2017-11-30 |
MARKET DATA |
No 231 (3264) |
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 |
555,00 |
553,38 |
28 |
540,00 |
558,34 |
4 |
1 095,00 |
1 111,72 |
32 |
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 |
100,96 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,93 |
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 |
102,82 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,29 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,21 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,22 |
95,20 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
50 000 |
47,60 |
1 |
DS1020 |
PL0000106126 |
109,24 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,30 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,09 |
98,04 |
98,000 |
98,000 |
97,910 |
97,910 |
97,974 |
355 000 |
350,06 |
12 |
DS1021 |
PL0000106670 |
112,77 |
112,69 |
112,770 |
112,770 |
112,770 |
112,770 |
112,770 |
20 000 |
22,68 |
1 |
PS0422 |
PL0000109492 |
98,84 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,19 |
114,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,97 |
98,85 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
70 000 |
70,70 |
6 |
DS1023 |
PL0000107264 |
106,27 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,65 |
100,55 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
10 000 |
10,17 |
1 |
DS0726 |
PL0000108866 |
94,41 |
94,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,20 |
93,17 |
93,130 |
93,180 |
93,130 |
93,150 |
93,161 |
35 000 |
32,92 |
4 |
WS0428 |
PL0000107611 |
92,82 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,93 |
124,61 |
124,910 |
124,930 |
124,610 |
124,610 |
124,817 |
15 000 |
19,25 |
3 |
WS0437 |
PL0000104857 |
103,33 |
142,95 |
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 |
111,00 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,11 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,07 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,63 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,00 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,20 |
95,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
555 000 |
553,38 |
28 |
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 |
100,95 |
101,12 |
1,27 |
0,84 |
101,04 |
1,04 |
PS0718 |
PL0000107595 |
100,80 |
100,89 |
1,23 |
1,09 |
100,85 |
1,15 |
OK1018 |
PL0000109062 |
98,87 |
98,97 |
1,28 |
1,17 |
98,92 |
1,23 |
WZ0119 |
PL0000107603 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,10 |
1,45 |
1,39 |
98,06 |
1,42 |
PS0719 |
PL0000108148 |
102,78 |
102,88 |
1,52 |
1,46 |
102,83 |
1,49 |
DS1019 |
PL0000105441 |
107,23 |
107,34 |
1,59 |
1,53 |
107,29 |
1,55 |
WZ0120 |
PL0000108601 |
100,47 |
100,81 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,18 |
99,31 |
1,85 |
1,79 |
99,25 |
1,82 |
OK0720 |
PL0000110375 |
95,17 |
95,36 |
1,89 |
1,82 |
95,27 |
1,85 |
DS1020 |
PL0000106126 |
109,17 |
109,34 |
1,95 |
1,90 |
109,26 |
1,92 |
WZ0121 |
PL0000106068 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,41 |
2,23 |
2,18 |
99,32 |
2,21 |
PS0721 |
PL0000109153 |
98,03 |
98,22 |
2,32 |
2,26 |
98,13 |
2,29 |
DS1021 |
PL0000106670 |
112,64 |
112,87 |
2,31 |
2,25 |
112,76 |
2,28 |
PS0422 |
PL0000109492 |
98,78 |
98,96 |
2,54 |
2,50 |
98,87 |
2,52 |
WS0922 |
PL0000102646 |
114,06 |
114,32 |
2,59 |
2,54 |
114,19 |
2,57 |
WZ1122 |
PL0000109377 |
98,99 |
99,18 |
--- |
--- |
99,09 |
--- |
PS0123 |
PL0000110151 |
98,83 |
99,06 |
2,74 |
2,70 |
98,95 |
2,72 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,10 |
106,37 |
2,86 |
2,81 |
106,24 |
2,83 |
WZ0124 |
PL0000107454 |
98,54 |
98,83 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,86 |
3,17 |
3,12 |
100,70 |
3,14 |
WZ0126 |
PL0000108817 |
96,91 |
97,20 |
--- |
--- |
97,06 |
--- |
DS0726 |
PL0000108866 |
94,21 |
94,53 |
3,28 |
3,23 |
94,37 |
3,25 |
DS0727 |
PL0000109427 |
93,02 |
93,28 |
3,36 |
3,32 |
93,15 |
3,34 |
WZ0528 |
PL0000110383 |
95,05 |
95,54 |
--- |
--- |
95,30 |
--- |
WS0429 |
PL0000105391 |
124,39 |
125,08 |
3,16 |
3,10 |
124,74 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,93 |
101,03 |
1,32 |
1,07 |
100,98 |
1,19 |
PS0718 |
PL0000107595 |
100,78 |
100,87 |
1,26 |
1,12 |
100,83 |
1,18 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
1,31 |
1,19 |
98,90 |
1,25 |
WZ0119 |
PL0000107603 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,08 |
1,48 |
1,41 |
98,03 |
1,44 |
PS0719 |
PL0000108148 |
102,73 |
102,83 |
1,55 |
1,49 |
102,78 |
1,52 |
DS1019 |
PL0000105441 |
107,15 |
107,28 |
1,63 |
1,56 |
107,22 |
1,59 |
WZ0120 |
PL0000108601 |
100,46 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,12 |
99,23 |
1,88 |
1,83 |
99,18 |
1,85 |
OK0720 |
PL0000110375 |
95,10 |
95,26 |
1,92 |
1,86 |
95,18 |
1,89 |
DS1020 |
PL0000106126 |
109,11 |
109,24 |
1,97 |
1,93 |
109,18 |
1,95 |
WZ0121 |
PL0000106068 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,31 |
2,26 |
2,21 |
99,24 |
2,23 |
PS0721 |
PL0000109153 |
97,92 |
98,07 |
2,35 |
2,31 |
98,00 |
2,33 |
DS1021 |
PL0000106670 |
112,55 |
112,74 |
2,33 |
2,29 |
112,65 |
2,31 |
PS0422 |
PL0000109492 |
98,66 |
98,84 |
2,57 |
2,53 |
98,75 |
2,55 |
WS0922 |
PL0000102646 |
113,96 |
114,11 |
2,61 |
2,58 |
114,04 |
2,60 |
WZ1122 |
PL0000109377 |
99,01 |
99,18 |
--- |
--- |
99,10 |
--- |
PS0123 |
PL0000110151 |
98,72 |
98,88 |
2,77 |
2,73 |
98,80 |
2,75 |
IZ0823 |
PL0000105359 |
110,71 |
111,58 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
106,11 |
106,31 |
2,86 |
2,82 |
106,21 |
2,84 |
WZ0124 |
PL0000107454 |
98,57 |
98,78 |
--- |
--- |
98,68 |
--- |
DS0725 |
PL0000108197 |
100,56 |
100,81 |
3,16 |
3,13 |
100,69 |
3,14 |
WZ0126 |
PL0000108817 |
96,92 |
97,16 |
--- |
--- |
97,04 |
--- |
DS0726 |
PL0000108866 |
94,26 |
94,53 |
3,27 |
3,23 |
94,40 |
3,25 |
DS0727 |
PL0000109427 |
93,05 |
93,30 |
3,35 |
3,32 |
93,18 |
3,34 |
WZ0528 |
PL0000110383 |
95,06 |
95,51 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,38 |
125,04 |
3,16 |
3,10 |
124,71 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
75 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.