2019-01-24 |
MARKET DATA |
No 17 (3547) |
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 |
692,50 |
703,25 |
43 |
0,00 |
0,00 |
0 |
692,50 |
703,25 |
43 |
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 |
99,690 |
99,690 |
99,690 |
250 000 |
249,23 |
13 |
PS0719 |
PL0000108148 |
101,01 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,20 |
103,19 |
103,190 |
103,190 |
103,190 |
103,190 |
103,190 |
142 500 |
149,09 |
3 |
PS0420 |
PL0000108510 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,99 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,62 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,10 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,63 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,48 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,04 |
111,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,44 |
101,440 |
101,500 |
101,440 |
101,500 |
101,486 |
65 000 |
67,08 |
5 |
WS0922 |
PL0000102646 |
113,59 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,10 |
102,08 |
102,100 |
102,150 |
102,100 |
102,150 |
102,117 |
60 000 |
61,28 |
5 |
DS1023 |
PL0000107264 |
108,52 |
108,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,56 |
101,50 |
101,530 |
101,560 |
101,530 |
101,540 |
101,539 |
45 000 |
46,55 |
4 |
DS0725 |
PL0000108197 |
104,70 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,12 |
97,71 |
99,140 |
99,160 |
99,140 |
99,160 |
99,148 |
40 000 |
40,17 |
3 |
DS0727 |
PL0000109427 |
98,41 |
96,92 |
98,350 |
98,370 |
98,350 |
98,350 |
98,355 |
55 000 |
54,80 |
6 |
WS0428 |
PL0000107611 |
99,47 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,07 |
125,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,01 |
146,86 |
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 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,56 |
100,560 |
100,560 |
100,560 |
100,560 |
100,560 |
10 000 |
10,06 |
1 |
WZ1122 |
PL0000109377 |
100,22 |
100,20 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,61 |
99,66 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
15 000 |
14,94 |
2 |
WZ0524 |
PL0000110615 |
99,42 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,10 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,82 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
692 500 |
703,25 |
43 |
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 |
99,66 |
99,75 |
1,43 |
1,05 |
99,71 |
1,22 |
PS0719 |
PL0000108148 |
100,98 |
101,10 |
1,21 |
0,97 |
101,04 |
1,09 |
DS1019 |
PL0000105441 |
103,16 |
103,27 |
1,17 |
1,03 |
103,22 |
1,10 |
WZ0120 |
PL0000108601 |
100,54 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,25 |
1,39 |
1,29 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,95 |
98,06 |
1,40 |
1,32 |
98,01 |
1,36 |
DS1020 |
PL0000106126 |
106,55 |
106,70 |
1,41 |
1,32 |
106,63 |
1,36 |
WZ0121 |
PL0000106068 |
100,49 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
101,03 |
101,17 |
1,53 |
1,46 |
101,10 |
1,49 |
PS0721 |
PL0000109153 |
100,38 |
100,54 |
1,59 |
1,52 |
100,46 |
1,56 |
DS1021 |
PL0000106670 |
110,98 |
111,16 |
1,62 |
1,55 |
111,07 |
1,58 |
PS0422 |
PL0000109492 |
101,39 |
101,59 |
1,80 |
1,74 |
101,49 |
1,77 |
WS0922 |
PL0000102646 |
113,53 |
113,79 |
1,88 |
1,81 |
113,66 |
1,84 |
WZ1122 |
PL0000109377 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
101,97 |
102,15 |
1,98 |
1,93 |
102,06 |
1,96 |
IZ0823 |
PL0000105359 |
111,26 |
112,07 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
108,39 |
108,65 |
2,12 |
2,06 |
108,52 |
2,09 |
WZ0124 |
PL0000107454 |
99,47 |
99,75 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,38 |
101,68 |
2,21 |
2,15 |
101,53 |
2,18 |
WZ0524 |
PL0000110615 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
103,93 |
104,28 |
2,58 |
2,52 |
104,11 |
2,55 |
WZ0126 |
PL0000108817 |
97,96 |
98,35 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
98,39 |
98,74 |
2,74 |
2,68 |
98,57 |
2,71 |
DS0727 |
PL0000109427 |
97,28 |
97,74 |
2,86 |
2,80 |
97,51 |
2,83 |
WS0428 |
PL0000107611 |
99,05 |
99,51 |
2,86 |
2,81 |
99,28 |
2,84 |
WZ0528 |
PL0000110383 |
96,64 |
97,00 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
125,68 |
126,19 |
2,82 |
2,77 |
125,94 |
2,80 |
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 |
1,43 |
1,14 |
99,70 |
1,26 |
PS0719 |
PL0000108148 |
100,97 |
101,09 |
1,23 |
0,99 |
101,03 |
1,11 |
DS1019 |
PL0000105441 |
103,15 |
103,23 |
1,19 |
1,08 |
103,19 |
1,13 |
WZ0120 |
PL0000108601 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,27 |
1,38 |
1,27 |
100,21 |
1,32 |
OK0720 |
PL0000110375 |
97,96 |
98,06 |
1,39 |
1,32 |
98,01 |
1,36 |
DS1020 |
PL0000106126 |
106,57 |
106,72 |
1,40 |
1,31 |
106,65 |
1,35 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
101,05 |
101,16 |
1,52 |
1,47 |
101,11 |
1,49 |
PS0721 |
PL0000109153 |
100,44 |
100,56 |
1,56 |
1,52 |
100,50 |
1,54 |
DS1021 |
PL0000106670 |
111,00 |
111,10 |
1,61 |
1,57 |
111,05 |
1,59 |
PS0422 |
PL0000109492 |
101,41 |
101,55 |
1,80 |
1,75 |
101,48 |
1,77 |
WS0922 |
PL0000102646 |
113,53 |
113,70 |
1,88 |
1,83 |
113,62 |
1,85 |
WZ1122 |
PL0000109377 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
102,01 |
102,16 |
1,97 |
1,93 |
102,09 |
1,95 |
IZ0823 |
PL0000105359 |
111,34 |
112,01 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
108,49 |
108,71 |
2,10 |
2,05 |
108,60 |
2,07 |
WZ0124 |
PL0000107454 |
99,49 |
99,73 |
--- |
--- |
99,61 |
--- |
PS0424 |
PL0000111191 |
101,44 |
101,61 |
2,20 |
2,17 |
101,53 |
2,18 |
WZ0524 |
PL0000110615 |
99,36 |
99,60 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
104,59 |
104,90 |
2,47 |
2,42 |
104,75 |
2,45 |
WZ0126 |
PL0000108817 |
98,01 |
98,44 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
99,05 |
99,40 |
2,64 |
2,59 |
99,23 |
2,61 |
DS0727 |
PL0000109427 |
98,21 |
98,51 |
2,74 |
2,70 |
98,36 |
2,72 |
WS0428 |
PL0000107611 |
99,37 |
99,67 |
2,82 |
2,79 |
99,52 |
2,81 |
WZ0528 |
PL0000110383 |
96,67 |
97,04 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
125,79 |
126,35 |
2,81 |
2,76 |
126,07 |
2,78 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.