2018-02-26 |
MARKET DATA |
No 39 (3322) |
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 |
930,00 |
928,68 |
35 |
0,00 |
0,00 |
0 |
930,00 |
928,68 |
35 |
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 |
100,36 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,11 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,40 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,53 |
106,54 |
106,530 |
106,530 |
106,530 |
106,530 |
106,530 |
10 000 |
10,84 |
1 |
PS0420 |
PL0000108510 |
99,70 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,99 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,94 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,86 |
99,82 |
99,830 |
99,860 |
99,830 |
99,860 |
99,835 |
165 000 |
167,52 |
3 |
PS0721 |
PL0000109153 |
98,67 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,30 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,26 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,93 |
114,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,37 |
99,30 |
99,300 |
99,370 |
99,300 |
99,340 |
99,340 |
105 000 |
104,55 |
6 |
DS1023 |
PL0000107264 |
106,27 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,80 |
100,85 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
5 000 |
5,14 |
1 |
DS0726 |
PL0000108866 |
94,80 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,55 |
93,31 |
93,310 |
93,600 |
93,310 |
93,600 |
93,421 |
100 000 |
94,91 |
6 |
WS0428 |
PL0000107611 |
94,36 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,65 |
122,51 |
122,600 |
122,650 |
122,600 |
122,650 |
122,643 |
35 000 |
44,63 |
3 |
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 |
111,66 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,65 |
99,70 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
20 000 |
19,96 |
2 |
WZ0126 |
PL0000108817 |
98,10 |
97,17 |
98,080 |
98,080 |
97,970 |
97,970 |
98,018 |
490 000 |
481,12 |
13 |
WZ0528 |
PL0000110383 |
96,45 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
930 000 |
928,68 |
35 |
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 |
100,43 |
100,56 |
1,41 |
1,09 |
100,50 |
1,23 |
OK1018 |
PL0000109062 |
99,09 |
99,22 |
1,40 |
1,20 |
99,16 |
1,29 |
WZ0119 |
PL0000107603 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,49 |
1,44 |
1,33 |
98,43 |
1,38 |
PS0719 |
PL0000108148 |
102,40 |
102,51 |
1,50 |
1,43 |
102,46 |
1,46 |
DS1019 |
PL0000105441 |
106,50 |
106,59 |
1,49 |
1,44 |
106,55 |
1,46 |
WZ0120 |
PL0000108601 |
100,54 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,66 |
99,76 |
1,66 |
1,61 |
99,71 |
1,64 |
OK0720 |
PL0000110375 |
95,92 |
96,07 |
1,75 |
1,68 |
96,00 |
1,71 |
DS1020 |
PL0000106126 |
108,89 |
109,04 |
1,79 |
1,73 |
108,97 |
1,76 |
WZ0121 |
PL0000106068 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
99,75 |
99,86 |
2,08 |
2,04 |
99,81 |
2,06 |
PS0721 |
PL0000109153 |
98,60 |
98,74 |
2,18 |
2,13 |
98,67 |
2,16 |
DS1021 |
PL0000106670 |
112,22 |
112,50 |
2,23 |
2,15 |
112,36 |
2,19 |
PS0422 |
PL0000109492 |
99,18 |
99,42 |
2,46 |
2,40 |
99,30 |
2,43 |
WS0922 |
PL0000102646 |
113,82 |
114,11 |
2,50 |
2,44 |
113,97 |
2,47 |
WZ1122 |
PL0000109377 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,10 |
99,39 |
2,70 |
2,63 |
99,25 |
2,66 |
IZ0823 |
PL0000105359 |
111,23 |
111,98 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
106,13 |
106,39 |
2,81 |
2,76 |
106,26 |
2,78 |
WZ0124 |
PL0000107454 |
99,57 |
99,87 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,93 |
3,17 |
3,10 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
98,04 |
98,25 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
94,44 |
94,85 |
3,26 |
3,21 |
94,65 |
3,23 |
DS0727 |
PL0000109427 |
93,17 |
93,59 |
3,36 |
3,30 |
93,38 |
3,33 |
WS0428 |
PL0000107611 |
94,15 |
94,59 |
3,44 |
3,39 |
94,37 |
3,41 |
WZ0528 |
PL0000110383 |
96,36 |
96,68 |
--- |
--- |
96,52 |
--- |
WS0429 |
PL0000105391 |
122,07 |
122,81 |
3,34 |
3,27 |
122,44 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,44 |
100,55 |
1,38 |
1,11 |
100,50 |
1,23 |
OK1018 |
PL0000109062 |
99,10 |
99,22 |
1,39 |
1,20 |
99,16 |
1,29 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,38 |
98,49 |
1,43 |
1,33 |
98,44 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,50 |
1,50 |
1,43 |
102,45 |
1,47 |
DS1019 |
PL0000105441 |
106,50 |
106,57 |
1,49 |
1,45 |
106,54 |
1,47 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,67 |
99,76 |
1,65 |
1,61 |
99,72 |
1,63 |
OK0720 |
PL0000110375 |
95,96 |
96,05 |
1,73 |
1,69 |
96,01 |
1,71 |
DS1020 |
PL0000106126 |
108,87 |
109,05 |
1,79 |
1,73 |
108,96 |
1,76 |
WZ0121 |
PL0000106068 |
100,53 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
99,82 |
99,93 |
2,06 |
2,02 |
99,88 |
2,04 |
PS0721 |
PL0000109153 |
98,64 |
98,77 |
2,17 |
2,13 |
98,71 |
2,14 |
DS1021 |
PL0000106670 |
112,28 |
112,51 |
2,21 |
2,15 |
112,40 |
2,18 |
PS0422 |
PL0000109492 |
99,22 |
99,44 |
2,45 |
2,39 |
99,33 |
2,42 |
WS0922 |
PL0000102646 |
113,90 |
114,15 |
2,49 |
2,43 |
114,03 |
2,46 |
WZ1122 |
PL0000109377 |
99,86 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
99,26 |
99,42 |
2,66 |
2,63 |
99,34 |
2,64 |
IZ0823 |
PL0000105359 |
111,22 |
111,90 |
--- |
--- |
111,56 |
--- |
DS1023 |
PL0000107264 |
106,21 |
106,50 |
2,79 |
2,74 |
106,36 |
2,77 |
WZ0124 |
PL0000107454 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
100,76 |
101,01 |
3,13 |
3,09 |
100,89 |
3,11 |
WZ0126 |
PL0000108817 |
97,91 |
98,18 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
94,72 |
94,98 |
3,22 |
3,19 |
94,85 |
3,21 |
DS0727 |
PL0000109427 |
93,46 |
93,73 |
3,32 |
3,28 |
93,60 |
3,30 |
WS0428 |
PL0000107611 |
94,34 |
94,76 |
3,42 |
3,36 |
94,55 |
3,39 |
WZ0528 |
PL0000110383 |
96,29 |
96,60 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
122,36 |
122,93 |
3,31 |
3,26 |
122,65 |
3,29 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.