2017-12-20 |
MARKET DATA |
No 245 (3278) |
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 |
410,00 |
414,62 |
19 |
690,00 |
698,70 |
5 |
1 100,00 |
1 113,32 |
24 |
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 |
100,89 |
100,95 |
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 |
98,82 |
98,74 |
98,740 |
98,740 |
98,740 |
98,740 |
98,740 |
10 000 |
9,87 |
1 |
OK0419 |
PL0000109633 |
97,91 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,78 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,03 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,36 |
95,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,84 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,00 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,50 |
112,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,98 |
98,87 |
98,940 |
98,980 |
98,820 |
98,820 |
98,942 |
365 000 |
366,56 |
15 |
WS0922 |
PL0000102646 |
114,14 |
114,11 |
114,110 |
114,110 |
114,110 |
114,110 |
114,110 |
10 000 |
11,55 |
1 |
PS0123 |
PL0000110151 |
99,04 |
99,04 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
20 000 |
20,24 |
1 |
DS1023 |
PL0000107264 |
106,46 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,78 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,28 |
93,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
92,99 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,13 |
124,14 |
124,020 |
124,020 |
124,020 |
124,020 |
124,020 |
5 000 |
6,39 |
1 |
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 |
111,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,00 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,97 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,65 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,98 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,06 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
410 000 |
414,62 |
19 |
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 |
1,24 |
0,84 |
100,91 |
1,04 |
PS0718 |
PL0000107595 |
100,72 |
100,85 |
1,26 |
1,04 |
100,79 |
1,14 |
OK1018 |
PL0000109062 |
98,80 |
98,93 |
1,44 |
1,29 |
98,87 |
1,36 |
WZ0119 |
PL0000107603 |
100,32 |
100,54 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
97,86 |
97,99 |
1,63 |
1,53 |
97,93 |
1,57 |
PS0719 |
PL0000108148 |
102,46 |
102,60 |
1,66 |
1,58 |
102,53 |
1,62 |
DS1019 |
PL0000105441 |
106,70 |
106,86 |
1,77 |
1,68 |
106,78 |
1,72 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
98,96 |
99,12 |
1,96 |
1,88 |
99,04 |
1,92 |
OK0720 |
PL0000110375 |
95,03 |
95,26 |
1,99 |
1,89 |
95,15 |
1,94 |
DS1020 |
PL0000106126 |
108,75 |
108,95 |
2,04 |
1,98 |
108,85 |
2,01 |
WZ0121 |
PL0000106068 |
99,96 |
100,27 |
--- |
--- |
100,12 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,22 |
2,31 |
2,24 |
99,12 |
2,27 |
PS0721 |
PL0000109153 |
97,87 |
98,11 |
2,37 |
2,30 |
97,99 |
2,34 |
DS1021 |
PL0000106670 |
112,36 |
112,61 |
2,34 |
2,28 |
112,49 |
2,31 |
PS0422 |
PL0000109492 |
98,68 |
98,93 |
2,57 |
2,51 |
98,81 |
2,54 |
WS0922 |
PL0000102646 |
113,94 |
114,21 |
2,59 |
2,53 |
114,08 |
2,56 |
WZ1122 |
PL0000109377 |
98,89 |
99,26 |
--- |
--- |
99,08 |
--- |
PS0123 |
PL0000110151 |
98,89 |
99,13 |
2,73 |
2,68 |
99,01 |
2,71 |
IZ0823 |
PL0000105359 |
110,92 |
111,86 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
106,25 |
106,53 |
2,82 |
2,77 |
106,39 |
2,80 |
WZ0124 |
PL0000107454 |
98,46 |
98,92 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
100,67 |
100,96 |
3,15 |
3,10 |
100,82 |
3,12 |
WZ0126 |
PL0000108817 |
96,91 |
97,26 |
--- |
--- |
97,09 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,72 |
3,26 |
3,21 |
94,55 |
3,23 |
DS0727 |
PL0000109427 |
93,14 |
93,46 |
3,34 |
3,30 |
93,30 |
3,32 |
WZ0528 |
PL0000110383 |
94,91 |
95,41 |
--- |
--- |
95,16 |
--- |
WS0429 |
PL0000105391 |
123,67 |
124,45 |
3,22 |
3,15 |
124,06 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,85 |
100,98 |
1,21 |
0,84 |
100,92 |
1,01 |
PS0718 |
PL0000107595 |
100,76 |
100,87 |
1,19 |
1,00 |
100,82 |
1,09 |
OK1018 |
PL0000109062 |
98,80 |
98,95 |
1,44 |
1,26 |
98,88 |
1,35 |
WZ0119 |
PL0000107603 |
100,28 |
100,55 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
97,89 |
98,01 |
1,60 |
1,51 |
97,95 |
1,56 |
PS0719 |
PL0000108148 |
102,44 |
102,63 |
1,68 |
1,56 |
102,54 |
1,61 |
DS1019 |
PL0000105441 |
106,74 |
106,89 |
1,74 |
1,67 |
106,82 |
1,70 |
WZ0120 |
PL0000108601 |
100,30 |
100,70 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
98,95 |
99,15 |
1,96 |
1,87 |
99,05 |
1,92 |
OK0720 |
PL0000110375 |
95,01 |
95,28 |
1,99 |
1,88 |
95,15 |
1,94 |
DS1020 |
PL0000106126 |
108,72 |
108,95 |
2,05 |
1,98 |
108,84 |
2,01 |
WZ0121 |
PL0000106068 |
99,95 |
100,25 |
--- |
--- |
100,10 |
--- |
PS0421 |
PL0000108916 |
99,02 |
99,29 |
2,30 |
2,22 |
99,16 |
2,26 |
PS0721 |
PL0000109153 |
97,96 |
98,16 |
2,35 |
2,29 |
98,06 |
2,32 |
DS1021 |
PL0000106670 |
112,37 |
112,67 |
2,34 |
2,26 |
112,52 |
2,30 |
PS0422 |
PL0000109492 |
98,76 |
98,94 |
2,55 |
2,51 |
98,85 |
2,53 |
WS0922 |
PL0000102646 |
113,95 |
114,17 |
2,59 |
2,54 |
114,06 |
2,57 |
WZ1122 |
PL0000109377 |
98,86 |
99,28 |
--- |
--- |
99,07 |
--- |
PS0123 |
PL0000110151 |
98,94 |
99,10 |
2,72 |
2,69 |
99,02 |
2,71 |
IZ0823 |
PL0000105359 |
110,76 |
112,02 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
106,22 |
106,51 |
2,83 |
2,77 |
106,37 |
2,80 |
WZ0124 |
PL0000107454 |
98,45 |
98,95 |
--- |
--- |
98,70 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,89 |
3,17 |
3,11 |
100,70 |
3,14 |
WZ0126 |
PL0000108817 |
96,92 |
97,27 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,56 |
3,28 |
3,23 |
94,40 |
3,25 |
DS0727 |
PL0000109427 |
93,02 |
93,34 |
3,36 |
3,32 |
93,18 |
3,34 |
WZ0528 |
PL0000110383 |
94,92 |
95,53 |
--- |
--- |
95,23 |
--- |
WS0429 |
PL0000105391 |
123,58 |
124,47 |
3,23 |
3,15 |
124,03 |
3,19 |
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 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
65 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
55 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
40 |
TOTAL |
190 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
500 |
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.