2018-01-04 |
MARKET DATA |
No 2 (3285) |
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 |
2 255,00 |
2 267,96 |
62 |
60,00 |
60,72 |
2 |
2 315,00 |
2 328,67 |
64 |
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 |
100,75 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,67 |
100,65 |
100,670 |
100,670 |
100,650 |
100,650 |
100,660 |
490 000 |
498,84 |
5 |
OK1018 |
PL0000109062 |
98,90 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,10 |
98,07 |
98,090 |
98,110 |
98,090 |
98,110 |
98,098 |
415 000 |
407,11 |
5 |
PS0719 |
PL0000108148 |
102,58 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,81 |
106,77 |
106,760 |
106,810 |
106,760 |
106,810 |
106,803 |
175 000 |
188,88 |
6 |
PS0420 |
PL0000108510 |
99,24 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,34 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,98 |
109,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,53 |
99,44 |
99,440 |
99,530 |
99,440 |
99,530 |
99,479 |
225 000 |
227,01 |
11 |
PS0721 |
PL0000109153 |
98,44 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,82 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,37 |
99,25 |
99,350 |
99,400 |
99,350 |
99,400 |
99,368 |
145 000 |
146,39 |
5 |
WS0922 |
PL0000102646 |
114,54 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,66 |
99,55 |
99,500 |
99,650 |
99,500 |
99,650 |
99,574 |
110 000 |
112,15 |
7 |
DS1023 |
PL0000107264 |
106,94 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,33 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,09 |
94,96 |
94,990 |
95,000 |
94,990 |
95,000 |
94,999 |
150 000 |
144,21 |
4 |
DS0727 |
PL0000109427 |
93,92 |
93,60 |
93,700 |
93,900 |
93,700 |
93,900 |
93,818 |
40 000 |
37,98 |
4 |
WS0428 |
PL0000107611 |
95,00 |
94,60 |
94,600 |
94,800 |
94,600 |
94,800 |
94,733 |
30 000 |
29,00 |
3 |
WS0429 |
PL0000105391 |
124,82 |
124,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
111,15 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,40 |
100,38 |
100,380 |
100,400 |
100,380 |
100,400 |
100,396 |
335 000 |
339,08 |
6 |
WZ0120 |
PL0000108601 |
100,35 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,11 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,30 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,80 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,25 |
97,15 |
97,200 |
97,260 |
97,200 |
97,260 |
97,246 |
140 000 |
137,29 |
6 |
WZ0528 |
PL0000110383 |
95,27 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 255 000 |
2 267,96 |
62 |
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 |
100,70 |
100,81 |
1,32 |
0,95 |
100,76 |
1,12 |
PS0718 |
PL0000107595 |
100,64 |
100,76 |
1,30 |
1,08 |
100,70 |
1,19 |
OK1018 |
PL0000109062 |
98,85 |
98,98 |
1,46 |
1,30 |
98,92 |
1,37 |
WZ0119 |
PL0000107603 |
100,34 |
100,53 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
97,95 |
98,10 |
1,61 |
1,49 |
98,03 |
1,55 |
PS0719 |
PL0000108148 |
102,50 |
102,64 |
1,59 |
1,50 |
102,57 |
1,55 |
DS1019 |
PL0000105441 |
106,67 |
106,86 |
1,69 |
1,59 |
106,77 |
1,64 |
WZ0120 |
PL0000108601 |
100,31 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,13 |
99,31 |
1,89 |
1,81 |
99,22 |
1,85 |
OK0720 |
PL0000110375 |
95,22 |
95,47 |
1,94 |
1,84 |
95,35 |
1,89 |
DS1020 |
PL0000106126 |
108,86 |
109,06 |
1,96 |
