2017-12-15 |
MARKET DATA |
No 242 (3275) |
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 |
580,00 |
580,54 |
15 |
1 040,00 |
1 046,82 |
5 |
1 620,00 |
1 627,35 |
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 |
100,90 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,83 |
100,790 |
100,790 |
100,790 |
100,790 |
100,790 |
100 000 |
101,80 |
1 |
OK1018 |
PL0000109062 |
98,89 |
98,90 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
85 000 |
84,09 |
1 |
OK0419 |
PL0000109633 |
98,03 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,69 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,99 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,22 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,28 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,32 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,19 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,78 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,14 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,43 |
114,40 |
114,400 |
114,400 |
114,400 |
114,400 |
114,400 |
10 000 |
11,58 |
1 |
PS0123 |
PL0000110151 |
99,31 |
99,27 |
99,280 |
99,280 |
99,280 |
99,280 |
99,280 |
50 000 |
50,76 |
1 |
DS1023 |
PL0000107264 |
106,86 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,56 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,36 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,25 |
94,16 |
94,140 |
94,250 |
94,130 |
94,250 |
94,188 |
85 000 |
80,92 |
6 |
WS0428 |
PL0000107611 |
93,93 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,22 |
124,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,98 |
143,98 |
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 |
111,20 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,09 |
100,120 |
100,120 |
100,090 |
100,090 |
100,110 |
225 000 |
226,87 |
4 |
WZ0119 |
PL0000107603 |
100,47 |
100,52 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,20 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,73 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,35 |
97,33 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
25 000 |
24,52 |
1 |
WZ0528 |
PL0000110383 |
95,34 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
580,54 |
15 |
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 |
100,84 |
100,98 |
1,29 |
0,90 |
100,91 |
1,10 |
PS0718 |
PL0000107595 |
100,78 |
100,89 |
1,17 |
0,99 |
100,84 |
1,07 |
OK1018 |
PL0000109062 |
98,87 |
98,98 |
1,35 |
1,21 |
98,93 |
1,27 |
WZ0119 |
PL0000107603 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,00 |
98,09 |
1,51 |
1,44 |
98,05 |
1,47 |
PS0719 |
PL0000108148 |
102,67 |
102,76 |
1,54 |
1,48 |
102,72 |
1,51 |
DS1019 |
PL0000105441 |
106,95 |
107,06 |
1,65 |
1,59 |
107,01 |
1,62 |
WZ0120 |
PL0000108601 |
100,44 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,20 |
99,31 |
1,85 |
1,80 |
99,26 |
1,82 |
OK0720 |
PL0000110375 |
95,21 |
95,35 |
1,91 |
1,85 |
95,28 |
1,88 |
DS1020 |
PL0000106126 |
109,06 |
109,21 |
1,95 |
1,89 |
109,14 |
1,92 |
WZ0121 |
PL0000106068 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0421 |
PL0000108916 |
99,30 |
99,46 |
2,22 |
2,17 |
99,38 |
2,19 |
PS0721 |
PL0000109153 |
98,17 |
98,34 |
2,28 |
2,23 |
98,26 |
2,26 |
DS1021 |
PL0000106670 |
112,76 |
112,95 |
2,25 |
2,20 |
112,86 |
2,22 |
PS0422 |
PL0000109492 |
99,10 |
99,25 |
2,47 |
2,43 |
99,18 |
2,45 |
WS0922 |
PL0000102646 |
114,39 |
114,62 |
2,50 |
2,45 |
114,51 |
2,48 |
WZ1122 |
PL0000109377 |
99,09 |
99,26 |
--- |
--- |
99,18 |
--- |
PS0123 |
PL0000110151 |
99,26 |
99,48 |
2,65 |
2,61 |
99,37 |
2,63 |
IZ0823 |
PL0000105359 |
110,93 |
111,89 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,81 |
107,06 |
2,72 |
2,68 |
106,94 |
2,70 |
WZ0124 |
PL0000107454 |
98,67 |
98,99 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
101,49 |
101,78 |
3,02 |
2,98 |
101,64 |
3,00 |
WZ0126 |
PL0000108817 |
97,02 |
97,38 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,61 |
3,13 |
3,09 |
95,45 |
3,11 |
DS0727 |
PL0000109427 |
94,16 |
94,45 |
3,21 |
3,18 |
94,31 |
3,19 |
WZ0528 |
PL0000110383 |
95,15 |
95,54 |
--- |
--- |
95,35 |
--- |
WS0429 |
PL0000105391 |
125,02 |
125,68 |
3,10 |
3,04 |
125,35 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,87 |
100,96 |
1,21 |
0,96 |
100,92 |
1,07 |
PS0718 |
PL0000107595 |
100,76 |
100,85 |
1,21 |
1,06 |
100,81 |
1,12 |
OK1018 |
PL0000109062 |
98,83 |
98,96 |
1,39 |
1,24 |
98,90 |
1,31 |
WZ0119 |
PL0000107603 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
97,99 |
98,07 |
1,52 |
1,46 |
98,03 |
1,49 |
PS0719 |
PL0000108148 |
102,64 |
102,76 |
1,56 |
1,48 |
102,70 |
1,52 |
DS1019 |
PL0000105441 |
106,96 |
107,06 |
1,64 |
1,59 |
107,01 |
1,62 |
WZ0120 |
PL0000108601 |
100,39 |
100,67 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,17 |
99,31 |
1,86 |
1,80 |
99,24 |
1,83 |
OK0720 |
PL0000110375 |
95,20 |
95,42 |
1,91 |
1,82 |
95,31 |
1,86 |
DS1020 |
PL0000106126 |
109,02 |
109,18 |
1,96 |
1,91 |
109,10 |
1,93 |
WZ0121 |
PL0000106068 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,41 |
2,24 |
2,18 |
99,32 |
2,21 |
PS0721 |
PL0000109153 |
98,09 |
98,25 |
2,31 |
2,26 |
98,17 |
2,28 |
DS1021 |
PL0000106670 |
112,72 |
112,89 |
2,26 |
2,22 |
112,81 |
2,24 |
PS0422 |
PL0000109492 |
99,04 |
99,20 |
2,48 |
2,44 |
99,12 |
2,46 |
WS0922 |
PL0000102646 |
114,30 |
114,52 |
2,52 |
2,48 |
114,41 |
2,50 |
WZ1122 |
PL0000109377 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
PS0123 |
PL0000110151 |
99,19 |
99,34 |
2,67 |
2,64 |
99,27 |
2,65 |
IZ0823 |
PL0000105359 |
110,95 |
111,89 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,70 |
106,95 |
2,74 |
2,70 |
106,83 |
2,72 |
WZ0124 |
PL0000107454 |
98,67 |
98,97 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
101,33 |
101,64 |
3,05 |
3,00 |
101,49 |
3,02 |
WZ0126 |
PL0000108817 |
97,18 |
97,49 |
--- |
--- |
97,34 |
--- |
DS0726 |
PL0000108866 |
95,18 |
95,38 |
3,15 |
3,12 |
95,28 |
3,13 |
DS0727 |
PL0000109427 |
94,03 |
94,26 |
3,23 |
3,20 |
94,15 |
3,22 |
WZ0528 |
PL0000110383 |
95,20 |
95,63 |
--- |
--- |
95,42 |
--- |
WS0429 |
PL0000105391 |
124,80 |
125,52 |
3,12 |
3,05 |
125,16 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
200 |
WZ0528 |
PL0000110383 |
3/12 |
9 |
1,450 |
1,450 |
1,450 |
40 |
TOTAL |
240 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,370 |
1,410 |
1,390 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.