2017-11-23 |
MARKET DATA |
No 226 (3259) |
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 |
1 215,00 |
1 225,17 |
46 |
515,00 |
521,09 |
5 |
1 730,00 |
1 746,26 |
51 |
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 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,83 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,04 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,87 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,39 |
107,39 |
107,360 |
107,360 |
107,360 |
107,360 |
107,360 |
70 000 |
75,50 |
1 |
PS0420 |
PL0000108510 |
99,33 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,22 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,37 |
109,33 |
109,330 |
109,330 |
109,330 |
109,330 |
109,330 |
100 000 |
109,81 |
1 |
PS0421 |
PL0000108916 |
99,46 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,29 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,93 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,99 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,47 |
114,27 |
114,470 |
114,470 |
114,470 |
114,470 |
114,470 |
10 000 |
11,55 |
1 |
PS0123 |
PL0000110151 |
99,00 |
98,94 |
98,950 |
98,970 |
98,950 |
98,970 |
98,955 |
95 000 |
96,00 |
4 |
DS1023 |
PL0000107264 |
106,37 |
106,21 |
106,470 |
106,470 |
106,470 |
106,470 |
106,470 |
5 000 |
5,34 |
1 |
DS0725 |
PL0000108197 |
100,80 |
100,51 |
100,510 |
100,930 |
100,510 |
100,930 |
100,670 |
405 000 |
412,22 |
13 |
DS0726 |
PL0000108866 |
94,45 |
94,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,35 |
92,90 |
92,800 |
93,350 |
92,800 |
93,350 |
93,208 |
205 000 |
192,83 |
14 |
WS0428 |
PL0000107611 |
92,92 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,14 |
124,43 |
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 |
110,80 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,15 |
100,10 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
5 000 |
5,04 |
1 |
WZ1122 |
PL0000109377 |
99,07 |
99,00 |
99,000 |
99,070 |
99,000 |
99,070 |
99,065 |
135 000 |
133,75 |
5 |
WZ0124 |
PL0000107454 |
98,53 |
98,55 |
98,590 |
98,600 |
98,590 |
98,600 |
98,594 |
175 000 |
173,62 |
4 |
WZ0126 |
PL0000108817 |
97,08 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,07 |
94,80 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
10 000 |
9,52 |
1 |
TOTAL |
1 215 000 |
1 225,17 |
46 |
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 |
101,18 |
1,21 |
0,83 |
101,10 |
1,02 |
PS0718 |
PL0000107595 |
100,81 |
100,92 |
1,25 |
1,08 |
100,87 |
1,16 |
OK1018 |
PL0000109062 |
98,83 |
98,93 |
1,30 |
1,19 |
98,88 |
1,25 |
WZ0119 |
PL0000107603 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,10 |
1,44 |
1,37 |
98,05 |
1,41 |
PS0719 |
PL0000108148 |
102,84 |
102,94 |
1,50 |
1,44 |
102,89 |
1,47 |
DS1019 |
PL0000105441 |
107,33 |
107,47 |
1,57 |
1,50 |
107,40 |
1,54 |
WZ0120 |
PL0000108601 |
100,44 |
100,74 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,22 |
99,37 |
1,83 |
1,77 |
99,30 |
1,80 |
OK0720 |
PL0000110375 |
95,11 |
95,31 |
1,90 |
1,82 |
95,21 |
1,86 |
DS1020 |
PL0000106126 |
109,28 |
109,40 |
1,94 |
1,90 |
109,34 |
1,92 |
WZ0121 |
PL0000106068 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,47 |
2,21 |
2,16 |
99,39 |
2,18 |
