
1,90 |
109,33 |
1,93 |
WZ0121 |
PL0000106068 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,37 |
2,25 |
2,19 |
99,28 |
2,22 |
PS0721 |
PL0000109153 |
98,02 |
98,25 |
2,32 |
2,25 |
98,14 |
2,28 |
DS1021 |
PL0000106670 |
112,64 |
112,80 |
2,33 |
2,29 |
112,72 |
2,31 |
PS0422 |
PL0000109492 |
98,65 |
98,82 |
2,57 |
2,53 |
98,74 |
2,55 |
WS0922 |
PL0000102646 |
113,98 |
114,20 |
2,63 |
2,58 |
114,09 |
2,60 |
WZ1122 |
PL0000109377 |
98,89 |
99,05 |
--- |
--- |
98,97 |
--- |
PS0123 |
PL0000110151 |
98,61 |
98,81 |
2,79 |
2,75 |
98,71 |
2,77 |
IZ0823 |
PL0000105359 |
110,50 |
111,42 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,14 |
2,91 |
2,86 |
106,00 |
2,88 |
WZ0124 |
PL0000107454 |
98,31 |
98,62 |
--- |
--- |
98,47 |
--- |
DS0725 |
PL0000108197 |
100,15 |
100,49 |
3,22 |
3,17 |
100,32 |
3,20 |
WZ0126 |
PL0000108817 |
96,61 |
96,95 |
--- |
--- |
96,78 |
--- |
DS0726 |
PL0000108866 |
93,75 |
94,07 |
3,34 |
3,29 |
93,91 |
3,32 |
DS0727 |
PL0000109427 |
92,61 |
92,88 |
3,41 |
3,37 |
92,75 |
3,39 |
WZ0528 |
PL0000110383 |
94,45 |
94,94 |
--- |
--- |
94,70 |
--- |
WS0429 |
PL0000105391 |
123,62 |
124,26 |
3,24 |
3,18 |
123,94 |
3,21 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
85 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
85 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,800 |
1,000 |
0,900 |
40 |
WS0922 |
PL0000102646 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
310 |
DS1020 |
PL0000106126 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
130 |
DS1021 |
PL0000106670 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
300 |
PS0422 |
PL0000109492 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
200 |
PS0123 |
PL0000110151 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
165 |
WZ0118 |
PL0000104717 |
1/5 |
4 |
0,750 |
0,750 |
0,750 |
400 |
TOTAL |
1 735 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.