2017-12-04 |
MARKET DATA |
No 233 (3266) |
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 |
245,00 |
246,41 |
8 |
1 265,00 |
1 286,31 |
11 |
1 510,00 |
1 532,72 |
19 |
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 |
100,94 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,78 |
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 |
98,00 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,65 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,07 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,05 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,12 |
94,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
108,93 |
109,080 |
109,080 |
109,080 |
109,080 |
109,080 |
25 000 |
27,42 |
1 |
PS0421 |
PL0000108916 |
99,09 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,87 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,51 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,64 |
98,67 |
98,670 |
98,700 |
98,670 |
98,700 |
98,690 |
200 000 |
200,15 |
5 |
WS0922 |
PL0000102646 |
113,88 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,10 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,75 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,43 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,30 |
93,25 |
93,250 |
93,300 |
93,250 |
93,300 |
93,275 |
20 000 |
18,84 |
2 |
WS0428 |
PL0000107611 |
92,93 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,75 |
124,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,39 |
143,00 |
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 |
110,97 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,52 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,11 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,10 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,03 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,20 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
246,41 |
8 |
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 |
100,91 |
101,08 |
1,33 |
0,90 |
101,00 |
1,11 |
PS0718 |
PL0000107595 |
100,77 |
100,87 |
1,26 |
1,11 |
100,82 |
1,18 |
OK1018 |
PL0000109062 |
98,82 |
98,95 |
1,35 |
1,20 |
98,89 |
1,27 |
WZ0119 |
PL0000107603 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,93 |
98,06 |
1,52 |
1,43 |
98,00 |
1,47 |
PS0719 |
PL0000108148 |
102,64 |
102,79 |
1,60 |
1,50 |
102,72 |
1,55 |
DS1019 |
PL0000105441 |
107,01 |
107,17 |
1,69 |
1,61 |
107,09 |
1,65 |
WZ0120 |
PL0000108601 |
100,46 |
100,82 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,02 |
99,20 |
1,92 |
1,84 |
99,11 |
1,88 |
OK0720 |
PL0000110375 |
95,06 |
95,26 |
1,94 |
1,86 |
95,16 |
1,90 |
DS1020 |
PL0000106126 |
108,99 |
109,17 |
2,01 |
1,95 |
109,08 |
1,98 |
WZ0121 |
PL0000106068 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,24 |
2,29 |
2,23 |
99,14 |
2,26 |
PS0721 |
PL0000109153 |
97,80 |
98,02 |
2,39 |
2,32 |
97,91 |
2,35 |
DS1021 |
PL0000106670 |
112,37 |
112,65 |
2,38 |
2,30 |
112,51 |
2,34 |
PS0422 |
PL0000109492 |
98,52 |
98,72 |
2,61 |
2,56 |
98,62 |
2,58 |
WS0922 |
PL0000102646 |
113,77 |
114,04 |
2,65 |
2,60 |
113,91 |
2,62 |
WZ1122 |
PL0000109377 |
99,03 |
99,18 |
--- |
--- |
99,11 |
--- |
PS0123 |
PL0000110151 |
98,57 |
98,85 |
2,80 |
2,74 |
98,71 |
2,77 |
IZ0823 |
PL0000105359 |
110,73 |
111,74 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
105,97 |
106,24 |
2,88 |
2,83 |
106,11 |
2,85 |
WZ0124 |
PL0000107454 |
98,61 |
98,85 |
--- |
--- |
98,73 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,84 |
3,17 |
3,12 |
100,66 |
3,15 |
WZ0126 |
PL0000108817 |
96,90 |
97,25 |
--- |
--- |
97,08 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,60 |
3,27 |
3,22 |
94,42 |
3,25 |
DS0727 |
PL0000109427 |
93,06 |
93,32 |
3,35 |
3,32 |
93,19 |
3,34 |
WZ0528 |
PL0000110383 |
95,08 |
95,54 |
--- |
--- |
95,31 |
--- |
WS0429 |
PL0000105391 |
124,25 |
125,15 |
3,17 |
3,09 |
124,70 |
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 |
101,07 |
1,28 |
0,93 |
101,00 |
1,11 |
PS0718 |
PL0000107595 |
100,77 |
100,87 |
1,26 |
1,11 |
100,82 |
1,18 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
1,31 |
1,20 |
98,90 |
1,26 |
WZ0119 |
PL0000107603 |
100,49 |
100,73 |
--- |
--- |
100,61 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,05 |
1,50 |
1,43 |
98,01 |
1,46 |
PS0719 |
PL0000108148 |
102,64 |
102,79 |
1,60 |
1,50 |
102,72 |
1,55 |
DS1019 |
PL0000105441 |
107,04 |
107,15 |
1,67 |
1,62 |
107,10 |
1,64 |
WZ0120 |
PL0000108601 |
100,48 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,03 |
99,20 |
1,92 |
1,84 |
99,12 |
1,88 |
OK0720 |
PL0000110375 |
95,05 |
95,25 |
1,94 |
1,86 |
95,15 |
1,90 |
DS1020 |
PL0000106126 |
109,01 |
109,13 |
2,00 |
1,96 |
109,07 |
1,98 |
WZ0121 |
PL0000106068 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,21 |
2,30 |
2,24 |
99,12 |
2,27 |
PS0721 |
PL0000109153 |
97,81 |
98,02 |
2,38 |
2,32 |
97,92 |
2,35 |
DS1021 |
PL0000106670 |
112,47 |
112,70 |
2,35 |
2,29 |
112,59 |
2,32 |
PS0422 |
PL0000109492 |
98,58 |
98,78 |
2,59 |
2,54 |
98,68 |
2,57 |
WS0922 |
PL0000102646 |
113,83 |
114,07 |
2,64 |
2,59 |
113,95 |
2,61 |
WZ1122 |
PL0000109377 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0123 |
PL0000110151 |
98,64 |
98,82 |
2,79 |
2,75 |
98,73 |
2,77 |
IZ0823 |
PL0000105359 |
110,75 |
111,77 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,30 |
2,87 |
2,82 |
106,17 |
2,84 |
WZ0124 |
PL0000107454 |
98,62 |
98,80 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
100,69 |
100,95 |
3,14 |
3,10 |
100,82 |
3,12 |
WZ0126 |
PL0000108817 |
96,95 |
97,21 |
--- |
--- |
97,08 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,71 |
3,26 |
3,21 |
94,54 |
3,23 |
DS0727 |
PL0000109427 |
93,23 |
93,44 |
3,33 |
3,30 |
93,34 |
3,32 |
WZ0528 |
PL0000110383 |
95,11 |
95,47 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,56 |
125,24 |
3,14 |
3,08 |
124,90 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
140 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
545 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
155 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
60 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
120 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
45 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
45 |
TOTAL |
1 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.