2017-12-07 |
MARKET DATA |
No 236 (3269) |
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 |
437,50 |
453,43 |
18 |
95,00 |
100,02 |
2 |
532,50 |
553,45 |
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 |
100,92 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,80 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,03 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,71 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,07 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,17 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,19 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,07 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,37 |
99,30 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
10 000 |
10,06 |
1 |
PS0721 |
PL0000109153 |
98,09 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,71 |
112,72 |
112,700 |
112,700 |
112,640 |
112,640 |
112,654 |
125 000 |
141,74 |
4 |
PS0422 |
PL0000109492 |
99,00 |
98,97 |
99,020 |
99,040 |
99,020 |
99,040 |
99,037 |
60 000 |
60,27 |
3 |
WS0922 |
PL0000102646 |
114,30 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,10 |
99,05 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
25 000 |
25,32 |
2 |
DS1023 |
PL0000107264 |
106,59 |
106,60 |
106,580 |
106,580 |
106,580 |
106,580 |
106,580 |
25 000 |
26,77 |
1 |
DS0725 |
PL0000108197 |
101,31 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,12 |
95,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,05 |
93,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,67 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,70 |
125,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,00 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,52 |
100,65 |
100,520 |
100,520 |
100,520 |
100,520 |
100,520 |
10 000 |
10,12 |
2 |
WZ0120 |
PL0000108601 |
100,50 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,15 |
99,15 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
50 000 |
49,62 |
1 |
WZ0124 |
PL0000107454 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,10 |
97,07 |
97,080 |
97,080 |
97,070 |
97,070 |
97,072 |
132 500 |
129,53 |
4 |
WZ0528 |
PL0000110383 |
95,23 |
95,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
437 500 |
453,43 |
18 |
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 |
100,90 |
101,07 |
1,28 |
0,83 |
100,99 |
1,04 |
PS0718 |
PL0000107595 |
100,74 |
100,87 |
1,28 |
1,08 |
100,81 |
1,17 |
OK1018 |
PL0000109062 |
98,84 |
98,98 |
1,35 |
1,18 |
98,91 |
1,26 |
WZ0119 |
PL0000107603 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,06 |
1,51 |
1,44 |
98,02 |
1,47 |
PS0719 |
PL0000108148 |
102,65 |
102,77 |
1,58 |
1,50 |
102,71 |
1,54 |
DS1019 |
PL0000105441 |
107,00 |
107,16 |
1,67 |
1,58 |
107,08 |
1,63 |
WZ0120 |
PL0000108601 |
100,44 |
100,75 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,07 |
99,27 |
1,90 |
1,81 |
99,17 |
1,86 |
OK0720 |
PL0000110375 |
95,08 |
95,32 |
1,94 |
1,84 |
95,20 |
1,89 |
DS1020 |
PL0000106126 |
109,01 |
109,19 |
1,99 |
1,93 |
109,10 |
1,96 |
WZ0121 |
PL0000106068 |
100,08 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,37 |
2,25 |
2,19 |
99,28 |
2,22 |
PS0721 |
PL0000109153 |
98,01 |
98,24 |
2,33 |
2,26 |
98,13 |
2,29 |
DS1021 |
PL0000106670 |
112,58 |
112,84 |
2,31 |
2,25 |
112,71 |
2,28 |
PS0422 |
PL0000109492 |
98,89 |
99,06 |
2,52 |
2,48 |
98,98 |
2,50 |
WS0922 |
PL0000102646 |
114,15 |
114,44 |
2,56 |
2,50 |
114,30 |
2,53 |
WZ1122 |
PL0000109377 |
99,06 |
99,24 |
--- |
--- |
99,15 |
--- |
PS0123 |
PL0000110151 |
98,95 |
99,19 |
2,72 |
2,67 |
99,07 |
2,69 |
IZ0823 |
PL0000105359 |
110,64 |
111,94 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
106,49 |
106,77 |
2,78 |
2,73 |
106,63 |
2,76 |
WZ0124 |
PL0000107454 |
98,65 |
98,99 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
101,17 |
101,53 |
3,07 |
3,02 |
101,35 |
3,04 |
WZ0126 |
PL0000108817 |
97,02 |
97,28 |
--- |
--- |
97,15 |
--- |
DS0726 |
PL0000108866 |
94,98 |
95,35 |
3,17 |
3,12 |
95,17 |
3,15 |
DS0727 |
PL0000109427 |
93,82 |
94,19 |
3,26 |
3,21 |
94,01 |
3,23 |
WZ0528 |
PL0000110383 |
95,11 |
95,55 |
--- |
--- |
95,33 |
--- |
WS0429 |
PL0000105391 |
125,38 |
126,17 |
3,07 |
3,00 |
125,78 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,91 |
101,06 |
1,25 |
0,85 |
100,99 |
1,04 |
PS0718 |
PL0000107595 |
100,77 |
100,86 |
1,24 |
1,09 |
100,82 |
1,16 |
OK1018 |
PL0000109062 |
98,84 |
98,96 |
1,35 |
1,21 |
98,90 |
1,28 |
WZ0119 |
PL0000107603 |
100,47 |
100,69 |
--- |
--- |
100,58 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,07 |
1,49 |
1,43 |
98,04 |
1,46 |
PS0719 |
PL0000108148 |
102,65 |
102,76 |
1,58 |
1,51 |
102,71 |
1,54 |
DS1019 |
PL0000105441 |
107,03 |
107,11 |
1,65 |
1,61 |
107,07 |
1,63 |
WZ0120 |
PL0000108601 |
100,47 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,11 |
99,25 |
1,88 |
1,82 |
99,18 |
1,85 |
OK0720 |
PL0000110375 |
95,12 |
95,31 |
1,93 |
1,85 |
95,22 |
1,89 |
DS1020 |
PL0000106126 |
109,01 |
109,16 |
1,99 |
1,94 |
109,09 |
1,96 |
WZ0121 |
PL0000106068 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,39 |
2,23 |
2,19 |
99,32 |
2,21 |
PS0721 |
PL0000109153 |
98,01 |
98,20 |
2,33 |
2,27 |
98,11 |
2,30 |
DS1021 |
PL0000106670 |
112,62 |
112,76 |
2,30 |
2,27 |
112,69 |
2,28 |
PS0422 |
PL0000109492 |
98,94 |
99,08 |
2,51 |
2,47 |
99,01 |
2,49 |
WS0922 |
PL0000102646 |
114,24 |
114,41 |
2,55 |
2,51 |
114,33 |
2,53 |
WZ1122 |
PL0000109377 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0123 |
PL0000110151 |
98,97 |
99,12 |
2,72 |
2,68 |
99,05 |
2,70 |
IZ0823 |
PL0000105359 |
110,73 |
111,80 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,74 |
2,79 |
2,74 |
106,61 |
2,76 |
WZ0124 |
PL0000107454 |
98,65 |
98,92 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,50 |
3,07 |
3,02 |
101,33 |
3,05 |
WZ0126 |
PL0000108817 |
97,02 |
97,21 |
--- |
--- |
97,12 |
--- |
DS0726 |
PL0000108866 |
95,05 |
95,29 |
3,16 |
3,13 |
95,17 |
3,15 |
DS0727 |
PL0000109427 |
93,83 |
94,04 |
3,25 |
3,23 |
93,94 |
3,24 |
WZ0528 |
PL0000110383 |
95,14 |
95,54 |
--- |
--- |
95,34 |
--- |
WS0429 |
PL0000105391 |
125,47 |
126,02 |
3,06 |
3,01 |
125,75 |
3,03 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
35 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
60 |
TOTAL |
95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.