2017-11-21 |
MARKET DATA |
No 224 (3257) |
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 |
650,00 |
647,56 |
33 |
0,00 |
0,00 |
0 |
650,00 |
647,56 |
33 |
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 |
101,05 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,81 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,99 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,85 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,34 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,22 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,09 |
95,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,22 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,19 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,98 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,60 |
112,59 |
112,600 |
112,600 |
112,600 |
112,600 |
112,600 |
10 000 |
11,31 |
1 |
PS0422 |
PL0000109492 |
98,65 |
98,57 |
98,650 |
98,650 |
98,530 |
98,530 |
98,567 |
250 000 |
249,69 |
10 |
WS0922 |
PL0000102646 |
114,00 |
114,00 |
114,000 |
114,000 |
113,980 |
113,980 |
113,990 |
20 000 |
22,99 |
2 |
PS0123 |
PL0000110151 |
98,60 |
98,55 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
100 000 |
100,61 |
4 |
DS1023 |
PL0000107264 |
105,83 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,18 |
100,13 |
100,170 |
100,180 |
100,150 |
100,180 |
100,169 |
70 000 |
70,87 |
5 |
DS0726 |
PL0000108866 |
93,75 |
93,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,58 |
92,39 |
92,470 |
92,550 |
92,380 |
92,550 |
92,457 |
115 000 |
107,28 |
8 |
WS0428 |
PL0000107611 |
92,12 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,57 |
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 |
110,91 |
111,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,58 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,61 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
35 000 |
35,39 |
1 |
WZ0121 |
PL0000106068 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,80 |
98,76 |
98,810 |
98,810 |
98,810 |
98,810 |
98,810 |
25 000 |
24,70 |
1 |
WZ0124 |
PL0000107454 |
98,28 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,60 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
94,45 |
94,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
625 000 |
622,83 |
32 |
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 |
101,02 |
101,20 |
1,28 |
0,86 |
101,11 |
1,07 |
PS0718 |
PL0000107595 |
100,81 |
100,93 |
1,27 |
1,09 |
100,87 |
1,18 |
OK1018 |
PL0000109062 |
98,78 |
98,91 |
1,34 |
1,20 |
98,85 |
1,26 |
WZ0119 |
PL0000107603 |
100,49 |
100,70 |
--- |
--- |
100,60 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,06 |
1,46 |
1,39 |
98,01 |
1,43 |
PS0719 |
PL0000108148 |
102,82 |
102,95 |
1,52 |
1,44 |
102,89 |
1,48 |
DS1019 |
PL0000105441 |
107,27 |
107,41 |
1,62 |
1,55 |
107,34 |
1,59 |
WZ0120 |
PL0000108601 |
100,39 |
100,73 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,28 |
1,86 |
1,80 |
99,21 |
1,83 |
OK0720 |
PL0000110375 |
95,02 |
95,27 |
1,93 |
1,83 |
95,15 |
1,88 |
DS1020 |
PL0000106126 |
109,16 |
109,28 |
1,99 |
1,95 |
109,22 |
1,97 |
WZ0121 |
PL0000106068 |
99,90 |
100,11 |
--- |
--- |
