2018-01-11 |
MARKET DATA |
No 7 (3290) |
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 |
1 960,00 |
1 961,38 |
70 |
0,00 |
0,00 |
0 |
1 960,00 |
1 961,38 |
70 |
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 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,63 |
100,70 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
350 000 |
356,38 |
1 |
OK1018 |
PL0000109062 |
98,93 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,13 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,59 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,76 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,33 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,47 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,96 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,54 |
95,50 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
10 000 |
10,09 |
1 |
PS0721 |
PL0000109153 |
98,50 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,84 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,40 |
99,20 |
99,370 |
99,370 |
99,150 |
99,190 |
99,187 |
420 000 |
423,45 |
15 |
WS0922 |
PL0000102646 |
114,60 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,67 |
99,47 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
10,19 |
1 |
DS1023 |
PL0000107264 |
106,96 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,20 |
100,90 |
100,900 |
100,950 |
100,890 |
100,950 |
100,915 |
100 000 |
102,46 |
7 |
DS0726 |
PL0000108866 |
94,82 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,65 |
93,28 |
93,710 |
93,710 |
93,210 |
93,210 |
93,526 |
25 000 |
23,68 |
3 |
WS0428 |
PL0000107611 |
94,53 |
94,37 |
94,400 |
94,400 |
94,400 |
94,400 |
94,400 |
10 000 |
9,64 |
1 |
WS0429 |
PL0000105391 |
124,32 |
123,85 |
123,810 |
123,810 |
123,810 |
123,810 |
123,810 |
10 000 |
12,80 |
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 |
111,21 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,47 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,20 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
15 000 |
15,16 |
1 |
WZ1122 |
PL0000109377 |
99,37 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,89 |
98,76 |
98,830 |
98,830 |
98,700 |
98,700 |
98,754 |
480 000 |
478,13 |
12 |
WZ0126 |
PL0000108817 |
97,40 |
97,10 |
97,360 |
97,360 |
97,000 |
97,000 |
97,145 |
530 000 |
519,41 |
27 |
WZ0528 |
PL0000110383 |
95,57 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 960 000 |
1 961,38 |
70 |
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 |
100,66 |
100,80 |
1,30 |
0,80 |
100,73 |
1,05 |
PS0718 |
PL0000107595 |
100,61 |
100,72 |
1,31 |
1,10 |
100,67 |
1,20 |
OK1018 |
PL0000109062 |
98,92 |
99,04 |
1,41 |
1,25 |
98,98 |
1,33 |
WZ0119 |
PL0000107603 |
100,38 |
100,54 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,11 |
98,22 |
1,51 |
1,42 |
98,17 |
1,46 |
PS0719 |
PL0000108148 |
102,57 |
102,70 |
1,53 |
1,44 |
102,64 |
1,48 |
DS1019 |
PL0000105441 |
106,72 |
106,84 |
1,62 |
1,56 |
106,78 |
1,59 |
WZ0120 |
PL0000108601 |
100,37 |
100,63 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,23 |
99,41 |
1,85 |
1,76 |
99,32 |
1,80 |
OK0720 |
PL0000110375 |
95,43 |
95,62 |
1,87 |
1,79 |
95,53 |
1,83 |
DS1020 |
PL0000106126 |
