2019-01-30 |
MARKET DATA |
No 21 (3551) |
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 |
220,00 |
234,64 |
12 |
0,00 |
0,00 |
0 |
220,00 |
234,64 |
12 |
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 |
99,73 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
100,97 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,11 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
98,00 |
97,980 |
97,980 |
97,980 |
97,980 |
97,980 |
45 000 |
44,09 |
2 |
DS1020 |
PL0000106126 |
106,54 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,12 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,63 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,46 |
100,45 |
100,460 |
100,460 |
100,460 |
100,460 |
100,460 |
10 000 |
10,14 |
1 |
DS1021 |
PL0000106670 |
111,03 |
111,03 |
111,000 |
111,030 |
110,990 |
111,030 |
110,995 |
110 000 |
123,81 |
3 |
PS0422 |
PL0000109492 |
101,54 |
101,57 |
101,520 |
101,520 |
101,520 |
101,520 |
101,520 |
10 000 |
10,33 |
1 |
WS0922 |
PL0000102646 |
113,59 |
113,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,17 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,64 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,62 |
101,61 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
10 000 |
10,36 |
1 |
DS0725 |
PL0000108197 |
104,90 |
104,96 |
104,880 |
104,880 |
104,870 |
104,870 |
104,877 |
15 000 |
15,99 |
2 |
DS0726 |
PL0000108866 |
99,37 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,60 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,85 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,37 |
126,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,59 |
147,46 |
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 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,66 |
99,64 |
99,660 |
99,660 |
99,640 |
99,640 |
99,650 |
20 000 |
19,94 |
2 |
WZ0524 |
PL0000110615 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,78 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
220 000 |
234,64 |
12 |
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 |
1,31 |
1,06 |
100,97 |
1,18 |
DS1019 |
PL0000105441 |
103,08 |
103,21 |
1,22 |
1,05 |
103,15 |
1,13 |
WZ0120 |
PL0000108601 |
100,50 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
100,11 |
100,27 |
1,40 |
1,27 |
100,19 |
1,34 |
OK0720 |
PL0000110375 |
97,95 |
98,07 |
1,41 |
1,33 |
98,01 |
1,37 |
DS1020 |
PL0000106126 |
106,50 |
106,66 |
1,41 |
1,32 |
106,58 |
1,37 |
WZ0121 |
PL0000106068 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,06 |
101,22 |
1,51 |
1,44 |
101,14 |
1,47 |
PS0721 |
PL0000109153 |
100,41 |
100,58 |
1,58 |
1,51 |
100,50 |
1,54 |
DS1021 |
PL0000106670 |
110,97 |
111,19 |
1,60 |
1,53 |
111,08 |
1,57 |
PS0422 |
PL0000109492 |
101,47 |
101,64 |
1,77 |
1,72 |
101,56 |
1,75 |
WS0922 |
PL0000102646 |
113,52 |
113,80 |
1,87 |
1,80 |
113,66 |
1,83 |
WZ1122 |
PL0000109377 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,05 |
102,24 |
1,96 |
1,91 |
102,15 |
1,93 |
IZ0823 |
PL0000105359 |
111,21 |
112,00 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,79 |
2,09 |
2,03 |
108,66 |
2,06 |
WZ0124 |
PL0000107454 |
99,57 |
99,81 |
--- |
--- |
99,69 |
--- |
PS0424 |
PL0000111191 |
101,50 |
101,79 |
2,19 |
2,13 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,37 |
99,59 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
104,70 |
105,04 |
2,45 |
2,40 |
104,87 |
2,42 |
WZ0126 |
PL0000108817 |
98,03 |
98,45 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
99,22 |
99,61 |
2,61 |
2,55 |
99,42 |
2,58 |
DS0727 |
PL0000109427 |
98,42 |
98,72 |
2,71 |
2,67 |
98,57 |
2,69 |
WS0428 |
PL0000107611 |
99,57 |
99,99 |
2,80 |
2,75 |
99,78 |
2,77 |
WZ0528 |
PL0000110383 |
96,65 |
97,08 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
126,05 |
126,59 |
2,78 |
2,73 |
126,32 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0719 |
PL0000108148 |
100,93 |
101,03 |
1,27 |
1,06 |
100,98 |
1,16 |
DS1019 |
PL0000105441 |
103,08 |
103,20 |
1,22 |
1,06 |
103,14 |
1,14 |
WZ0120 |
PL0000108601 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,25 |
1,38 |
1,29 |
100,20 |
1,33 |
OK0720 |
PL0000110375 |
97,95 |
98,04 |
1,41 |
1,35 |
98,00 |
1,37 |
DS1020 |
PL0000106126 |
106,49 |
106,65 |
1,42 |
1,33 |
106,57 |
1,37 |
WZ0121 |
PL0000106068 |
100,48 |
100,61 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
101,04 |
101,20 |
1,52 |
1,45 |
101,12 |
1,48 |
PS0721 |
PL0000109153 |
100,42 |
100,56 |
1,57 |
1,51 |
100,49 |
1,54 |
DS1021 |
PL0000106670 |
110,97 |
111,09 |
1,60 |
1,56 |
111,03 |
1,58 |
PS0422 |
PL0000109492 |
101,47 |
101,60 |
1,77 |
1,73 |
101,54 |
1,75 |
WS0922 |
PL0000102646 |
113,53 |
113,81 |
1,87 |
1,79 |
113,67 |
1,83 |
WZ1122 |
PL0000109377 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
102,07 |
102,27 |
1,95 |
1,90 |
102,17 |
1,93 |
IZ0823 |
PL0000105359 |
111,31 |
111,95 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,78 |
2,07 |
2,03 |
108,68 |
2,05 |
WZ0124 |
PL0000107454 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
101,57 |
101,72 |
2,18 |
2,15 |
101,65 |
2,16 |
WZ0524 |
PL0000110615 |
99,37 |
99,57 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
104,73 |
105,03 |
2,45 |
2,40 |
104,88 |
2,42 |
WZ0126 |
PL0000108817 |
98,01 |
98,32 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
99,30 |
99,66 |
2,60 |
2,55 |
99,48 |
2,57 |
DS0727 |
PL0000109427 |
98,48 |
98,75 |
2,70 |
2,66 |
98,62 |
2,68 |
WS0428 |
PL0000107611 |
99,76 |
100,03 |
2,78 |
2,74 |
99,90 |
2,76 |
WZ0528 |
PL0000110383 |
96,66 |
96,99 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
126,18 |
126,61 |
2,77 |
2,73 |
126,40 |
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.