2018-01-31 |
MARKET DATA |
No 21 (3304) |
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 |
517,50 |
501,58 |
58 |
0,00 |
0,00 |
0 |
517,50 |
501,58 |
58 |
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 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,56 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,02 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,33 |
98,41 |
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 |
106,69 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,46 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,57 |
95,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,72 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,50 |
99,51 |
99,500 |
99,550 |
99,500 |
99,500 |
99,532 |
130 000 |
131,41 |
7 |
PS0721 |
PL0000109153 |
98,28 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,20 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,01 |
98,98 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
10 000 |
10,07 |
1 |
WS0922 |
PL0000102646 |
113,70 |
113,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,88 |
98,85 |
99,020 |
99,020 |
98,840 |
98,840 |
98,879 |
85 000 |
84,09 |
9 |
DS1023 |
PL0000107264 |
105,90 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,17 |
93,04 |
94,200 |
94,230 |
94,170 |
94,170 |
94,221 |
72 500 |
69,26 |
7 |
DS0727 |
PL0000109427 |
92,73 |
92,48 |
92,500 |
92,750 |
92,440 |
92,440 |
92,656 |
220 000 |
206,74 |
34 |
WS0428 |
PL0000107611 |
93,50 |
93,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,72 |
122,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
97,77 |
137,71 |
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 |
111,35 |
111,70 |
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 |
100,43 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,31 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,62 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,09 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,52 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
517 500 |
501,58 |
58 |
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 |
100,65 |
1,34 |
1,11 |
100,60 |
1,21 |
OK1018 |
PL0000109062 |
99,00 |
99,12 |
1,39 |
1,22 |
99,06 |
1,31 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,31 |
98,44 |
1,40 |
1,29 |
98,38 |
1,34 |
PS0719 |
PL0000108148 |
102,53 |
102,66 |
1,50 |
1,41 |
102,60 |
1,45 |
DS1019 |
PL0000105441 |
106,65 |
106,79 |
1,56 |
1,48 |
106,72 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,63 |
1,76 |
1,67 |
99,53 |
1,71 |
OK0720 |
PL0000110375 |
95,54 |
95,77 |
1,86 |
1,76 |
95,66 |
1,81 |
DS1020 |
PL0000106126 |
108,69 |
108,93 |
1,94 |
1,85 |
108,81 |
1,90 |
WZ0121 |
PL0000106068 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,43 |
99,67 |
2,18 |
2,10 |
99,55 |
2,14 |
PS0721 |
PL0000109153 |
98,23 |
98,46 |
2,28 |
2,21 |
98,35 |
2,25 |
DS1021 |
PL0000106670 |
112,14 |
112,42 |
2,31 |
2,23 |
112,28 |
2,27 |
PS0422 |
PL0000109492 |
98,95 |
99,15 |
2,51 |
2,46 |
99,05 |
2,49 |
WS0922 |
PL0000102646 |
113,68 |
113,96 |
2,58 |
2,52 |
113,82 |
2,55 |
WZ1122 |
PL0000109377 |
99,51 |
99,71 |
--- |
--- |
99,61 |
--- |
PS0123 |
PL0000110151 |
98,82 |
99,10 |
2,76 |
2,69 |
98,96 |
2,72 |
IZ0823 |
PL0000105359 |
110,99 |
111,93 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,09 |
2,88 |
2,83 |
105,96 |
2,85 |
WZ0124 |
PL0000107454 |
99,02 |
99,29 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
100,34 |
100,76 |
3,19 |
3,13 |
100,55 |
3,16 |
WZ0126 |
PL0000108817 |
97,35 |
97,73 |
--- |
--- |
97,54 |
--- |
DS0726 |
PL0000108866 |
93,96 |
94,38 |
3,33 |
3,27 |
94,17 |
3,30 |
DS0727 |
PL0000109427 |
92,50 |
92,75 |
3,44 |
3,40 |
92,63 |
3,42 |
WZ0528 |
PL0000110383 |
95,71 |
96,19 |
--- |
--- |
95,95 |
--- |
WS0429 |
PL0000105391 |
122,38 |
123,14 |
3,32 |
3,25 |
122,76 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,55 |
100,65 |
1,32 |
1,11 |
100,60 |
1,21 |
OK1018 |
PL0000109062 |
99,00 |
99,12 |
1,39 |
1,22 |
99,06 |
1,31 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,31 |
98,43 |
1,40 |
1,30 |
98,37 |
1,35 |
PS0719 |
PL0000108148 |
102,53 |
102,65 |
1,50 |
1,42 |
102,59 |
1,46 |
DS1019 |
PL0000105441 |
106,67 |
106,78 |
1,55 |
1,49 |
106,73 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,59 |
1,75 |
1,69 |
99,52 |
1,72 |
OK0720 |
PL0000110375 |
95,54 |
95,77 |
1,86 |
1,76 |
95,66 |
1,81 |
DS1020 |
PL0000106126 |
108,70 |
108,91 |
1,94 |
1,86 |
108,81 |
1,90 |
WZ0121 |
PL0000106068 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,58 |
2,17 |
2,13 |
99,52 |
2,15 |
PS0721 |
PL0000109153 |
98,24 |
98,39 |
2,28 |
2,23 |
98,32 |
2,25 |
DS1021 |
PL0000106670 |
112,17 |
112,33 |
2,30 |
2,26 |
112,25 |
2,28 |
PS0422 |
PL0000109492 |
98,93 |
99,04 |
2,52 |
2,49 |
98,99 |
2,50 |
WS0922 |
PL0000102646 |
113,64 |
113,91 |
2,59 |
2,53 |
113,78 |
2,56 |
WZ1122 |
PL0000109377 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0123 |
PL0000110151 |
98,84 |
98,98 |
2,75 |
2,72 |
98,91 |
2,74 |
IZ0823 |
PL0000105359 |
111,08 |
111,91 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
105,78 |
106,06 |
2,89 |
2,83 |
105,92 |
2,86 |
WZ0124 |
PL0000107454 |
99,03 |
99,24 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
100,38 |
100,62 |
3,19 |
3,15 |
100,50 |
3,17 |
WZ0126 |
PL0000108817 |
97,43 |
97,69 |
--- |
--- |
97,56 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,32 |
3,30 |
3,27 |
94,22 |
3,29 |
DS0727 |
PL0000109427 |
92,61 |
92,84 |
3,42 |
3,39 |
92,73 |
3,41 |
WZ0528 |
PL0000110383 |
95,86 |
96,19 |
--- |
--- |
96,03 |
--- |
WS0429 |
PL0000105391 |
122,52 |
123,24 |
3,31 |
3,24 |
122,88 |
3,28 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.