2017-12-21 |
MARKET DATA |
No 246 (3279) |
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 |
222,50 |
239,79 |
12 |
735,00 |
740,75 |
15 |
957,50 |
980,53 |
27 |
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 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,77 |
100,85 |
100,770 |
100,770 |
100,770 |
100,770 |
100,770 |
10 000 |
10,18 |
1 |
OK1018 |
PL0000109062 |
98,84 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,92 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,74 |
106,81 |
106,740 |
106,740 |
106,740 |
106,740 |
106,740 |
15 000 |
16,15 |
2 |
PS0420 |
PL0000108510 |
99,03 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,08 |
95,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,80 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,11 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,01 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,59 |
112,58 |
112,580 |
112,590 |
112,580 |
112,590 |
112,585 |
115 000 |
130,61 |
4 |
PS0422 |
PL0000109492 |
98,88 |
98,89 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
7 500 |
7,53 |
1 |
WS0922 |
PL0000102646 |
114,15 |
114,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,05 |
99,04 |
99,040 |
99,050 |
99,040 |
99,050 |
99,048 |
65 000 |
65,88 |
3 |
DS1023 |
PL0000107264 |
106,43 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,73 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,48 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,21 |
93,31 |
93,210 |
93,210 |
93,210 |
93,210 |
93,210 |
10 000 |
9,43 |
1 |
WS0428 |
PL0000107611 |
92,77 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
124,29 |
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 |
111,20 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,03 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,96 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,62 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,00 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,10 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
222 500 |
239,79 |
12 |
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 |
100,78 |
100,98 |
1,32 |
0,72 |
100,88 |
1,02 |
PS0718 |
PL0000107595 |
100,68 |
100,87 |
1,29 |
0,97 |
100,78 |
1,12 |
OK1018 |
PL0000109062 |
98,75 |
98,95 |
1,53 |
1,28 |
98,85 |
1,41 |
WZ0119 |
PL0000107603 |
100,31 |
100,55 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
97,84 |
98,04 |
1,66 |
1,50 |
97,94 |
1,58 |
PS0719 |
PL0000108148 |
102,42 |
102,61 |
1,68 |
1,56 |
102,52 |
1,61 |
DS1019 |
PL0000105441 |
106,63 |
106,83 |
1,78 |
1,67 |
106,73 |
1,72 |
WZ0120 |
PL0000108601 |
100,36 |
100,64 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
98,95 |
99,15 |
1,96 |
1,87 |
99,05 |
1,92 |
OK0720 |
PL0000110375 |
95,02 |
95,31 |
2,00 |
1,88 |
95,17 |
1,94 |
DS1020 |
PL0000106126 |
108,67 |
108,91 |
2,06 |
1,97 |
108,79 |
2,02 |
WZ0121 |
PL0000106068 |
99,99 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,27 |
2,32 |
2,23 |
99,13 |
2,27 |
PS0721 |
PL0000109153 |
97,89 |
98,19 |
2,37 |
2,28 |
98,04 |
2,32 |
DS1021 |
PL0000106670 |
112,32 |
112,60 |
2,34 |
2,27 |
112,46 |
2,31 |
PS0422 |
PL0000109492 |
98,72 |
98,93 |
2,56 |
2,51 |
98,83 |
2,54 |
WS0922 |
PL0000102646 |
113,94 |
114,19 |
2,58 |
2,53 |
114,07 |
2,56 |
WZ1122 |
PL0000109377 |
98,92 |
99,29 |
--- |
--- |
99,11 |
--- |
PS0123 |
