2018-01-25 |
MARKET DATA |
No 17 (3300) |
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 |
795,00 |
792,62 |
50 |
0,00 |
0,00 |
0 |
795,00 |
792,62 |
50 |
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 |
100,56 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,56 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,02 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,28 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,56 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,74 |
106,78 |
106,740 |
106,740 |
106,740 |
106,740 |
106,740 |
50 000 |
54,09 |
1 |
PS0420 |
PL0000108510 |
99,45 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,53 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,78 |
108,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,57 |
99,610 |
99,610 |
99,550 |
99,550 |
99,580 |
20 000 |
20,22 |
2 |
PS0721 |
PL0000109153 |
98,34 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,42 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,12 |
99,05 |
99,050 |
99,070 |
99,050 |
99,070 |
99,063 |
150 000 |
151,17 |
5 |
WS0922 |
PL0000102646 |
113,92 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,20 |
99,10 |
99,200 |
99,200 |
99,100 |
99,100 |
99,156 |
250 000 |
247,96 |
16 |
DS1023 |
PL0000107264 |
106,31 |
106,18 |
106,330 |
106,330 |
106,200 |
106,200 |
106,298 |
40 000 |
42,94 |
3 |
DS0725 |
PL0000108197 |
100,87 |
100,70 |
100,740 |
100,740 |
100,740 |
100,740 |
100,740 |
10 000 |
10,24 |
1 |
DS0726 |
PL0000108866 |
94,46 |
94,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,22 |
92,77 |
93,300 |
93,310 |
92,770 |
92,960 |
93,059 |
235 000 |
221,72 |
19 |
WS0428 |
PL0000107611 |
94,10 |
93,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,67 |
122,66 |
123,140 |
123,450 |
123,140 |
123,450 |
123,347 |
15 000 |
19,16 |
2 |
WS0437 |
PL0000104857 |
101,92 |
140,96 |
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 |
111,40 |
111,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,45 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,33 |
100,43 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
25 000 |
25,11 |
1 |
WZ1122 |
PL0000109377 |
99,54 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,93 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,39 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,78 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
795 000 |
792,62 |
50 |
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) |
(%) |
PS0718 |
PL0000107595 |
100,53 |
100,66 |
1,38 |
1,12 |
100,60 |
1,24 |
OK1018 |
PL0000109062 |
98,98 |
99,14 |
1,40 |
1,18 |
99,06 |
1,29 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,24 |
98,37 |
1,45 |
1,34 |
98,31 |
1,39 |
PS0719 |
PL0000108148 |
102,53 |
102,66 |
1,51 |
1,42 |
102,60 |
1,46 |
DS1019 |
PL0000105441 |
106,71 |
106,80 |
1,55 |
1,50 |
106,76 |
1,52 |
WZ0120 |
PL0000108601 |
100,41 |
100,63 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,40 |
99,52 |
1,77 |
1,72 |
99,46 |
1,74 |
OK0720 |
PL0000110375 |
95,48 |
95,70 |
1,88 |
1,78 |
95,59 |
1,83 |
DS1020 |
PL0000106126 |