1,89 |
108,96 |
1,92 |
WZ0121 |
PL0000106068 |
100,06 |
100,34 |
--- |
--- |
100,20 |
--- |
PS0421 |
PL0000108916 |
99,37 |
99,61 |
2,20 |
2,12 |
99,49 |
2,16 |
PS0721 |
PL0000109153 |
98,28 |
98,50 |
2,26 |
2,19 |
98,39 |
2,22 |
DS1021 |
PL0000106670 |
112,65 |
112,88 |
2,23 |
2,17 |
112,77 |
2,20 |
PS0422 |
PL0000109492 |
99,16 |
99,30 |
2,46 |
2,42 |
99,23 |
2,44 |
WS0922 |
PL0000102646 |
114,32 |
114,54 |
2,48 |
2,44 |
114,43 |
2,46 |
WZ1122 |
PL0000109377 |
99,13 |
99,37 |
--- |
--- |
99,25 |
--- |
PS0123 |
PL0000110151 |
99,32 |
99,58 |
2,64 |
2,59 |
99,45 |
2,62 |
IZ0823 |
PL0000105359 |
110,88 |
112,00 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,93 |
2,74 |
2,69 |
106,80 |
2,71 |
WZ0124 |
PL0000107454 |
98,51 |
98,97 |
--- |
--- |
98,74 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,37 |
3,10 |
3,04 |
101,16 |
3,07 |
WZ0126 |
PL0000108817 |
96,86 |
97,27 |
--- |
--- |
97,07 |
--- |
DS0726 |
PL0000108866 |
94,60 |
95,01 |
3,23 |
3,17 |
94,81 |
3,20 |
DS0727 |
PL0000109427 |
93,42 |
93,68 |
3,31 |
3,28 |
93,55 |
3,30 |
WZ0528 |
PL0000110383 |
95,04 |
95,54 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
124,04 |
125,02 |
3,18 |
3,09 |
124,53 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,70 |
100,78 |
1,32 |
1,05 |
100,74 |
1,18 |
PS0718 |
PL0000107595 |
100,63 |
100,72 |
1,32 |
1,15 |
100,68 |
1,22 |
OK1018 |
PL0000109062 |
98,88 |
99,02 |
1,43 |
1,25 |
98,95 |
1,34 |
WZ0119 |
PL0000107603 |
100,35 |
100,48 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,07 |
98,20 |
1,52 |
1,41 |
98,14 |
1,46 |
PS0719 |
PL0000108148 |
102,55 |
102,69 |
1,56 |
1,47 |
102,62 |
1,51 |
DS1019 |
PL0000105441 |
106,73 |
106,84 |
1,66 |
1,60 |
106,79 |
1,63 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,22 |
99,40 |
1,85 |
1,77 |
99,31 |
1,81 |
OK0720 |
PL0000110375 |
95,30 |
95,57 |
1,91 |
1,80 |
95,44 |
1,85 |
DS1020 |
PL0000106126 |
108,96 |
109,20 |
1,92 |
1,84 |
109,08 |
1,88 |
WZ0121 |
PL0000106068 |
100,08 |
100,39 |
--- |
--- |
100,24 |
--- |
PS0421 |
PL0000108916 |
99,44 |
99,63 |
2,17 |
2,11 |
99,54 |
2,14 |
PS0721 |
PL0000109153 |
98,42 |
98,69 |
2,22 |
2,13 |
98,56 |
2,17 |
DS1021 |
PL0000106670 |
112,80 |
113,08 |
2,19 |
2,12 |
112,94 |
2,16 |
PS0422 |
PL0000109492 |
99,32 |
99,51 |
2,42 |
2,37 |
99,42 |
2,39 |
WS0922 |
PL0000102646 |
114,50 |
114,78 |
2,45 |
2,39 |
114,64 |
2,42 |
WZ1122 |
PL0000109377 |
99,27 |
99,63 |
--- |
--- |
99,45 |
--- |
PS0123 |
PL0000110151 |
99,62 |
99,81 |
2,58 |
2,54 |
99,72 |
2,56 |
IZ0823 |
PL0000105359 |
110,88 |
111,92 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,15 |
2,69 |
2,65 |
107,03 |
2,67 |
WZ0124 |
PL0000107454 |
98,74 |
99,07 |
--- |
--- |
98,91 |
--- |
DS0725 |
PL0000108197 |
101,26 |
101,69 |
3,06 |
2,99 |
101,48 |
3,02 |
WZ0126 |
PL0000108817 |
97,17 |
97,42 |
--- |
--- |
97,30 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,38 |
3,18 |
3,12 |
95,19 |
3,15 |
DS0727 |
PL0000109427 |
93,83 |
94,10 |
3,26 |
3,23 |
93,97 |
3,24 |
WZ0528 |
PL0000110383 |
95,21 |
95,82 |
--- |
--- |
95,52 |
--- |
WS0429 |
PL0000105391 |
124,52 |
125,24 |
3,13 |
3,07 |
124,88 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
40 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
20 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.