2018-02-27 |
MARKET DATA |
No 40 (3323) |
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 |
402,50 |
402,48 |
26 |
0,00 |
0,00 |
0 |
402,50 |
402,48 |
26 |
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 |
100,35 |
100,45 |
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 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,40 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,42 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,49 |
106,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,71 |
99,71 |
99,690 |
99,710 |
99,690 |
99,710 |
99,697 |
170 000 |
171,65 |
4 |
OK0720 |
PL0000110375 |
95,95 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,90 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,85 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,69 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,32 |
112,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,35 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,97 |
114,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,38 |
99,34 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
5 000 |
4,98 |
1 |
DS1023 |
PL0000107264 |
106,34 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,00 |
100,93 |
101,000 |
101,130 |
101,000 |
101,130 |
101,077 |
105 000 |
108,18 |
10 |
DS0726 |
PL0000108866 |
95,00 |
94,95 |
95,000 |
95,010 |
95,000 |
95,010 |
95,005 |
20 000 |
19,30 |
2 |
DS0727 |
PL0000109427 |
93,75 |
93,65 |
93,650 |
93,730 |
93,650 |
93,730 |
93,697 |
77 500 |
73,78 |
6 |
WS0428 |
PL0000107611 |
94,75 |
94,74 |
94,750 |
94,750 |
94,750 |
94,750 |
94,750 |
5 000 |
4,85 |
1 |
WS0429 |
PL0000105391 |
122,76 |
122,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,12 |
138,78 |
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 |
111,55 |
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 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
99,99 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,65 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,47 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,44 |
96,44 |
96,440 |
96,440 |
96,440 |
96,440 |
96,440 |
10 000 |
9,69 |
1 |
TOTAL |
402 500 |
402,48 |
26 |
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 |
100,54 |
1,40 |
1,13 |
100,49 |
1,25 |
OK1018 |
PL0000109062 |
99,09 |
99,22 |
1,41 |
1,21 |
99,16 |
1,30 |
WZ0119 |
PL0000107603 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,38 |
98,50 |
1,43 |
1,32 |
98,44 |
1,38 |
PS0719 |
PL0000108148 |
102,39 |
102,51 |
1,51 |
1,42 |
102,45 |
1,47 |
DS1019 |
PL0000105441 |
106,45 |
106,59 |
1,51 |
1,43 |
106,52 |
1,47 |
WZ0120 |
PL0000108601 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,67 |
99,76 |
1,65 |
1,61 |
99,72 |
1,63 |
OK0720 |
PL0000110375 |
95,90 |
96,08 |
1,76 |
1,68 |
95,99 |
1,72 |
DS1020 |
PL0000106126 |
108,85 |
109,04 |
1,80 |
1,73 |
108,95 |
1,76 |
WZ0121 |
PL0000106068 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,81 |
99,94 |
2,06 |
2,02 |
99,88 |
2,04 |
PS0721 |
PL0000109153 |
98,58 |
98,78 |
2,18 |
2,12 |
98,68 |
2,15 |
DS1021 |
PL0000106670 |
112,28 |
112,57 |
2,21 |
2,13 |
112,43 |
2,17 |
PS0422 |
PL0000109492 |
99,21 |
99,50 |
2,45 |
2,38 |
99,36 |
2,41 |
WS0922 |
PL0000102646 |
113,90 |
114,19 |
2,49 |
2,42 |
114,05 |
2,45 |
WZ1122 |
PL0000109377 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,23 |
99,44 |
2,67 |
2,62 |
99,34 |
2,64 |
IZ0823 |
PL0000105359 |
111,14 |
111,93 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
106,22 |
106,51 |
2,79 |
2,74 |
106,37 |
2,76 |
WZ0124 |
PL0000107454 |
99,56 |
99,90 |
--- |
--- |
99,73 |
--- |
DS0725 |
PL0000108197 |
100,73 |
101,09 |
3,13 |
3,08 |
100,91 |
3,11 |
WZ0126 |
PL0000108817 |
97,92 |
98,18 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
94,62 |
95,02 |
3,24 |
3,18 |
94,82 |
3,21 |
DS0727 |
PL0000109427 |
93,43 |
93,80 |
3,32 |
3,27 |
93,62 |
3,30 |
WS0428 |
PL0000107611 |
94,38 |
94,81 |
3,41 |
3,36 |
94,60 |
3,38 |
WZ0528 |
PL0000110383 |
96,15 |
96,57 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
122,28 |
122,98 |
3,32 |
3,26 |
122,63 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,43 |
100,54 |
1,40 |
1,13 |
100,49 |
1,25 |
OK1018 |
PL0000109062 |
99,10 |
99,22 |
1,39 |
1,21 |
99,16 |
1,30 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,39 |
98,50 |
1,42 |
1,32 |
98,45 |
1,37 |
PS0719 |
PL0000108148 |
102,39 |
102,51 |
1,51 |
1,42 |
102,45 |
1,47 |
DS1019 |
PL0000105441 |
106,47 |
106,57 |
1,50 |
1,44 |
106,52 |
1,47 |
WZ0120 |
PL0000108601 |
100,54 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,68 |
99,76 |
1,65 |
1,61 |
99,72 |
1,63 |
OK0720 |
PL0000110375 |
95,93 |
96,07 |
1,74 |
1,68 |
96,00 |
1,71 |
DS1020 |
PL0000106126 |
108,88 |
109,07 |
1,79 |
1,72 |
108,98 |
1,75 |
WZ0121 |
PL0000106068 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
99,80 |
99,97 |
2,06 |
2,01 |
99,89 |
2,03 |
PS0721 |
PL0000109153 |
98,65 |
98,80 |
2,16 |
2,12 |
98,73 |
2,14 |
DS1021 |
PL0000106670 |
112,30 |
112,54 |
2,20 |
2,14 |
112,42 |
2,17 |
PS0422 |
PL0000109492 |
99,31 |
99,51 |
2,42 |
2,37 |
99,41 |
2,40 |
WS0922 |
PL0000102646 |
113,93 |
114,15 |
2,48 |
2,43 |
114,04 |
2,46 |
WZ1122 |
PL0000109377 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,34 |
99,55 |
2,64 |
2,60 |
99,45 |
2,62 |
IZ0823 |
PL0000105359 |
111,25 |
111,94 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
106,32 |
106,61 |
2,77 |
2,72 |
106,47 |
2,74 |
WZ0124 |
PL0000107454 |
99,56 |
99,80 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,20 |
3,10 |
3,06 |
101,07 |
3,08 |
WZ0126 |
PL0000108817 |
97,94 |
98,16 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
94,91 |
95,15 |
3,20 |
3,16 |
95,03 |
3,18 |
DS0727 |
PL0000109427 |
93,63 |
93,89 |
3,30 |
3,26 |
93,76 |
3,28 |
WS0428 |
PL0000107611 |
94,63 |
94,95 |
3,38 |
3,34 |
94,79 |
3,36 |
WZ0528 |
PL0000110383 |
96,31 |
96,60 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
122,45 |
123,02 |
3,31 |
3,25 |
122,74 |
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.