2017-12-06 |
MARKET DATA |
No 235 (3268) |
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 |
485,00 |
474,58 |
16 |
500,00 |
509,17 |
4 |
985,00 |
983,75 |
20 |
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 |
100,93 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,80 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,88 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,03 |
98,01 |
98,020 |
98,020 |
98,000 |
98,000 |
98,008 |
415 000 |
406,73 |
7 |
PS0719 |
PL0000108148 |
102,71 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,09 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,11 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,06 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,10 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,25 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,06 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,65 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,94 |
98,93 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
20 000 |
20,07 |
3 |
WS0922 |
PL0000102646 |
114,22 |
114,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,03 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,60 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,25 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
95,05 |
95,100 |
95,130 |
95,100 |
95,130 |
95,120 |
30 000 |
28,82 |
3 |
DS0727 |
PL0000109427 |
93,95 |
93,85 |
93,880 |
93,950 |
93,880 |
93,950 |
93,903 |
20 000 |
18,97 |
3 |
WS0428 |
PL0000107611 |
93,55 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,75 |
125,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,56 |
144,19 |
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 |
111,01 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,52 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,11 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,09 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,23 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
474,58 |
16 |
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 |
101,07 |
1,30 |
0,89 |
100,99 |
1,10 |
PS0718 |
PL0000107595 |
100,75 |
100,89 |
1,28 |
1,06 |
100,82 |
1,17 |
OK1018 |
PL0000109062 |
98,86 |
99,00 |
1,31 |
1,15 |
98,93 |
1,23 |
WZ0119 |
PL0000107603 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,10 |
1,48 |
1,40 |
98,05 |
1,44 |
PS0719 |
PL0000108148 |
102,70 |
102,83 |
1,55 |
1,47 |
102,77 |
1,51 |
DS1019 |
PL0000105441 |
107,07 |
107,23 |
1,65 |
1,56 |
107,15 |
1,61 |
WZ0120 |
PL0000108601 |
100,45 |
100,75 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,29 |
1,89 |
1,80 |
99,19 |
1,85 |
OK0720 |
PL0000110375 |
95,04 |
95,29 |
1,95 |
1,85 |
95,17 |
1,90 |
DS1020 |
PL0000106126 |
109,06 |
109,24 |
1,98 |
1,92 |
109,15 |
1,95 |
WZ0121 |
PL0000106068 |
100,08 |
100,24 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,22 |
99,43 |
2,24 |
2,17 |
99,33 |
2,20 |
PS0721 |
PL0000109153 |
98,01 |
98,25 |
2,33 |
2,25 |
98,13 |
2,29 |
DS1021 |
PL0000106670 |
112,63 |
112,93 |
2,31 |
2,23 |
112,78 |
2,27 |
PS0422 |
PL0000109492 |
98,85 |
99,02 |
2,53 |
2,49 |
98,94 |
2,51 |
WS0922 |
PL0000102646 |
114,12 |
114,41 |
2,58 |
2,52 |
114,27 |
2,54 |
WZ1122 |
PL0000109377 |
99,05 |
99,20 |
--- |
--- |
99,13 |
--- |
PS0123 |
PL0000110151 |
98,94 |
99,22 |
2,72 |
2,66 |
99,08 |
2,69 |
IZ0823 |
PL0000105359 |
110,69 |
111,89 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,72 |
2,80 |
2,74 |
106,58 |
2,77 |
WZ0124 |
PL0000107454 |
98,63 |
98,97 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,46 |
3,08 |
3,03 |
101,28 |
3,06 |
WZ0126 |
PL0000108817 |
96,97 |
97,23 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
94,87 |
95,25 |
3,19 |
3,13 |
95,06 |
3,16 |
DS0727 |
PL0000109427 |
93,67 |
93,97 |
3,27 |
3,24 |
93,82 |
3,26 |
WZ0528 |
PL0000110383 |
95,11 |
95,57 |
--- |
--- |
95,34 |
--- |
WS0429 |
PL0000105391 |
125,23 |
126,16 |
3,08 |
3,00 |
125,70 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,92 |
101,07 |
1,28 |
0,89 |
101,00 |
1,07 |
PS0718 |
PL0000107595 |
100,78 |
100,89 |
1,23 |
1,06 |
100,84 |
1,14 |
OK1018 |
PL0000109062 |
98,84 |
98,97 |
1,33 |
1,18 |
98,91 |
1,25 |
WZ0119 |
PL0000107603 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,04 |
1,51 |
1,45 |
98,00 |
1,48 |
PS0719 |
PL0000108148 |
102,68 |
102,80 |
1,57 |
1,49 |
102,74 |
1,53 |
DS1019 |
PL0000105441 |
107,06 |
107,19 |
1,65 |
1,58 |
107,13 |
1,62 |
WZ0120 |
PL0000108601 |
100,47 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,07 |
99,27 |
1,90 |
1,81 |
99,17 |
1,86 |
OK0720 |
PL0000110375 |
95,05 |
95,28 |
1,95 |
1,86 |
95,17 |
1,90 |
DS1020 |
PL0000106126 |
109,05 |
109,23 |
1,98 |
1,92 |
109,14 |
1,95 |
WZ0121 |
PL0000106068 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,37 |
2,25 |
2,19 |
99,29 |
2,22 |
PS0721 |
PL0000109153 |
98,00 |
98,23 |
2,33 |
2,26 |
98,12 |
2,29 |
DS1021 |
PL0000106670 |
112,63 |
112,89 |
2,31 |
2,24 |
112,76 |
2,27 |
PS0422 |
PL0000109492 |
98,91 |
99,06 |
2,51 |
2,48 |
98,99 |
2,49 |
WS0922 |
PL0000102646 |
114,20 |
114,49 |
2,56 |
2,50 |
114,35 |
2,53 |
WZ1122 |
PL0000109377 |
99,05 |
99,21 |
--- |
--- |
99,13 |
--- |
PS0123 |
PL0000110151 |
98,99 |
99,17 |
2,71 |
2,67 |
99,08 |
2,69 |
IZ0823 |
PL0000105359 |
110,81 |
111,72 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,78 |
2,78 |
2,73 |
106,66 |
2,76 |
WZ0124 |
PL0000107454 |
98,65 |
98,89 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
101,21 |
101,44 |
3,07 |
3,03 |
101,33 |
3,05 |
WZ0126 |
PL0000108817 |
97,02 |
97,28 |
--- |
--- |
97,15 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,34 |
3,16 |
3,12 |
95,19 |
3,14 |
DS0727 |
PL0000109427 |
93,87 |
94,08 |
3,25 |
3,22 |
93,98 |
3,23 |
WZ0528 |
PL0000110383 |
95,13 |
95,55 |
--- |
--- |
95,34 |
--- |
WS0429 |
PL0000105391 |
125,52 |
126,25 |
3,06 |
2,99 |
125,89 |
3,02 |
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 |
1,300 |
1,300 |
1,300 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
200 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
240 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.