2017-12-19 |
MARKET DATA |
No 244 (3277) |
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 |
1 002,50 |
1 007,14 |
35 |
140,00 |
153,73 |
1 |
1 142,50 |
1 160,87 |
36 |
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 |
100,86 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,77 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,87 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,97 |
97,97 |
97,970 |
97,970 |
97,970 |
97,970 |
97,970 |
50 000 |
48,99 |
1 |
PS0719 |
PL0000108148 |
102,58 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,84 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,12 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,18 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,00 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,21 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,10 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,65 |
112,55 |
112,710 |
112,720 |
112,550 |
112,550 |
112,573 |
165 000 |
187,23 |
8 |
PS0422 |
PL0000109492 |
99,00 |
98,89 |
98,950 |
98,950 |
98,940 |
98,940 |
98,942 |
50 000 |
50,21 |
2 |
WS0922 |
PL0000102646 |
114,27 |
114,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,17 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,67 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,27 |
100,87 |
100,870 |
100,870 |
100,870 |
100,870 |
100,870 |
5 000 |
5,11 |
1 |
DS0726 |
PL0000108866 |
95,06 |
94,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,90 |
93,45 |
93,890 |
93,890 |
93,400 |
93,400 |
93,638 |
100 000 |
94,66 |
7 |
WS0428 |
PL0000107611 |
93,60 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,87 |
124,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,14 |
143,04 |
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 |
100,42 |
100,45 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
70 000 |
70,81 |
1 |
WZ0120 |
PL0000108601 |
100,41 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,06 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
12 500 |
12,60 |
2 |
WZ1122 |
PL0000109377 |
99,11 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,76 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,19 |
96,96 |
97,080 |
97,080 |
97,030 |
97,030 |
97,050 |
515 000 |
503,58 |
10 |
WZ0528 |
PL0000110383 |
95,24 |
95,09 |
95,180 |
95,180 |
95,090 |
95,090 |
95,135 |
10 000 |
9,53 |
2 |
TOTAL |
977 500 |
982,71 |
34 |
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 |
100,82 |
101,00 |
1,31 |
0,80 |
100,91 |
1,06 |
PS0718 |
PL0000107595 |
100,71 |
100,85 |
1,28 |
1,04 |
100,78 |
1,16 |
OK1018 |
PL0000109062 |
98,85 |
98,95 |
1,38 |
1,26 |
98,90 |
1,32 |
WZ0119 |
PL0000107603 |
100,37 |
100,49 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
97,94 |
98,05 |
1,56 |
1,48 |
98,00 |
1,52 |
PS0719 |
PL0000108148 |
102,56 |
102,66 |
1,60 |
1,54 |
102,61 |
1,57 |
DS1019 |
PL0000105441 |
106,82 |
106,93 |
1,71 |
1,65 |
106,88 |
1,68 |
WZ0120 |
PL0000108601 |
100,36 |
100,68 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,08 |
99,21 |
1,90 |
1,84 |
99,15 |
1,87 |
OK0720 |
PL0000110375 |
95,14 |
95,37 |
1,94 |
1,84 |
95,26 |
1,89 |
DS1020 |
PL0000106126 |
108,91 |
109,08 |
1,99 |
1,93 |
109,00 |
1,96 |
WZ0121 |
