2019-01-22 |
MARKET DATA |
No 15 (3545) |
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 |
1 015,00 |
1 036,33 |
47 |
0,00 |
0,00 |
0 |
1 015,00 |
1 036,33 |
47 |
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) |
OK0419 |
PL0000109633 |
99,69 |
99,69 |
99,690 |
99,690 |
99,670 |
99,690 |
99,674 |
510 000 |
508,34 |
9 |
PS0719 |
PL0000108148 |
101,05 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,29 |
103,26 |
103,290 |
103,290 |
103,240 |
103,240 |
103,261 |
110 000 |
115,10 |
7 |
PS0420 |
PL0000108510 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,63 |
106,62 |
106,620 |
106,620 |
106,620 |
106,620 |
106,620 |
55 000 |
59,36 |
2 |
PS0421 |
PL0000108916 |
101,07 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,57 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,42 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,03 |
111,05 |
111,050 |
111,050 |
111,030 |
111,030 |
111,043 |
15 000 |
16,87 |
2 |
PS0422 |
PL0000109492 |
101,38 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,49 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,96 |
101,90 |
101,900 |
101,980 |
101,900 |
101,950 |
101,941 |
135 000 |
137,62 |
14 |
DS1023 |
PL0000107264 |
108,35 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,35 |
101,32 |
101,330 |
101,330 |
101,330 |
101,330 |
101,330 |
70 000 |
72,24 |
2 |
DS0725 |
PL0000108197 |
104,42 |
104,40 |
104,420 |
104,420 |
104,400 |
104,400 |
104,405 |
40 000 |
42,41 |
3 |
DS0726 |
PL0000108866 |
98,93 |
98,90 |
98,900 |
98,920 |
98,900 |
98,920 |
98,913 |
30 000 |
30,05 |
2 |
DS0727 |
PL0000109427 |
98,02 |
97,90 |
98,020 |
98,030 |
98,020 |
98,030 |
98,027 |
30 000 |
29,78 |
3 |
WS0428 |
PL0000107611 |
99,30 |
99,27 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
5 000 |
5,07 |
1 |
WS0429 |
PL0000105391 |
125,63 |
125,53 |
125,630 |
125,630 |
125,540 |
125,540 |
125,600 |
15 000 |
19,49 |
2 |
WS0437 |
PL0000104857 |
106,55 |
146,23 |
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 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,28 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,84 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,74 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 015 000 |
1 036,33 |
47 |
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) |
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) |
(%) |
OK0419 |
PL0000109633 |
99,67 |
99,76 |
1,33 |
0,96 |
99,72 |
1,13 |
PS0719 |
PL0000108148 |
101,02 |
101,13 |
1,17 |
0,96 |
101,08 |
1,06 |
DS1019 |
PL0000105441 |
103,26 |
103,40 |
1,11 |
0,93 |
103,33 |
1,02 |
WZ0120 |
PL0000108601 |
100,54 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,27 |
1,38 |
1,28 |
100,21 |
1,32 |
OK0720 |
PL0000110375 |
97,93 |
98,06 |
1,40 |
1,31 |
98,00 |
1,35 |
DS1020 |
PL0000106126 |
106,59 |
106,70 |
1,41 |
1,35 |
106,65 |
1,37 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
101,02 |
101,17 |
1,53 |
1,46 |
101,10 |
1,50 |
PS0721 |
PL0000109153 |
100,36 |
100,53 |
1,60 |
1,53 |
100,45 |
1,56 |
DS1021 |
PL0000106670 |
110,92 |
111,12 |
1,65 |
1,58 |
111,02 |
1,62 |
PS0422 |
PL0000109492 |
101,31 |
101,53 |
1,83 |
1,76 |
101,42 |
1,79 |
WS0922 |
PL0000102646 |
113,44 |
113,73 |
1,91 |
1,84 |
113,59 |
1,87 |
WZ1122 |
PL0000109377 |
100,12 |
100,30 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,81 |
102,09 |
2,02 |
1,95 |
101,95 |
1,99 |
IZ0823 |
PL0000105359 |
111,35 |
112,04 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,26 |
108,54 |
2,15 |
2,09 |
108,40 |
2,12 |
WZ0124 |
PL0000107454 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
101,24 |
101,49 |
2,24 |
2,19 |
101,37 |
2,22 |
WZ0524 |
PL0000110615 |
99,23 |
99,52 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
104,37 |
104,67 |
2,51 |
2,46 |
104,52 |
2,48 |
WZ0126 |
PL0000108817 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
98,71 |
99,07 |
2,69 |
2,64 |
98,89 |
2,66 |
DS0727 |
PL0000109427 |
97,96 |
98,34 |
2,77 |
2,72 |
98,15 |
2,74 |
WS0428 |
PL0000107611 |
99,06 |
99,51 |
2,86 |
2,81 |
99,29 |
2,83 |
WZ0528 |
PL0000110383 |
96,66 |
97,07 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
125,42 |
125,91 |
2,85 |
2,80 |
125,67 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,65 |
99,72 |
1,41 |
1,13 |
99,69 |
1,25 |
PS0719 |
PL0000108148 |
100,99 |
101,13 |
1,23 |
0,96 |
101,06 |
1,10 |
DS1019 |
PL0000105441 |
103,19 |
103,29 |
1,20 |
1,07 |
103,24 |
1,13 |
WZ0120 |
PL0000108601 |
100,54 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,27 |
1,38 |
1,28 |
100,21 |
1,32 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,40 |
1,31 |
98,00 |
1,35 |
DS1020 |
PL0000106126 |
106,58 |
106,69 |
1,41 |
1,35 |
106,64 |
1,38 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,01 |
101,12 |
1,54 |
1,49 |
101,07 |
1,51 |
PS0721 |
PL0000109153 |
100,38 |
100,49 |
1,59 |
1,55 |
100,44 |
1,57 |
DS1021 |
PL0000106670 |
110,98 |
111,10 |
1,63 |
1,59 |
111,04 |
1,61 |
PS0422 |
PL0000109492 |
101,34 |
101,48 |
1,82 |
1,77 |
101,41 |
1,80 |
WS0922 |
PL0000102646 |
113,44 |
113,72 |
1,91 |
1,84 |
113,58 |
1,87 |
WZ1122 |
PL0000109377 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,88 |
102,01 |
2,00 |
1,97 |
101,95 |
1,99 |
IZ0823 |
PL0000105359 |
111,25 |
111,98 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,54 |
2,14 |
2,09 |
108,42 |
2,12 |
WZ0124 |
PL0000107454 |
99,43 |
99,71 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,49 |
2,24 |
2,19 |
101,38 |
2,22 |
WZ0524 |
PL0000110615 |
99,22 |
99,52 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
104,33 |
104,67 |
2,52 |
2,46 |
104,50 |
2,49 |
WZ0126 |
PL0000108817 |
97,77 |
98,23 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
98,78 |
99,05 |
2,68 |
2,64 |
98,92 |
2,66 |
DS0727 |
PL0000109427 |
97,96 |
98,21 |
2,77 |
2,74 |
98,09 |
2,75 |
WS0428 |
PL0000107611 |
99,13 |
99,38 |
2,85 |
2,82 |
99,26 |
2,84 |
WZ0528 |
PL0000110383 |
96,59 |
97,01 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
125,44 |
125,93 |
2,85 |
2,80 |
125,69 |
2,82 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.