2017-12-14 |
MARKET DATA |
No 241 (3274) |
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 |
130,00 |
132,16 |
8 |
105,00 |
105,02 |
2 |
235,00 |
237,19 |
10 |
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 |
100,94 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,80 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,89 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,04 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,67 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,99 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,20 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,26 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,07 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,34 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,20 |
98,22 |
98,230 |
98,230 |
98,230 |
98,230 |
98,230 |
90 000 |
89,04 |
3 |
DS1021 |
PL0000106670 |
112,78 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,14 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,41 |
114,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,26 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,78 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,38 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,30 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,15 |
94,04 |
94,100 |
94,110 |
94,100 |
94,110 |
94,106 |
25 000 |
23,78 |
3 |
WS0428 |
PL0000107611 |
93,74 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,20 |
125,25 |
125,250 |
125,300 |
125,250 |
125,300 |
125,267 |
15 000 |
19,35 |
2 |
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 |
111,60 |
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 |
100,49 |
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 |
100,14 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,16 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,77 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,13 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,25 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
132,16 |
8 |
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 |
100,85 |
101,01 |
1,28 |
0,84 |
100,93 |
1,06 |
PS0718 |
PL0000107595 |
100,74 |
100,83 |
1,25 |
1,10 |
100,79 |
1,16 |
OK1018 |
PL0000109062 |
98,85 |
98,94 |
1,37 |
1,26 |
98,90 |
1,31 |
WZ0119 |
PL0000107603 |
100,46 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,07 |
1,52 |
1,45 |
98,03 |
1,48 |
PS0719 |
PL0000108148 |
102,65 |
102,73 |
1,56 |
1,51 |
102,69 |
1,53 |
DS1019 |
PL0000105441 |
106,93 |
107,02 |
1,67 |
1,62 |
106,98 |
1,64 |
WZ0120 |
PL0000108601 |
100,45 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,16 |
99,26 |
1,86 |
1,82 |
99,21 |
1,84 |
OK0720 |
PL0000110375 |
95,20 |
95,39 |
1,91 |
1,83 |
95,30 |
1,87 |
DS1020 |
PL0000106126 |
109,02 |
109,15 |
1,96 |
1,92 |
109,09 |
1,94 |
WZ0121 |
PL0000106068 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,29 |
99,43 |
2,22 |
2,17 |
99,36 |
2,20 |
PS0721 |
PL0000109153 |
98,14 |
98,31 |
2,29 |
2,24 |
98,23 |
2,26 |
DS1021 |
PL0000106670 |
112,70 |
112,90 |
2,27 |
2,22 |
112,80 |
2,24 |
PS0422 |
PL0000109492 |
99,03 |
99,19 |
2,48 |
2,45 |
99,11 |
2,47 |
WS0922 |
PL0000102646 |
114,27 |
114,49 |
2,53 |
2,48 |
114,38 |
2,51 |
WZ1122 |
PL0000109377 |
99,07 |
99,25 |
--- |
--- |
99,16 |
--- |
PS0123 |
PL0000110151 |
99,10 |
99,35 |
2,69 |
2,64 |
99,23 |
2,66 |
IZ0823 |
PL0000105359 |
110,93 |
111,88 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,88 |
2,76 |
2,71 |
106,76 |
2,73 |
WZ0124 |
PL0000107454 |
98,67 |
98,93 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
101,31 |
101,63 |
3,05 |
3,00 |
101,47 |
3,03 |
WZ0126 |
PL0000108817 |
97,05 |
97,39 |
--- |
--- |
97,22 |
--- |
DS0726 |
PL0000108866 |
95,10 |
95,42 |
3,16 |
3,11 |
95,26 |
3,13 |
DS0727 |
PL0000109427 |
93,93 |
94,22 |
3,24 |
3,21 |
94,08 |
3,22 |
WZ0528 |
PL0000110383 |
95,17 |
95,58 |
--- |
--- |
95,38 |
--- |
WS0429 |
PL0000105391 |
124,92 |
125,52 |
3,11 |
3,05 |
125,22 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,92 |
101,03 |
1,09 |
0,79 |
100,98 |
0,92 |
PS0718 |
PL0000107595 |
100,78 |
100,84 |
1,18 |
1,08 |
100,81 |
1,13 |
OK1018 |
PL0000109062 |
98,86 |
98,95 |
1,35 |
1,25 |
98,91 |
1,29 |
WZ0119 |
PL0000107603 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,01 |
98,07 |
1,50 |
1,45 |
98,04 |
1,48 |
PS0719 |
PL0000108148 |
102,66 |
102,74 |
1,55 |
1,50 |
102,70 |
1,53 |
DS1019 |
PL0000105441 |
106,96 |
107,04 |
1,65 |
1,61 |
107,00 |
1,63 |
WZ0120 |
PL0000108601 |
100,44 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,18 |
99,29 |
1,86 |
1,81 |
99,24 |
1,83 |
OK0720 |
PL0000110375 |
95,22 |
95,34 |
1,90 |
1,85 |
95,28 |
1,88 |
DS1020 |
PL0000106126 |
109,03 |
109,19 |
1,96 |
1,90 |
109,11 |
1,93 |
WZ0121 |
PL0000106068 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,26 |
99,41 |
2,23 |
2,18 |
99,34 |
2,20 |
PS0721 |
PL0000109153 |
98,12 |
98,26 |
2,30 |
2,26 |
98,19 |
2,28 |
DS1021 |
PL0000106670 |
112,72 |
112,91 |
2,26 |
2,21 |
112,82 |
2,24 |
PS0422 |
PL0000109492 |
99,10 |
99,22 |
2,47 |
2,44 |
99,16 |
2,45 |
WS0922 |
PL0000102646 |
114,32 |
114,50 |
2,52 |
2,48 |
114,41 |
2,50 |
WZ1122 |
PL0000109377 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
PS0123 |
PL0000110151 |
99,16 |
99,33 |
2,68 |
2,64 |
99,25 |
2,66 |
IZ0823 |
PL0000105359 |
110,93 |
111,88 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,69 |
106,93 |
2,74 |
2,70 |
106,81 |
2,72 |
WZ0124 |
PL0000107454 |
98,72 |
98,96 |
--- |
--- |
98,84 |
--- |
DS0725 |
PL0000108197 |
101,29 |
101,61 |
3,05 |
3,01 |
101,45 |
3,03 |
WZ0126 |
PL0000108817 |
97,08 |
97,33 |
--- |
--- |
97,21 |
--- |
DS0726 |
PL0000108866 |
95,22 |
95,41 |
3,14 |
3,11 |
95,32 |
3,13 |
DS0727 |
PL0000109427 |
94,05 |
94,22 |
3,23 |
3,21 |
94,14 |
3,22 |
WZ0528 |
PL0000110383 |
95,16 |
95,55 |
--- |
--- |
95,36 |
--- |
WS0429 |
PL0000105391 |
124,89 |
125,52 |
3,11 |
3,05 |
125,21 |
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) |
(%) |
(%) |
(%) |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.