2019-01-25 |
MARKET DATA |
No 18 (3548) |
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 |
785,00 |
790,17 |
49 |
0,00 |
0,00 |
0 |
785,00 |
790,17 |
49 |
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 |
99,71 |
99,71 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
250 000 |
249,28 |
8 |
PS0719 |
PL0000108148 |
101,04 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,17 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,16 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,02 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,59 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,10 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,65 |
96,68 |
96,650 |
96,650 |
96,650 |
96,650 |
96,650 |
35 000 |
33,83 |
2 |
PS0721 |
PL0000109153 |
100,50 |
100,43 |
100,520 |
100,520 |
100,440 |
100,440 |
100,467 |
115 000 |
116,57 |
6 |
DS1021 |
PL0000106670 |
111,02 |
111,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,50 |
101,48 |
101,460 |
101,460 |
101,460 |
101,460 |
101,460 |
50 000 |
51,59 |
1 |
WS0922 |
PL0000102646 |
113,62 |
113,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,14 |
102,06 |
102,140 |
102,140 |
102,140 |
102,140 |
102,140 |
10 000 |
10,22 |
1 |
DS1023 |
PL0000107264 |
108,61 |
108,59 |
108,530 |
108,530 |
108,530 |
108,530 |
108,530 |
5 000 |
5,48 |
1 |
PS0424 |
PL0000111191 |
101,60 |
101,53 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,35 |
1 |
DS0725 |
PL0000108197 |
104,78 |
104,78 |
104,780 |
104,780 |
104,780 |
104,780 |
104,780 |
10 000 |
10,65 |
1 |
DS0726 |
PL0000108866 |
99,30 |
99,25 |
99,250 |
99,250 |
99,150 |
99,150 |
99,200 |
20 000 |
20,10 |
2 |
DS0727 |
PL0000109427 |
98,60 |
98,45 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
9,99 |
1 |
WS0428 |
PL0000107611 |
99,70 |
99,55 |
99,650 |
99,700 |
99,480 |
99,480 |
99,604 |
135 000 |
137,30 |
19 |
WS0429 |
PL0000105391 |
126,24 |
126,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,51 |
147,01 |
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 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,23 |
100,230 |
100,230 |
100,220 |
100,220 |
100,223 |
30 000 |
30,16 |
3 |
WZ0124 |
PL0000107454 |
99,65 |
99,65 |
99,650 |
99,670 |
99,650 |
99,650 |
99,660 |
105 000 |
104,66 |
3 |
WZ0524 |
PL0000110615 |
99,44 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
785 000 |
790,17 |
49 |
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) |
(%) |
PS0719 |
PL0000108148 |
100,95 |
101,09 |
1,26 |
0,98 |
101,02 |
1,12 |
DS1019 |
PL0000105441 |
103,13 |
103,22 |
1,20 |
1,08 |
103,18 |
1,13 |
WZ0120 |
PL0000108601 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,27 |
1,40 |
1,27 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,95 |
98,07 |
1,40 |
1,32 |
98,01 |
1,36 |
DS1020 |
PL0000106126 |
106,52 |
106,72 |
1,42 |
1,31 |
106,62 |
1,36 |
WZ0121 |
PL0000106068 |
100,44 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
101,00 |
101,19 |
1,54 |
1,45 |
101,10 |
1,49 |
PS0721 |
PL0000109153 |
100,43 |
100,57 |
1,57 |
1,51 |
100,50 |
1,54 |
DS1021 |
PL0000106670 |
110,97 |
111,15 |
1,62 |
1,55 |
111,06 |
1,58 |
PS0422 |
PL0000109492 |
101,43 |
101,63 |
1,79 |
1,73 |
101,53 |
1,76 |
WS0922 |
PL0000102646 |
113,54 |
113,82 |
1,87 |
1,80 |
113,68 |
1,84 |
WZ1122 |
PL0000109377 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
102,03 |
102,22 |
1,96 |
1,92 |
102,13 |
1,94 |
IZ0823 |
PL0000105359 |
111,19 |
112,04 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,74 |
2,10 |
2,04 |
108,61 |
2,07 |
WZ0124 |
PL0000107454 |
99,46 |
99,77 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
101,43 |
101,70 |
2,20 |
2,15 |
101,57 |
2,18 |
WZ0524 |
PL0000110615 |
99,31 |
99,55 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
104,58 |
104,93 |
2,47 |
2,42 |
104,76 |
2,44 |
WZ0126 |
PL0000108817 |
97,95 |
98,42 |
--- |
--- |
98,19 |
--- |
DS0726 |
PL0000108866 |
99,01 |
99,44 |
2,64 |
2,58 |
99,23 |
2,61 |
DS0727 |
PL0000109427 |
98,23 |
98,53 |
2,73 |
2,69 |
98,38 |
2,71 |
WS0428 |
PL0000107611 |
99,33 |
99,79 |
2,83 |
2,77 |
99,56 |
2,80 |
WZ0528 |
PL0000110383 |
96,64 |
97,03 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
125,80 |
126,42 |
2,81 |
2,75 |
126,11 |
2,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,99 |
101,09 |
1,18 |
0,98 |
101,04 |
1,08 |
DS1019 |
PL0000105441 |
103,14 |
103,25 |
1,18 |
1,04 |
103,20 |
1,11 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,27 |
1,39 |
1,27 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,99 |
98,09 |
1,37 |
1,30 |
98,04 |
1,34 |
DS1020 |
PL0000106126 |
106,56 |
106,71 |
1,39 |
1,31 |
106,64 |
1,35 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
101,04 |
101,14 |
1,52 |
1,47 |
101,09 |
1,50 |
PS0721 |
PL0000109153 |
100,42 |
100,54 |
1,57 |
1,52 |
100,48 |
1,55 |
DS1021 |
PL0000106670 |
110,97 |
111,10 |
1,62 |
1,57 |
111,04 |
1,59 |
PS0422 |
PL0000109492 |
101,42 |
101,52 |
1,79 |
1,76 |
101,47 |
1,78 |
WS0922 |
PL0000102646 |
113,52 |
113,64 |
1,88 |
1,85 |
113,58 |
1,86 |
WZ1122 |
PL0000109377 |
100,15 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,96 |
102,15 |
1,98 |
1,93 |
102,06 |
1,96 |
IZ0823 |
PL0000105359 |
111,32 |
111,97 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,69 |
2,09 |
2,05 |
108,60 |
2,07 |
WZ0124 |
PL0000107454 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
PS0424 |
PL0000111191 |
101,47 |
101,63 |
2,20 |
2,16 |
101,55 |
2,18 |
WZ0524 |
PL0000110615 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,88 |
2,48 |
2,42 |
104,72 |
2,45 |
WZ0126 |
PL0000108817 |
98,04 |
98,31 |
--- |
--- |
98,18 |
--- |
DS0726 |
PL0000108866 |
98,98 |
99,38 |
2,65 |
2,59 |
99,18 |
2,62 |
DS0727 |
PL0000109427 |
98,23 |
98,50 |
2,73 |
2,70 |
98,37 |
2,71 |
WS0428 |
PL0000107611 |
99,46 |
99,70 |
2,81 |
2,78 |
99,58 |
2,80 |
WZ0528 |
PL0000110383 |
96,68 |
97,00 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
125,91 |
126,43 |
2,80 |
2,75 |
126,17 |
2,77 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.