PL0000110151 |
98,84 |
99,12 |
2,75 |
2,69 |
98,98 |
2,72 |
IZ0823 |
PL0000105359 |
110,84 |
112,11 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,18 |
106,48 |
2,83 |
2,78 |
106,33 |
2,80 |
WZ0124 |
PL0000107454 |
98,46 |
98,98 |
--- |
--- |
98,72 |
--- |
DS0725 |
PL0000108197 |
100,48 |
100,89 |
3,17 |
3,11 |
100,69 |
3,14 |
WZ0126 |
PL0000108817 |
96,89 |
97,26 |
--- |
--- |
97,08 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,59 |
3,29 |
3,23 |
94,37 |
3,26 |
DS0727 |
PL0000109427 |
92,91 |
93,33 |
3,38 |
3,32 |
93,12 |
3,35 |
WZ0528 |
PL0000110383 |
94,92 |
95,54 |
--- |
--- |
95,23 |
--- |
WS0429 |
PL0000105391 |
123,59 |
124,61 |
3,23 |
3,13 |
124,10 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,82 |
100,98 |
1,20 |
0,72 |
100,90 |
0,96 |
PS0718 |
PL0000107595 |
100,73 |
100,88 |
1,21 |
0,95 |
100,81 |
1,07 |
OK1018 |
PL0000109062 |
98,80 |
98,96 |
1,47 |
1,27 |
98,88 |
1,37 |
WZ0119 |
PL0000107603 |
100,33 |
100,57 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
97,89 |
98,04 |
1,62 |
1,50 |
97,97 |
1,56 |
PS0719 |
PL0000108148 |
102,45 |
102,63 |
1,66 |
1,54 |
102,54 |
1,60 |
DS1019 |
PL0000105441 |
106,71 |
106,85 |
1,73 |
1,66 |
106,78 |
1,70 |
WZ0120 |
PL0000108601 |
100,36 |
100,65 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,01 |
99,19 |
1,94 |
1,86 |
99,10 |
1,90 |
OK0720 |
PL0000110375 |
95,05 |
95,34 |
1,99 |
1,87 |
95,20 |
1,93 |
DS1020 |
PL0000106126 |
108,74 |
109,01 |
2,03 |
1,94 |
108,88 |
1,98 |
WZ0121 |
PL0000106068 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,30 |
2,29 |
2,22 |
99,19 |
2,25 |
PS0721 |
PL0000109153 |
97,99 |
98,22 |
2,34 |
2,27 |
98,11 |
2,30 |
DS1021 |
PL0000106670 |
112,49 |
112,75 |
2,30 |
2,23 |
112,62 |
2,27 |
PS0422 |
PL0000109492 |
98,83 |
99,01 |
2,54 |
2,49 |
98,92 |
2,51 |
WS0922 |
PL0000102646 |
114,11 |
114,35 |
2,55 |
2,50 |
114,23 |
2,52 |
WZ1122 |
PL0000109377 |
98,93 |
99,29 |
--- |
--- |
99,11 |
--- |
PS0123 |
PL0000110151 |
99,02 |
99,25 |
2,71 |
2,66 |
99,14 |
2,68 |
IZ0823 |
PL0000105359 |
110,91 |
111,92 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,35 |
106,63 |
2,80 |
2,75 |
106,49 |
2,78 |
WZ0124 |
PL0000107454 |
98,56 |
98,96 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
100,56 |
100,87 |
3,16 |
3,12 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
96,94 |
97,34 |
--- |
--- |
97,14 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,66 |
3,26 |
3,22 |
94,53 |
3,24 |
DS0727 |
PL0000109427 |
93,10 |
93,46 |
3,35 |
3,30 |
93,28 |
3,33 |
WZ0528 |
PL0000110383 |
95,00 |
95,53 |
--- |
--- |
95,27 |
--- |
WS0429 |
PL0000105391 |
123,87 |
124,57 |
3,20 |
3,13 |
124,22 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
10 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
10 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
70 |
DS1020 |
PL0000106126 |
1/6 |
5 |
1,150 |
1,150 |
1,150 |
30 |
PS0422 |
PL0000109492 |
1/6 |
5 |
1,150 |
1,150 |
1,150 |
200 |
PS0123 |
PL0000110151 |
1/6 |
5 |
1,150 |
1,150 |
1,150 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
145 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
105 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
25 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
40 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
25 |
TOTAL |
735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.