2018-02-28 |
MARKET DATA |
No 41 (3324) |
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 |
867,50 |
875,19 |
44 |
0,00 |
0,00 |
0 |
867,50 |
875,19 |
44 |
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 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,14 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,43 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,50 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,70 |
99,72 |
99,720 |
99,740 |
99,720 |
99,740 |
99,727 |
15 000 |
15,15 |
2 |
OK0720 |
PL0000110375 |
96,03 |
96,03 |
96,030 |
96,030 |
96,030 |
96,030 |
96,030 |
5 000 |
4,80 |
1 |
DS1020 |
PL0000106126 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,94 |
99,89 |
99,920 |
99,960 |
99,920 |
99,960 |
99,944 |
390 000 |
396,43 |
8 |
PS0721 |
PL0000109153 |
98,81 |
98,74 |
98,800 |
98,810 |
98,800 |
98,810 |
98,808 |
110 000 |
109,85 |
2 |
DS1021 |
PL0000106670 |
112,50 |
112,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,48 |
99,51 |
99,510 |
99,510 |
99,510 |
99,510 |
99,510 |
20 000 |
20,29 |
2 |
WS0922 |
PL0000102646 |
114,17 |
114,11 |
114,110 |
114,120 |
114,110 |
114,120 |
114,117 |
15 000 |
17,50 |
2 |
PS0123 |
PL0000110151 |
99,61 |
99,43 |
99,460 |
99,610 |
99,450 |
99,600 |
99,515 |
175 000 |
174,58 |
14 |
DS1023 |
PL0000107264 |
106,55 |
106,52 |
106,450 |
106,600 |
106,450 |
106,600 |
106,500 |
15 000 |
16,19 |
2 |
DS0725 |
PL0000108197 |
101,15 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
95,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,90 |
93,80 |
93,800 |
93,950 |
93,800 |
93,950 |
93,877 |
85 000 |
81,08 |
7 |
WS0428 |
PL0000107611 |
94,85 |
94,80 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
10 000 |
9,72 |
1 |
WS0429 |
PL0000105391 |
122,89 |
122,85 |
122,850 |
122,850 |
122,850 |
122,850 |
122,850 |
7 500 |
9,58 |
1 |
WS0437 |
PL0000104857 |
99,43 |
139,43 |
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 |
111,60 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,99 |
100,01 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,65 |
99,70 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
10 000 |
9,98 |
1 |
WZ0524 |
PL0000110615 |
99,44 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,46 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
867 500 |
875,19 |
44 |
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 |
100,55 |
1,39 |
1,09 |
100,49 |
1,24 |
OK1018 |
PL0000109062 |
99,09 |
99,21 |
1,41 |
1,23 |
99,15 |
1,32 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,39 |
98,51 |
1,42 |
1,32 |
98,45 |
1,37 |
PS0719 |
PL0000108148 |
102,39 |
102,52 |
1,50 |
1,41 |
102,46 |
1,45 |
DS1019 |
PL0000105441 |
106,46 |
106,56 |
1,50 |
1,44 |
106,51 |
1,47 |
WZ0120 |
PL0000108601 |
100,53 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,67 |
99,76 |
1,65 |
1,61 |
99,72 |
1,63 |
OK0720 |
PL0000110375 |
95,92 |
96,07 |
1,75 |
1,68 |
96,00 |
1,72 |
DS1020 |
PL0000106126 |
108,86 |
109,04 |
1,79 |
1,72 |
108,95 |
1,76 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,81 |
