2017-12-18 |
MARKET DATA |
No 243 (3276) |
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 |
105,00 |
103,62 |
3 |
0,00 |
0,00 |
0 |
105,00 |
103,62 |
3 |
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 |
100,87 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,78 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,00 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
80 000 |
78,40 |
2 |
PS0719 |
PL0000108148 |
102,64 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,96 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,18 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,18 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,03 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,23 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,20 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,72 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,06 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,26 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,24 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,67 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,31 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,23 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,05 |
94,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,67 |
97,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,00 |
125,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,62 |
143,50 |
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 |
111,35 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,45 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,21 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
25 000 |
25,22 |
1 |
WZ1122 |
PL0000109377 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,77 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,20 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,27 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
103,62 |
3 |
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 |
100,83 |
101,00 |
1,30 |
0,83 |
100,92 |
1,05 |
PS0718 |
PL0000107595 |
100,71 |
100,88 |
1,28 |
1,00 |
100,80 |
1,13 |
OK1018 |
PL0000109062 |
98,81 |
98,98 |
1,42 |
1,22 |
98,90 |
1,31 |
WZ0119 |
PL0000107603 |
100,36 |
100,61 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
97,95 |
98,09 |
1,55 |
1,44 |
98,02 |
1,50 |
PS0719 |
PL0000108148 |
102,63 |
102,75 |
1,56 |
1,49 |
102,69 |
1,53 |
DS1019 |
PL0000105441 |
106,88 |
107,05 |
1,68 |
1,59 |
106,97 |
1,63 |
WZ0120 |
PL0000108601 |
100,36 |
100,68 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,15 |
99,29 |
1,87 |
1,81 |
99,22 |
1,84 |
OK0720 |
PL0000110375 |
95,16 |
95,41 |
1,93 |
1,83 |
95,29 |
1,87 |
DS1020 |
PL0000106126 |
108,97 |
109,19 |
1,97 |
1,90 |
109,08 |
1,94 |
WZ0121 |
PL0000106068 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,17 |
99,41 |
2,26 |
2,18 |
99,29 |
2,22 |
PS0721 |
PL0000109153 |
98,04 |
98,28 |
2,32 |
2,25 |
98,16 |
2,29 |
DS1021 |
PL0000106670 |
112,61 |
112,86 |
2,28 |
2,22 |
112,74 |
2,25 |
PS0422 |
PL0000109492 |
98,99 |
99,16 |
2,50 |
2,45 |
99,08 |
2,47 |
WS0922 |
PL0000102646 |
114,22 |
114,50 |
2,54 |
2,48 |
114,36 |
2,51 |
WZ1122 |
PL0000109377 |
99,10 |
99,41 |
--- |
--- |
99,26 |
--- |
PS0123 |
PL0000110151 |
99,10 |
99,38 |
2,69 |
2,63 |
99,24 |
2,66 |
IZ0823 |
PL0000105359 |
110,81 |
111,93 |
--- |
--- |
111,37 |
--- |
DS1023 |
PL0000107264 |
106,62 |
106,91 |
2,76 |
2,70 |
106,77 |
2,73 |
WZ0124 |
PL0000107454 |
98,69 |
99,08 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
101,24 |
101,63 |
3,06 |
3,00 |
101,44 |
3,03 |
WZ0126 |
PL0000108817 |
97,14 |
97,54 |
--- |
--- |
97,34 |
--- |
DS0726 |
PL0000108866 |
95,02 |
95,42 |
3,17 |
3,11 |
95,22 |
3,14 |
DS0727 |
PL0000109427 |
93,89 |
94,19 |
3,25 |
3,21 |
94,04 |
3,23 |
WZ0528 |
PL0000110383 |
95,21 |
95,72 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
124,60 |
125,50 |
3,14 |
3,05 |
125,05 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,85 |
100,98 |
1,25 |
0,88 |
100,92 |
1,05 |
PS0718 |
PL0000107595 |
100,76 |
100,88 |
1,20 |
1,00 |
100,82 |
1,10 |
OK1018 |
PL0000109062 |
98,83 |
98,97 |
1,40 |
1,23 |
98,90 |
1,31 |
WZ0119 |
PL0000107603 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,09 |
1,53 |
1,44 |
98,04 |
1,48 |
PS0719 |
PL0000108148 |
102,61 |
102,74 |
1,58 |
1,49 |
102,68 |
1,53 |
DS1019 |
PL0000105441 |
106,93 |
107,01 |
1,66 |
1,61 |
106,97 |
1,63 |
WZ0120 |
PL0000108601 |
100,34 |
100,67 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,28 |
1,87 |
1,81 |
99,21 |
1,84 |
OK0720 |
PL0000110375 |
95,17 |
95,41 |
1,92 |
1,83 |
95,29 |
1,87 |
DS1020 |
PL0000106126 |
109,01 |
109,18 |
1,96 |
1,90 |
109,10 |
1,93 |
WZ0121 |
PL0000106068 |
100,12 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,21 |
99,40 |
2,24 |
2,18 |
99,31 |
2,21 |
PS0721 |
PL0000109153 |
98,16 |
98,30 |
2,29 |
2,24 |
98,23 |
2,27 |
DS1021 |
PL0000106670 |
112,67 |
112,90 |
2,27 |
2,21 |
112,79 |
2,24 |
PS0422 |
PL0000109492 |
99,00 |
99,16 |
2,49 |
2,45 |
99,08 |
2,47 |
WS0922 |
PL0000102646 |
114,23 |
114,45 |
2,53 |
2,49 |
114,34 |
2,51 |
WZ1122 |
PL0000109377 |
99,10 |
99,35 |
--- |
--- |
99,23 |
--- |
PS0123 |
PL0000110151 |
99,20 |
99,33 |
2,67 |
2,64 |
99,27 |
2,65 |
IZ0823 |
PL0000105359 |
110,87 |
111,88 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
106,61 |
106,91 |
2,76 |
2,70 |
106,76 |
2,73 |
WZ0124 |
PL0000107454 |
98,71 |
99,08 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
101,27 |
101,65 |
3,06 |
3,00 |
101,46 |
3,03 |
WZ0126 |
PL0000108817 |
97,13 |
97,61 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,40 |
3,15 |
3,12 |
95,27 |
3,13 |
DS0727 |
PL0000109427 |
93,97 |
94,16 |
3,24 |
3,21 |
94,07 |
3,23 |
WZ0528 |
PL0000110383 |
95,20 |
95,73 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
124,76 |
125,48 |
3,12 |
3,05 |
125,12 |
3,09 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.