100,01 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,31 |
2,25 |
2,21 |
99,24 |
2,23 |
PS0721 |
PL0000109153 |
97,94 |
98,11 |
2,34 |
2,29 |
98,03 |
2,31 |
DS1021 |
PL0000106670 |
112,49 |
112,68 |
2,37 |
2,33 |
112,59 |
2,35 |
PS0422 |
PL0000109492 |
98,57 |
98,74 |
2,59 |
2,55 |
98,66 |
2,57 |
WS0922 |
PL0000102646 |
113,89 |
114,13 |
2,65 |
2,60 |
114,01 |
2,62 |
WZ1122 |
PL0000109377 |
98,56 |
98,81 |
--- |
--- |
98,69 |
--- |
PS0123 |
PL0000110151 |
98,52 |
98,78 |
2,81 |
2,75 |
98,65 |
2,78 |
IZ0823 |
PL0000105359 |
110,43 |
111,48 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
105,76 |
106,02 |
2,92 |
2,88 |
105,89 |
2,90 |
WZ0124 |
PL0000107454 |
98,06 |
98,52 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
99,99 |
100,32 |
3,25 |
3,20 |
100,16 |
3,22 |
WZ0126 |
PL0000108817 |
96,39 |
96,75 |
--- |
--- |
96,57 |
--- |
DS0726 |
PL0000108866 |
93,59 |
93,85 |
3,36 |
3,32 |
93,72 |
3,34 |
DS0727 |
PL0000109427 |
92,34 |
92,64 |
3,44 |
3,40 |
92,49 |
3,42 |
WZ0528 |
PL0000110383 |
94,21 |
94,72 |
--- |
--- |
94,47 |
--- |
WS0429 |
PL0000105391 |
123,32 |
123,98 |
3,27 |
3,20 |
123,65 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
101,02 |
101,19 |
1,28 |
0,88 |
101,11 |
1,07 |
PS0718 |
PL0000107595 |
100,81 |
100,93 |
1,27 |
1,09 |
100,87 |
1,18 |
OK1018 |
PL0000109062 |
98,79 |
98,91 |
1,33 |
1,20 |
98,85 |
1,26 |
WZ0119 |
PL0000107603 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
OK0419 |
PL0000109633 |
97,97 |
98,06 |
1,46 |
1,39 |
98,02 |
1,42 |
PS0719 |
PL0000108148 |
102,82 |
102,96 |
1,52 |
1,44 |
102,89 |
1,48 |
DS1019 |
PL0000105441 |
107,31 |
107,46 |
1,60 |
1,53 |
107,39 |
1,56 |
WZ0120 |
PL0000108601 |
100,41 |
100,74 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,19 |
99,29 |
1,84 |
1,80 |
99,24 |
1,82 |
OK0720 |
PL0000110375 |
95,06 |
95,31 |
1,91 |
1,81 |
95,19 |
1,86 |
DS1020 |
PL0000106126 |
109,19 |
109,40 |
1,98 |
1,91 |
109,30 |
1,94 |
WZ0121 |
PL0000106068 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0421 |
PL0000108916 |
99,14 |
99,34 |
2,26 |
2,20 |
99,24 |
2,23 |
PS0721 |
PL0000109153 |
97,96 |
98,17 |
2,33 |
2,27 |
98,07 |
2,30 |
DS1021 |
PL0000106670 |
112,56 |
112,72 |
2,36 |
2,32 |
112,64 |
2,34 |
PS0422 |
PL0000109492 |
98,57 |
98,72 |
2,59 |
2,56 |
98,65 |
2,57 |
WS0922 |
PL0000102646 |
113,91 |
114,07 |
2,64 |
2,61 |
113,99 |
2,63 |
WZ1122 |
PL0000109377 |
98,71 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0123 |
PL0000110151 |
98,55 |
98,73 |
2,80 |
2,76 |
98,64 |
2,78 |
IZ0823 |
PL0000105359 |
110,36 |
111,59 |
--- |
--- |
110,98 |
--- |
DS1023 |
PL0000107264 |
105,77 |
106,05 |
2,92 |
2,87 |
105,91 |
2,90 |
WZ0124 |
PL0000107454 |
98,13 |
98,55 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,24 |
3,24 |
3,21 |
100,15 |
3,22 |
WZ0126 |
PL0000108817 |
96,53 |
96,77 |
--- |
--- |
96,65 |
--- |
DS0726 |
PL0000108866 |
93,62 |
93,87 |
3,36 |
3,32 |
93,75 |
3,34 |
DS0727 |
PL0000109427 |
92,47 |
92,72 |
3,42 |
3,39 |
92,60 |
3,41 |
WZ0528 |
PL0000110383 |
94,38 |
94,89 |
--- |
--- |
94,64 |
--- |
WS0429 |
PL0000105391 |
123,39 |
124,09 |
3,26 |
3,19 |
123,74 |
3,23 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.