PS0721 |
PL0000109153 |
98,10 |
98,28 |
2,29 |
2,24 |
98,19 |
2,27 |
DS1021 |
PL0000106670 |
112,71 |
112,88 |
2,31 |
2,27 |
112,80 |
2,29 |
PS0422 |
PL0000109492 |
98,75 |
98,92 |
2,55 |
2,51 |
98,84 |
2,53 |
WS0922 |
PL0000102646 |
114,09 |
114,31 |
2,60 |
2,55 |
114,20 |
2,58 |
WZ1122 |
PL0000109377 |
98,94 |
99,13 |
--- |
--- |
99,04 |
--- |
PS0123 |
PL0000110151 |
98,74 |
98,99 |
2,76 |
2,71 |
98,87 |
2,74 |
IZ0823 |
PL0000105359 |
110,49 |
111,51 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
106,01 |
106,25 |
2,88 |
2,83 |
106,13 |
2,86 |
WZ0124 |
PL0000107454 |
98,29 |
98,66 |
--- |
--- |
98,48 |
--- |
DS0725 |
PL0000108197 |
100,37 |
100,65 |
3,19 |
3,15 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
96,56 |
96,95 |
--- |
--- |
96,76 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,28 |
3,30 |
3,27 |
94,14 |
3,29 |
DS0727 |
PL0000109427 |
92,79 |
93,03 |
3,38 |
3,35 |
92,91 |
3,37 |
WZ0528 |
PL0000110383 |
94,45 |
94,98 |
--- |
--- |
94,72 |
--- |
WS0429 |
PL0000105391 |
124,03 |
124,70 |
3,20 |
3,14 |
124,37 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,01 |
101,17 |
1,24 |
0,86 |
101,09 |
1,05 |
PS0718 |
PL0000107595 |
100,82 |
100,91 |
1,23 |
1,10 |
100,87 |
1,16 |
OK1018 |
PL0000109062 |
98,84 |
98,93 |
1,29 |
1,19 |
98,89 |
1,23 |
WZ0119 |
PL0000107603 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,10 |
1,44 |
1,37 |
98,06 |
1,40 |
PS0719 |
PL0000108148 |
102,85 |
102,95 |
1,49 |
1,43 |
102,90 |
1,46 |
DS1019 |
PL0000105441 |
107,37 |
107,46 |
1,55 |
1,51 |
107,42 |
1,53 |
WZ0120 |
PL0000108601 |
100,48 |
100,78 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,29 |
99,41 |
1,80 |
1,75 |
99,35 |
1,77 |
OK0720 |
PL0000110375 |
95,18 |
95,38 |
1,87 |
1,79 |
95,28 |
1,83 |
DS1020 |
PL0000106126 |
109,35 |
109,51 |
1,91 |
1,86 |
109,43 |
1,89 |
WZ0121 |
PL0000106068 |
100,08 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,43 |
99,55 |
2,17 |
2,13 |
99,49 |
2,15 |
PS0721 |
PL0000109153 |
98,26 |
98,42 |
2,25 |
2,20 |
98,34 |
2,22 |
DS1021 |
PL0000106670 |
112,88 |
113,09 |
2,27 |
2,21 |
112,99 |
2,24 |
PS0422 |
PL0000109492 |
98,93 |
99,08 |
2,51 |
2,47 |
99,01 |
2,49 |
WS0922 |
PL0000102646 |
114,28 |
114,46 |
2,56 |
2,52 |
114,37 |
2,54 |
WZ1122 |
PL0000109377 |
98,99 |
99,15 |
--- |
--- |
99,07 |
--- |
PS0123 |
PL0000110151 |
98,96 |
99,15 |
2,72 |
2,68 |
99,06 |
2,70 |
IZ0823 |
PL0000105359 |
110,39 |
111,63 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,32 |
106,53 |
2,82 |
2,78 |
106,43 |
2,80 |
WZ0124 |
PL0000107454 |
98,44 |
98,75 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
100,76 |
101,05 |
3,13 |
3,09 |
100,91 |
3,11 |
WZ0126 |
PL0000108817 |
96,98 |
97,30 |
--- |
--- |
97,14 |
--- |
DS0726 |
PL0000108866 |
94,40 |
94,68 |
3,25 |
3,21 |
94,54 |
3,23 |
DS0727 |
PL0000109427 |
93,25 |
93,46 |
3,33 |
3,30 |
93,36 |
3,31 |
WZ0528 |
PL0000110383 |
94,92 |
95,48 |
--- |
--- |
95,20 |
--- |
WS0429 |
PL0000105391 |
124,87 |
125,43 |
3,12 |
3,07 |
125,15 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
30 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
45 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
390 |
TOTAL |
515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.