2019-01-29 |
MARKET DATA |
No 20 (3550) |
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 |
535,00 |
540,90 |
38 |
0,00 |
0,00 |
0 |
535,00 |
540,90 |
38 |
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 |
99,72 |
99,72 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
175 000 |
174,51 |
13 |
PS0719 |
PL0000108148 |
100,96 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,12 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,18 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,00 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,56 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,16 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,66 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,51 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,05 |
111,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,59 |
101,54 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
10 000 |
10,33 |
1 |
WS0922 |
PL0000102646 |
113,64 |
113,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,19 |
102,15 |
102,150 |
102,150 |
102,150 |
102,150 |
102,150 |
10 000 |
10,22 |
1 |
DS1023 |
PL0000107264 |
108,67 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,68 |
101,64 |
101,680 |
101,730 |
101,680 |
101,730 |
101,705 |
20 000 |
20,73 |
2 |
DS0725 |
PL0000108197 |
104,90 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,42 |
99,35 |
99,420 |
99,420 |
99,350 |
99,350 |
99,373 |
30 000 |
30,20 |
4 |
DS0727 |
PL0000109427 |
98,63 |
98,57 |
98,700 |
98,700 |
98,540 |
98,540 |
98,597 |
30 000 |
29,97 |
3 |
WS0428 |
PL0000107611 |
99,95 |
99,74 |
99,900 |
99,950 |
99,700 |
99,700 |
99,840 |
250 000 |
254,89 |
13 |
WS0429 |
PL0000105391 |
126,41 |
126,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,77 |
147,45 |
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 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,30 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
10 000 |
10,06 |
1 |
WZ0124 |
PL0000107454 |
99,71 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,48 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,82 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
535 000 |
540,90 |
38 |
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 |
100,91 |
101,03 |
1,32 |
1,07 |
100,97 |
1,19 |
DS1019 |
PL0000105441 |
103,08 |
103,23 |
1,23 |
1,04 |
103,16 |
1,13 |
WZ0120 |
PL0000108601 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
100,15 |
100,28 |
1,37 |
1,26 |
100,22 |
1,31 |
OK0720 |
PL0000110375 |
97,97 |
98,10 |
1,39 |
1,30 |
98,04 |
1,34 |
DS1020 |
PL0000106126 |
106,52 |
106,69 |
1,41 |
1,31 |
106,61 |
1,36 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
101,06 |
101,22 |
1,51 |
1,44 |
101,14 |
1,47 |
PS0721 |
PL0000109153 |
100,44 |
100,60 |
1,56 |
1,50 |
100,52 |
1,53 |
DS1021 |
PL0000106670 |
110,97 |
111,18 |
1,61 |
1,53 |
111,08 |
1,57 |
PS0422 |
PL0000109492 |
101,44 |
101,63 |
1,78 |
1,72 |
101,54 |
1,75 |
WS0922 |
PL0000102646 |
113,52 |
113,80 |
1,87 |
1,80 |
113,66 |
1,84 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,03 |
102,23 |
1,96 |
1,91 |
102,13 |
1,94 |
IZ0823 |
PL0000105359 |
111,22 |
112,02 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,75 |
2,09 |
2,04 |
108,63 |
2,06 |
WZ0124 |
PL0000107454 |
99,56 |
99,80 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
101,48 |
101,71 |
2,19 |
2,15 |
101,60 |
2,17 |
WZ0524 |
PL0000110615 |
99,35 |
99,62 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
104,67 |
105,01 |
2,46 |
2,40 |
104,84 |
2,43 |
WZ0126 |
PL0000108817 |
98,00 |
98,41 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
99,14 |
99,41 |
2,63 |
2,58 |
99,28 |
2,60 |
DS0727 |
PL0000109427 |
98,34 |
98,67 |
2,72 |
2,67 |
98,51 |
2,70 |
WS0428 |
PL0000107611 |
99,48 |
99,92 |
2,81 |
2,76 |
99,70 |
2,78 |
WZ0528 |
PL0000110383 |
96,68 |
97,03 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
125,94 |
126,43 |
2,80 |
2,75 |
126,19 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,91 |
101,02 |
1,32 |
1,09 |
100,97 |
1,19 |
DS1019 |
PL0000105441 |
103,09 |
103,22 |
1,22 |
1,05 |
103,16 |
1,13 |
WZ0120 |
PL0000108601 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
100,12 |
100,27 |
1,40 |
1,27 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,94 |
98,06 |
1,41 |
1,33 |
98,00 |
1,37 |
DS1020 |
PL0000106126 |
106,51 |
106,68 |
1,41 |
1,32 |
106,60 |
1,36 |
WZ0121 |
PL0000106068 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,06 |
101,20 |
1,51 |
1,45 |
101,13 |
1,48 |
PS0721 |
PL0000109153 |
100,43 |
100,57 |
1,57 |
1,51 |
100,50 |
1,54 |
DS1021 |
PL0000106670 |
110,97 |
111,17 |
1,61 |
1,54 |
111,07 |
1,57 |
PS0422 |
PL0000109492 |
101,46 |
101,61 |
1,78 |
1,73 |
101,54 |
1,75 |
WS0922 |
PL0000102646 |
113,55 |
113,78 |
1,86 |
1,80 |
113,67 |
1,83 |
WZ1122 |
PL0000109377 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
102,09 |
102,24 |
1,95 |
1,91 |
102,17 |
1,93 |
IZ0823 |
PL0000105359 |
111,24 |
112,02 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,83 |
2,07 |
2,02 |
108,71 |
2,05 |
WZ0124 |
PL0000107454 |
99,60 |
99,80 |
--- |
--- |
99,70 |
--- |
PS0424 |
PL0000111191 |
101,54 |
101,79 |
2,18 |
2,13 |
101,67 |
2,16 |
WZ0524 |
PL0000110615 |
99,41 |
99,59 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,09 |
2,43 |
2,39 |
104,97 |
2,41 |
WZ0126 |
PL0000108817 |
98,03 |
98,45 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
99,35 |
99,60 |
2,59 |
2,56 |
99,48 |
2,57 |
DS0727 |
PL0000109427 |
98,48 |
98,77 |
2,70 |
2,66 |
98,63 |
2,68 |
WS0428 |
PL0000107611 |
99,77 |
100,11 |
2,78 |
2,73 |
99,94 |
2,75 |
WZ0528 |
PL0000110383 |
96,65 |
97,04 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
126,12 |
126,69 |
2,78 |
2,72 |
126,41 |
2,75 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.