2018-01-05 |
MARKET DATA |
No 3 (3286) |
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 |
160,00 |
164,49 |
13 |
140,00 |
141,08 |
4 |
300,00 |
305,57 |
17 |
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 |
100,71 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,66 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,93 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,13 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,63 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,84 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,32 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,46 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,62 |
99,59 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
5 000 |
5,05 |
1 |
PS0721 |
PL0000109153 |
98,57 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,97 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,53 |
99,45 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,12 |
1 |
WS0922 |
PL0000102646 |
114,77 |
114,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,01 |
99,83 |
100,000 |
100,010 |
100,000 |
100,010 |
100,009 |
70 000 |
71,68 |
3 |
DS1023 |
PL0000107264 |
107,25 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,67 |
101,66 |
101,730 |
101,730 |
101,730 |
101,730 |
101,730 |
10 000 |
10,32 |
1 |
DS0726 |
PL0000108866 |
95,34 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,21 |
94,00 |
94,170 |
94,180 |
94,170 |
94,170 |
94,176 |
40 000 |
38,13 |
3 |
WS0428 |
PL0000107611 |
95,12 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,22 |
124,88 |
124,900 |
125,250 |
124,900 |
125,250 |
125,017 |
15 000 |
19,36 |
3 |
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 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,45 |
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 |
100,13 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,41 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,40 |
97,32 |
97,380 |
97,380 |
97,380 |
97,380 |
97,380 |
10 000 |
9,82 |
1 |
WZ0528 |
PL0000110383 |
95,48 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
160 000 |
164,49 |
13 |
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 |
100,66 |
100,79 |
1,43 |
1,00 |
100,73 |
1,20 |
PS0718 |
PL0000107595 |
100,62 |
100,76 |
1,33 |
1,07 |
100,69 |
1,20 |
OK1018 |
PL0000109062 |
98,88 |
99,05 |
1,43 |
1,21 |
98,97 |
1,31 |
WZ0119 |
PL0000107603 |
100,36 |
100,50 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
98,06 |
98,22 |
1,53 |
1,40 |
98,14 |
1,47 |
PS0719 |
PL0000108148 |
102,57 |
102,73 |
1,54 |
1,44 |
102,65 |
1,49 |
DS1019 |
PL0000105441 |
106,76 |
106,94 |
1,64 |
1,54 |
106,85 |
1,59 |
WZ0120 |
PL0000108601 |
100,30 |
100,68 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,23 |
99,41 |
1,84 |
1,76 |
99,32 |
1,80 |
OK0720 |
PL0000110375 |
95,32 |
95,59 |
1,90 |
1,79 |
95,46 |
1,84 |
DS1020 |
PL0000106126 |
108,95 |
109,19 |
1,92 |
1,84 |
109,07 |
1,88 |
WZ0121 |
PL0000106068 |
100,08 |
100,42 |
--- |
--- |
100,25 |
--- |
PS0421 |
PL0000108916 |
99,43 |
99,63 |
2,18 |
2,11 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,41 |
98,68 |
2,22 |
2,14 |
98,55 |
2,18 |
DS1021 |
PL0000106670 |
112,77 |
113,05 |
2,20 |
2,13 |
112,91 |
2,16 |
PS0422 |
PL0000109492 |
99,30 |
99,49 |
2,42 |
2,37 |
99,40 |
2,40 |
WS0922 |
PL0000102646 |
114,47 |
114,75 |
2,45 |
2,39 |
114,61 |
2,42 |
WZ1122 |
PL0000109377 |
99,24 |
99,66 |
--- |
--- |
99,45 |
--- |
PS0123 |
PL0000110151 |
99,58 |
99,86 |
2,59 |
2,53 |
99,72 |
2,56 |
IZ0823 |
PL0000105359 |
110,90 |
111,94 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,88 |
107,18 |
2,70 |
2,64 |
107,03 |
2,67 |
WZ0124 |
PL0000107454 |
98,74 |
99,15 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
101,24 |
101,68 |
3,06 |
2,99 |
101,46 |
3,03 |
WZ0126 |
PL0000108817 |
97,13 |
97,44 |
--- |
--- |
97,29 |
--- |
DS0726 |
PL0000108866 |
94,95 |
95,36 |
3,18 |
3,12 |
95,16 |
3,15 |
DS0727 |
PL0000109427 |
93,76 |
94,08 |
3,27 |
3,23 |
93,92 |
3,25 |
WZ0528 |
PL0000110383 |
95,20 |
95,82 |
--- |
--- |
95,51 |
--- |
WS0429 |
PL0000105391 |
124,24 |
124,97 |
3,16 |
3,09 |
124,61 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,69 |
100,80 |
1,33 |
0,96 |
100,75 |
1,13 |
PS0718 |
PL0000107595 |
100,63 |
100,74 |
1,31 |
1,11 |
100,69 |
1,20 |
OK1018 |
PL0000109062 |
98,89 |
99,06 |
1,42 |
1,20 |
98,98 |
1,30 |
WZ0119 |
PL0000107603 |
100,38 |
100,49 |
--- |
--- |
100,44 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,22 |
1,50 |
1,40 |
98,16 |
1,45 |
PS0719 |
PL0000108148 |
102,60 |
102,76 |
1,52 |
1,42 |
102,68 |
1,47 |
DS1019 |
PL0000105441 |
106,81 |
106,93 |
1,61 |
1,54 |
106,87 |
1,58 |
WZ0120 |
PL0000108601 |
100,30 |
100,67 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,29 |
99,47 |
1,82 |
1,73 |
99,38 |
1,78 |
OK0720 |
PL0000110375 |
95,37 |
95,61 |
1,88 |
1,78 |
95,49 |
1,83 |
DS1020 |
PL0000106126 |
109,05 |
109,30 |
1,89 |
1,80 |
109,18 |
1,84 |
WZ0121 |
PL0000106068 |
100,10 |
100,44 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
99,59 |
99,75 |
2,13 |
2,08 |
99,67 |
2,10 |
PS0721 |
PL0000109153 |
98,56 |
98,82 |
2,17 |
2,10 |
98,69 |
2,14 |
DS1021 |
PL0000106670 |
112,94 |
113,22 |
2,16 |
2,08 |
113,08 |
2,12 |
PS0422 |
PL0000109492 |
99,50 |
99,69 |
2,37 |
2,32 |
99,60 |
2,35 |
WS0922 |
PL0000102646 |
114,73 |
115,01 |
2,40 |
2,34 |
114,87 |
2,37 |
WZ1122 |
PL0000109377 |
99,30 |
99,73 |
--- |
--- |
99,52 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,08 |
2,53 |
2,48 |
99,98 |
2,50 |
IZ0823 |
PL0000105359 |
110,92 |
111,95 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,39 |
2,65 |
2,61 |
107,27 |
2,63 |
WZ0124 |
PL0000107454 |
98,84 |
99,14 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
101,56 |
101,91 |
3,01 |
2,96 |
101,74 |
2,98 |
WZ0126 |
PL0000108817 |
97,32 |
97,65 |
--- |
--- |
97,49 |
--- |
DS0726 |
PL0000108866 |
95,25 |
95,55 |
3,14 |
3,10 |
95,40 |
3,12 |
DS0727 |
PL0000109427 |
94,13 |
94,42 |
3,22 |
3,18 |
94,28 |
3,20 |
WZ0528 |
PL0000110383 |
95,35 |
95,86 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
125,04 |
125,70 |
3,09 |
3,02 |
125,37 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
40 |
OK1018 |
PL0000109062 |
0/7 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
30 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
40 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.