2018-01-15 |
MARKET DATA |
No 9 (3292) |
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 |
375,00 |
359,10 |
18 |
0,00 |
0,00 |
0 |
375,00 |
359,10 |
18 |
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 |
100,65 |
100,73 |
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 |
98,94 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,12 |
98,21 |
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 |
106,75 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,30 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,43 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,88 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,49 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,45 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,76 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,41 |
114,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,53 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,75 |
106,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,21 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,85 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,70 |
93,66 |
93,660 |
93,770 |
93,660 |
93,700 |
93,735 |
310 000 |
294,32 |
16 |
WS0428 |
PL0000107611 |
94,60 |
94,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,33 |
123,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,95 |
142,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,26 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,32 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,79 |
98,80 |
98,800 |
98,810 |
98,800 |
98,810 |
98,808 |
65 000 |
64,79 |
2 |
WZ0126 |
PL0000108817 |
97,15 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,58 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
375 000 |
359,10 |
18 |
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 |
100,63 |
100,76 |
1,36 |
0,89 |
100,70 |
1,11 |
PS0718 |
PL0000107595 |
100,61 |
100,71 |
1,30 |
1,11 |
100,66 |
1,20 |
OK1018 |
PL0000109062 |
98,93 |
99,05 |
1,40 |
1,25 |
98,99 |
1,33 |
WZ0119 |
PL0000107603 |
100,32 |
100,54 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,23 |
1,52 |
1,42 |
98,17 |
1,47 |
PS0719 |
PL0000108148 |
102,55 |
102,66 |
1,53 |
1,46 |
102,61 |
1,49 |
DS1019 |
PL0000105441 |
106,69 |
106,79 |
1,63 |
1,58 |
106,74 |
1,60 |
WZ0120 |
PL0000108601 |
100,35 |
100,63 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,25 |
99,43 |
1,84 |
1,76 |
99,34 |
1,80 |
OK0720 |
PL0000110375 |
95,39 |
95,58 |
1,89 |
1,81 |
95,49 |
1,85 |
DS1020 |
PL0000106126 |
108,84 |
109,04 |
1,94 |
1,87 |
108,94 |
1,90 |
WZ0121 |
PL0000106068 |
100,07 |
100,33 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,43 |
99,63 |
2,18 |
2,12 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,35 |
98,61 |
2,24 |
2,16 |
98,48 |
2,20 |
DS1021 |
PL0000106670 |
112,57 |
112,86 |
2,23 |
2,16 |
112,72 |
2,19 |
PS0422 |
PL0000109492 |
99,19 |
99,38 |
2,45 |
2,40 |
99,29 |
2,42 |
WS0922 |
PL0000102646 |
114,26 |
114,55 |
2,48 |
2,42 |
114,41 |
2,45 |
WZ1122 |
PL0000109377 |
99,19 |
99,51 |
--- |
--- |
99,35 |
--- |
PS0123 |
PL0000110151 |
99,40 |
99,68 |
2,63 |
2,57 |
99,54 |
2,60 |
IZ0823 |
PL0000105359 |
110,94 |
111,95 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
106,49 |
106,78 |
2,76 |
2,71 |
106,64 |
2,74 |
WZ0124 |
PL0000107454 |
98,52 |
98,87 |
--- |
--- |
98,70 |
--- |
DS0725 |
PL0000108197 |
100,95 |
101,39 |
3,10 |
3,04 |
101,17 |
3,07 |
WZ0126 |
PL0000108817 |
96,97 |
97,32 |
--- |
--- |
97,15 |
--- |
DS0726 |
PL0000108866 |
94,53 |
94,96 |
3,24 |
3,18 |
94,75 |
3,21 |
DS0727 |
PL0000109427 |
93,35 |
93,72 |
3,32 |
3,28 |
93,54 |
3,30 |
WZ0528 |
PL0000110383 |
95,32 |
95,88 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
123,74 |
124,22 |
3,20 |
3,16 |
123,98 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,63 |
100,75 |
1,36 |
0,92 |
100,69 |
1,14 |
PS0718 |
PL0000107595 |
100,61 |
100,71 |
1,30 |
1,11 |
100,66 |
1,20 |
OK1018 |
PL0000109062 |
98,93 |
99,05 |
1,40 |
1,25 |
98,99 |
1,33 |
WZ0119 |
PL0000107603 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,22 |
1,52 |
1,43 |
98,16 |
1,47 |
PS0719 |
PL0000108148 |
102,54 |
102,65 |
1,54 |
1,47 |
102,60 |
1,50 |
DS1019 |
PL0000105441 |
106,71 |
106,79 |
1,62 |
1,58 |
106,75 |
1,60 |
WZ0120 |
PL0000108601 |
100,36 |
100,62 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,27 |
99,42 |
1,83 |
1,76 |
99,35 |
1,79 |
OK0720 |
PL0000110375 |
95,39 |
95,58 |
1,89 |
1,81 |
95,49 |
1,85 |
DS1020 |
PL0000106126 |
108,82 |
109,02 |
1,94 |
1,87 |
108,92 |
1,91 |
WZ0121 |
PL0000106068 |
100,11 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,61 |
2,19 |
2,12 |
99,51 |
2,15 |
PS0721 |
PL0000109153 |
98,32 |
98,58 |
2,25 |
2,17 |
98,45 |
2,21 |
DS1021 |
PL0000106670 |
112,60 |
112,83 |
2,22 |
2,16 |
112,72 |
2,19 |
PS0422 |
PL0000109492 |
99,16 |
99,37 |
2,46 |
2,40 |
99,27 |
2,43 |
WS0922 |
PL0000102646 |
114,22 |
114,50 |
2,49 |
2,43 |
114,36 |
2,46 |
WZ1122 |
PL0000109377 |
99,27 |
99,55 |
--- |
--- |
99,41 |
--- |
PS0123 |
PL0000110151 |
99,33 |
99,56 |
2,64 |
2,59 |
99,45 |
2,62 |
IZ0823 |
PL0000105359 |
111,01 |
111,95 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,52 |
106,76 |
2,76 |
2,72 |
106,64 |
2,74 |
WZ0124 |
PL0000107454 |
98,69 |
98,95 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
101,04 |
101,39 |
3,09 |
3,04 |
101,22 |
3,06 |
WZ0126 |
PL0000108817 |
97,08 |
97,40 |
--- |
--- |
97,24 |
--- |
DS0726 |
PL0000108866 |
94,72 |
94,99 |
3,22 |
3,18 |
94,86 |
3,20 |
DS0727 |
PL0000109427 |
93,53 |
93,77 |
3,30 |
3,27 |
93,65 |
3,28 |
WZ0528 |
PL0000110383 |
95,44 |
95,98 |
--- |
--- |
95,71 |
--- |
WS0429 |
PL0000105391 |
123,99 |
124,58 |
3,18 |
3,12 |
124,29 |
3,15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.