2017-11-27 |
MARKET DATA |
No 228 (3261) |
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 |
722,50 |
719,80 |
17 |
785,00 |
801,18 |
9 |
1 507,50 |
1 520,98 |
26 |
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 |
101,01 |
101,08 |
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 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,05 |
98,05 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
10 000 |
9,81 |
1 |
PS0719 |
PL0000108148 |
103,00 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,38 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,33 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,24 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,37 |
109,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,42 |
99,21 |
99,410 |
99,410 |
99,210 |
99,380 |
99,385 |
427 500 |
429,98 |
11 |
PS0721 |
PL0000109153 |
98,28 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,92 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,98 |
98,98 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
75 000 |
75,22 |
1 |
WS0922 |
PL0000102646 |
114,36 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,04 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,40 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,75 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,48 |
94,480 |
94,480 |
94,450 |
94,450 |
94,465 |
10 000 |
9,53 |
2 |
DS0727 |
PL0000109427 |
93,21 |
93,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,88 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,13 |
125,05 |
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 |
110,89 |
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 |
100,56 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,02 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,60 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,02 |
97,03 |
97,020 |
97,020 |
96,990 |
96,990 |
97,005 |
200 000 |
195,26 |
2 |
WZ0528 |
PL0000110383 |
95,13 |
94,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
722 500 |
719,80 |
17 |
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 |
100,98 |
101,13 |
1,27 |
0,91 |
101,06 |
1,08 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
1,22 |
1,07 |
100,87 |
1,15 |
OK1018 |
PL0000109062 |
98,85 |
98,94 |
1,29 |
1,18 |
98,90 |
1,23 |
WZ0119 |
PL0000107603 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,11 |
1,44 |
1,37 |
98,07 |
1,40 |
PS0719 |
PL0000108148 |
102,85 |
102,95 |
1,49 |
1,43 |
102,90 |
1,46 |
DS1019 |
PL0000105441 |
107,35 |
107,47 |
1,55 |
1,49 |
107,41 |
1,52 |
WZ0120 |
PL0000108601 |
100,51 |
100,78 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,28 |
99,41 |
1,81 |
1,75 |
99,35 |
1,78 |
OK0720 |
PL0000110375 |
95,20 |
95,37 |
1,87 |
1,80 |
95,29 |
1,83 |
DS1020 |
PL0000106126 |
109,34 |
109,50 |
1,91 |
1,86 |
109,42 |
1,88 |
WZ0121 |
PL0000106068 |
100,01 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0421 |
PL0000108916 |
99,39 |
99,56 |
2,18 |
2,13 |
99,48 |
2,16 |
PS0721 |
PL0000109153 |
98,25 |
98,43 |
2,25 |
2,20 |
98,34 |
2,23 |
DS1021 |
PL0000106670 |
112,86 |
113,07 |
2,27 |
2,22 |
112,97 |
2,24 |
PS0422 |
PL0000109492 |
98,93 |
99,13 |
2,51 |
2,46 |
99,03 |
2,48 |
WS0922 |
PL0000102646 |
114,32 |
114,55 |
2,55 |
2,50 |
114,44 |
2,52 |
WZ1122 |
PL0000109377 |
98,98 |
99,20 |
--- |
--- |
99,09 |
--- |
PS0123 |
PL0000110151 |
98,95 |
99,23 |
2,72 |
2,66 |
99,09 |
2,69 |
IZ0823 |
PL0000105359 |
110,49 |
111,54 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
106,35 |
106,61 |
2,82 |
2,77 |
106,48 |
2,79 |
WZ0124 |
PL0000107454 |
98,48 |
98,90 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
100,69 |
101,02 |
3,14 |
3,09 |
100,86 |
3,12 |
WZ0126 |
PL0000108817 |
96,97 |
97,36 |
--- |
--- |
97,17 |
--- |
DS0726 |
PL0000108866 |
94,34 |
94,65 |
3,26 |
3,21 |
94,50 |
3,24 |
DS0727 |
PL0000109427 |
93,13 |
93,46 |
3,34 |
3,30 |
93,30 |
3,32 |
WZ0528 |
PL0000110383 |
95,04 |
95,55 |
--- |
--- |
95,30 |
--- |
WS0429 |
PL0000105391 |
124,83 |
125,48 |
3,12 |
3,06 |
125,16 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,98 |
101,12 |
1,27 |
0,94 |
101,05 |
1,11 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
1,22 |
1,07 |
100,87 |
1,15 |
OK1018 |
PL0000109062 |
98,85 |
98,94 |
1,29 |
1,18 |
98,90 |
1,23 |
WZ0119 |
PL0000107603 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,11 |
1,44 |
1,37 |
98,07 |
1,40 |
PS0719 |
PL0000108148 |
102,81 |
102,91 |
1,51 |
1,45 |
102,86 |
1,48 |
DS1019 |
PL0000105441 |
107,31 |
107,43 |
1,57 |
1,51 |
107,37 |
1,54 |
WZ0120 |
PL0000108601 |
100,50 |
100,79 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,23 |
99,35 |
1,83 |
1,78 |
99,29 |
1,80 |
OK0720 |
PL0000110375 |
95,15 |
95,33 |
1,89 |
1,82 |
95,24 |
1,85 |
DS1020 |
PL0000106126 |
109,27 |
109,42 |
1,93 |
1,88 |
109,35 |
1,91 |
WZ0121 |
PL0000106068 |
100,01 |
100,25 |
--- |
--- |
100,13 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,45 |
2,21 |
2,17 |
99,38 |
2,19 |
PS0721 |
PL0000109153 |
98,16 |
98,32 |
2,28 |
2,23 |
98,24 |
2,25 |
DS1021 |
PL0000106670 |
112,79 |
112,99 |
2,29 |
2,24 |
112,89 |
2,26 |
PS0422 |
PL0000109492 |
98,85 |
99,01 |
2,53 |
2,49 |
98,93 |
2,51 |
WS0922 |
PL0000102646 |
114,22 |
114,42 |
2,57 |
2,53 |
114,32 |
2,55 |
WZ1122 |
PL0000109377 |
98,93 |
99,18 |
--- |
--- |
99,06 |
--- |
PS0123 |
PL0000110151 |
98,90 |
99,13 |
2,73 |
2,68 |
99,02 |
2,70 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,26 |
106,52 |
2,83 |
2,78 |
106,39 |
2,81 |
WZ0124 |
PL0000107454 |
98,48 |
98,83 |
--- |
--- |
98,66 |
--- |
DS0725 |
PL0000108197 |
100,58 |
100,89 |
3,16 |
3,11 |
100,74 |
3,14 |
WZ0126 |
PL0000108817 |
96,91 |
97,17 |
--- |
--- |
97,04 |
--- |
DS0726 |
PL0000108866 |
94,25 |
94,53 |
3,27 |
3,23 |
94,39 |
3,25 |
DS0727 |
PL0000109427 |
93,05 |
93,33 |
3,35 |
3,32 |
93,19 |
3,33 |
WZ0528 |
PL0000110383 |
94,93 |
95,46 |
--- |
--- |
95,20 |
--- |
WS0429 |
PL0000105391 |
124,70 |
125,30 |
3,14 |
3,08 |
125,00 |
3,11 |
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 |
1,000 |
1,000 |
1,000 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
0,600 |
0,600 |
0,600 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
0,600 |
0,600 |
0,600 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
120 |
PS0721 |
PL0000109153 |
1/2 |
1 |
0,600 |
0,600 |
0,600 |
115 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
25 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
95 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
0,500 |
0,500 |
0,500 |
265 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.