2017-11-28 |
MARKET DATA |
No 229 (3262) |
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 |
160,00 |
160,24 |
14 |
410,00 |
400,07 |
3 |
570,00 |
560,31 |
17 |
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 |
100,99 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,83 |
100,81 |
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 |
98,04 |
98,05 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
10 000 |
9,80 |
1 |
PS0719 |
PL0000108148 |
102,85 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,34 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,32 |
99,21 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
50 000 |
50,13 |
2 |
OK0720 |
PL0000110375 |
95,22 |
94,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,34 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
98,70 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
25 000 |
25,17 |
2 |
PS0721 |
PL0000109153 |
98,27 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,91 |
112,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,06 |
98,41 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
25 000 |
25,11 |
1 |
WS0922 |
PL0000102646 |
114,43 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,12 |
99,13 |
99,120 |
99,120 |
99,120 |
99,120 |
99,120 |
5 000 |
5,06 |
1 |
DS1023 |
PL0000107264 |
106,50 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,87 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,60 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,42 |
92,84 |
93,200 |
93,200 |
93,200 |
93,200 |
93,200 |
20 000 |
18,82 |
2 |
WS0428 |
PL0000107611 |
92,99 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,15 |
125,05 |
125,000 |
125,000 |
125,000 |
125,000 |
125,000 |
5 000 |
6,42 |
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 |
110,75 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,57 |
100,69 |
100,560 |
100,560 |
100,560 |
100,560 |
100,560 |
5 000 |
5,06 |
1 |
WZ0120 |
PL0000108601 |
100,54 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,05 |
99,08 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
10 000 |
9,91 |
2 |
WZ0124 |
PL0000107454 |
98,58 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,00 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,31 |
95,31 |
95,310 |
95,310 |
95,310 |
95,310 |
95,310 |
5 000 |
4,77 |
1 |
TOTAL |
160 000 |
160,24 |
14 |
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 |
100,97 |
101,12 |
1,28 |
0,92 |
101,05 |
1,09 |
PS0718 |
PL0000107595 |
100,81 |
100,90 |
1,23 |
1,09 |
100,86 |
1,16 |
OK1018 |
PL0000109062 |
98,86 |
98,95 |
1,28 |
1,18 |
98,91 |
1,22 |
WZ0119 |
PL0000107603 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,11 |
1,44 |
1,37 |
98,07 |
1,40 |
PS0719 |
PL0000108148 |
102,80 |
102,92 |
1,51 |
1,44 |
102,86 |
1,48 |
DS1019 |
PL0000105441 |
107,29 |
107,42 |
1,58 |
1,51 |
107,36 |
1,54 |
WZ0120 |
PL0000108601 |
100,50 |
100,79 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,21 |
99,35 |
1,84 |
1,78 |
99,28 |
1,81 |
OK0720 |
PL0000110375 |
95,14 |
95,32 |
1,90 |
1,82 |
95,23 |
1,86 |
DS1020 |
PL0000106126 |
109,26 |
109,41 |
1,93 |
1,88 |
109,34 |
1,91 |
WZ0121 |
PL0000106068 |
100,01 |
100,23 |
--- |
--- |
100,12 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,49 |
