2017-12-27 |
MARKET DATA |
No 248 (3281) |
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 |
147,50 |
160,36 |
8 |
0,00 |
0,00 |
0 |
147,50 |
160,36 |
8 |
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 |
100,78 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,71 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,86 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,93 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,75 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,14 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,28 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,97 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,32 |
98,35 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
10 000 |
9,92 |
1 |
DS1021 |
PL0000106670 |
112,79 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,15 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,56 |
114,42 |
114,550 |
114,560 |
114,550 |
114,560 |
114,556 |
60 000 |
69,65 |
3 |
PS0123 |
PL0000110151 |
99,33 |
99,34 |
99,330 |
99,330 |
99,310 |
99,310 |
99,323 |
70 000 |
71,15 |
3 |
DS1023 |
PL0000107264 |
106,69 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,04 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,78 |
94,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,60 |
93,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,17 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,78 |
124,40 |
124,770 |
124,770 |
124,770 |
124,770 |
124,770 |
7 500 |
9,65 |
1 |
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 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,37 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,01 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,07 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,74 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,05 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,20 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
147 500 |
160,36 |
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 |
100,77 |
100,97 |
1,30 |
0,70 |
100,87 |
1,00 |
PS0718 |
PL0000107595 |
100,69 |
100,83 |
1,27 |
1,02 |
100,76 |
1,15 |
OK1018 |
PL0000109062 |
98,81 |
98,95 |
1,47 |
1,29 |
98,88 |
1,38 |
WZ0119 |
PL0000107603 |
100,32 |
100,58 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
97,91 |
98,05 |
1,61 |
1,50 |
97,98 |
1,56 |
PS0719 |
PL0000108148 |
102,49 |
102,63 |
1,63 |
1,54 |
102,56 |
1,58 |
DS1019 |
PL0000105441 |
106,73 |
106,88 |
1,71 |
1,63 |
106,81 |
1,67 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,12 |
99,28 |
1,89 |
1,82 |
99,20 |
1,85 |
OK0720 |
PL0000110375 |
95,24 |
95,48 |
1,91 |
1,81 |
95,36 |
1,86 |
DS1020 |
PL0000106126 |
108,95 |
109,15 |
1,95 |
1,89 |
109,05 |
1,92 |
WZ0121 |
PL0000106068 |
99,98 |
100,30 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,58 |
2,20 |
2,13 |
99,47 |
2,16 |
PS0721 |
PL0000109153 |
98,29 |
98,53 |
2,25 |
2,18 |
98,41 |
2,21 |
DS1021 |
PL0000106670 |
112,71 |
112,96 |
2,24 |
2,18 |
112,84 |
2,21 |
PS0422 |
PL0000109492 |
99,07 |
99,29 |
2,48 |
2,42 |
99,18 |
2,45 |
WS0922 |
PL0000102646 |
114,37 |
114,66 |
2,49 |
2,43 |
114,52 |
2,46 |
WZ1122 |
PL0000109377 |
98,93 |
99,31 |
--- |
--- |
99,12 |
--- |
PS0123 |
PL0000110151 |
99,26 |
99,57 |
2,66 |
2,59 |
99,42 |
2,62 |
IZ0823 |
PL0000105359 |
110,89 |
111,77 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
106,64 |
106,96 |
2,75 |
2,69 |
106,80 |
2,72 |
WZ0124 |
PL0000107454 |
98,58 |
99,04 |
--- |
--- |
98,81 |
--- |
DS0725 |
PL0000108197 |
100,85 |
101,26 |
3,12 |
3,06 |
101,06 |
3,09 |
WZ0126 |
PL0000108817 |
96,88 |
97,32 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
94,52 |
94,97 |
3,24 |
3,18 |
94,75 |
3,21 |
DS0727 |
PL0000109427 |
93,32 |
93,73 |
3,32 |
3,27 |
93,53 |
3,30 |
WZ0528 |
PL0000110383 |
94,96 |
95,54 |
--- |
--- |
95,25 |
--- |
WS0429 |
PL0000105391 |
124,27 |
124,99 |
3,16 |
3,09 |
124,63 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,77 |
100,94 |
1,30 |
0,79 |
100,86 |
1,03 |
PS0718 |
PL0000107595 |
100,69 |
100,81 |
1,27 |
1,06 |
100,75 |
1,16 |
OK1018 |
PL0000109062 |
98,84 |
98,95 |
1,43 |
1,29 |
98,90 |
1,35 |
WZ0119 |
PL0000107603 |
100,33 |
100,58 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
97,92 |
98,04 |
1,60 |
1,51 |
97,98 |
1,56 |
PS0719 |
PL0000108148 |
102,50 |
102,62 |
1,62 |
1,54 |
102,56 |
1,58 |
DS1019 |
PL0000105441 |
106,72 |
106,84 |
1,72 |
1,65 |
106,78 |
1,69 |
WZ0120 |
PL0000108601 |
100,33 |
100,68 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,10 |
99,26 |
1,90 |
1,83 |
99,18 |
1,86 |
OK0720 |
PL0000110375 |
95,22 |
95,45 |
1,92 |
1,83 |
95,34 |
1,87 |
DS1020 |
PL0000106126 |
108,91 |
109,11 |
1,97 |
1,90 |
109,01 |
1,93 |
WZ0121 |
PL0000106068 |
99,99 |
100,29 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,44 |
2,21 |
2,17 |
99,38 |
2,19 |
PS0721 |
PL0000109153 |
98,23 |
98,41 |
2,27 |
2,21 |
98,32 |
2,24 |
DS1021 |
PL0000106670 |
112,69 |
112,94 |
2,24 |
2,18 |
112,82 |
2,21 |
PS0422 |
PL0000109492 |
98,98 |
99,23 |
2,50 |
2,44 |
99,11 |
2,47 |
WS0922 |
PL0000102646 |
114,26 |
114,50 |
2,51 |
2,46 |
114,38 |
2,49 |
WZ1122 |
PL0000109377 |
99,02 |
99,38 |
--- |
--- |
99,20 |
--- |
PS0123 |
PL0000110151 |
99,22 |
99,41 |
2,66 |
2,62 |
99,32 |
2,64 |
IZ0823 |
PL0000105359 |
110,91 |
111,88 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,91 |
2,75 |
2,70 |
106,77 |
2,72 |
WZ0124 |
PL0000107454 |
98,66 |
99,01 |
--- |
--- |
98,84 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,21 |
3,10 |
3,06 |
101,08 |
3,08 |
WZ0126 |
PL0000108817 |
97,00 |
97,38 |
--- |
--- |
97,19 |
--- |
DS0726 |
PL0000108866 |
94,67 |
95,09 |
3,22 |
3,16 |
94,88 |
3,19 |
DS0727 |
PL0000109427 |
93,53 |
93,80 |
3,30 |
3,26 |
93,67 |
3,28 |
WZ0528 |
PL0000110383 |
95,12 |
95,66 |
--- |
--- |
95,39 |
--- |
WS0429 |
PL0000105391 |
124,35 |
125,25 |
3,15 |
3,07 |
124,80 |
3,11 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.