PL0000106068 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0421 |
PL0000108916 |
99,17 |
99,35 |
2,26 |
2,20 |
99,26 |
2,23 |
PS0721 |
PL0000109153 |
98,05 |
98,25 |
2,32 |
2,26 |
98,15 |
2,29 |
DS1021 |
PL0000106670 |
112,61 |
112,81 |
2,28 |
2,23 |
112,71 |
2,26 |
PS0422 |
PL0000109492 |
98,94 |
99,08 |
2,51 |
2,47 |
99,01 |
2,49 |
WS0922 |
PL0000102646 |
114,24 |
114,46 |
2,53 |
2,48 |
114,35 |
2,51 |
WZ1122 |
PL0000109377 |
99,06 |
99,38 |
--- |
--- |
99,22 |
--- |
PS0123 |
PL0000110151 |
99,14 |
99,38 |
2,68 |
2,63 |
99,26 |
2,66 |
IZ0823 |
PL0000105359 |
110,92 |
111,85 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
106,58 |
106,84 |
2,76 |
2,72 |
106,71 |
2,74 |
WZ0124 |
PL0000107454 |
98,67 |
99,06 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
101,18 |
101,45 |
3,07 |
3,03 |
101,32 |
3,05 |
WZ0126 |
PL0000108817 |
97,13 |
97,53 |
--- |
--- |
97,33 |
--- |
DS0726 |
PL0000108866 |
94,98 |
95,25 |
3,17 |
3,14 |
95,12 |
3,15 |
DS0727 |
PL0000109427 |
93,79 |
94,02 |
3,26 |
3,23 |
93,91 |
3,25 |
WZ0528 |
PL0000110383 |
95,17 |
95,64 |
--- |
--- |
95,41 |
--- |
WS0429 |
PL0000105391 |
124,61 |
125,31 |
3,13 |
3,07 |
124,96 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,84 |
101,01 |
1,25 |
0,77 |
100,93 |
1,00 |
PS0718 |
PL0000107595 |
100,74 |
100,86 |
1,23 |
1,03 |
100,80 |
1,13 |
OK1018 |
PL0000109062 |
98,83 |
98,93 |
1,40 |
1,28 |
98,88 |
1,34 |
WZ0119 |
PL0000107603 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
97,91 |
98,00 |
1,59 |
1,52 |
97,96 |
1,55 |
PS0719 |
PL0000108148 |
102,49 |
102,62 |
1,65 |
1,57 |
102,56 |
1,60 |
DS1019 |
PL0000105441 |
106,78 |
106,88 |
1,73 |
1,68 |
106,83 |
1,70 |
WZ0120 |
PL0000108601 |
100,31 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,03 |
99,15 |
1,92 |
1,87 |
99,09 |
1,90 |
OK0720 |
PL0000110375 |
95,05 |
95,28 |
1,98 |
1,88 |
95,17 |
1,93 |
DS1020 |
PL0000106126 |
108,79 |
108,99 |
2,03 |
1,96 |
108,89 |
2,00 |
WZ0121 |
PL0000106068 |
99,97 |
100,25 |
--- |
--- |
100,11 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,23 |
2,30 |
2,24 |
99,14 |
2,27 |
PS0721 |
PL0000109153 |
97,95 |
98,16 |
2,35 |
2,29 |
98,06 |
2,32 |
DS1021 |
PL0000106670 |
112,49 |
112,67 |
2,31 |
2,27 |
112,58 |
2,29 |
PS0422 |
PL0000109492 |
98,76 |
98,93 |
2,55 |
2,51 |
98,85 |
2,53 |
WS0922 |
PL0000102646 |
114,00 |
114,23 |
2,58 |
2,53 |
114,12 |
2,55 |
WZ1122 |
PL0000109377 |
98,94 |
99,29 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
98,90 |
99,07 |
2,73 |
2,70 |
98,99 |
2,71 |
IZ0823 |
PL0000105359 |
110,92 |
111,85 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,59 |
2,81 |
2,76 |
106,45 |
2,79 |
WZ0124 |
PL0000107454 |
98,57 |
98,94 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
100,75 |
101,05 |
3,13 |
3,09 |
100,90 |
3,11 |
WZ0126 |
PL0000108817 |
96,90 |
97,22 |
--- |
--- |
97,06 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,85 |
3,24 |
3,19 |
94,66 |
3,22 |
DS0727 |
PL0000109427 |
93,32 |
93,55 |
3,32 |
3,29 |
93,44 |
3,31 |
WZ0528 |
PL0000110383 |
94,97 |
95,43 |
--- |
--- |
95,20 |
--- |
WS0429 |
PL0000105391 |
124,01 |
124,68 |
3,19 |
3,13 |
124,35 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/2 |
2 |
1,100 |
1,100 |
1,100 |
140 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.