2,21 |
2,15 |
99,41 |
2,18 |
PS0721 |
PL0000109153 |
98,15 |
98,34 |
2,28 |
2,23 |
98,25 |
2,25 |
DS1021 |
PL0000106670 |
112,78 |
112,98 |
2,29 |
2,24 |
112,88 |
2,26 |
PS0422 |
PL0000109492 |
98,83 |
99,06 |
2,53 |
2,47 |
98,95 |
2,50 |
WS0922 |
PL0000102646 |
114,20 |
114,46 |
2,57 |
2,52 |
114,33 |
2,55 |
WZ1122 |
PL0000109377 |
98,96 |
99,18 |
--- |
--- |
99,07 |
--- |
PS0123 |
PL0000110151 |
98,92 |
99,17 |
2,73 |
2,67 |
99,05 |
2,70 |
IZ0823 |
PL0000105359 |
110,47 |
111,55 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,25 |
106,54 |
2,83 |
2,78 |
106,40 |
2,81 |
WZ0124 |
PL0000107454 |
98,47 |
98,81 |
--- |
--- |
98,64 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,94 |
3,16 |
3,11 |
100,77 |
3,13 |
WZ0126 |
PL0000108817 |
96,86 |
97,16 |
--- |
--- |
97,01 |
--- |
DS0726 |
PL0000108866 |
94,27 |
94,59 |
3,27 |
3,22 |
94,43 |
3,25 |
DS0727 |
PL0000109427 |
93,02 |
93,38 |
3,36 |
3,31 |
93,20 |
3,33 |
WZ0528 |
PL0000110383 |
94,95 |
95,45 |
--- |
--- |
95,20 |
--- |
WS0429 |
PL0000105391 |
124,69 |
125,34 |
3,14 |
3,08 |
125,02 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,97 |
101,13 |
1,28 |
0,89 |
101,05 |
1,09 |
PS0718 |
PL0000107595 |
100,81 |
100,90 |
1,23 |
1,09 |
100,86 |
1,16 |
OK1018 |
PL0000109062 |
98,86 |
98,95 |
1,28 |
1,18 |
98,91 |
1,22 |
WZ0119 |
PL0000107603 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,09 |
1,45 |
1,39 |
98,05 |
1,42 |
PS0719 |
PL0000108148 |
102,82 |
102,92 |
1,50 |
1,44 |
102,87 |
1,47 |
DS1019 |
PL0000105441 |
107,31 |
107,41 |
1,57 |
1,52 |
107,36 |
1,54 |
WZ0120 |
PL0000108601 |
100,48 |
100,78 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,28 |
99,37 |
1,81 |
1,77 |
99,33 |
1,78 |
OK0720 |
PL0000110375 |
95,19 |
95,36 |
1,88 |
1,81 |
95,28 |
1,84 |
DS1020 |
PL0000106126 |
109,32 |
109,48 |
1,91 |
1,86 |
109,40 |
1,89 |
WZ0121 |
PL0000106068 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0421 |
PL0000108916 |
99,37 |
99,50 |
2,19 |
2,15 |
99,44 |
2,17 |
PS0721 |
PL0000109153 |
98,25 |
98,42 |
2,25 |
2,20 |
98,34 |
2,23 |
DS1021 |
PL0000106670 |
112,88 |
113,08 |
2,26 |
2,21 |
112,98 |
2,24 |
PS0422 |
PL0000109492 |
98,99 |
99,14 |
2,49 |
2,46 |
99,07 |
2,47 |
WS0922 |
PL0000102646 |
114,38 |
114,55 |
2,54 |
2,50 |
114,47 |
2,52 |
WZ1122 |
PL0000109377 |
99,00 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0123 |
PL0000110151 |
99,07 |
99,23 |
2,69 |
2,66 |
99,15 |
2,68 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,62 |
2,80 |
2,77 |
106,54 |
2,78 |
WZ0124 |
PL0000107454 |
98,53 |
98,82 |
--- |
--- |
98,68 |
--- |
DS0725 |
PL0000108197 |
100,82 |
101,11 |
3,12 |
3,08 |
100,97 |
3,10 |
WZ0126 |
PL0000108817 |
96,93 |
97,16 |
--- |
--- |
97,05 |
--- |
DS0726 |
PL0000108866 |
94,53 |
94,79 |
3,23 |
3,20 |
94,66 |
3,21 |
DS0727 |
PL0000109427 |
93,34 |
93,53 |
3,31 |
3,29 |
93,44 |
3,30 |
WZ0528 |
PL0000110383 |
95,10 |
95,49 |
--- |
--- |
95,30 |
--- |
WS0429 |
PL0000105391 |
124,95 |
125,50 |
3,11 |
3,06 |
125,23 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
190 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
145 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
75 |
TOTAL |
410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.