2018-01-22 |
MARKET DATA |
No 14 (3297) |
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 |
170,00 |
164,99 |
13 |
0,00 |
0,00 |
0 |
170,00 |
164,99 |
13 |
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 |
100,60 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,59 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,99 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,15 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,75 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,44 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,46 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,85 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,43 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,56 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,24 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,08 |
114,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,32 |
99,34 |
99,350 |
99,380 |
99,350 |
99,380 |
99,373 |
80 000 |
79,50 |
4 |
DS1023 |
PL0000107264 |
106,47 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,03 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,70 |
94,70 |
94,700 |
94,700 |
94,700 |
94,700 |
94,700 |
10 000 |
9,60 |
1 |
DS0727 |
PL0000109427 |
93,44 |
93,37 |
93,350 |
93,450 |
93,350 |
93,450 |
93,386 |
70 000 |
66,25 |
7 |
WS0428 |
PL0000107611 |
94,30 |
94,45 |
94,450 |
94,450 |
94,450 |
94,450 |
94,450 |
10 000 |
9,65 |
1 |
WS0429 |
PL0000105391 |
123,83 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,17 |
142,05 |
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 |
WZ0119 |
PL0000107603 |
100,41 |
100,47 |
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 |
100,25 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,30 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,82 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,13 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,50 |
95,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
164,99 |
13 |
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 |
100,70 |
1,49 |
0,91 |
100,63 |
1,18 |
PS0718 |
PL0000107595 |
100,56 |
100,68 |
1,35 |
1,12 |
100,62 |
1,23 |
OK1018 |
PL0000109062 |
98,97 |
99,11 |
1,39 |
1,20 |
99,04 |
1,29 |
WZ0119 |
PL0000107603 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,14 |
98,29 |
1,51 |
1,39 |
98,22 |
1,45 |
PS0719 |
PL0000108148 |
102,53 |
102,67 |
1,53 |
1,43 |
102,60 |
1,48 |
DS1019 |
PL0000105441 |
106,71 |
106,85 |
1,58 |
1,50 |
106,78 |
1,54 |
WZ0120 |
PL0000108601 |
100,36 |
100,60 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,38 |
99,56 |
1,78 |
1,70 |
99,47 |
1,74 |
OK0720 |
PL0000110375 |
95,43 |
95,66 |
1,89 |
1,79 |
95,55 |
1,84 |
DS1020 |
PL0000106126 |
108,81 |
109,06 |
1,93 |
1,84 |
108,94 |
1,88 |
WZ0121 |
PL0000106068 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,74 |
2,16 |
2,08 |
99,62 |
2,12 |
PS0721 |
PL0000109153 |
98,39 |
98,58 |
2,23 |
2,17 |
98,49 |
2,20 |
DS1021 |
PL0000106670 |
112,53 |
112,81 |
2,23 |
2,15 |
112,67 |
2,19 |
PS0422 |
PL0000109492 |
99,16 |
99,34 |
2,46 |
2,41 |
99,25 |
2,44 |
WS0922 |
PL0000102646 |
114,04 |
114,34 |
2,52 |
2,45 |
114,19 |
2,48 |
WZ1122 |
PL0000109377 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0123 |
PL0000110151 |
99,14 |
99,44 |
2,68 |
2,62 |
99,29 |
2,65 |
IZ0823 |
PL0000105359 |
106,05 |
116,75 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,41 |
106,72 |
2,78 |
2,72 |
106,57 |
2,75 |
WZ0124 |
PL0000107454 |
98,69 |
98,97 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
100,96 |
101,33 |
3,10 |
3,04 |
101,15 |
3,07 |
WZ0126 |
PL0000108817 |
97,03 |
97,38 |
--- |
--- |
97,21 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,92 |
3,25 |
3,19 |
94,70 |
3,22 |
DS0727 |
PL0000109427 |
93,14 |
93,53 |
3,35 |
3,30 |
93,34 |
3,33 |
WZ0528 |
PL0000110383 |
95,32 |
95,85 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,59 |
100,70 |
1,34 |
0,91 |
100,65 |
1,10 |
PS0718 |
PL0000107595 |
100,57 |
100,69 |
1,33 |
1,10 |
100,63 |
1,21 |
OK1018 |
PL0000109062 |
98,97 |
99,12 |
1,39 |
1,18 |
99,05 |
1,28 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,13 |
98,27 |
1,52 |
1,41 |
98,20 |
1,46 |
PS0719 |
PL0000108148 |
102,56 |
102,68 |
1,51 |
1,43 |
102,62 |
1,47 |
DS1019 |
PL0000105441 |
106,74 |
106,87 |
1,56 |
1,49 |
106,81 |
1,52 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,42 |
99,56 |
1,76 |
1,70 |
99,49 |
1,73 |
OK0720 |
PL0000110375 |
95,45 |
95,65 |
1,88 |
1,79 |
95,55 |
1,84 |
DS1020 |
PL0000106126 |
108,81 |
109,03 |
1,93 |
1,85 |
108,92 |
1,89 |
WZ0121 |
PL0000106068 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
99,49 |
99,64 |
2,16 |
2,11 |
99,57 |
2,14 |
PS0721 |
PL0000109153 |
98,37 |
98,57 |
2,24 |
2,18 |
98,47 |
2,21 |
DS1021 |
PL0000106670 |
112,49 |
112,77 |
2,24 |
2,16 |
112,63 |
2,20 |
PS0422 |
PL0000109492 |
99,17 |
99,32 |
2,46 |
2,42 |
99,25 |
2,44 |
WS0922 |
PL0000102646 |
114,05 |
114,33 |
2,51 |
2,45 |
114,19 |
2,48 |
WZ1122 |
PL0000109377 |
99,27 |
99,53 |
--- |
--- |
99,40 |
--- |
PS0123 |
PL0000110151 |
99,24 |
99,41 |
2,66 |
2,62 |
99,33 |
2,64 |
IZ0823 |
PL0000105359 |
110,96 |
112,00 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,67 |
2,77 |
2,73 |
106,55 |
2,75 |
WZ0124 |
PL0000107454 |
98,75 |
99,02 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
100,95 |
101,20 |
3,10 |
3,06 |
101,08 |
3,08 |
WZ0126 |
PL0000108817 |
97,06 |
97,39 |
--- |
--- |
97,23 |
--- |
DS0726 |
PL0000108866 |
94,60 |
94,89 |
3,23 |
3,19 |
94,75 |
3,21 |
DS0727 |
PL0000109427 |
93,29 |
93,47 |
3,33 |
3,31 |
93,38 |
3,32 |
WZ0528 |
PL0000110383 |
95,34 |
95,88 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
123,59 |
124,15 |
3,21 |
3,16 |
123,87 |
3,19 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.