2018-01-19 |
MARKET DATA |
No 13 (3296) |
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 |
265,00 |
266,31 |
18 |
0,00 |
0,00 |
0 |
265,00 |
266,31 |
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 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,58 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,98 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,15 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,76 |
106,76 |
106,760 |
106,760 |
106,760 |
106,760 |
106,760 |
50 000 |
54,06 |
1 |
PS0420 |
PL0000108510 |
99,44 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,50 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,44 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,58 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,26 |
99,13 |
99,260 |
99,270 |
99,230 |
99,230 |
99,256 |
35 000 |
35,33 |
4 |
WS0922 |
PL0000102646 |
114,22 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,43 |
99,30 |
99,350 |
99,380 |
99,350 |
99,370 |
99,372 |
80 000 |
81,49 |
5 |
DS1023 |
PL0000107264 |
106,54 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,15 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,70 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,46 |
93,22 |
93,100 |
93,460 |
93,100 |
93,460 |
93,371 |
65 000 |
61,50 |
6 |
WS0428 |
PL0000107611 |
94,37 |
94,21 |
94,320 |
94,320 |
94,320 |
94,320 |
94,320 |
10 000 |
9,64 |
1 |
WS0429 |
PL0000105391 |
123,97 |
123,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,31 |
141,45 |
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 |
111,31 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,38 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,22 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,30 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,82 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,18 |
97,17 |
97,180 |
97,180 |
97,180 |
97,180 |
97,180 |
25 000 |
24,30 |
1 |
WZ0528 |
PL0000110383 |
95,45 |
95,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
266,31 |
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 |
100,55 |
100,67 |
1,52 |
1,05 |
100,61 |
1,29 |
PS0718 |
PL0000107595 |
100,56 |
100,67 |
1,36 |
1,14 |
100,62 |
1,24 |
OK1018 |
PL0000109062 |
98,96 |
99,07 |
1,39 |
1,25 |
99,02 |
1,31 |
WZ0119 |
PL0000107603 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,13 |
98,26 |
1,52 |
1,41 |
98,20 |
1,46 |
PS0719 |
PL0000108148 |
102,51 |
102,62 |
1,54 |
1,47 |
102,57 |
1,50 |
DS1019 |
PL0000105441 |
106,69 |
106,79 |
1,60 |
1,54 |
106,74 |
1,57 |
WZ0120 |
PL0000108601 |
100,36 |
100,59 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,29 |
99,49 |
1,82 |
1,73 |
99,39 |
1,78 |
OK0720 |
PL0000110375 |
95,44 |
95,64 |
1,88 |
1,80 |
95,54 |
1,84 |
DS1020 |
PL0000106126 |
108,74 |
108,98 |
1,95 |
1,87 |
108,86 |
1,91 |
WZ0121 |
PL0000106068 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,64 |
2,19 |
2,11 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,27 |
98,46 |
2,27 |
2,21 |
98,37 |
2,24 |
DS1021 |
PL0000106670 |
112,36 |
112,65 |
2,27 |
2,20 |
112,51 |
2,23 |
PS0422 |
PL0000109492 |
99,01 |
99,20 |
2,50 |
2,45 |
99,11 |
2,47 |
WS0922 |
PL0000102646 |
113,93 |
114,21 |
2,54 |
2,48 |
114,07 |
2,51 |
WZ1122 |
PL0000109377 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
PS0123 |
PL0000110151 |
99,15 |
99,34 |
2,68 |
2,64 |
99,25 |
2,66 |
IZ0823 |
PL0000105359 |
111,01 |
112,00 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
106,28 |
106,56 |
2,80 |
2,75 |
106,42 |
2,77 |
WZ0124 |
PL0000107454 |
98,59 |
98,87 |
--- |
--- |
98,73 |
--- |
DS0725 |
PL0000108197 |
100,77 |
101,19 |
3,13 |
3,07 |
100,98 |
3,10 |
WZ0126 |
PL0000108817 |
96,95 |
97,25 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,72 |
3,28 |
3,22 |
94,51 |
3,25 |
DS0727 |
PL0000109427 |
93,09 |
93,36 |
3,36 |
3,32 |
93,23 |
3,34 |
WZ0528 |
PL0000110383 |
95,25 |
95,78 |
--- |
--- |
95,52 |
--- |
WS0429 |
PL0000105391 |
123,39 |
124,00 |
3,23 |
3,18 |
123,70 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,58 |
100,70 |
1,40 |
0,94 |
100,64 |
1,17 |
PS0718 |
PL0000107595 |
100,57 |
100,67 |
1,34 |
1,14 |
100,62 |
1,24 |
OK1018 |
PL0000109062 |
98,96 |
99,08 |
1,39 |
1,23 |
99,02 |
1,31 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,14 |
98,27 |
1,51 |
1,40 |
98,21 |
1,45 |
PS0719 |
PL0000108148 |
102,53 |
102,65 |
1,53 |
1,45 |
102,59 |
1,49 |
DS1019 |
PL0000105441 |
106,73 |
106,82 |
1,57 |
1,52 |
106,78 |
1,55 |
WZ0120 |
PL0000108601 |
100,36 |
100,59 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,41 |
99,53 |
1,77 |
1,71 |
99,47 |
1,74 |
OK0720 |
PL0000110375 |
95,44 |
95,66 |
1,88 |
1,79 |
95,55 |
1,83 |
DS1020 |
PL0000106126 |
108,81 |
109,04 |
1,93 |
1,85 |
108,93 |
1,89 |
WZ0121 |
PL0000106068 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0421 |
PL0000108916 |
99,49 |
99,64 |
2,16 |
2,11 |
99,57 |
2,14 |
PS0721 |
PL0000109153 |
98,38 |
98,58 |
2,23 |
2,17 |
98,48 |
2,20 |
DS1021 |
PL0000106670 |
112,53 |
112,80 |
2,23 |
2,16 |
112,67 |
2,19 |
PS0422 |
PL0000109492 |
99,18 |
99,34 |
2,45 |
2,41 |
99,26 |
2,43 |
WS0922 |
PL0000102646 |
114,08 |
114,38 |
2,51 |
2,45 |
114,23 |
2,48 |
WZ1122 |
PL0000109377 |
99,27 |
99,49 |
--- |
--- |
99,38 |
--- |
PS0123 |
PL0000110151 |
99,29 |
99,46 |
2,65 |
2,62 |
99,38 |
2,63 |
IZ0823 |
PL0000105359 |
111,05 |
111,91 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,73 |
2,77 |
2,72 |
106,60 |
2,74 |
WZ0124 |
PL0000107454 |
98,71 |
98,92 |
--- |
--- |
98,82 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,36 |
3,08 |
3,04 |
101,23 |
3,06 |
WZ0126 |
PL0000108817 |
97,05 |
97,32 |
--- |
--- |
97,19 |
--- |
DS0726 |
PL0000108866 |
94,65 |
94,97 |
3,23 |
3,18 |
94,81 |
3,20 |
DS0727 |
PL0000109427 |
93,35 |
93,55 |
3,32 |
3,30 |
93,45 |
3,31 |
WZ0528 |
PL0000110383 |
95,36 |
95,83 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
123,63 |
124,16 |
3,21 |
3,16 |
123,90 |
3,18 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.