2018-01-10 |
MARKET DATA |
No 6 (3289) |
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 |
340,00 |
350,31 |
19 |
0,00 |
0,00 |
0 |
340,00 |
350,31 |
19 |
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 |
100,69 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,67 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,92 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,11 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,59 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,78 |
106,79 |
106,770 |
106,770 |
106,770 |
106,770 |
106,770 |
75 000 |
80,97 |
1 |
PS0420 |
PL0000108510 |
99,23 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,44 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,93 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,45 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,40 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,74 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,30 |
99,29 |
99,320 |
99,350 |
99,300 |
99,320 |
99,334 |
160 000 |
161,52 |
11 |
WS0922 |
PL0000102646 |
114,43 |
114,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,60 |
99,60 |
99,550 |
99,550 |
99,540 |
99,550 |
99,544 |
45 000 |
45,88 |
3 |
DS1023 |
PL0000107264 |
106,80 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,07 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,64 |
94,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,45 |
93,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,35 |
94,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,20 |
124,05 |
124,200 |
124,200 |
124,000 |
124,000 |
124,100 |
10 000 |
12,82 |
2 |
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 |
111,35 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,40 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,38 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,88 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,34 |
97,35 |
97,400 |
97,410 |
97,400 |
97,410 |
97,405 |
50 000 |
49,12 |
2 |
WZ0528 |
PL0000110383 |
95,48 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
340 000 |
350,31 |
19 |
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 |
100,68 |
100,82 |
1,30 |
0,81 |
100,75 |
1,06 |
PS0718 |
PL0000107595 |
100,62 |
100,72 |
1,31 |
1,12 |
100,67 |
1,22 |
OK1018 |
PL0000109062 |
98,90 |
99,02 |
1,42 |
1,26 |
98,96 |
1,34 |
WZ0119 |
PL0000107603 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,08 |
98,21 |
1,52 |
1,42 |
98,15 |
1,47 |
PS0719 |
PL0000108148 |
102,56 |
102,68 |
1,54 |
1,46 |
102,62 |
1,50 |
DS1019 |
PL0000105441 |
106,70 |
106,84 |
1,65 |
1,58 |
106,77 |
1,61 |
WZ0120 |
PL0000108601 |
100,36 |
100,63 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,18 |
99,34 |
1,87 |
1,79 |
99,26 |
1,83 |
OK0720 |
PL0000110375 |
95,40 |
95,62 |
1,88 |
1,78 |
95,51 |
1,83 |
DS1020 |
PL0000106126 |
108,83 |
109,03 |
1,95 |
1,88 |
108,93 |
1,92 |
WZ0121 |
PL0000106068 |
100,10 |
100,34 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,57 |
2,20 |
2,13 |
99,47 |
2,17 |
PS0721 |
PL0000109153 |
98,29 |
98,53 |
2,26 |
2,18 |
98,41 |
2,22 |
DS1021 |
PL0000106670 |
112,58 |
112,82 |
2,24 |
2,18 |
112,70 |
2,21 |
PS0422 |
PL0000109492 |
99,13 |
99,33 |
2,46 |
2,41 |
99,23 |
2,44 |
WS0922 |
PL0000102646 |
114,26 |
114,54 |
2,49 |
2,43 |
114,40 |
2,46 |
WZ1122 |
PL0000109377 |
99,28 |
99,60 |
--- |
--- |
99,44 |
--- |
PS0123 |
PL0000110151 |
99,41 |
99,68 |
2,62 |
2,57 |
99,55 |
2,59 |
IZ0823 |
PL0000105359 |
110,92 |
111,93 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,92 |
2,74 |
2,69 |
106,78 |
2,71 |
WZ0124 |
PL0000107454 |
98,71 |
99,12 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
100,79 |
101,22 |
3,13 |
3,06 |
101,01 |
3,09 |
WZ0126 |
PL0000108817 |
97,08 |
97,45 |
--- |
--- |
97,27 |
--- |
DS0726 |
PL0000108866 |
94,43 |
94,83 |
3,25 |
3,20 |
94,63 |
3,23 |
DS0727 |
PL0000109427 |
93,21 |
93,55 |
3,34 |
3,30 |
93,38 |
3,32 |
WZ0528 |
PL0000110383 |
95,24 |
95,83 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
123,80 |
124,44 |
3,20 |
3,14 |
124,12 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,68 |
100,82 |
1,30 |
0,81 |
100,75 |
1,06 |
PS0718 |
PL0000107595 |
100,64 |
100,73 |
1,27 |
1,11 |
100,69 |
1,18 |
OK1018 |
PL0000109062 |
98,89 |
99,03 |
1,43 |
1,25 |
98,96 |
1,34 |
WZ0119 |
PL0000107603 |
100,37 |
100,55 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,09 |
98,21 |
1,52 |
1,42 |
98,15 |
1,47 |
PS0719 |
PL0000108148 |
102,56 |
102,68 |
1,54 |
1,46 |
102,62 |
1,50 |
DS1019 |
PL0000105441 |
106,76 |
106,85 |
1,62 |
1,57 |
106,81 |
1,59 |
WZ0120 |
PL0000108601 |
100,36 |
100,63 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,19 |
99,35 |
1,86 |
1,79 |
99,27 |
1,83 |
OK0720 |
PL0000110375 |
95,41 |
95,62 |
1,87 |
1,78 |
95,52 |
1,83 |
DS1020 |
PL0000106126 |
108,85 |
109,06 |
1,95 |
1,87 |
108,96 |
1,91 |
WZ0121 |
PL0000106068 |
100,10 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,58 |
2,19 |
2,13 |
99,48 |
2,16 |
PS0721 |
PL0000109153 |
98,30 |
98,56 |
2,25 |
2,17 |
98,43 |
2,21 |
DS1021 |
PL0000106670 |
112,56 |
112,84 |
2,25 |
2,17 |
112,70 |
2,21 |
PS0422 |
PL0000109492 |
99,23 |
99,37 |
2,44 |
2,40 |
99,30 |
2,42 |
WS0922 |
PL0000102646 |
114,26 |
114,52 |
2,49 |
2,44 |
114,39 |
2,46 |
WZ1122 |
PL0000109377 |
99,31 |
99,56 |
--- |
--- |
99,44 |
--- |
PS0123 |
PL0000110151 |
99,46 |
99,67 |
2,61 |
2,57 |
99,57 |
2,59 |
IZ0823 |
PL0000105359 |
110,99 |
111,88 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,90 |
2,74 |
2,69 |
106,77 |
2,72 |
WZ0124 |
PL0000107454 |
98,66 |
99,14 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
100,76 |
101,20 |
3,13 |
3,06 |
100,98 |
3,10 |
WZ0126 |
PL0000108817 |
97,24 |
97,50 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
94,38 |
94,80 |
3,26 |
3,20 |
94,59 |
3,23 |
DS0727 |
PL0000109427 |
93,21 |
93,50 |
3,34 |
3,30 |
93,36 |
3,32 |
WZ0528 |
PL0000110383 |
95,30 |
95,80 |
--- |
--- |
95,55 |
--- |
WS0429 |
PL0000105391 |
123,70 |
124,34 |
3,21 |
3,15 |
124,02 |
3,18 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.