2018-01-03 |
MARKET DATA |
No 1 (3284) |
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 |
850,00 |
861,37 |
23 |
185,00 |
214,34 |
1 |
1 035,00 |
1 075,71 |
24 |
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) |
PS0418 |
PL0000107314 |
100,80 |
100,80 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
180 000 |
186,16 |
4 |
PS0718 |
PL0000107595 |
100,68 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,87 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,01 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,55 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,71 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,15 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,25 |
95,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,94 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,34 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,74 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,18 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,45 |
114,36 |
114,440 |
114,450 |
114,440 |
114,450 |
114,445 |
20 000 |
23,22 |
2 |
PS0123 |
PL0000110151 |
99,40 |
99,39 |
99,420 |
99,460 |
99,420 |
99,460 |
99,449 |
345 000 |
351,25 |
10 |
DS1023 |
PL0000107264 |
106,69 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,03 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,80 |
94,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,52 |
93,53 |
93,600 |
93,620 |
93,600 |
93,620 |
93,610 |
20 000 |
18,95 |
2 |
WS0428 |
PL0000107611 |
94,14 |
94,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,36 |
124,48 |
124,360 |
124,360 |
124,360 |
124,360 |
124,360 |
10 000 |
12,84 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,16 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,35 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,09 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,21 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,61 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,01 |
96,98 |
97,000 |
97,000 |
96,990 |
97,000 |
96,996 |
275 000 |
268,96 |
4 |
WZ0528 |
PL0000110383 |
95,21 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
850 000 |
861,37 |
23 |
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) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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) |
(%) |
PS0418 |
PL0000107314 |
100,68 |
100,83 |
1,45 |
0,96 |
100,76 |
1,19 |
PS0718 |
PL0000107595 |
100,64 |
100,79 |
1,32 |
1,05 |
100,72 |
1,17 |
OK1018 |
PL0000109062 |
98,82 |
98,98 |
1,49 |
1,28 |
98,90 |
1,39 |
WZ0119 |
PL0000107603 |
100,32 |
100,58 |
--- |
--- |
100,45 |
--- |
OK0419 |
PL0000109633 |
97,93 |
98,08 |
1,62 |
1,50 |
98,01 |
1,56 |
PS0719 |
PL0000108148 |
102,46 |
102,61 |
1,63 |
1,53 |
102,54 |
1,58 |
DS1019 |
PL0000105441 |
106,64 |
106,80 |
1,72 |
1,64 |
106,72 |
1,68 |
WZ0120 |
PL0000108601 |
100,33 |
100,67 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,09 |
99,23 |
1,90 |
1,84 |
99,16 |
1,87 |
OK0720 |
PL0000110375 |
95,21 |
95,45 |
1,94 |
1,84 |
95,33 |
1,89 |
DS1020 |
PL0000106126 |
108,80 |
109,01 |
1,99 |
1,91 |
108,91 |
1,95 |
WZ0121 |
PL0000106068 |
99,99 |
100,29 |
--- |
