2017-11-24 |
MARKET DATA |
No 227 (3260) |
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 |
210,00 |
213,31 |
4 |
250,00 |
249,97 |
2 |
460,00 |
463,28 |
6 |
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 |
101,02 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,83 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,87 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,05 |
98,07 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
100 000 |
98,05 |
1 |
PS0719 |
PL0000108148 |
102,91 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,42 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,36 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,24 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,41 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,45 |
99,48 |
99,430 |
99,430 |
99,430 |
99,430 |
99,430 |
25 000 |
25,15 |
1 |
PS0721 |
PL0000109153 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,90 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,98 |
99,00 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
10 000 |
10,03 |
1 |
WS0922 |
PL0000102646 |
114,35 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,00 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,40 |
106,40 |
106,400 |
106,400 |
106,400 |
106,400 |
106,400 |
75 000 |
80,08 |
1 |
DS0725 |
PL0000108197 |
100,76 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,40 |
94,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,25 |
93,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,83 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,15 |
125,12 |
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 |
110,75 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,10 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,08 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,55 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,10 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,12 |
95,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
213,31 |
4 |
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 |
100,99 |
101,17 |
1,27 |
0,84 |
101,08 |
1,05 |
PS0718 |
PL0000107595 |
100,81 |
100,92 |
1,24 |
1,08 |
100,87 |
1,15 |
OK1018 |
PL0000109062 |
98,84 |
98,94 |
1,29 |
1,18 |
98,89 |
1,24 |
WZ0119 |
PL0000107603 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,11 |
1,44 |
1,37 |
98,06 |
1,40 |
PS0719 |
PL0000108148 |
102,86 |
102,96 |
1,48 |
1,42 |
102,91 |
1,45 |
DS1019 |
PL0000105441 |
107,36 |
107,46 |
1,55 |
1,50 |
107,41 |
1,53 |
WZ0120 |
PL0000108601 |
100,47 |
100,82 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,27 |
99,41 |
1,81 |
1,75 |
99,34 |
1,78 |
OK0720 |
PL0000110375 |
95,19 |
95,39 |
1,87 |
1,79 |
95,29 |
1,83 |
DS1020 |
PL0000106126 |
109,33 |
109,50 |
1,92 |
1,86 |
109,42 |
1,89 |
WZ0121 |
PL0000106068 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,40 |
99,57 |
2,18 |
2,13 |
99,49 |
2,15 |
PS0721 |
PL0000109153 |
98,24 |
98,41 |
2,25 |
2,20 |
98,33 |
2,23 |
DS1021 |
PL0000106670 |
112,84 |
113,05 |
2,27 |
2,22 |
112,95 |
2,25 |
PS0422 |
PL0000109492 |
98,91 |
99,09 |
2,51 |
2,47 |
99,00 |
2,49 |
WS0922 |
PL0000102646 |
114,25 |
114,47 |
2,56 |
2,52 |
114,36 |
2,54 |
WZ1122 |
PL0000109377 |
98,97 |
99,17 |
--- |
--- |
99,07 |
--- |
PS0123 |
PL0000110151 |
98,90 |
99,15 |
2,73 |
2,68 |
99,03 |
2,70 |
IZ0823 |
PL0000105359 |
110,47 |
111,53 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
106,23 |
106,50 |
2,84 |
2,79 |
106,37 |
2,81 |
WZ0124 |
PL0000107454 |
98,47 |
98,85 |
--- |
--- |
98,66 |
--- |
DS0725 |
PL0000108197 |
100,67 |
101,00 |
3,15 |
3,10 |
100,84 |
3,12 |
WZ0126 |
PL0000108817 |
96,97 |
97,35 |
--- |
--- |
97,16 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,63 |
3,26 |
3,22 |
94,46 |
3,24 |
DS0727 |
PL0000109427 |
93,13 |
93,43 |
3,34 |
3,30 |
93,28 |
3,32 |
WZ0528 |
PL0000110383 |
95,00 |
95,57 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,75 |
125,36 |
3,13 |
3,08 |
125,06 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,98 |
101,14 |
1,29 |
0,91 |
101,06 |
1,10 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
1,23 |
1,08 |
100,87 |
1,15 |
OK1018 |
PL0000109062 |
98,84 |
98,94 |
1,29 |
1,18 |
98,89 |
1,24 |
WZ0119 |
PL0000107603 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,11 |
1,43 |
1,37 |
98,07 |
1,40 |
PS0719 |
PL0000108148 |
102,85 |
102,95 |
1,49 |
1,43 |
102,90 |
1,46 |
DS1019 |
PL0000105441 |
107,36 |
107,46 |
1,55 |
1,50 |
107,41 |
1,53 |
WZ0120 |
PL0000108601 |
100,52 |
100,79 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
99,28 |
99,39 |
1,81 |
1,76 |
99,34 |
1,78 |
OK0720 |
PL0000110375 |
95,20 |
95,37 |
1,87 |
1,80 |
95,29 |
1,83 |
DS1020 |
PL0000106126 |
109,35 |
109,49 |
1,91 |
1,86 |
109,42 |
1,89 |
WZ0121 |
PL0000106068 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,55 |
2,18 |
2,14 |
99,48 |
2,16 |
PS0721 |
PL0000109153 |
98,26 |
98,40 |
2,25 |
2,21 |
98,33 |
2,23 |
DS1021 |
PL0000106670 |
112,87 |
113,05 |
2,27 |
2,22 |
112,96 |
2,24 |
PS0422 |
PL0000109492 |
98,93 |
99,06 |
2,51 |
2,47 |
99,00 |
2,49 |
WS0922 |
PL0000102646 |
114,31 |
114,52 |
2,55 |
2,51 |
114,42 |
2,53 |
WZ1122 |
PL0000109377 |
99,02 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0123 |
PL0000110151 |
98,97 |
99,14 |
2,71 |
2,68 |
99,06 |
2,70 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,35 |
106,58 |
2,82 |
2,77 |
106,47 |
2,79 |
WZ0124 |
PL0000107454 |
98,50 |
98,79 |
--- |
--- |
98,65 |
--- |
DS0725 |
PL0000108197 |
100,71 |
101,00 |
3,14 |
3,10 |
100,86 |
3,12 |
WZ0126 |
PL0000108817 |
97,01 |
97,35 |
--- |
--- |
97,18 |
--- |
DS0726 |
PL0000108866 |
94,35 |
94,64 |
3,26 |
3,22 |
94,50 |
3,24 |
DS0727 |
PL0000109427 |
93,15 |
93,37 |
3,34 |
3,31 |
93,26 |
3,32 |
WZ0528 |
PL0000110383 |
95,02 |
95,54 |
--- |
--- |
95,28 |
--- |
WS0429 |
PL0000105391 |
124,90 |
125,47 |
3,12 |
3,07 |
125,19 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
125 |
OK0419 |
PL0000109633 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
125 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.