2017-12-12 |
MARKET DATA |
No 239 (3272) |
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 |
312,50 |
321,57 |
6 |
1 165,00 |
1 198,61 |
12 |
1 477,50 |
1 520,18 |
18 |
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 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,77 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,87 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
200 000 |
197,78 |
2 |
OK0419 |
PL0000109633 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,02 |
107,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,19 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,19 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,11 |
109,08 |
109,070 |
109,070 |
109,070 |
109,070 |
109,070 |
50 000 |
54,89 |
1 |
PS0421 |
PL0000108916 |
99,38 |
99,34 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
22 500 |
22,64 |
2 |
PS0721 |
PL0000109153 |
98,17 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,77 |
112,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,06 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,41 |
114,38 |
114,350 |
114,350 |
114,350 |
114,350 |
114,350 |
40 000 |
46,26 |
1 |
PS0123 |
PL0000110151 |
99,19 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,74 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,42 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,23 |
95,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,10 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,83 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,69 |
125,77 |
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 |
111,15 |
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 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,47 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,08 |
99,17 |
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 |
97,15 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,24 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
312 500 |
321,57 |
6 |
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 |
100,87 |
101,04 |
1,30 |
0,84 |
100,96 |
1,06 |
PS0718 |
PL0000107595 |
100,76 |
100,84 |
1,23 |
1,10 |
100,80 |
1,17 |
OK1018 |
PL0000109062 |
98,88 |
98,96 |
1,31 |
1,22 |
98,92 |
1,27 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,07 |
1,50 |
1,44 |
98,03 |
1,47 |
PS0719 |
PL0000108148 |
102,66 |
102,75 |
1,56 |
1,51 |
102,71 |
1,53 |
DS1019 |
PL0000105441 |
107,00 |
107,11 |
1,65 |
1,59 |
107,06 |
1,62 |
WZ0120 |
PL0000108601 |
100,44 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,17 |
99,27 |
1,86 |
1,81 |
99,22 |
1,84 |
OK0720 |
PL0000110375 |
95,16 |
95,39 |
1,92 |
1,82 |
95,28 |
1,87 |
DS1020 |
PL0000106126 |
109,08 |
109,23 |
1,95 |
1,90 |
109,16 |
1,93 |
WZ0121 |
PL0000106068 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,33 |
99,48 |
2,21 |
2,16 |
99,41 |
2,18 |
PS0721 |
PL0000109153 |
98,14 |
98,32 |
2,29 |
2,24 |
98,23 |
2,26 |
DS1021 |
PL0000106670 |
112,73 |
112,93 |
2,27 |
2,22 |
112,83 |
2,24 |
PS0422 |
PL0000109492 |
99,02 |
99,21 |
2,49 |
2,44 |
99,12 |
2,46 |
WS0922 |
PL0000102646 |
114,38 |
114,60 |
2,51 |
2,47 |
114,49 |
2,49 |
WZ1122 |
PL0000109377 |
99,04 |
99,28 |
--- |
--- |
99,16 |
--- |
PS0123 |
PL0000110151 |
99,13 |
99,37 |
2,68 |
2,63 |
99,25 |
2,66 |
IZ0823 |
PL0000105359 |
110,81 |
111,75 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
106,69 |
106,89 |
2,75 |
2,71 |
106,79 |
2,73 |
WZ0124 |
PL0000107454 |
98,66 |
98,95 |
--- |
--- |
98,81 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,71 |
3,04 |
2,99 |
101,55 |
3,02 |
WZ0126 |
PL0000108817 |
97,07 |
97,38 |
--- |
--- |
97,23 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,51 |
3,14 |
3,10 |
95,35 |
3,12 |
DS0727 |
PL0000109427 |
94,06 |
94,35 |
3,23 |
3,19 |
94,21 |
3,21 |
WZ0528 |
PL0000110383 |
95,15 |
95,57 |
--- |
--- |
95,36 |
--- |
WS0429 |
PL0000105391 |
125,48 |
126,24 |
3,06 |
2,99 |
125,86 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,89 |
100,99 |
1,25 |
0,98 |
100,94 |
1,11 |
PS0718 |
PL0000107595 |
100,76 |
100,84 |
1,23 |
1,10 |
100,80 |
1,17 |
OK1018 |
PL0000109062 |
98,83 |
98,92 |
1,37 |
1,27 |
98,88 |
1,31 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,07 |
1,50 |
1,44 |
98,03 |
1,47 |
PS0719 |
PL0000108148 |
102,64 |
102,73 |
1,57 |
1,52 |
102,69 |
1,54 |
DS1019 |
PL0000105441 |
106,96 |
107,06 |
1,67 |
1,62 |
107,01 |
1,65 |
WZ0120 |
PL0000108601 |
100,45 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,23 |
1,87 |
1,83 |
99,19 |
1,85 |
OK0720 |
PL0000110375 |
95,14 |
95,32 |
1,92 |
1,85 |
95,23 |
1,89 |
DS1020 |
PL0000106126 |
109,02 |
109,12 |
1,97 |
1,94 |
109,07 |
1,96 |
WZ0121 |
PL0000106068 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,39 |
2,22 |
2,19 |
99,33 |
2,21 |
PS0721 |
PL0000109153 |
98,07 |
98,23 |
2,31 |
2,26 |
98,15 |
2,29 |
DS1021 |
PL0000106670 |
112,68 |
112,78 |
2,28 |
2,25 |
112,73 |
2,27 |
PS0422 |
PL0000109492 |
98,97 |
99,11 |
2,50 |
2,46 |
99,04 |
2,48 |
WS0922 |
PL0000102646 |
114,27 |
114,42 |
2,54 |
2,50 |
114,35 |
2,52 |
WZ1122 |
PL0000109377 |
99,04 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0123 |
PL0000110151 |
99,05 |
99,19 |
2,70 |
2,67 |
99,12 |
2,68 |
IZ0823 |
PL0000105359 |
110,89 |
111,82 |
--- |
--- |
111,36 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,81 |
2,77 |
2,72 |
106,69 |
2,75 |
WZ0124 |
PL0000107454 |
98,66 |
98,91 |
--- |
--- |
98,79 |
--- |
DS0725 |
PL0000108197 |
101,23 |
101,52 |
3,06 |
3,02 |
101,38 |
3,04 |
WZ0126 |
PL0000108817 |
97,07 |
97,32 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,25 |
3,16 |
3,13 |
95,15 |
3,15 |
DS0727 |
PL0000109427 |
93,97 |
94,15 |
3,24 |
3,21 |
94,06 |
3,23 |
WZ0528 |
PL0000110383 |
95,16 |
95,54 |
--- |
--- |
95,35 |
--- |
WS0429 |
PL0000105391 |
125,47 |
126,01 |
3,06 |
3,01 |
125,74 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
120 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
40 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
285 |
WS0429 |
PL0000105391 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
390 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
145 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
TOTAL |
1 165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.