2018-01-26 |
MARKET DATA |
No 18 (3301) |
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 |
797,50 |
797,16 |
48 |
0,00 |
0,00 |
0 |
797,50 |
797,16 |
48 |
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 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,03 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,31 |
98,41 |
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 |
106,73 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,46 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,52 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,83 |
108,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,53 |
99,50 |
99,450 |
99,450 |
99,440 |
99,440 |
99,447 |
30 000 |
30,29 |
3 |
PS0721 |
PL0000109153 |
98,41 |
98,38 |
98,260 |
98,260 |
98,260 |
98,260 |
98,260 |
45 000 |
44,62 |
1 |
DS1021 |
PL0000106670 |
112,51 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,20 |
99,05 |
99,200 |
99,230 |
99,190 |
99,220 |
99,211 |
220 000 |
222,06 |
10 |
WS0922 |
PL0000102646 |
113,98 |
113,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,30 |
99,00 |
99,380 |
99,410 |
98,930 |
98,930 |
99,212 |
265 000 |
263,00 |
15 |
DS1023 |
PL0000107264 |
106,24 |
106,00 |
106,020 |
106,020 |
105,990 |
105,990 |
106,004 |
90 000 |
96,36 |
4 |
DS0725 |
PL0000108197 |
101,01 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,44 |
94,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,16 |
92,57 |
93,250 |
93,250 |
92,480 |
92,570 |
92,760 |
90 000 |
84,65 |
10 |
WS0428 |
PL0000107611 |
94,01 |
92,62 |
93,500 |
93,500 |
93,500 |
93,500 |
93,500 |
30 000 |
28,68 |
3 |
WS0429 |
PL0000105391 |
123,75 |
122,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,64 |
140,64 |
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 |
111,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,44 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,45 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,57 |
99,61 |
99,610 |
99,610 |
99,570 |
99,570 |
99,606 |
27 500 |
27,48 |
2 |
WZ0124 |
PL0000107454 |
99,08 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,50 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,88 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
797 500 |
797,16 |
48 |
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 |
100,54 |
100,66 |
1,35 |
1,11 |
100,60 |
1,23 |
OK1018 |
PL0000109062 |
99,02 |
99,18 |
1,35 |
1,13 |
99,10 |
1,24 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,30 |
98,44 |
1,40 |
1,28 |
98,37 |
1,34 |
PS0719 |
PL0000108148 |
102,55 |
102,71 |
1,49 |
1,39 |
102,63 |
1,44 |
DS1019 |
PL0000105441 |
106,71 |
106,85 |
1,54 |
1,47 |
106,78 |
1,51 |
WZ0120 |
PL0000108601 |
100,41 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,39 |
99,59 |
1,78 |
1,69 |
99,49 |
1,73 |
OK0720 |
PL0000110375 |
95,50 |
95,72 |
1,87 |
1,78 |
95,61 |
1,82 |
DS1020 |
PL0000106126 |
108,74 |
108,98 |
1,93 |
1,85 |
108,86 |
1,89 |
WZ0121 |
PL0000106068 |
100,30 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,67 |
2,17 |
2,10 |
99,57 |
2,14 |
PS0721 |
PL0000109153 |
98,28 |
98,54 |
2,27 |
2,19 |
98,41 |
2,23 |
DS1021 |
PL0000106670 |
112,36 |
112,65 |
2,26 |
2,18 |
112,51 |
2,22 |
PS0422 |
PL0000109492 |
99,01 |
99,19 |
2,50 |
2,45 |
99,10 |
2,47 |
WS0922 |
PL0000102646 |
113,79 |
114,09 |
2,56 |
2,50 |
113,94 |
2,53 |
WZ1122 |
PL0000109377 |
99,46 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0123 |
PL0000110151 |
99,06 |
99,33 |
2,70 |
2,64 |
99,20 |
2,67 |
IZ0823 |
PL0000105359 |
111,06 |
112,03 |
--- |
--- |
111,55 |
--- |
DS1023 |
PL0000107264 |
106,04 |
106,34 |
2,84 |
2,78 |
106,19 |
2,81 |
WZ0124 |
PL0000107454 |
98,88 |
99,30 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
100,66 |
101,08 |
3,15 |
3,08 |
100,87 |
3,11 |
WZ0126 |
PL0000108817 |
97,23 |
97,62 |
--- |
--- |
97,43 |
--- |
DS0726 |
PL0000108866 |
94,22 |
94,65 |
3,29 |
3,23 |
94,44 |
3,26 |
DS0727 |
PL0000109427 |
92,90 |
93,21 |
3,38 |
3,34 |
93,06 |
3,36 |
WZ0528 |
PL0000110383 |
95,60 |
95,97 |
--- |
--- |
95,79 |
--- |
WS0429 |
PL0000105391 |
123,05 |
123,83 |
3,26 |
3,19 |
123,44 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,54 |
100,67 |
1,35 |
1,09 |
100,61 |
1,21 |
OK1018 |
PL0000109062 |
99,01 |
99,17 |
1,36 |
1,14 |
99,09 |
1,25 |
WZ0119 |
PL0000107603 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,30 |
98,46 |
1,40 |
1,27 |
98,38 |
1,33 |
PS0719 |
PL0000108148 |
102,52 |
102,70 |
1,51 |
1,39 |
102,61 |
1,45 |
DS1019 |
PL0000105441 |
106,71 |
106,81 |
1,54 |
1,49 |
106,76 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,68 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,36 |
99,55 |
1,79 |
1,70 |
99,46 |
1,75 |
OK0720 |
PL0000110375 |
95,47 |
95,72 |
1,88 |
1,78 |
95,60 |
1,83 |
DS1020 |
PL0000106126 |
108,66 |
108,91 |
1,96 |
1,87 |
108,79 |
1,91 |
WZ0121 |
PL0000106068 |
100,32 |
100,57 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,55 |
2,20 |
2,14 |
99,46 |
2,17 |
PS0721 |
PL0000109153 |
98,15 |
98,40 |
2,31 |
2,23 |
98,28 |
2,27 |
DS1021 |
PL0000106670 |
112,18 |
112,48 |
2,30 |
2,22 |
112,33 |
2,26 |
PS0422 |
PL0000109492 |
98,85 |
99,08 |
2,54 |
2,48 |
98,97 |
2,51 |
WS0922 |
PL0000102646 |
113,61 |
113,90 |
2,60 |
2,54 |
113,76 |
2,57 |
WZ1122 |
PL0000109377 |
99,47 |
99,70 |
--- |
--- |
99,59 |
--- |
PS0123 |
PL0000110151 |
98,90 |
99,07 |
2,74 |
2,70 |
98,99 |
2,72 |
IZ0823 |
PL0000105359 |
111,00 |
112,09 |
--- |
--- |
111,55 |
--- |
DS1023 |
PL0000107264 |
105,72 |
106,01 |
2,90 |
2,85 |
105,87 |
2,87 |
WZ0124 |
PL0000107454 |
99,00 |
99,32 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
100,26 |
100,62 |
3,21 |
3,15 |
100,44 |
3,18 |
WZ0126 |
PL0000108817 |
97,40 |
97,80 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
93,78 |
94,20 |
3,35 |
3,29 |
93,99 |
3,32 |
DS0727 |
PL0000109427 |
92,36 |
92,67 |
3,46 |
3,41 |
92,52 |
3,43 |
WZ0528 |
PL0000110383 |
95,65 |
96,16 |
--- |
--- |
95,91 |
--- |
WS0429 |
PL0000105391 |
121,21 |
123,13 |
3,44 |
3,25 |
122,17 |
3,35 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.