108,92 |
109,11 |
1,91 |
1,85 |
109,02 |
1,88 |
WZ0121 |
PL0000106068 |
100,12 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,67 |
2,17 |
2,10 |
99,57 |
2,13 |
PS0721 |
PL0000109153 |
98,40 |
98,66 |
2,22 |
2,15 |
98,53 |
2,19 |
DS1021 |
PL0000106670 |
112,73 |
112,95 |
2,19 |
2,14 |
112,84 |
2,17 |
PS0422 |
PL0000109492 |
99,29 |
99,50 |
2,42 |
2,37 |
99,40 |
2,40 |
WS0922 |
PL0000102646 |
114,43 |
114,70 |
2,45 |
2,39 |
114,57 |
2,42 |
WZ1122 |
PL0000109377 |
99,33 |
99,56 |
--- |
--- |
99,45 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,86 |
2,58 |
2,53 |
99,73 |
2,56 |
IZ0823 |
PL0000105359 |
111,01 |
111,85 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,05 |
2,71 |
2,66 |
106,94 |
2,68 |
WZ0124 |
PL0000107454 |
98,76 |
99,06 |
--- |
--- |
98,91 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,44 |
3,08 |
3,03 |
101,27 |
3,05 |
WZ0126 |
PL0000108817 |
97,24 |
97,61 |
--- |
--- |
97,43 |
--- |
DS0726 |
PL0000108866 |
94,62 |
95,04 |
3,23 |
3,17 |
94,83 |
3,20 |
DS0727 |
PL0000109427 |
93,44 |
93,76 |
3,31 |
3,27 |
93,60 |
3,29 |
WZ0528 |
PL0000110383 |
95,43 |
95,94 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
124,03 |
124,63 |
3,18 |
3,12 |
124,33 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,66 |
100,80 |
1,30 |
0,80 |
100,73 |
1,05 |
PS0718 |
PL0000107595 |
100,61 |
100,72 |
1,31 |
1,10 |
100,67 |
1,20 |
OK1018 |
PL0000109062 |
98,92 |
99,04 |
1,41 |
1,25 |
98,98 |
1,33 |
WZ0119 |
PL0000107603 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,22 |
1,52 |
1,42 |
98,16 |
1,47 |
PS0719 |
PL0000108148 |
102,55 |
102,67 |
1,54 |
1,46 |
102,61 |
1,50 |
DS1019 |
PL0000105441 |
106,73 |
106,81 |
1,62 |
1,58 |
106,77 |
1,60 |
WZ0120 |
PL0000108601 |
100,35 |
100,62 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,22 |
99,40 |
1,85 |
1,77 |
99,31 |
1,81 |
OK0720 |
PL0000110375 |
95,42 |
95,64 |
1,87 |
1,78 |
95,53 |
1,83 |
DS1020 |
PL0000106126 |
108,80 |
109,02 |
1,96 |
1,88 |
108,91 |
1,92 |
WZ0121 |
PL0000106068 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,57 |
2,20 |
2,13 |
99,48 |
2,16 |
PS0721 |
PL0000109153 |
98,28 |
98,54 |
2,26 |
2,18 |
98,41 |
2,22 |
DS1021 |
PL0000106670 |
112,51 |
112,78 |
2,25 |
2,18 |
112,65 |
2,22 |
PS0422 |
PL0000109492 |
99,13 |
99,28 |
2,46 |
2,43 |
99,21 |
2,44 |
WS0922 |
PL0000102646 |
114,18 |
114,47 |
2,50 |
2,44 |
114,33 |
2,47 |
WZ1122 |
PL0000109377 |
99,20 |
99,52 |
--- |
--- |
99,36 |
--- |
PS0123 |
PL0000110151 |
99,36 |
99,54 |
2,64 |
2,60 |
99,45 |
2,62 |
IZ0823 |
PL0000105359 |
111,01 |
111,85 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
106,47 |
106,76 |
2,77 |
2,72 |
106,62 |
2,74 |
WZ0124 |
PL0000107454 |
98,54 |
98,86 |
--- |
--- |
98,70 |
--- |
DS0725 |
PL0000108197 |
100,63 |
100,95 |
3,15 |
3,10 |
100,79 |
3,13 |
WZ0126 |
PL0000108817 |
97,11 |
97,43 |
--- |
--- |
97,27 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,71 |
3,28 |
3,22 |
94,50 |
3,25 |
DS0727 |
PL0000109427 |
93,11 |
93,36 |
3,35 |
3,32 |
93,24 |
3,34 |
WZ0528 |
PL0000110383 |
95,35 |
95,83 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
123,49 |
124,05 |
3,23 |
3,17 |
123,77 |
3,20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.