108,74 |
108,97 |
1,93 |
1,85 |
108,86 |
1,89 |
WZ0121 |
PL0000106068 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,66 |
2,17 |
2,11 |
99,57 |
2,14 |
PS0721 |
PL0000109153 |
98,30 |
98,54 |
2,26 |
2,19 |
98,42 |
2,22 |
DS1021 |
PL0000106670 |
112,40 |
112,69 |
2,25 |
2,17 |
112,55 |
2,21 |
PS0422 |
PL0000109492 |
99,08 |
99,26 |
2,48 |
2,43 |
99,17 |
2,46 |
WS0922 |
PL0000102646 |
113,91 |
114,21 |
2,54 |
2,47 |
114,06 |
2,50 |
WZ1122 |
PL0000109377 |
99,40 |
99,63 |
--- |
--- |
99,52 |
--- |
PS0123 |
PL0000110151 |
99,15 |
99,33 |
2,68 |
2,64 |
99,24 |
2,66 |
IZ0823 |
PL0000105359 |
111,04 |
111,98 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,60 |
2,79 |
2,74 |
106,45 |
2,77 |
WZ0124 |
PL0000107454 |
98,82 |
99,25 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
100,85 |
101,28 |
3,12 |
3,05 |
101,07 |
3,08 |
WZ0126 |
PL0000108817 |
97,25 |
97,59 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
94,42 |
94,84 |
3,26 |
3,20 |
94,63 |
3,23 |
DS0727 |
PL0000109427 |
93,15 |
93,41 |
3,35 |
3,32 |
93,28 |
3,33 |
WZ0528 |
PL0000110383 |
95,70 |
96,24 |
--- |
--- |
95,97 |
--- |
WS0429 |
PL0000105391 |
123,42 |
124,19 |
3,23 |
3,16 |
123,81 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,54 |
100,68 |
1,36 |
1,08 |
100,61 |
1,22 |
OK1018 |
PL0000109062 |
99,00 |
99,17 |
1,37 |
1,14 |
99,09 |
1,25 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,26 |
98,41 |
1,43 |
1,31 |
98,34 |
1,36 |
PS0719 |
PL0000108148 |
102,54 |
102,70 |
1,50 |
1,40 |
102,62 |
1,45 |
DS1019 |
PL0000105441 |
106,71 |
106,83 |
1,55 |
1,48 |
106,77 |
1,52 |
WZ0120 |
PL0000108601 |
100,39 |
100,64 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,36 |
99,56 |
1,79 |
1,70 |
99,46 |
1,74 |
OK0720 |
PL0000110375 |
95,46 |
95,71 |
1,89 |
1,78 |
95,59 |
1,83 |
DS1020 |
PL0000106126 |
108,71 |
108,94 |
1,95 |
1,86 |
108,83 |
1,90 |
WZ0121 |
PL0000106068 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0421 |
PL0000108916 |
99,42 |
99,60 |
2,18 |
2,13 |
99,51 |
2,16 |
PS0721 |
PL0000109153 |
98,25 |
98,48 |
2,27 |
2,20 |
98,37 |
2,24 |
DS1021 |
PL0000106670 |
112,31 |
112,57 |
2,27 |
2,20 |
112,44 |
2,24 |
PS0422 |
PL0000109492 |
98,98 |
99,14 |
2,50 |
2,46 |
99,06 |
2,48 |
WS0922 |
PL0000102646 |
113,72 |
113,99 |
2,58 |
2,52 |
113,86 |
2,55 |
WZ1122 |
PL0000109377 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0123 |
PL0000110151 |
98,95 |
99,15 |
2,73 |
2,68 |
99,05 |
2,70 |
IZ0823 |
PL0000105359 |
111,09 |
112,03 |
--- |
--- |
111,56 |
--- |
DS1023 |
PL0000107264 |
105,98 |
106,25 |
2,85 |
2,80 |
106,12 |
2,83 |
WZ0124 |
PL0000107454 |
98,87 |
99,19 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,83 |
3,17 |
3,12 |
100,68 |
3,14 |
WZ0126 |
PL0000108817 |
97,29 |
97,62 |
--- |
--- |
97,46 |
--- |
DS0726 |
PL0000108866 |
94,10 |
94,48 |
3,31 |
3,25 |
94,29 |
3,28 |
DS0727 |
PL0000109427 |
92,81 |
92,99 |
3,40 |
3,37 |
92,90 |
3,38 |
WZ0528 |
PL0000110383 |
95,58 |
96,12 |
--- |
--- |
95,85 |
--- |
WS0429 |
PL0000105391 |
122,68 |
123,55 |
3,30 |
3,22 |
123,12 |
3,26 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.