2018-01-18 |
MARKET DATA |
No 12 (3295) |
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 |
485,00 |
487,54 |
25 |
0,00 |
0,00 |
0 |
485,00 |
487,54 |
25 |
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 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,98 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,15 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,56 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,75 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,38 |
99,37 |
99,370 |
99,380 |
99,370 |
99,380 |
99,378 |
135 000 |
135,67 |
4 |
OK0720 |
PL0000110375 |
95,46 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,84 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,51 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,41 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,59 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,20 |
99,19 |
99,180 |
99,210 |
99,160 |
99,210 |
99,190 |
60 000 |
60,52 |
5 |
WS0922 |
PL0000102646 |
114,24 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,40 |
99,35 |
99,400 |
99,400 |
99,320 |
99,340 |
99,357 |
230 000 |
234,22 |
10 |
DS1023 |
PL0000107264 |
106,57 |
106,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,13 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,74 |
94,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,60 |
93,45 |
93,370 |
93,500 |
93,350 |
93,450 |
93,406 |
50 000 |
47,32 |
5 |
WS0428 |
PL0000107611 |
94,48 |
94,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,24 |
124,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,34 |
141,90 |
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 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,49 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,31 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,76 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,16 |
97,20 |
97,140 |
97,140 |
97,140 |
97,140 |
97,140 |
10 000 |
9,80 |
1 |
WZ0528 |
PL0000110383 |
95,50 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
487,54 |
25 |
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 |
100,59 |
100,68 |
1,39 |
1,04 |
100,64 |
1,20 |
PS0718 |
PL0000107595 |
100,57 |
100,67 |
1,34 |
1,15 |
100,62 |
1,25 |
OK1018 |
PL0000109062 |
98,96 |
99,06 |
1,39 |
1,25 |
99,01 |
1,32 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,14 |
98,26 |
1,51 |
1,41 |
98,20 |
1,46 |
PS0719 |
PL0000108148 |
102,53 |
102,65 |
1,53 |
1,45 |
102,59 |
1,49 |
DS1019 |
PL0000105441 |
106,67 |
106,81 |
1,61 |
1,54 |
106,74 |
1,57 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,30 |
99,48 |
1,82 |
1,73 |
99,39 |
1,78 |
OK0720 |
PL0000110375 |
95,45 |
95,65 |
1,87 |
1,79 |
95,55 |
1,83 |
DS1020 |
PL0000106126 |
108,81 |
109,02 |
1,93 |
1,86 |
108,92 |
1,89 |
WZ0121 |
PL0000106068 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0421 |
PL0000108916 |
99,48 |
99,70 |
2,16 |
2,09 |
99,59 |
2,13 |
PS0721 |
PL0000109153 |
98,34 |
98,54 |
2,24 |
2,18 |
98,44 |
2,21 |
DS1021 |
PL0000106670 |
112,47 |
112,75 |
2,25 |
2,17 |
112,61 |
2,21 |
PS0422 |
PL0000109492 |
99,13 |
99,31 |
2,46 |
2,42 |
99,22 |
2,44 |
WS0922 |
PL0000102646 |
114,07 |
114,37 |
2,51 |
2,45 |
114,22 |
2,48 |
WZ1122 |
PL0000109377 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0123 |
PL0000110151 |
99,35 |
99,54 |
2,64 |
2,60 |
99,45 |
2,62 |
IZ0823 |
PL0000105359 |
111,04 |
111,91 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,47 |
106,77 |
2,77 |
2,71 |
106,62 |
2,74 |
WZ0124 |
PL0000107454 |
98,71 |
99,01 |
--- |
--- |
98,86 |
--- |
DS0725 |
PL0000108197 |
101,01 |
101,41 |
3,09 |
3,03 |
101,21 |
3,06 |
WZ0126 |
PL0000108817 |
97,08 |
97,37 |
--- |
--- |
97,23 |
--- |
DS0726 |
PL0000108866 |
94,64 |
95,04 |
3,23 |
3,17 |
94,84 |
3,20 |
DS0727 |
PL0000109427 |
93,47 |
93,77 |
3,31 |
3,27 |
93,62 |
3,29 |
WZ0528 |
PL0000110383 |
95,41 |
95,97 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
124,00 |
124,61 |
3,18 |
3,12 |
124,31 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,59 |
100,68 |
1,39 |
1,04 |
100,64 |
1,20 |
PS0718 |
PL0000107595 |
100,57 |
100,68 |
1,34 |
1,13 |
100,63 |
1,23 |
OK1018 |
PL0000109062 |
98,96 |
99,07 |
1,39 |
1,24 |
99,02 |
1,31 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,13 |
98,26 |
1,52 |
1,41 |
98,20 |
1,46 |
PS0719 |
PL0000108148 |
102,53 |
102,65 |
1,53 |
1,45 |
102,59 |
1,49 |
DS1019 |
PL0000105441 |
106,71 |
106,80 |
1,59 |
1,54 |
106,76 |
1,56 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,35 |
99,48 |
1,79 |
1,73 |
99,42 |
1,76 |
OK0720 |
PL0000110375 |
95,45 |
95,66 |
1,87 |
1,79 |
95,56 |
1,83 |
DS1020 |
PL0000106126 |
108,81 |
109,03 |
1,93 |
1,85 |
108,92 |
1,89 |
WZ0121 |
PL0000106068 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,63 |
2,17 |
2,12 |
99,55 |
2,14 |
PS0721 |
PL0000109153 |
98,35 |
98,55 |
2,24 |
2,18 |
98,45 |
2,21 |
DS1021 |
PL0000106670 |
112,47 |
112,75 |
2,25 |
2,17 |
112,61 |
2,21 |
PS0422 |
PL0000109492 |
99,16 |
99,33 |
2,46 |
2,41 |
99,25 |
2,43 |
WS0922 |
PL0000102646 |
114,10 |
114,36 |
2,51 |
2,45 |
114,23 |
2,48 |
WZ1122 |
PL0000109377 |
99,27 |
99,49 |
--- |
--- |
99,38 |
--- |
PS0123 |
PL0000110151 |
99,26 |
99,42 |
2,66 |
2,62 |
99,34 |
2,64 |
IZ0823 |
PL0000105359 |
111,07 |
111,97 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,67 |
2,77 |
2,73 |
106,55 |
2,75 |
WZ0124 |
PL0000107454 |
98,68 |
98,92 |
--- |
--- |
98,80 |
--- |
DS0725 |
PL0000108197 |
100,88 |
101,19 |
3,11 |
3,07 |
101,04 |
3,09 |
WZ0126 |
PL0000108817 |
97,04 |
97,26 |
--- |
--- |
97,15 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,87 |
3,23 |
3,20 |
94,75 |
3,21 |
DS0727 |
PL0000109427 |
93,36 |
93,56 |
3,32 |
3,30 |
93,46 |
3,31 |
WZ0528 |
PL0000110383 |
95,32 |
95,75 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
123,79 |
124,31 |
3,20 |
3,15 |
124,05 |
3,17 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.