2018-01-12 |
MARKET DATA |
No 8 (3291) |
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 |
545,00 |
537,93 |
37 |
0,00 |
0,00 |
0 |
545,00 |
537,93 |
37 |
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 |
100,67 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,63 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,95 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,11 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,74 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,26 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,45 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,86 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,44 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,37 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,67 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,25 |
99,25 |
99,250 |
99,250 |
99,250 |
99,250 |
99,250 |
10 000 |
10,09 |
1 |
WS0922 |
PL0000102646 |
114,33 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,48 |
99,47 |
99,470 |
99,500 |
99,470 |
99,500 |
99,485 |
20 000 |
20,38 |
2 |
DS1023 |
PL0000107264 |
106,59 |
106,62 |
106,630 |
106,640 |
106,620 |
106,620 |
106,628 |
40 000 |
43,02 |
4 |
DS0725 |
PL0000108197 |
100,98 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,60 |
94,65 |
94,650 |
94,650 |
94,650 |
94,650 |
94,650 |
10 000 |
9,58 |
1 |
DS0727 |
PL0000109427 |
93,41 |
93,30 |
93,450 |
93,460 |
93,450 |
93,460 |
93,455 |
20 000 |
18,93 |
2 |
WS0428 |
PL0000107611 |
94,38 |
94,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
123,86 |
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 |
111,21 |
111,60 |
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 |
100,44 |
100,410 |
100,410 |
100,410 |
100,410 |
100,410 |
10 000 |
10,13 |
1 |
WZ0120 |
PL0000108601 |
100,40 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,27 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,70 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,07 |
97,03 |
97,030 |
97,070 |
96,990 |
96,990 |
97,024 |
435 000 |
425,80 |
26 |
WZ0528 |
PL0000110383 |
95,40 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
545 000 |
537,93 |
37 |
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 |
100,65 |
100,80 |
1,31 |
0,77 |
100,73 |
1,02 |
PS0718 |
PL0000107595 |
100,59 |
100,71 |
1,34 |
1,11 |
100,65 |
1,23 |
OK1018 |
PL0000109062 |
98,91 |
99,04 |
1,43 |
1,25 |
98,98 |
1,33 |
WZ0119 |
PL0000107603 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,22 |
1,52 |
1,42 |
98,16 |
1,47 |
PS0719 |
PL0000108148 |
102,54 |
102,67 |
1,54 |
1,46 |
102,61 |
1,50 |
DS1019 |
PL0000105441 |
106,69 |
106,80 |
1,64 |
1,58 |
106,75 |
1,60 |
WZ0120 |
PL0000108601 |
100,35 |
100,63 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,22 |
99,40 |
1,85 |
1,77 |
99,31 |
1,81 |
OK0720 |
PL0000110375 |
95,39 |
95,58 |
1,89 |
1,81 |
95,49 |
1,85 |
DS1020 |
PL0000106126 |
108,79 |
109,01 |
1,96 |
1,88 |
108,90 |
1,92 |
WZ0121 |
PL0000106068 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,57 |
2,20 |
2,13 |
99,47 |
2,17 |
PS0721 |
PL0000109153 |
98,29 |
98,55 |
2,26 |
2,18 |
98,42 |
2,22 |
DS1021 |
PL0000106670 |
112,51 |
112,78 |
2,25 |
2,18 |
112,65 |
2,21 |
PS0422 |
PL0000109492 |
99,13 |
99,33 |
2,46 |
2,41 |
99,23 |
2,44 |
WS0922 |
PL0000102646 |
114,21 |
114,49 |
2,49 |
2,43 |
114,35 |
2,46 |
WZ1122 |
PL0000109377 |
99,19 |
99,51 |
--- |
--- |
99,35 |
--- |
PS0123 |
PL0000110151 |
99,37 |
99,61 |
2,63 |
2,58 |
99,49 |
2,61 |
IZ0823 |
PL0000105359 |
111,01 |
111,82 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,77 |
2,77 |
2,71 |
106,63 |
2,74 |
WZ0124 |
PL0000107454 |
98,40 |
98,80 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
100,67 |
101,11 |
3,14 |
3,08 |
100,89 |
3,11 |
WZ0126 |
PL0000108817 |
96,91 |
97,15 |
--- |
--- |
97,03 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,70 |
3,28 |
3,22 |
94,49 |
3,25 |
DS0727 |
PL0000109427 |
93,12 |
93,43 |
3,35 |
3,31 |
93,28 |
3,33 |
WZ0528 |
PL0000110383 |
95,24 |
95,84 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
123,33 |
124,00 |
3,24 |
3,18 |
123,67 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,64 |
100,77 |
1,34 |
0,88 |
100,71 |
1,09 |
PS0718 |
PL0000107595 |
100,62 |
100,71 |
1,28 |
1,11 |
100,67 |
1,19 |
OK1018 |
PL0000109062 |
98,92 |
99,04 |
1,41 |
1,25 |
98,98 |
1,33 |
WZ0119 |
PL0000107603 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,22 |
1,52 |
1,42 |
98,16 |
1,47 |
PS0719 |
PL0000108148 |
102,55 |
102,66 |
1,54 |
1,46 |
102,61 |
1,50 |
DS1019 |
PL0000105441 |
106,72 |
106,80 |
1,62 |
1,58 |
106,76 |
1,60 |
WZ0120 |
PL0000108601 |
100,35 |
100,62 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,24 |
99,41 |
1,84 |
1,76 |
99,33 |
1,80 |
OK0720 |
PL0000110375 |
95,39 |
95,58 |
1,89 |
1,81 |
95,49 |
1,85 |
DS1020 |
PL0000106126 |
108,82 |
109,02 |
1,95 |
1,88 |
108,92 |
1,91 |
WZ0121 |
PL0000106068 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,40 |
99,59 |
2,19 |
2,13 |
99,50 |
2,16 |
PS0721 |
PL0000109153 |
98,32 |
98,57 |
2,25 |
2,17 |
98,45 |
2,21 |
DS1021 |
PL0000106670 |
112,59 |
112,81 |
2,23 |
2,17 |
112,70 |
2,20 |
PS0422 |
PL0000109492 |
99,17 |
99,34 |
2,45 |
2,41 |
99,26 |
2,43 |
WS0922 |
PL0000102646 |
114,27 |
114,49 |
2,48 |
2,43 |
114,38 |
2,46 |
WZ1122 |
PL0000109377 |
99,19 |
99,49 |
--- |
--- |
99,34 |
--- |
PS0123 |
PL0000110151 |
99,38 |
99,55 |
2,63 |
2,60 |
99,47 |
2,61 |
IZ0823 |
PL0000105359 |
110,97 |
111,87 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,75 |
2,76 |
2,72 |
106,64 |
2,74 |
WZ0124 |
PL0000107454 |
98,61 |
98,91 |
--- |
--- |
98,76 |
--- |
DS0725 |
PL0000108197 |
100,93 |
101,21 |
3,11 |
3,06 |
101,07 |
3,08 |
WZ0126 |
PL0000108817 |
97,00 |
97,29 |
--- |
--- |
97,15 |
--- |
DS0726 |
PL0000108866 |
94,55 |
94,86 |
3,24 |
3,20 |
94,71 |
3,22 |
DS0727 |
PL0000109427 |
93,34 |
93,60 |
3,32 |
3,29 |
93,47 |
3,31 |
WZ0528 |
PL0000110383 |
95,30 |
95,85 |
--- |
--- |
95,58 |
--- |
WS0429 |
PL0000105391 |
123,88 |
124,42 |
3,19 |
3,14 |
124,15 |
3,16 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.