--- |
100,14 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,49 |
2,23 |
2,16 |
99,38 |
2,19 |
PS0721 |
PL0000109153 |
98,19 |
98,45 |
2,28 |
2,21 |
98,32 |
2,24 |
DS1021 |
PL0000106670 |
112,57 |
112,84 |
2,26 |
2,19 |
112,71 |
2,22 |
PS0422 |
PL0000109492 |
98,98 |
99,20 |
2,50 |
2,45 |
99,09 |
2,47 |
WS0922 |
PL0000102646 |
114,14 |
114,43 |
2,53 |
2,47 |
114,29 |
2,50 |
WZ1122 |
PL0000109377 |
99,01 |
99,36 |
--- |
--- |
99,19 |
--- |
PS0123 |
PL0000110151 |
99,13 |
99,41 |
2,68 |
2,62 |
99,27 |
2,65 |
IZ0823 |
PL0000105359 |
110,95 |
111,85 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,79 |
2,77 |
2,72 |
106,65 |
2,74 |
WZ0124 |
PL0000107454 |
98,55 |
98,94 |
--- |
--- |
98,75 |
--- |
DS0725 |
PL0000108197 |
100,85 |
101,22 |
3,12 |
3,06 |
101,04 |
3,09 |
WZ0126 |
PL0000108817 |
96,91 |
97,29 |
--- |
--- |
97,10 |
--- |
DS0726 |
PL0000108866 |
94,57 |
94,92 |
3,23 |
3,18 |
94,75 |
3,21 |
DS0727 |
PL0000109427 |
93,34 |
93,63 |
3,32 |
3,28 |
93,49 |
3,30 |
WZ0528 |
PL0000110383 |
95,13 |
95,63 |
--- |
--- |
95,38 |
--- |
WS0429 |
PL0000105391 |
124,18 |
124,80 |
3,17 |
3,11 |
124,49 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,73 |
100,84 |
1,28 |
0,93 |
100,79 |
1,09 |
PS0718 |
PL0000107595 |
100,66 |
100,78 |
1,28 |
1,06 |
100,72 |
1,17 |
OK1018 |
PL0000109062 |
98,85 |
98,97 |
1,45 |
1,30 |
98,91 |
1,37 |
WZ0119 |
PL0000107603 |
100,33 |
100,59 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,09 |
1,58 |
1,49 |
98,04 |
1,53 |
PS0719 |
PL0000108148 |
102,53 |
102,66 |
1,58 |
1,50 |
102,60 |
1,54 |
DS1019 |
PL0000105441 |
106,69 |
106,87 |
1,70 |
1,60 |
106,78 |
1,65 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,13 |
99,31 |
1,89 |
1,81 |
99,22 |
1,85 |
OK0720 |
PL0000110375 |
95,23 |
95,50 |
1,93 |
1,82 |
95,37 |
1,87 |
DS1020 |
PL0000106126 |
108,92 |
109,16 |
1,94 |
1,86 |
109,04 |
1,90 |
WZ0121 |
PL0000106068 |
100,05 |
100,33 |
--- |
--- |
100,19 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,59 |
2,19 |
2,13 |
99,49 |
2,16 |
PS0721 |
PL0000109153 |
98,33 |
98,61 |
2,24 |
2,16 |
98,47 |
2,20 |
DS1021 |
PL0000106670 |
112,72 |
113,00 |
2,22 |
2,15 |
112,86 |
2,18 |
PS0422 |
PL0000109492 |
99,15 |
99,37 |
2,46 |
2,40 |
99,26 |
2,43 |
WS0922 |
PL0000102646 |
114,39 |
114,67 |
2,47 |
2,42 |
114,53 |
2,45 |
WZ1122 |
PL0000109377 |
99,16 |
99,46 |
--- |
--- |
99,31 |
--- |
PS0123 |
PL0000110151 |
99,35 |
99,59 |
2,64 |
2,59 |
99,47 |
2,61 |
IZ0823 |
PL0000105359 |
110,91 |
111,89 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,94 |
2,74 |
2,69 |
106,81 |
2,71 |
WZ0124 |
PL0000107454 |
98,52 |
98,96 |
--- |
--- |
98,74 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,30 |
3,10 |
3,05 |
101,15 |
3,07 |
WZ0126 |
PL0000108817 |
96,94 |
97,27 |
--- |
--- |
97,11 |
--- |
DS0726 |
PL0000108866 |
94,63 |
95,03 |
3,23 |
3,17 |
94,83 |
3,20 |
DS0727 |
PL0000109427 |
93,47 |
93,78 |
3,31 |
3,27 |
93,63 |
3,28 |
WZ0528 |
PL0000110383 |
95,07 |
95,55 |
--- |
--- |
95,31 |
--- |
WS0429 |
PL0000105391 |
124,18 |
125,02 |
3,17 |
3,09 |
124,60 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
185 |
TOTAL |
185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.