2018-01-29 |
MARKET DATA |
No 19 (3302) |
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 |
632,50 |
618,48 |
43 |
0,00 |
0,00 |
0 |
632,50 |
618,48 |
43 |
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 |
100,58 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,02 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,31 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,72 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,44 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,53 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,68 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,13 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,15 |
112,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,87 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,53 |
113,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,85 |
98,75 |
98,800 |
98,800 |
98,750 |
98,750 |
98,758 |
310 000 |
306,28 |
8 |
DS1023 |
PL0000107264 |
105,70 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,23 |
100,20 |
100,200 |
100,230 |
100,200 |
100,230 |
100,222 |
100 000 |
101,91 |
6 |
DS0726 |
PL0000108866 |
93,78 |
93,79 |
93,800 |
93,830 |
93,800 |
93,830 |
93,826 |
37 500 |
35,67 |
2 |
DS0727 |
PL0000109427 |
92,35 |
92,10 |
92,100 |
92,280 |
91,980 |
92,280 |
92,192 |
180 000 |
168,29 |
26 |
WS0428 |
PL0000107611 |
93,26 |
93,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,14 |
122,18 |
122,180 |
122,180 |
122,180 |
122,180 |
122,180 |
5 000 |
6,33 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,21 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,44 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,58 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,06 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,45 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,80 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
632 500 |
618,48 |
43 |
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 |
100,67 |
1,37 |
1,08 |
100,60 |
1,23 |
OK1018 |
PL0000109062 |
99,01 |
99,17 |
1,37 |
1,14 |
99,09 |
1,26 |
WZ0119 |
PL0000107603 |
100,39 |
100,60 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,28 |
98,45 |
1,42 |
1,28 |
98,37 |
1,34 |
PS0719 |
PL0000108148 |
102,50 |
102,68 |
1,52 |
1,40 |
102,59 |
1,46 |
DS1019 |
PL0000105441 |
106,65 |
106,79 |
1,57 |
1,49 |
106,72 |
1,53 |
WZ0120 |
PL0000108601 |
100,38 |
100,66 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,34 |
99,52 |
1,80 |
1,72 |
99,43 |
1,76 |
OK0720 |
PL0000110375 |
95,49 |
95,71 |
1,88 |
1,78 |
95,60 |
1,83 |
DS1020 |
PL0000106126 |
108,62 |
108,87 |
1,97 |
1,88 |
108,75 |
1,93 |
WZ0121 |
PL0000106068 |
100,28 |
100,56 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
99,29 |
99,52 |
2,23 |
2,15 |
99,41 |
2,19 |
PS0721 |
PL0000109153 |
98,06 |
98,34 |
2,33 |
2,25 |
98,20 |
2,29 |
DS1021 |
PL0000106670 |
112,08 |
112,37 |
2,33 |
2,25 |
112,23 |
2,29 |
PS0422 |
PL0000109492 |
98,70 |
98,97 |
2,58 |
2,51 |
98,84 |
2,54 |
WS0922 |
PL0000102646 |
113,45 |
113,76 |
2,63 |
2,56 |
113,61 |
2,60 |
WZ1122 |
PL0000109377 |
99,47 |
99,73 |
--- |
--- |
99,60 |
--- |
PS0123 |
PL0000110151 |
98,71 |
98,99 |
2,78 |
2,72 |
98,85 |
2,75 |
IZ0823 |
PL0000105359 |
110,99 |
112,00 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
105,55 |
105,82 |
2,93 |
2,88 |
105,69 |
2,90 |
WZ0124 |
PL0000107454 |
98,96 |
99,34 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
100,06 |
100,47 |
3,24 |
3,17 |
100,27 |
3,20 |
WZ0126 |
PL0000108817 |
97,28 |
97,77 |
--- |
--- |
97,53 |
--- |
DS0726 |
PL0000108866 |
93,49 |
93,96 |
3,39 |
3,33 |
93,73 |
3,36 |
DS0727 |
PL0000109427 |
92,05 |
92,42 |
3,50 |
3,45 |
92,24 |
3,47 |
WZ0528 |
PL0000110383 |
95,60 |
96,15 |
--- |
--- |
95,88 |
--- |
WS0429 |
PL0000105391 |
120,93 |
123,08 |
3,46 |
3,26 |
122,01 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,55 |
100,66 |
1,33 |
1,10 |
100,61 |
1,21 |
OK1018 |
PL0000109062 |
99,01 |
99,14 |
1,37 |
1,19 |
99,08 |
1,27 |
WZ0119 |
PL0000107603 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,29 |
98,43 |
1,41 |
1,29 |
98,36 |
1,35 |
PS0719 |
PL0000108148 |
102,53 |
102,66 |
1,50 |
1,42 |
102,60 |
1,46 |
DS1019 |
PL0000105441 |
106,69 |
106,80 |
1,55 |
1,49 |
106,75 |
1,52 |
WZ0120 |
PL0000108601 |
100,42 |
100,64 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,42 |
99,59 |
1,76 |
1,69 |
99,51 |
1,72 |
OK0720 |
PL0000110375 |
95,51 |
95,72 |
1,87 |
1,78 |
95,62 |
1,82 |
DS1020 |
PL0000106126 |
108,63 |
108,88 |
1,97 |
1,88 |
108,76 |
1,92 |
WZ0121 |
PL0000106068 |
100,32 |
100,57 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
99,33 |
99,50 |
2,21 |
2,16 |
99,42 |
2,18 |
PS0721 |
PL0000109153 |
98,08 |
98,35 |
2,33 |
2,25 |
98,22 |
2,28 |
DS1021 |
PL0000106670 |
112,12 |
112,40 |
2,32 |
2,24 |
112,26 |
2,28 |
PS0422 |
PL0000109492 |
98,83 |
99,01 |
2,54 |
2,50 |
98,92 |
2,52 |
WS0922 |
PL0000102646 |
113,48 |
113,77 |
2,62 |
2,56 |
113,63 |
2,59 |
WZ1122 |
PL0000109377 |
99,52 |
99,75 |
--- |
--- |
99,64 |
--- |
PS0123 |
PL0000110151 |
98,80 |
98,96 |
2,76 |
2,72 |
98,88 |
2,74 |
IZ0823 |
PL0000105359 |
110,99 |
111,92 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
105,65 |
105,91 |
2,91 |
2,86 |
105,78 |
2,89 |
WZ0124 |
PL0000107454 |
98,89 |
99,23 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
100,06 |
100,36 |
3,24 |
3,19 |
100,21 |
3,21 |
WZ0126 |
PL0000108817 |
97,33 |
97,65 |
--- |
--- |
97,49 |
--- |
DS0726 |
PL0000108866 |
93,70 |
93,93 |
3,36 |
3,33 |
93,82 |
3,35 |
DS0727 |
PL0000109427 |
92,05 |
92,33 |
3,50 |
3,46 |
92,19 |
3,48 |
WZ0528 |
PL0000110383 |
95,68 |
96,15 |
--- |
--- |
95,92 |
--- |
WS0429 |
PL0000105391 |
121,78 |
122,41 |
3,38 |
3,32 |
122,10 |
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.