2017-12-05 |
MARKET DATA |
No 234 (3267) |
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 |
90,00 |
88,25 |
8 |
1 415,00 |
1 420,18 |
9 |
1 505,00 |
1 508,43 |
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 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,79 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,88 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,03 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,71 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,10 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,09 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,07 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,20 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,97 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,56 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,81 |
98,72 |
98,750 |
98,900 |
98,750 |
98,900 |
98,852 |
55 000 |
55,13 |
4 |
WS0922 |
PL0000102646 |
114,06 |
114,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,90 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,36 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,10 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,90 |
94,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,67 |
93,45 |
93,680 |
93,690 |
93,670 |
93,680 |
93,681 |
35 000 |
33,11 |
4 |
WS0428 |
PL0000107611 |
93,27 |
97,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,25 |
125,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,03 |
143,76 |
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 |
110,98 |
111,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,18 |
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 |
100,50 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,11 |
100,21 |
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 |
98,67 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,03 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,18 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
88,25 |
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 |
100,93 |
101,06 |
1,27 |
0,93 |
101,00 |
1,09 |
PS0718 |
PL0000107595 |
100,77 |
100,88 |
1,26 |
1,08 |
100,83 |
1,16 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
1,32 |
1,20 |
98,90 |
1,26 |
WZ0119 |
PL0000107603 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,50 |
1,43 |
98,01 |
1,47 |
PS0719 |
PL0000108148 |
102,66 |
102,79 |
1,58 |
1,50 |
102,73 |
1,54 |
DS1019 |
PL0000105441 |
107,00 |
107,16 |
1,69 |
1,61 |
107,08 |
1,65 |
WZ0120 |
PL0000108601 |
100,46 |
100,74 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,00 |
99,20 |
1,93 |
1,84 |
99,10 |
1,89 |
OK0720 |
PL0000110375 |
95,02 |
95,26 |
1,96 |
1,86 |
95,14 |
1,91 |
DS1020 |
PL0000106126 |
108,95 |
109,16 |
2,02 |
1,95 |
109,06 |
1,98 |
WZ0121 |
PL0000106068 |
100,04 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,24 |
2,30 |
2,23 |
99,13 |
2,27 |
PS0721 |
PL0000109153 |
97,82 |
98,05 |
2,38 |
2,31 |
97,94 |
2,35 |
DS1021 |
PL0000106670 |
112,40 |
112,68 |
2,37 |
2,30 |
112,54 |
2,33 |
PS0422 |
PL0000109492 |
98,62 |
98,77 |
2,58 |
2,55 |
98,70 |
2,56 |
WS0922 |
PL0000102646 |
113,82 |
114,10 |
2,64 |
2,58 |
113,96 |
2,61 |
WZ1122 |
PL0000109377 |
99,04 |
99,19 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
98,63 |
98,90 |
2,79 |
2,73 |
98,77 |
2,76 |
IZ0823 |
PL0000105359 |
110,75 |
111,77 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,36 |
2,86 |
2,81 |
106,22 |
2,83 |
WZ0124 |
PL0000107454 |
98,62 |
98,88 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
100,63 |
100,99 |
3,15 |
3,10 |
100,81 |
3,13 |
WZ0126 |
PL0000108817 |
96,94 |
97,22 |
--- |
--- |
97,08 |
--- |
DS0726 |
PL0000108866 |
94,40 |
94,77 |
3,25 |
3,20 |
94,59 |
3,22 |
DS0727 |
PL0000109427 |
93,25 |
93,53 |
3,33 |
3,29 |
93,39 |
3,31 |
WZ0528 |
PL0000110383 |
95,09 |
95,54 |
--- |
--- |
95,32 |
--- |
WS0429 |
PL0000105391 |
124,69 |
125,50 |
3,13 |
3,06 |
125,10 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,93 |
101,04 |
1,27 |
0,99 |
100,99 |
1,11 |
PS0718 |
PL0000107595 |
100,76 |
100,88 |
1,27 |
1,08 |
100,82 |
1,18 |
OK1018 |
PL0000109062 |
98,85 |
98,96 |
1,32 |
1,19 |
98,91 |
1,25 |
WZ0119 |
PL0000107603 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,06 |
1,48 |
1,43 |
98,03 |
1,45 |
PS0719 |
PL0000108148 |
102,68 |
102,79 |
1,57 |
1,50 |
102,74 |
1,53 |
DS1019 |
PL0000105441 |
107,07 |
107,20 |
1,65 |
1,58 |
107,14 |
1,62 |
WZ0120 |
PL0000108601 |
100,47 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,04 |
99,24 |
1,91 |
1,83 |
99,14 |
1,87 |
OK0720 |
PL0000110375 |
95,01 |
95,26 |
1,96 |
1,86 |
95,14 |
1,91 |
DS1020 |
PL0000106126 |
109,04 |
109,19 |
1,99 |
1,94 |
109,12 |
1,96 |
WZ0121 |
PL0000106068 |
100,07 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,31 |
2,27 |
2,21 |
99,22 |
2,24 |
PS0721 |
PL0000109153 |
97,92 |
98,16 |
2,35 |
2,28 |
98,04 |
2,32 |
DS1021 |
PL0000106670 |
112,52 |
112,82 |
2,34 |
2,26 |
112,67 |
2,30 |
PS0422 |
PL0000109492 |
98,73 |
98,90 |
2,56 |
2,52 |
98,82 |
2,53 |
WS0922 |
PL0000102646 |
113,99 |
114,21 |
2,60 |
2,56 |
114,10 |
2,58 |
WZ1122 |
PL0000109377 |
99,05 |
99,18 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
98,80 |
99,02 |
2,75 |
2,70 |
98,91 |
2,73 |
IZ0823 |
PL0000105359 |
110,76 |
111,79 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
106,29 |
106,58 |
2,82 |
2,77 |
106,44 |
2,80 |
WZ0124 |
PL0000107454 |
98,63 |
98,85 |
--- |
--- |
98,74 |
--- |
DS0725 |
PL0000108197 |
101,03 |
101,36 |
3,09 |
3,04 |
101,20 |
3,07 |
WZ0126 |
PL0000108817 |
96,94 |
97,21 |
--- |
--- |
97,08 |
--- |
DS0726 |
PL0000108866 |
94,81 |
95,16 |
3,19 |
3,15 |
94,99 |
3,17 |
DS0727 |
PL0000109427 |
93,61 |
93,83 |
3,28 |
3,25 |
93,72 |
3,27 |
WZ0528 |
PL0000110383 |
95,09 |
95,51 |
--- |
--- |
95,30 |
--- |
WS0429 |
PL0000105391 |
125,03 |
125,93 |
3,10 |
3,02 |
125,48 |
3,06 |
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 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
180 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
70 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
160 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
80 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
290 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
75 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
470 |
TOTAL |
1 415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.