2019-01-23 |
MARKET DATA |
No 16 (3546) |
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 |
445,00 |
455,41 |
29 |
0,00 |
0,00 |
0 |
445,00 |
455,41 |
29 |
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 |
99,68 |
99,70 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
25 000 |
24,93 |
3 |
PS0719 |
PL0000108148 |
101,03 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,22 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,00 |
97,980 |
97,980 |
97,960 |
97,960 |
97,965 |
75 000 |
73,47 |
2 |
DS1020 |
PL0000106126 |
106,62 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,06 |
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 |
100,44 |
100,44 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
111,02 |
111,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,41 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
165 000 |
170,11 |
5 |
WS0922 |
PL0000102646 |
113,55 |
113,55 |
113,500 |
113,500 |
113,500 |
113,500 |
113,500 |
25 000 |
28,86 |
1 |
PS0123 |
PL0000110151 |
101,98 |
101,94 |
101,950 |
101,960 |
101,950 |
101,960 |
101,955 |
20 000 |
20,39 |
2 |
DS1023 |
PL0000107264 |
108,41 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,40 |
101,35 |
101,400 |
101,400 |
101,350 |
101,400 |
101,388 |
40 000 |
41,31 |
5 |
DS0725 |
PL0000108197 |
104,52 |
104,58 |
104,600 |
104,600 |
104,520 |
104,520 |
104,560 |
20 000 |
21,24 |
2 |
DS0726 |
PL0000108866 |
98,96 |
99,00 |
99,020 |
99,020 |
98,950 |
98,950 |
99,006 |
25 000 |
25,07 |
2 |
DS0727 |
PL0000109427 |
98,11 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,32 |
99,32 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
5 000 |
5,07 |
1 |
WS0429 |
PL0000105391 |
125,62 |
125,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,63 |
146,37 |
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 |
111,50 |
111,80 |
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 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
10 000 |
10,05 |
1 |
WZ1122 |
PL0000109377 |
100,22 |
100,25 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
10 000 |
10,05 |
2 |
WZ0124 |
PL0000107454 |
99,60 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,13 |
98,13 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
15 000 |
14,72 |
2 |
WZ0528 |
PL0000110383 |
96,78 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
445 000 |
455,41 |
29 |
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 |
99,65 |
99,73 |
1,42 |
1,10 |
99,69 |
1,26 |
PS0719 |
PL0000108148 |
101,00 |
101,12 |
1,20 |
0,97 |
101,06 |
1,08 |
DS1019 |
PL0000105441 |
103,18 |
103,30 |
1,19 |
1,04 |
103,24 |
1,12 |
WZ0120 |
PL0000108601 |
100,54 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,26 |
1,38 |
1,28 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,95 |
98,07 |
1,39 |
1,31 |
98,01 |
1,35 |
DS1020 |
PL0000106126 |
106,57 |
106,69 |
1,41 |
1,35 |
106,63 |
1,38 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
101,02 |
101,14 |
1,53 |
1,48 |
101,08 |
1,50 |
PS0721 |
PL0000109153 |
100,40 |
100,53 |
1,58 |
1,53 |
100,47 |
1,55 |
DS1021 |
PL0000106670 |
110,97 |
111,15 |
1,63 |
1,57 |
111,06 |
1,60 |
PS0422 |
PL0000109492 |
101,39 |
101,55 |
1,80 |
1,75 |
101,47 |
1,78 |
WS0922 |
PL0000102646 |
113,49 |
113,70 |
1,90 |
1,84 |
113,60 |
1,87 |
WZ1122 |
PL0000109377 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,94 |
102,13 |
1,99 |
1,94 |
102,04 |
1,96 |
IZ0823 |
PL0000105359 |
111,15 |
112,01 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
108,36 |
108,62 |
2,13 |
2,07 |
108,49 |
2,10 |
WZ0124 |
PL0000107454 |
99,47 |
99,72 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
101,37 |
101,56 |
2,22 |
2,18 |
101,47 |
2,20 |
WZ0524 |
PL0000110615 |
99,27 |
99,54 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
104,47 |
104,69 |
2,49 |
2,46 |
104,58 |
2,47 |
WZ0126 |
PL0000108817 |
97,79 |
98,22 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
98,87 |
99,19 |
2,67 |
2,62 |
99,03 |
2,64 |
DS0727 |
PL0000109427 |
97,99 |
98,30 |
2,77 |
2,72 |
98,15 |
2,74 |
WS0428 |
PL0000107611 |
99,16 |
99,58 |
2,85 |
2,80 |
99,37 |
2,82 |
WZ0528 |
PL0000110383 |
96,58 |
96,95 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
125,49 |
126,02 |
2,84 |
2,79 |
125,76 |
2,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,66 |
99,73 |
1,38 |
1,10 |
99,70 |
1,22 |
PS0719 |
PL0000108148 |
100,99 |
101,10 |
1,22 |
1,00 |
101,05 |
1,10 |
DS1019 |
PL0000105441 |
103,18 |
103,29 |
1,19 |
1,05 |
103,24 |
1,12 |
WZ0120 |
PL0000108601 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,25 |
1,39 |
1,29 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,94 |
98,05 |
1,40 |
1,32 |
98,00 |
1,36 |
DS1020 |
PL0000106126 |
106,59 |
106,71 |
1,40 |
1,33 |
106,65 |
1,37 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,14 |
1,53 |
1,48 |
101,09 |
1,50 |
PS0721 |
PL0000109153 |
100,40 |
100,49 |
1,58 |
1,55 |
100,45 |
1,56 |
DS1021 |
PL0000106670 |
110,99 |
111,15 |
1,62 |
1,57 |
111,07 |
1,60 |
PS0422 |
PL0000109492 |
101,38 |
101,54 |
1,81 |
1,76 |
101,46 |
1,78 |
WS0922 |
PL0000102646 |
113,51 |
113,78 |
1,89 |
1,82 |
113,65 |
1,85 |
WZ1122 |
PL0000109377 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,92 |
102,12 |
1,99 |
1,94 |
102,02 |
1,97 |
IZ0823 |
PL0000105359 |
111,32 |
111,96 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
108,37 |
108,61 |
2,12 |
2,07 |
108,49 |
2,10 |
WZ0124 |
PL0000107454 |
99,47 |
99,72 |
--- |
--- |
99,60 |
--- |
PS0424 |
PL0000111191 |
101,35 |
101,53 |
2,22 |
2,18 |
101,44 |
2,20 |
WZ0524 |
PL0000110615 |
99,30 |
99,55 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
104,46 |
104,76 |
2,49 |
2,44 |
104,61 |
2,47 |
WZ0126 |
PL0000108817 |
98,00 |
98,34 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
98,89 |
99,17 |
2,66 |
2,62 |
99,03 |
2,64 |
DS0727 |
PL0000109427 |
98,04 |
98,31 |
2,76 |
2,72 |
98,18 |
2,74 |
WS0428 |
PL0000107611 |
99,13 |
99,41 |
2,85 |
2,82 |
99,27 |
2,84 |
WZ0528 |
PL0000110383 |
96,64 |
96,95 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
125,49 |
126,03 |
2,84 |
2,79 |
125,76 |
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.