2017-12-01 |
MARKET DATA |
No 232 (3265) |
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 |
945,00 |
1 004,35 |
25 |
2 780,00 |
2 817,08 |
22 |
3 725,00 |
3 821,43 |
47 |
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 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,80 |
100,86 |
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 |
98,01 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,76 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,19 |
105,90 |
107,190 |
107,190 |
107,080 |
107,080 |
107,134 |
835 000 |
899,73 |
14 |
PS0420 |
PL0000108510 |
99,14 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,14 |
92,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,13 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,22 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,98 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,62 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,73 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,02 |
112,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,86 |
96,37 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
10 000 |
10,09 |
1 |
DS1023 |
PL0000107264 |
106,22 |
105,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,80 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,49 |
91,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,35 |
93,24 |
93,300 |
93,350 |
93,300 |
93,350 |
93,335 |
85 000 |
80,11 |
8 |
WS0428 |
PL0000107611 |
92,93 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,78 |
115,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,40 |
142,98 |
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 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,52 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,09 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,67 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,05 |
97,13 |
97,020 |
97,020 |
97,020 |
97,020 |
97,020 |
5 000 |
4,88 |
1 |
WZ0528 |
PL0000110383 |
95,33 |
95,39 |
95,330 |
95,330 |
95,330 |
95,330 |
95,330 |
10 000 |
9,54 |
1 |
TOTAL |
945 000 |
1 004,35 |
25 |
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 |
100,94 |
101,07 |
1,28 |
0,95 |
101,01 |
1,10 |
PS0718 |
PL0000107595 |
100,79 |
100,88 |
1,24 |
1,10 |
100,84 |
1,16 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
1,31 |
1,20 |
98,90 |
1,25 |
WZ0119 |
PL0000107603 |
100,50 |
100,69 |
--- |
--- |
100,60 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,07 |
1,49 |
1,42 |
98,02 |
1,45 |
PS0719 |
PL0000108148 |
102,72 |
102,82 |
1,55 |
1,49 |
102,77 |
1,52 |
DS1019 |
PL0000105441 |
107,14 |
107,26 |
1,63 |
1,56 |
107,20 |
1,60 |
WZ0120 |
PL0000108601 |
100,47 |
100,82 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,23 |
1,89 |
1,83 |
99,16 |
1,86 |
OK0720 |
PL0000110375 |
95,10 |
95,27 |
1,92 |
1,85 |
95,19 |
1,89 |
DS1020 |
PL0000106126 |
109,08 |
109,25 |
1,98 |
1,92 |
109,17 |
1,95 |
WZ0121 |
PL0000106068 |
100,07 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,14 |
99,33 |
2,26 |
2,20 |
99,24 |
2,23 |
PS0721 |
PL0000109153 |
97,89 |
98,10 |
2,36 |
2,30 |
98,00 |
2,33 |
DS1021 |
PL0000106670 |
112,52 |
112,74 |
2,34 |
2,28 |
112,63 |
2,31 |
PS0422 |
PL0000109492 |
98,64 |
98,83 |
2,58 |
2,53 |
98,74 |
2,55 |
WS0922 |
PL0000102646 |
113,93 |
114,16 |
2,62 |
2,57 |
114,05 |
2,59 |
WZ1122 |
PL0000109377 |
99,01 |
99,16 |
--- |
--- |
99,09 |
--- |
PS0123 |
PL0000110151 |
98,68 |
98,92 |
2,78 |
2,73 |
98,80 |
2,75 |
IZ0823 |
PL0000105359 |
110,73 |
111,65 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,33 |
2,86 |
2,82 |
106,21 |
2,84 |
WZ0124 |
PL0000107454 |
98,57 |
98,77 |
--- |
--- |
98,67 |
--- |
DS0725 |
PL0000108197 |
100,58 |
100,85 |
3,16 |
3,12 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
96,90 |
97,19 |
--- |
--- |
97,05 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,61 |
3,27 |
3,22 |
94,45 |
3,24 |
DS0727 |
PL0000109427 |
93,07 |
93,30 |
3,35 |
3,32 |
93,19 |
3,33 |
WZ0528 |
PL0000110383 |
95,09 |
95,55 |
--- |
--- |
95,32 |
--- |
WS0429 |
PL0000105391 |
124,34 |
125,04 |
3,17 |
3,10 |
124,69 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,94 |
101,07 |
1,28 |
0,95 |
101,01 |
1,10 |
PS0718 |
PL0000107595 |
100,78 |
100,88 |
1,25 |
1,10 |
100,83 |
1,17 |
OK1018 |
PL0000109062 |
98,85 |
98,96 |
1,31 |
1,18 |
98,91 |
1,24 |
WZ0119 |
PL0000107603 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,50 |
1,42 |
98,01 |
1,46 |
PS0719 |
PL0000108148 |
102,67 |
102,80 |
1,58 |
1,50 |
102,74 |
1,54 |
DS1019 |
PL0000105441 |
107,09 |
107,20 |
1,65 |
1,60 |
107,15 |
1,62 |
WZ0120 |
PL0000108601 |
100,46 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,05 |
99,20 |
1,91 |
1,84 |
99,13 |
1,87 |
OK0720 |
PL0000110375 |
95,09 |
95,27 |
1,93 |
1,85 |
95,18 |
1,89 |
DS1020 |
PL0000106126 |
109,06 |
109,23 |
1,99 |
1,93 |
109,15 |
1,96 |
WZ0121 |
PL0000106068 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,25 |
2,28 |
2,23 |
99,18 |
2,25 |
PS0721 |
PL0000109153 |
97,87 |
98,03 |
2,37 |
2,32 |
97,95 |
2,34 |
DS1021 |
PL0000106670 |
112,46 |
112,75 |
2,35 |
2,28 |
112,61 |
2,32 |
PS0422 |
PL0000109492 |
98,64 |
98,81 |
2,58 |
2,54 |
98,73 |
2,56 |
WS0922 |
PL0000102646 |
113,88 |
114,04 |
2,63 |
2,60 |
113,96 |
2,61 |
WZ1122 |
PL0000109377 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0123 |
PL0000110151 |
98,69 |
98,88 |
2,77 |
2,73 |
98,79 |
2,75 |
IZ0823 |
PL0000105359 |
110,80 |
111,78 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,36 |
2,86 |
2,81 |
106,22 |
2,84 |
WZ0124 |
PL0000107454 |
98,61 |
98,83 |
--- |
--- |
98,72 |
--- |
DS0725 |
PL0000108197 |
100,73 |
100,99 |
3,14 |
3,10 |
100,86 |
3,12 |
WZ0126 |
PL0000108817 |
96,94 |
97,19 |
--- |
--- |
97,07 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,71 |
3,25 |
3,21 |
94,55 |
3,23 |
DS0727 |
PL0000109427 |
93,17 |
93,41 |
3,34 |
3,31 |
93,29 |
3,32 |
WZ0528 |
PL0000110383 |
95,13 |
95,47 |
--- |
--- |
95,30 |
--- |
WS0429 |
PL0000105391 |
124,52 |
125,18 |
3,15 |
3,09 |
124,85 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
45 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
145 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
45 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
65 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
200 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
145 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
85 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
160 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
170 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
105 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
200 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
205 |
TOTAL |
1 680 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
500 |
GCZ |
G.C. Poland |
0/7 |
7 |
1,460 |
1,460 |
1,460 |
600 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.