2017-12-29 |
MARKET DATA |
No 250 (3283) |
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 |
230,00 |
231,66 |
12 |
0,00 |
0,00 |
0 |
230,00 |
231,66 |
12 |
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 |
100,75 |
100,79 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
100 000 |
103,36 |
1 |
PS0718 |
PL0000107595 |
100,69 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,85 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,95 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,48 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,70 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,10 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,24 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,86 |
108,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,30 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,27 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,68 |
112,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,05 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,25 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,20 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,62 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,02 |
101,12 |
101,020 |
101,020 |
100,990 |
100,990 |
101,005 |
20 000 |
20,49 |
2 |
DS0726 |
PL0000108866 |
94,74 |
94,84 |
94,740 |
94,740 |
94,740 |
94,740 |
94,740 |
10 000 |
9,59 |
1 |
DS0727 |
PL0000109427 |
93,60 |
93,62 |
93,550 |
93,570 |
93,550 |
93,550 |
93,555 |
40 000 |
37,87 |
5 |
WS0428 |
PL0000107611 |
94,15 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,59 |
124,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,02 |
143,02 |
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 |
111,36 |
111,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,39 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,20 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
50 000 |
50,47 |
1 |
WZ1122 |
PL0000109377 |
99,15 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,71 |
98,81 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
5 000 |
4,98 |
1 |
WZ0126 |
PL0000108817 |
97,15 |
97,19 |
97,260 |
97,260 |
97,260 |
97,260 |
97,260 |
5 000 |
4,90 |
1 |
WZ0528 |
PL0000110383 |
95,20 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
230 000 |
231,66 |
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 |
100,72 |
100,87 |
1,34 |
0,86 |
100,80 |
1,08 |
PS0718 |
PL0000107595 |
100,66 |
100,81 |
1,29 |
1,02 |
100,74 |
1,14 |
OK1018 |
PL0000109062 |
98,80 |
98,98 |
1,51 |
1,28 |
98,89 |
1,39 |
WZ0119 |
PL0000107603 |
100,32 |
100,57 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
97,91 |
98,05 |
1,63 |
1,52 |
97,98 |
1,58 |
PS0719 |
PL0000108148 |
102,46 |
102,61 |
1,63 |
1,53 |
102,54 |
1,58 |
DS1019 |
PL0000105441 |
106,67 |
106,81 |
1,71 |
1,64 |
106,74 |
1,67 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,06 |
99,22 |
1,92 |
1,85 |
99,14 |
1,88 |
OK0720 |
PL0000110375 |
95,22 |
95,48 |
1,93 |
1,83 |
95,35 |
1,88 |
DS1020 |
PL0000106126 |
108,79 |
109,02 |
1,99 |
1,91 |
108,91 |
1,95 |
WZ0121 |
PL0000106068 |
100,00 |
100,32 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,47 |
2,24 |
2,16 |
99,35 |
2,20 |
PS0721 |
PL0000109153 |
98,17 |
98,44 |
2,29 |
2,21 |
98,31 |
2,25 |
DS1021 |
PL0000106670 |
112,56 |
112,86 |
2,26 |
2,19 |
112,71 |
2,23 |
PS0422 |
PL0000109492 |
98,95 |
99,17 |
2,51 |
2,45 |
99,06 |
2,48 |
WS0922 |
PL0000102646 |
114,13 |
114,41 |
2,53 |
2,47 |
114,27 |
2,50 |
WZ1122 |
PL0000109377 |
99,03 |
99,41 |
--- |
--- |
99,22 |
--- |
PS0123 |
PL0000110151 |
99,13 |
99,41 |
2,68 |
2,62 |
99,27 |
2,65 |
IZ0823 |
PL0000105359 |
110,89 |
111,93 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,81 |
2,77 |
2,71 |
106,66 |
2,74 |
WZ0124 |
PL0000107454 |
98,58 |
98,94 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,26 |
3,12 |
3,06 |
101,05 |
3,09 |
WZ0126 |
PL0000108817 |
96,97 |
97,42 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
94,57 |
94,96 |
3,23 |
3,18 |
94,77 |
3,21 |
DS0727 |
PL0000109427 |
93,43 |
93,70 |
3,31 |
3,28 |
93,57 |
3,29 |
WZ0528 |
PL0000110383 |
95,10 |
95,71 |
--- |
--- |
95,41 |
--- |
WS0429 |
PL0000105391 |
124,09 |
124,89 |
3,18 |
3,10 |
124,49 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,72 |
100,82 |
1,34 |
1,02 |
100,77 |
1,18 |
PS0718 |
PL0000107595 |
100,66 |
100,78 |
1,29 |
1,07 |
100,72 |
1,18 |
OK1018 |
PL0000109062 |
98,80 |
98,97 |
1,51 |
1,29 |
98,89 |
1,39 |
WZ0119 |
PL0000107603 |
100,32 |
100,57 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
97,91 |
98,05 |
1,63 |
1,52 |
97,98 |
1,58 |
PS0719 |
PL0000108148 |
102,46 |
102,61 |
1,63 |
1,53 |
102,54 |
1,58 |
DS1019 |
PL0000105441 |
106,66 |
106,75 |
1,72 |
1,67 |
106,71 |
1,69 |
WZ0120 |
PL0000108601 |
100,35 |
100,68 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,06 |
99,23 |
1,92 |
1,84 |
99,15 |
1,88 |
OK0720 |
PL0000110375 |
95,21 |
95,47 |
1,94 |
1,83 |
95,34 |
1,88 |
DS1020 |
PL0000106126 |
108,80 |
109,03 |
1,99 |
1,91 |
108,92 |
1,95 |
WZ0121 |
PL0000106068 |
100,03 |
100,31 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,47 |
2,24 |
2,16 |
99,35 |
2,20 |
PS0721 |
PL0000109153 |
98,18 |
98,45 |
2,29 |
2,21 |
98,32 |
2,24 |
DS1021 |
PL0000106670 |
112,57 |
112,87 |
2,26 |
2,18 |
112,72 |
2,22 |
PS0422 |
PL0000109492 |
99,00 |
99,18 |
2,49 |
2,45 |
99,09 |
2,47 |
WS0922 |
PL0000102646 |
114,15 |
114,45 |
2,53 |
2,46 |
114,30 |
2,49 |
WZ1122 |
PL0000109377 |
99,02 |
99,35 |
--- |
--- |
99,19 |
--- |
PS0123 |
PL0000110151 |
99,12 |
99,35 |
2,69 |
2,64 |
99,24 |
2,66 |
IZ0823 |
PL0000105359 |
110,93 |
111,88 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,52 |
106,81 |
2,77 |
2,71 |
106,67 |
2,74 |
WZ0124 |
PL0000107454 |
98,59 |
98,93 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,19 |
3,12 |
3,07 |
101,01 |
3,09 |
WZ0126 |
PL0000108817 |
97,05 |
97,33 |
--- |
--- |
97,19 |
--- |
DS0726 |
PL0000108866 |
94,55 |
94,89 |
3,24 |
3,19 |
94,72 |
3,21 |
DS0727 |
PL0000109427 |
93,49 |
93,71 |
3,30 |
3,27 |
93,60 |
3,29 |
WZ0528 |
PL0000110383 |
95,11 |
95,76 |
--- |
--- |
95,44 |
--- |
WS0429 |
PL0000105391 |
124,20 |
125,07 |
3,17 |
3,08 |
124,64 |
3,12 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.