2018-01-24 |
MARKET DATA |
No 16 (3299) |
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 |
645,00 |
628,97 |
33 |
0,00 |
0,00 |
0 |
645,00 |
628,97 |
33 |
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 |
100,57 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,99 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,27 |
98,25 |
98,260 |
98,280 |
98,260 |
98,280 |
98,272 |
435 000 |
427,48 |
6 |
PS0719 |
PL0000108148 |
102,57 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,76 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,46 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,52 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,83 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,54 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,42 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,54 |
112,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,22 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,08 |
114,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,29 |
99,16 |
99,250 |
99,250 |
99,200 |
99,210 |
99,227 |
65 000 |
64,50 |
5 |
DS1023 |
PL0000107264 |
106,49 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,00 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,53 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,32 |
93,20 |
93,310 |
93,310 |
93,100 |
93,260 |
93,206 |
145 000 |
136,99 |
22 |
WS0428 |
PL0000107611 |
94,26 |
94,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,14 |
141,59 |
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 |
111,23 |
111,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,43 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,34 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,40 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,80 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
645 000 |
628,97 |
33 |
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 |
100,69 |
1,44 |
0,89 |
100,62 |
1,17 |
PS0718 |
PL0000107595 |
100,55 |
100,68 |
1,36 |
1,10 |
100,62 |
1,22 |
OK1018 |
PL0000109062 |
98,98 |
99,14 |
1,38 |
1,16 |
99,06 |
1,27 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,19 |
98,31 |
1,48 |
1,38 |
98,25 |
1,43 |
PS0719 |
PL0000108148 |
102,54 |
102,68 |
1,51 |
1,42 |
102,61 |
1,47 |
DS1019 |
PL0000105441 |
106,71 |
106,83 |
1,57 |
1,50 |
106,77 |
1,53 |
WZ0120 |
PL0000108601 |
100,38 |
100,63 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,41 |
99,56 |
1,77 |
1,70 |
99,49 |
1,73 |
OK0720 |
PL0000110375 |
95,48 |
95,68 |
1,87 |
1,79 |
95,58 |
1,83 |
DS1020 |
PL0000106126 |
108,81 |
109,02 |
1,92 |
1,84 |
108,92 |
1,88 |
WZ0121 |
PL0000106068 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0421 |
PL0000108916 |
99,51 |
99,64 |
2,16 |
2,11 |
99,58 |
2,13 |
PS0721 |
PL0000109153 |
98,39 |
98,58 |
2,23 |
2,17 |
98,49 |
2,20 |
DS1021 |
PL0000106670 |
112,52 |
112,79 |
2,22 |
2,15 |
112,66 |
2,19 |
PS0422 |
PL0000109492 |
99,18 |
99,34 |
2,45 |
2,41 |
99,26 |
2,43 |
WS0922 |
PL0000102646 |
114,06 |
114,33 |
2,51 |
2,45 |
114,20 |
2,48 |
WZ1122 |
PL0000109377 |
99,41 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0123 |
PL0000110151 |
99,24 |
99,41 |
2,66 |
2,63 |
99,33 |
2,64 |
IZ0823 |
PL0000105359 |
110,95 |
111,93 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,42 |
106,70 |
2,77 |
2,72 |
106,56 |
2,75 |
WZ0124 |
PL0000107454 |
98,87 |
99,29 |
--- |
--- |
99,08 |
--- |
DS0725 |
PL0000108197 |
100,98 |
101,38 |
3,10 |
3,04 |
101,18 |
3,07 |
WZ0126 |
PL0000108817 |
97,24 |
97,54 |
--- |
--- |
97,39 |
--- |
DS0726 |
PL0000108866 |
94,52 |
94,94 |
3,25 |
3,19 |
94,73 |
3,22 |
DS0727 |
PL0000109427 |
93,24 |
93,52 |
3,34 |
3,30 |
93,38 |
3,32 |
WZ0528 |
PL0000110383 |
95,65 |
96,21 |
--- |
--- |
95,93 |
--- |
WS0429 |
PL0000105391 |
123,52 |
124,24 |
3,22 |
3,15 |
123,88 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,56 |
100,69 |
1,40 |
0,89 |
100,63 |
1,13 |
PS0718 |
PL0000107595 |
100,57 |
100,66 |
1,32 |
1,14 |
100,62 |
1,22 |
OK1018 |
PL0000109062 |
98,98 |
99,14 |
1,38 |
1,16 |
99,06 |
1,27 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,24 |
98,36 |
1,44 |
1,34 |
98,30 |
1,39 |
PS0719 |
PL0000108148 |
102,56 |
102,69 |
1,50 |
1,41 |
102,63 |
1,45 |
DS1019 |
PL0000105441 |
106,74 |
106,84 |
1,55 |
1,50 |
106,79 |
1,52 |
WZ0120 |
PL0000108601 |
100,38 |
100,62 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,56 |
1,76 |
1,70 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,48 |
95,70 |
1,87 |
1,78 |
95,59 |
1,82 |
DS1020 |
PL0000106126 |
108,75 |
108,97 |
1,94 |
1,86 |
108,86 |
1,90 |
WZ0121 |
PL0000106068 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0421 |
PL0000108916 |
99,45 |
99,62 |
2,17 |
2,12 |
99,54 |
2,15 |
PS0721 |
PL0000109153 |
98,28 |
98,52 |
2,26 |
2,19 |
98,40 |
2,23 |
DS1021 |
PL0000106670 |
112,43 |
112,65 |
2,25 |
2,19 |
112,54 |
2,22 |
PS0422 |
PL0000109492 |
99,07 |
99,21 |
2,48 |
2,45 |
99,14 |
2,46 |
WS0922 |
PL0000102646 |
113,89 |
114,17 |
2,54 |
2,49 |
114,03 |
2,51 |
WZ1122 |
PL0000109377 |
99,45 |
99,62 |
--- |
--- |
99,54 |
--- |
PS0123 |
PL0000110151 |
99,14 |
99,28 |
2,68 |
2,65 |
99,21 |
2,67 |
IZ0823 |
PL0000105359 |
110,98 |
111,92 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
106,25 |
106,54 |
2,80 |
2,75 |
106,40 |
2,78 |
WZ0124 |
PL0000107454 |
98,88 |
99,22 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
100,78 |
101,06 |
3,13 |
3,09 |
100,92 |
3,11 |
WZ0126 |
PL0000108817 |
97,29 |
97,54 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,77 |
3,27 |
3,21 |
94,57 |
3,24 |
DS0727 |
PL0000109427 |
93,14 |
93,33 |
3,35 |
3,33 |
93,24 |
3,34 |
WZ0528 |
PL0000110383 |
95,68 |
96,24 |
--- |
--- |
95,96 |
--- |
WS0429 |
PL0000105391 |
123,47 |
124,06 |
3,22 |
3,17 |
123,77 |
3,20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.