2018-01-23 |
MARKET DATA |
No 15 (3298) |
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 |
95,00 |
93,47 |
6 |
0,00 |
0,00 |
0 |
95,00 |
93,47 |
6 |
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 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,60 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,98 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,22 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,58 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,76 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,48 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,86 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,58 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,47 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,61 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,31 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,19 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,43 |
99,42 |
99,400 |
99,400 |
99,380 |
99,380 |
99,388 |
65 000 |
64,60 |
3 |
DS1023 |
PL0000107264 |
106,59 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,21 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,69 |
94,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,59 |
93,48 |
93,600 |
93,600 |
93,530 |
93,530 |
93,565 |
20 000 |
18,97 |
2 |
WS0428 |
PL0000107611 |
94,44 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,97 |
124,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,60 |
142,25 |
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 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,43 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,00 |
99,01 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
10 000 |
9,91 |
1 |
WZ0126 |
PL0000108817 |
97,30 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,75 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
93,47 |
6 |
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 |
100,56 |
100,69 |
1,43 |
0,92 |
100,63 |
1,16 |
PS0718 |
PL0000107595 |
100,56 |
100,68 |
1,35 |
1,11 |
100,62 |
1,23 |
OK1018 |
PL0000109062 |
98,97 |
99,13 |
1,39 |
1,17 |
99,05 |
1,28 |
WZ0119 |
PL0000107603 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
98,14 |
98,29 |
1,52 |
1,39 |
98,22 |
1,45 |
PS0719 |
PL0000108148 |
102,56 |
102,70 |
1,50 |
1,41 |
102,63 |
1,46 |
DS1019 |
PL0000105441 |
106,74 |
106,86 |
1,56 |
1,49 |
106,80 |
1,52 |
WZ0120 |
PL0000108601 |
100,38 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,56 |
1,76 |
1,70 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,47 |
95,66 |
1,87 |
1,79 |
95,57 |
1,83 |
DS1020 |
PL0000106126 |
108,83 |
109,05 |
1,92 |
1,84 |
108,94 |
1,88 |
WZ0121 |
PL0000106068 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
99,54 |
99,74 |
2,15 |
2,08 |
99,64 |
2,11 |
PS0721 |
PL0000109153 |
98,42 |
98,62 |
2,22 |
2,16 |
98,52 |
2,19 |
DS1021 |
PL0000106670 |
112,57 |
112,83 |
2,21 |
2,15 |
112,70 |
2,18 |
PS0422 |
PL0000109492 |
99,23 |
99,41 |
2,44 |
2,40 |
99,32 |
2,42 |
WS0922 |
PL0000102646 |
114,15 |
114,43 |
2,49 |
2,43 |
114,29 |
2,46 |
WZ1122 |
PL0000109377 |
99,30 |
99,56 |
--- |
--- |
99,43 |
--- |
PS0123 |
PL0000110151 |
99,34 |
99,57 |
2,64 |
2,59 |
99,46 |
2,62 |
IZ0823 |
PL0000105359 |
111,03 |
111,89 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,81 |
2,75 |
2,70 |
106,67 |
2,73 |
WZ0124 |
PL0000107454 |
98,79 |
99,11 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,44 |
3,08 |
3,03 |
101,28 |
3,05 |
WZ0126 |
PL0000108817 |
97,08 |
97,47 |
--- |
--- |
97,28 |
--- |
DS0726 |
PL0000108866 |
94,66 |
95,07 |
3,23 |
3,17 |
94,87 |
3,20 |
DS0727 |
PL0000109427 |
93,40 |
93,68 |
3,32 |
3,28 |
93,54 |
3,30 |
WZ0528 |
PL0000110383 |
95,44 |
95,95 |
--- |
--- |
95,70 |
--- |
WS0429 |
PL0000105391 |
123,77 |
124,52 |
3,20 |
3,13 |
124,15 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,58 |
100,68 |
1,35 |
0,96 |
100,63 |
1,16 |
PS0718 |
PL0000107595 |
100,57 |
100,68 |
1,33 |
1,11 |
100,63 |
1,21 |
OK1018 |
PL0000109062 |
98,97 |
99,13 |
1,39 |
1,17 |
99,05 |
1,28 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,19 |
98,30 |
1,48 |
1,38 |
98,25 |
1,43 |
PS0719 |
PL0000108148 |
102,56 |
102,69 |
1,50 |
1,42 |
102,63 |
1,46 |
DS1019 |
PL0000105441 |
106,74 |
106,85 |
1,56 |
1,50 |
106,80 |
1,52 |
WZ0120 |
PL0000108601 |
100,38 |
100,62 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,54 |
1,74 |
1,71 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,46 |
95,65 |
1,88 |
1,80 |
95,56 |
1,83 |
DS1020 |
PL0000106126 |
108,83 |
109,04 |
1,92 |
1,84 |
108,94 |
1,88 |
WZ0121 |
PL0000106068 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
99,52 |
99,67 |
2,15 |
2,10 |
99,60 |
2,13 |
PS0721 |
PL0000109153 |
98,41 |
98,61 |
2,22 |
2,16 |
98,51 |
2,19 |
DS1021 |
PL0000106670 |
112,55 |
112,83 |
2,22 |
2,15 |
112,69 |
2,18 |
PS0422 |
PL0000109492 |
99,25 |
99,37 |
2,44 |
2,41 |
99,31 |
2,42 |
WS0922 |
PL0000102646 |
114,11 |
114,40 |
2,50 |
2,44 |
114,26 |
2,47 |
WZ1122 |
PL0000109377 |
99,41 |
99,61 |
--- |
--- |
99,51 |
--- |
PS0123 |
PL0000110151 |
99,29 |
99,47 |
2,65 |
2,61 |
99,38 |
2,63 |
IZ0823 |
PL0000105359 |
111,03 |
111,89 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,77 |
2,76 |
2,71 |
106,63 |
2,73 |
WZ0124 |
PL0000107454 |
98,93 |
99,25 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
101,04 |
101,36 |
3,09 |
3,04 |
101,20 |
3,06 |
WZ0126 |
PL0000108817 |
97,24 |
97,54 |
--- |
--- |
97,39 |
--- |
DS0726 |
PL0000108866 |
94,60 |
95,02 |
3,23 |
3,17 |
94,81 |
3,20 |
DS0727 |
PL0000109427 |
93,40 |
93,61 |
3,32 |
3,29 |
93,51 |
3,30 |
WZ0528 |
PL0000110383 |
95,67 |
96,20 |
--- |
--- |
95,94 |
--- |
WS0429 |
PL0000105391 |
123,76 |
124,45 |
3,20 |
3,13 |
124,11 |
3,16 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.