2017-11-29 |
MARKET DATA |
No 230 (3263) |
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 |
807,50 |
799,81 |
21 |
0,00 |
0,00 |
0 |
807,50 |
799,81 |
21 |
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 |
100,98 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,82 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,88 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,04 |
98,06 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
107 500 |
105,39 |
2 |
PS0719 |
PL0000108148 |
102,85 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
107,32 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,28 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,22 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,32 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,27 |
98,13 |
98,170 |
98,170 |
98,120 |
98,120 |
98,140 |
475 000 |
469,10 |
10 |
DS1021 |
PL0000106670 |
112,90 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,00 |
98,93 |
98,970 |
98,970 |
98,950 |
98,950 |
98,954 |
195 000 |
195,60 |
5 |
WS0922 |
PL0000102646 |
114,40 |
114,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,11 |
99,00 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
20 000 |
20,22 |
2 |
DS1023 |
PL0000107264 |
106,45 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,90 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,60 |
94,50 |
94,560 |
94,560 |
94,560 |
94,560 |
94,560 |
5 000 |
4,77 |
1 |
DS0727 |
PL0000109427 |
93,40 |
93,27 |
93,400 |
93,400 |
93,400 |
93,400 |
93,400 |
5 000 |
4,71 |
1 |
WS0428 |
PL0000107611 |
93,02 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,15 |
125,07 |
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 |
110,75 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,20 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,07 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,62 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,00 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,20 |
95,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
807 500 |
799,81 |
21 |
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 |
100,96 |
101,13 |
1,29 |
0,88 |
101,05 |
1,07 |
PS0718 |
PL0000107595 |
100,81 |
100,90 |
1,23 |
1,09 |
100,86 |
1,15 |
OK1018 |
PL0000109062 |
98,86 |
98,95 |
1,28 |
1,18 |
98,91 |
1,23 |
WZ0119 |
PL0000107603 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
OK0419 |
PL0000109633 |
98,02 |
98,10 |
1,44 |
1,38 |
98,06 |
1,41 |
PS0719 |
PL0000108148 |
102,82 |
102,91 |
1,50 |
1,45 |
102,87 |
1,47 |
DS1019 |
PL0000105441 |
107,30 |
107,40 |
1,57 |
1,51 |
107,35 |
1,54 |
WZ0120 |
PL0000108601 |
100,48 |
100,82 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,24 |
99,37 |
1,82 |
1,77 |
99,31 |
1,79 |
OK0720 |
PL0000110375 |
95,19 |
95,36 |
1,88 |
1,81 |
95,28 |
1,84 |
DS1020 |
PL0000106126 |
109,30 |
109,46 |
1,92 |
1,86 |
109,38 |
1,89 |
WZ0121 |
PL0000106068 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,37 |
99,52 |
2,19 |
2,14 |
99,45 |
2,17 |
PS0721 |
PL0000109153 |
98,25 |
98,42 |
2,25 |
2,20 |
98,34 |
2,23 |
DS1021 |
PL0000106670 |
112,88 |
113,08 |
2,26 |
2,21 |
112,98 |
2,23 |
PS0422 |
PL0000109492 |
98,98 |
99,16 |
2,49 |
2,45 |
99,07 |
2,47 |
WS0922 |
PL0000102646 |
114,37 |
114,60 |
2,54 |
2,49 |
114,49 |
2,51 |
WZ1122 |
PL0000109377 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0123 |
PL0000110151 |
99,06 |
99,31 |
2,70 |
2,64 |
99,19 |
2,67 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,41 |
106,67 |
2,80 |
2,76 |
106,54 |
2,78 |
WZ0124 |
PL0000107454 |
98,55 |
98,82 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,15 |
3,12 |
3,07 |
100,99 |
3,10 |
WZ0126 |
PL0000108817 |
96,93 |
97,21 |
--- |
--- |
97,07 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,79 |
3,24 |
3,20 |
94,65 |
3,22 |
DS0727 |
PL0000109427 |
93,28 |
93,55 |
3,32 |
3,29 |
93,42 |
3,30 |
WZ0528 |
PL0000110383 |
95,06 |
95,52 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,89 |
125,48 |
3,12 |
3,06 |
125,19 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,96 |
101,13 |
1,29 |
0,88 |
101,05 |
1,07 |
PS0718 |
PL0000107595 |
100,81 |
100,90 |
1,23 |
1,09 |
100,86 |
1,15 |
OK1018 |
PL0000109062 |
98,86 |
98,95 |
1,28 |
1,18 |
98,91 |
1,23 |
WZ0119 |
PL0000107603 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,08 |
1,45 |
1,40 |
98,05 |
1,42 |
PS0719 |
PL0000108148 |
102,81 |
102,90 |
1,51 |
1,45 |
102,86 |
1,48 |
DS1019 |
PL0000105441 |
107,28 |
107,38 |
1,58 |
1,52 |
107,33 |
1,55 |
WZ0120 |
PL0000108601 |
100,48 |
100,82 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,21 |
99,35 |
1,84 |
1,78 |
99,28 |
1,81 |
OK0720 |
PL0000110375 |
95,17 |
95,34 |
1,89 |
1,82 |
95,26 |
1,85 |
DS1020 |
PL0000106126 |
109,24 |
109,38 |
1,94 |
1,89 |
109,31 |
1,91 |
WZ0121 |
PL0000106068 |
100,06 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,44 |
2,21 |
2,17 |
99,38 |
2,19 |
PS0721 |
PL0000109153 |
98,11 |
98,24 |
2,29 |
2,26 |
98,18 |
2,27 |
DS1021 |
PL0000106670 |
112,77 |
112,95 |
2,29 |
2,24 |
112,86 |
2,26 |
PS0422 |
PL0000109492 |
98,84 |
99,04 |
2,53 |
2,48 |
98,94 |
2,50 |
WS0922 |
PL0000102646 |
114,22 |
114,45 |
2,57 |
2,52 |
114,34 |
2,54 |
WZ1122 |
PL0000109377 |
99,02 |
99,16 |
--- |
--- |
99,09 |
--- |
PS0123 |
PL0000110151 |
98,94 |
99,10 |
2,72 |
2,69 |
99,02 |
2,70 |
IZ0823 |
PL0000105359 |
110,52 |
111,50 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
106,28 |
106,49 |
2,83 |
2,79 |
106,39 |
2,81 |
WZ0124 |
PL0000107454 |
98,57 |
98,84 |
--- |
--- |
98,71 |
--- |
DS0725 |
PL0000108197 |
100,66 |
100,95 |
3,15 |
3,10 |
100,81 |
3,13 |
WZ0126 |
PL0000108817 |
96,93 |
97,18 |
--- |
--- |
97,06 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,62 |
3,25 |
3,22 |
94,50 |
3,24 |
DS0727 |
PL0000109427 |
93,18 |
93,39 |
3,34 |
3,31 |
93,29 |
3,32 |
WZ0528 |
PL0000110383 |
95,08 |
95,50 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,84 |
125,39 |
3,12 |
3,07 |
125,12 |
3,10 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.