99,95 |
2,06 |
2,01 |
99,88 |
2,04 |
PS0721 |
PL0000109153 |
98,65 |
98,78 |
2,16 |
2,12 |
98,72 |
2,14 |
DS1021 |
PL0000106670 |
112,30 |
112,58 |
2,20 |
2,13 |
112,44 |
2,16 |
PS0422 |
PL0000109492 |
99,31 |
99,54 |
2,42 |
2,37 |
99,43 |
2,39 |
WS0922 |
PL0000102646 |
113,98 |
114,22 |
2,47 |
2,41 |
114,10 |
2,44 |
WZ1122 |
PL0000109377 |
99,88 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
99,33 |
99,53 |
2,65 |
2,60 |
99,43 |
2,62 |
IZ0823 |
PL0000105359 |
111,29 |
111,92 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
106,39 |
106,63 |
2,76 |
2,71 |
106,51 |
2,74 |
WZ0124 |
PL0000107454 |
99,52 |
99,89 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
100,89 |
101,23 |
3,11 |
3,06 |
101,06 |
3,08 |
WZ0126 |
PL0000108817 |
97,90 |
98,17 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
94,81 |
95,20 |
3,21 |
3,16 |
95,01 |
3,18 |
DS0727 |
PL0000109427 |
93,63 |
93,95 |
3,30 |
3,25 |
93,79 |
3,28 |
WS0428 |
PL0000107611 |
94,54 |
94,95 |
3,39 |
3,34 |
94,75 |
3,37 |
WZ0528 |
PL0000110383 |
96,25 |
96,60 |
--- |
--- |
96,43 |
--- |
WS0429 |
PL0000105391 |
122,44 |
122,99 |
3,31 |
3,25 |
122,72 |
3,28 |
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 |
1,37 |
1,09 |
100,50 |
1,22 |
OK1018 |
PL0000109062 |
99,12 |
99,21 |
1,37 |
1,23 |
99,17 |
1,29 |
WZ0119 |
PL0000107603 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,41 |
98,49 |
1,41 |
1,33 |
98,45 |
1,37 |
PS0719 |
PL0000108148 |
102,39 |
102,51 |
1,50 |
1,42 |
102,45 |
1,46 |
DS1019 |
PL0000105441 |
106,47 |
106,59 |
1,49 |
1,42 |
106,53 |
1,46 |
WZ0120 |
PL0000108601 |
100,54 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,68 |
99,79 |
1,65 |
1,60 |
99,74 |
1,62 |
OK0720 |
PL0000110375 |
95,97 |
96,09 |
1,73 |
1,68 |
96,03 |
1,70 |
DS1020 |
PL0000106126 |
108,96 |
109,11 |
1,75 |
1,70 |
109,04 |
1,72 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,91 |
100,05 |
2,03 |
1,98 |
99,98 |
2,00 |
PS0721 |
PL0000109153 |
98,76 |
98,90 |
2,13 |
2,09 |
98,83 |
2,11 |
DS1021 |
PL0000106670 |
112,46 |
112,68 |
2,16 |
2,10 |
112,57 |
2,13 |
PS0422 |
PL0000109492 |
99,40 |
99,58 |
2,40 |
2,36 |
99,49 |
2,38 |
WS0922 |
PL0000102646 |
114,12 |
114,34 |
2,44 |
2,39 |
114,23 |
2,41 |
WZ1122 |
PL0000109377 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,49 |
99,65 |
2,61 |
2,57 |
99,57 |
2,59 |
IZ0823 |
PL0000105359 |
111,30 |
111,92 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,67 |
2,74 |
2,71 |
106,58 |
2,72 |
WZ0124 |
PL0000107454 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,35 |
3,08 |
3,04 |
101,23 |
3,06 |
WZ0126 |
PL0000108817 |
97,93 |
98,15 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
95,05 |
95,31 |
3,18 |
3,14 |
95,18 |
3,16 |
DS0727 |
PL0000109427 |
93,77 |
94,02 |
3,28 |
3,25 |
93,90 |
3,26 |
WS0428 |
PL0000107611 |
94,73 |
95,00 |
3,37 |
3,34 |
94,87 |
3,35 |
WZ0528 |
PL0000110383 |
96,34 |
96,60 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
122,57 |
123,15 |
3,29 |
3,24 |
122,86 |
3,27 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.