2018-01-17 |
MARKET DATA |
No 11 (3294) |
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 |
260,00 |
267,96 |
9 |
0,00 |
0,00 |
0 |
260,00 |
267,96 |
9 |
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 |
100,61 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,60 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,96 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,14 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,58 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,75 |
106,74 |
106,740 |
106,740 |
106,740 |
106,740 |
106,740 |
100 000 |
108,04 |
1 |
PS0420 |
PL0000108510 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,46 |
95,58 |
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 |
99,58 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,44 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,67 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,26 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,34 |
114,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,50 |
99,47 |
99,500 |
99,500 |
99,490 |
99,500 |
99,494 |
85 000 |
86,66 |
3 |
DS1023 |
PL0000107264 |
106,65 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,25 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,95 |
94,95 |
94,950 |
94,960 |
94,950 |
94,960 |
94,953 |
15 000 |
14,43 |
2 |
DS0727 |
PL0000109427 |
93,72 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,58 |
94,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,40 |
124,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,94 |
142,33 |
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 |
111,40 |
111,65 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,39 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,22 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,34 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,20 |
97,22 |
97,170 |
97,200 |
97,170 |
97,190 |
97,191 |
60 000 |
58,84 |
3 |
WZ0528 |
PL0000110383 |
95,55 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
260 000 |
267,96 |
9 |
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 |
100,60 |
100,71 |
1,42 |
1,01 |
100,66 |
1,20 |
PS0718 |
PL0000107595 |
100,59 |
100,70 |
1,32 |
1,11 |
100,65 |
1,21 |
OK1018 |
PL0000109062 |
98,94 |
99,05 |
1,40 |
1,25 |
99,00 |
1,32 |
WZ0119 |
PL0000107603 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,12 |
98,24 |
1,51 |
1,42 |
98,18 |
1,46 |
PS0719 |
PL0000108148 |
102,55 |
102,66 |
1,53 |
1,45 |
102,61 |
1,49 |
DS1019 |
PL0000105441 |
106,72 |
106,82 |
1,60 |
1,55 |
106,77 |
1,57 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,31 |
99,44 |
1,81 |
1,75 |
99,38 |
1,78 |
OK0720 |
PL0000110375 |
95,42 |
95,60 |
1,88 |
1,81 |
95,51 |
1,84 |
DS1020 |
PL0000106126 |
108,85 |
109,06 |
1,93 |
1,85 |
108,96 |
1,89 |
WZ0121 |
PL0000106068 |
100,15 |
100,34 |
--- |
--- |
100,25 |
--- |
PS0421 |
PL0000108916 |
99,53 |
99,68 |
2,15 |
2,10 |
99,61 |
2,12 |
PS0721 |
PL0000109153 |
98,41 |
98,60 |
2,22 |
2,17 |
98,51 |
2,19 |
DS1021 |
PL0000106670 |
112,64 |
112,82 |
2,21 |
2,16 |
112,73 |
2,19 |
PS0422 |
PL0000109492 |
99,19 |
99,38 |
2,45 |
2,40 |
99,29 |
2,42 |
WS0922 |
PL0000102646 |
114,30 |
114,51 |
2,47 |
2,43 |
114,41 |
2,45 |
WZ1122 |
PL0000109377 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0123 |
PL0000110151 |
99,45 |
99,62 |
2,62 |
2,58 |
99,54 |
2,60 |
IZ0823 |
PL0000105359 |
110,97 |
111,90 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,59 |
106,85 |
2,75 |
2,70 |
106,72 |
2,72 |
WZ0124 |
PL0000107454 |
98,73 |
98,96 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
101,05 |
101,47 |
3,09 |
3,02 |
101,26 |
3,06 |
WZ0126 |
PL0000108817 |
97,06 |
97,42 |
--- |
--- |
97,24 |
--- |
DS0726 |
PL0000108866 |
94,69 |
95,10 |
3,22 |
3,16 |
94,90 |
3,19 |
DS0727 |
PL0000109427 |
93,57 |
93,87 |
3,30 |
3,26 |
93,72 |
3,28 |
WZ0528 |
PL0000110383 |
95,42 |
95,93 |
--- |
--- |
95,68 |
--- |
WS0429 |
PL0000105391 |
124,02 |
124,68 |
3,18 |
3,11 |
124,35 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,60 |
100,70 |
1,42 |
1,05 |
100,65 |
1,24 |
PS0718 |
PL0000107595 |
100,59 |
100,70 |
1,32 |
1,11 |
100,65 |
1,21 |
OK1018 |
PL0000109062 |
98,94 |
99,05 |
1,40 |
1,25 |
99,00 |
1,32 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,12 |
98,24 |
1,51 |
1,42 |
98,18 |
1,46 |
PS0719 |
PL0000108148 |
102,55 |
102,65 |
1,53 |
1,46 |
102,60 |
1,49 |
DS1019 |
PL0000105441 |
106,73 |
106,82 |
1,60 |
1,55 |
106,78 |
1,57 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,29 |
99,48 |
1,82 |
1,73 |
99,39 |
1,77 |
OK0720 |
PL0000110375 |
95,43 |
95,62 |
1,88 |
1,80 |
95,53 |
1,83 |
DS1020 |
PL0000106126 |
108,84 |
109,06 |
1,93 |
1,85 |
108,95 |
1,89 |
WZ0121 |
PL0000106068 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,66 |
2,16 |
2,11 |
99,58 |
2,13 |
PS0721 |
PL0000109153 |
98,40 |
98,58 |
2,23 |
2,17 |
98,49 |
2,20 |
DS1021 |
PL0000106670 |
112,58 |
112,76 |
2,22 |
2,18 |
112,67 |
2,20 |
PS0422 |
PL0000109492 |
99,20 |
99,38 |
2,45 |
2,40 |
99,29 |
2,42 |
WS0922 |
PL0000102646 |
114,18 |
114,42 |
2,49 |
2,44 |
114,30 |
2,47 |
WZ1122 |
PL0000109377 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0123 |
PL0000110151 |
99,38 |
99,53 |
2,63 |
2,60 |
99,46 |
2,61 |
IZ0823 |
PL0000105359 |
111,07 |
111,92 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,78 |
2,75 |
2,71 |
106,67 |
2,73 |
WZ0124 |
PL0000107454 |
98,74 |
98,96 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
101,20 |
101,43 |
3,06 |
3,03 |
101,32 |
3,05 |
WZ0126 |
PL0000108817 |
97,09 |
97,32 |
--- |
--- |
97,21 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,06 |
3,20 |
3,17 |
94,96 |
3,18 |
DS0727 |
PL0000109427 |
93,61 |
93,82 |
3,29 |
3,26 |
93,72 |
3,28 |
WZ0528 |
PL0000110383 |
95,43 |
95,95 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
124,17 |
124,71 |
3,16 |
3,11 |
124,44 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.