2017-12-08 |
MARKET DATA |
No 237 (3270) |
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 |
440,00 |
463,36 |
14 |
2 250,00 |
2 349,49 |
20 |
2 690,00 |
2 812,84 |
34 |
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 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,79 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,92 |
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 |
102,66 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,03 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,12 |
99,16 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
100 000 |
100,11 |
1 |
OK0720 |
PL0000110375 |
95,21 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,03 |
109,10 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
100 000 |
109,79 |
1 |
PS0421 |
PL0000108916 |
99,25 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,03 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,63 |
112,70 |
112,580 |
112,580 |
112,570 |
112,570 |
112,572 |
125 000 |
141,66 |
2 |
PS0422 |
PL0000109492 |
99,00 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,25 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,08 |
98,98 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
15 000 |
15,19 |
1 |
DS1023 |
PL0000107264 |
106,51 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,20 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,00 |
93,87 |
93,810 |
93,970 |
93,800 |
93,970 |
93,913 |
95 000 |
90,13 |
8 |
WS0428 |
PL0000107611 |
93,65 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,75 |
125,79 |
125,850 |
125,850 |
125,850 |
125,850 |
125,850 |
5 000 |
6,47 |
1 |
WS0437 |
PL0000104857 |
104,33 |
144,33 |
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 |
111,50 |
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 |
100,50 |
100,58 |
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 |
100,13 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,23 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
440 000 |
463,36 |
14 |
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 |
1,00 |
200,00 |
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 |
101,05 |
1,26 |
0,86 |
100,98 |
1,05 |
PS0718 |
PL0000107595 |
100,75 |
100,83 |
1,26 |
1,13 |
100,79 |
1,20 |
OK1018 |
PL0000109062 |
98,86 |
98,96 |
1,33 |
1,21 |
98,91 |
1,27 |
WZ0119 |
PL0000107603 |
100,47 |
100,68 |
--- |
--- |
100,58 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,07 |
1,51 |
1,44 |
98,02 |
1,47 |
PS0719 |
PL0000108148 |
102,64 |
102,74 |
1,58 |
1,52 |
102,69 |
1,55 |
DS1019 |
PL0000105441 |
106,97 |
107,09 |
1,68 |
1,61 |
107,03 |
1,65 |
WZ0120 |
PL0000108601 |
100,46 |
100,74 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,22 |
1,89 |
1,84 |
99,16 |
1,86 |
OK0720 |
PL0000110375 |
95,11 |
95,28 |
1,93 |
1,86 |
95,20 |
1,90 |
DS1020 |
PL0000106126 |
108,99 |
109,14 |
1,99 |
1,94 |
109,07 |
1,96 |
WZ0121 |
PL0000106068 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,21 |
99,34 |
2,24 |
2,20 |
99,28 |
2,22 |
PS0721 |
PL0000109153 |
98,00 |
98,19 |
2,33 |
2,27 |
98,10 |
2,30 |
DS1021 |
PL0000106670 |
112,58 |
112,76 |
2,31 |
2,26 |
112,67 |
2,29 |
PS0422 |
PL0000109492 |
98,83 |
99,01 |
2,53 |
2,49 |
98,92 |
2,51 |
WS0922 |
PL0000102646 |
114,19 |
114,39 |
2,55 |
2,51 |
114,29 |
2,53 |
WZ1122 |
PL0000109377 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
PS0123 |
PL0000110151 |
98,89 |
99,10 |
2,73 |
2,69 |
99,00 |
2,71 |
IZ0823 |
PL0000105359 |
110,77 |
111,76 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,65 |
2,79 |
2,75 |
106,54 |
2,77 |
WZ0124 |
PL0000107454 |
98,65 |
98,91 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,42 |
3,08 |
3,03 |
101,26 |
3,06 |
WZ0126 |
PL0000108817 |
96,98 |
97,26 |
--- |
--- |
97,12 |
--- |
DS0726 |
PL0000108866 |
94,87 |
95,20 |
3,19 |
3,14 |
95,04 |
3,16 |
DS0727 |
PL0000109427 |
93,76 |
94,04 |
3,26 |
3,23 |
93,90 |
3,25 |
WZ0528 |
PL0000110383 |
95,14 |
95,50 |
--- |
--- |
95,32 |
--- |
WS0429 |
PL0000105391 |
125,29 |
125,98 |
3,08 |
3,01 |
125,64 |
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 |
101,06 |
1,21 |
0,83 |
100,99 |
1,02 |
PS0718 |
PL0000107595 |
100,77 |
100,84 |
1,23 |
1,12 |
100,81 |
1,17 |
OK1018 |
PL0000109062 |
98,87 |
98,94 |
1,32 |
1,23 |
98,91 |
1,27 |
WZ0119 |
PL0000107603 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,06 |
1,50 |
1,44 |
98,02 |
1,47 |
PS0719 |
PL0000108148 |
102,64 |
102,73 |
1,58 |
1,52 |
102,69 |
1,55 |
DS1019 |
PL0000105441 |
107,00 |
107,08 |
1,66 |
1,62 |
107,04 |
1,64 |
WZ0120 |
PL0000108601 |
100,46 |
100,75 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,10 |
99,22 |
1,89 |
1,84 |
99,16 |
1,86 |
OK0720 |
PL0000110375 |
95,13 |
95,33 |
1,92 |
1,84 |
95,23 |
1,88 |
DS1020 |
PL0000106126 |
109,01 |
109,17 |
1,98 |
1,93 |
109,09 |
1,96 |
WZ0121 |
PL0000106068 |
100,08 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,38 |
2,24 |
2,19 |
99,31 |
2,21 |
PS0721 |
PL0000109153 |
98,02 |
98,21 |
2,32 |
2,27 |
98,12 |
2,29 |
DS1021 |
PL0000106670 |
112,60 |
112,76 |
2,30 |
2,26 |
112,68 |
2,28 |
PS0422 |
PL0000109492 |
98,94 |
99,08 |
2,51 |
2,47 |
99,01 |
2,49 |
WS0922 |
PL0000102646 |
114,23 |
114,45 |
2,55 |
2,50 |
114,34 |
2,52 |
WZ1122 |
PL0000109377 |
99,03 |
99,20 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
98,98 |
99,15 |
2,71 |
2,68 |
99,07 |
2,69 |
IZ0823 |
PL0000105359 |
110,80 |
111,74 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,75 |
2,79 |
2,74 |
106,62 |
2,76 |
WZ0124 |
PL0000107454 |
98,64 |
98,91 |
--- |
--- |
98,78 |
--- |
DS0725 |
PL0000108197 |
101,18 |
101,50 |
3,07 |
3,02 |
101,34 |
3,05 |
WZ0126 |
PL0000108817 |
96,98 |
97,21 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,29 |
3,16 |
3,13 |
95,17 |
3,15 |
DS0727 |
PL0000109427 |
93,89 |
94,05 |
3,25 |
3,23 |
93,97 |
3,24 |
WZ0528 |
PL0000110383 |
95,14 |
95,51 |
--- |
--- |
95,33 |
--- |
WS0429 |
PL0000105391 |
125,52 |
126,07 |
3,05 |
3,00 |
125,80 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
120 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
80 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
20 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
10 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
300 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
50 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
40 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
175 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
340 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
20 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
30 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
10 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
400 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
200 |
OK0720 |
PL0000110375 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
45 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,430 |
1,398 |
170 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
40 |
TOTAL |
2 050 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.