2018-01-30 |
MARKET DATA |
No 20 (3303) |
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 |
205,00 |
210,01 |
19 |
0,00 |
0,00 |
0 |
205,00 |
210,01 |
19 |
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 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,56 |
100,64 |
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 |
98,36 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,70 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,48 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,59 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,73 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,50 |
99,49 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
15 000 |
15,16 |
2 |
PS0721 |
PL0000109153 |
98,25 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,26 |
112,18 |
112,180 |
112,180 |
112,180 |
112,180 |
112,180 |
65 000 |
73,93 |
2 |
PS0422 |
PL0000109492 |
99,00 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,75 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,94 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,87 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,45 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,00 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,57 |
92,39 |
92,570 |
92,570 |
92,400 |
92,410 |
92,486 |
105 000 |
98,48 |
13 |
WS0428 |
PL0000107611 |
93,29 |
93,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,53 |
122,37 |
122,350 |
122,350 |
122,350 |
122,350 |
122,350 |
10 000 |
12,68 |
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 |
100,43 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,60 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,95 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,41 |
97,52 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
10 000 |
9,76 |
1 |
WZ0528 |
PL0000110383 |
95,85 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
205 000 |
210,01 |
19 |
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 |
1,34 |
1,09 |
100,60 |
1,22 |
OK1018 |
PL0000109062 |
99,00 |
99,14 |
1,39 |
1,19 |
99,07 |
1,29 |
WZ0119 |
PL0000107603 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,29 |
98,43 |
1,42 |
1,30 |
98,36 |
1,36 |
PS0719 |
PL0000108148 |
102,52 |
102,66 |
1,51 |
1,41 |
102,59 |
1,46 |
DS1019 |
PL0000105441 |
106,66 |
106,80 |
1,56 |
1,48 |
106,73 |
1,52 |
WZ0120 |
PL0000108601 |
100,39 |
100,66 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,42 |
99,61 |
1,76 |
1,68 |
99,52 |
1,72 |
OK0720 |
PL0000110375 |
95,55 |
95,73 |
1,85 |
1,78 |
95,64 |
1,81 |
DS1020 |
PL0000106126 |
108,69 |
108,95 |
1,94 |
1,85 |
108,82 |
1,90 |
WZ0121 |
PL0000106068 |
100,28 |
100,55 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,62 |
2,20 |
2,12 |
99,50 |
2,16 |
PS0721 |
PL0000109153 |
98,15 |
98,42 |
2,31 |
2,22 |
98,29 |
2,26 |
DS1021 |
PL0000106670 |
112,18 |
112,47 |
2,30 |
2,22 |
112,33 |
2,26 |
PS0422 |
PL0000109492 |
98,86 |
99,12 |
2,53 |
2,47 |
98,99 |
2,50 |
WS0922 |
PL0000102646 |
113,60 |
113,89 |
2,60 |
2,53 |
113,75 |
2,56 |
WZ1122 |
PL0000109377 |
99,48 |
99,75 |
--- |
--- |
99,62 |
--- |
PS0123 |
PL0000110151 |
98,86 |
99,09 |
2,75 |
2,70 |
98,98 |
2,72 |
IZ0823 |
PL0000105359 |
111,01 |
111,92 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
105,75 |
106,02 |
2,89 |
2,84 |
105,89 |
2,87 |
WZ0124 |
PL0000107454 |
98,89 |
99,27 |
--- |
--- |
99,08 |
--- |
DS0725 |
PL0000108197 |
100,25 |
100,67 |
3,21 |
3,14 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
97,32 |
97,74 |
--- |
--- |
97,53 |
--- |
DS0726 |
PL0000108866 |
93,75 |
94,18 |
3,36 |
3,29 |
93,97 |
3,32 |
DS0727 |
PL0000109427 |
92,23 |
92,61 |
3,47 |
3,42 |
92,42 |
3,45 |
WZ0528 |
PL0000110383 |
95,59 |
96,15 |
--- |
--- |
95,87 |
--- |
WS0429 |
PL0000105391 |
121,93 |
122,81 |
3,37 |
3,28 |
122,37 |
3,33 |
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 |
1,32 |
1,09 |
100,61 |
1,20 |
OK1018 |
PL0000109062 |
99,00 |
99,13 |
1,39 |
1,20 |
99,07 |
1,29 |
WZ0119 |
PL0000107603 |
100,41 |
100,59 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,33 |
98,43 |
1,38 |
1,30 |
98,38 |
1,34 |
PS0719 |
PL0000108148 |
102,53 |
102,66 |
1,50 |
1,41 |
102,60 |
1,45 |
DS1019 |
PL0000105441 |
106,68 |
106,80 |
1,55 |
1,48 |
106,74 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,61 |
1,75 |
1,68 |
99,53 |
1,71 |
OK0720 |
PL0000110375 |
95,54 |
95,76 |
1,86 |
1,76 |
95,65 |
1,81 |
DS1020 |
PL0000106126 |
108,69 |
108,93 |
1,94 |
1,86 |
108,81 |
1,90 |
WZ0121 |
PL0000106068 |
100,30 |
100,55 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
99,43 |
99,56 |
2,18 |
2,14 |
99,50 |
2,16 |
PS0721 |
PL0000109153 |
98,17 |
98,40 |
2,30 |
2,23 |
98,29 |
2,26 |
DS1021 |
PL0000106670 |
112,10 |
112,36 |
2,32 |
2,25 |
112,23 |
2,29 |
PS0422 |
PL0000109492 |
98,91 |
99,08 |
2,52 |
2,48 |
99,00 |
2,50 |
WS0922 |
PL0000102646 |
113,57 |
113,87 |
2,60 |
2,54 |
113,72 |
2,57 |
WZ1122 |
PL0000109377 |
99,54 |
99,71 |
--- |
--- |
99,63 |
--- |
PS0123 |
PL0000110151 |
98,75 |
98,94 |
2,77 |
2,73 |
98,85 |
2,75 |
IZ0823 |
PL0000105359 |
111,01 |
111,91 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
105,71 |
105,95 |
2,90 |
2,86 |
105,83 |
2,88 |
WZ0124 |
PL0000107454 |
98,90 |
99,22 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
100,11 |
100,41 |
3,23 |
3,18 |
100,26 |
3,21 |
WZ0126 |
PL0000108817 |
97,35 |
97,69 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
93,87 |
94,10 |
3,34 |
3,31 |
93,99 |
3,32 |
DS0727 |
PL0000109427 |
92,28 |
92,50 |
3,47 |
3,44 |
92,39 |
3,45 |
WZ0528 |
PL0000110383 |
95,71 |
96,11 |
--- |
--- |
95,91 |
--- |
WS0429 |
PL0000105391 |
122,06 |
122,62 |
3,35 |
3,30 |
122,34 |
3,33 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.