2018-01-08 |
MARKET DATA |
No 4 (3287) |
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 |
240,00 |
254,95 |
10 |
270,00 |
271,15 |
2 |
510,00 |
526,10 |
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) |
PS0418 |
PL0000107314 |
100,70 |
100,78 |
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 |
98,91 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,62 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,82 |
106,86 |
106,820 |
106,820 |
106,810 |
106,810 |
106,811 |
180 000 |
194,35 |
4 |
PS0420 |
PL0000108510 |
99,31 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,47 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,08 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,63 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,61 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,02 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,56 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,78 |
114,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,89 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,21 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,57 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,29 |
95,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,20 |
94,10 |
94,200 |
94,250 |
94,150 |
94,150 |
94,190 |
50 000 |
47,67 |
5 |
WS0428 |
PL0000107611 |
95,06 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,20 |
125,20 |
125,200 |
125,200 |
125,200 |
125,200 |
125,200 |
10 000 |
12,93 |
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 |
111,15 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,40 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,12 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,40 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,91 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,38 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,48 |
95,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
254,95 |
10 |
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 |
100,80 |
1,34 |
0,94 |
100,74 |
1,14 |
PS0718 |
PL0000107595 |
100,63 |
100,74 |
1,30 |
1,10 |
100,69 |
1,19 |
OK1018 |
PL0000109062 |
98,90 |
99,02 |
1,41 |
1,25 |
98,96 |
1,33 |
WZ0119 |
PL0000107603 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,08 |
98,21 |
1,52 |
1,41 |
98,15 |
1,46 |
PS0719 |
PL0000108148 |
102,60 |
102,71 |
1,52 |
1,45 |
102,66 |
1,48 |
DS1019 |
PL0000105441 |
106,78 |
106,90 |
1,62 |
1,56 |
106,84 |
1,59 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,27 |
99,43 |
1,83 |
1,75 |
99,35 |
1,79 |
OK0720 |
PL0000110375 |
95,42 |
95,61 |
1,86 |
1,78 |
95,52 |
1,82 |
DS1020 |
PL0000106126 |
109,03 |
109,24 |
1,89 |
1,82 |
109,14 |
1,85 |
WZ0121 |
PL0000106068 |
100,04 |
100,38 |
--- |
--- |
100,21 |
--- |
PS0421 |
PL0000108916 |
99,56 |
99,73 |
2,14 |
2,08 |
99,65 |
2,11 |
PS0721 |
PL0000109153 |
98,54 |
98,78 |
2,18 |
2,11 |
98,66 |
2,14 |
DS1021 |
PL0000106670 |
112,94 |
113,19 |
2,15 |
2,09 |
113,07 |
2,12 |
PS0422 |
PL0000109492 |
99,46 |
99,65 |
2,38 |
2,33 |
99,56 |
2,36 |
WS0922 |
PL0000102646 |
114,67 |
114,95 |
2,41 |
2,35 |
114,81 |
2,38 |
WZ1122 |
PL0000109377 |
99,25 |
99,62 |
--- |
--- |
99,44 |
--- |
PS0123 |
PL0000110151 |
99,78 |
100,04 |
2,55 |
2,49 |
99,91 |
2,52 |
IZ0823 |
PL0000105359 |
110,92 |
111,88 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,42 |
2,65 |
2,60 |
107,28 |
2,63 |
WZ0124 |
PL0000107454 |
98,71 |
99,15 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
101,48 |
101,91 |
3,02 |
2,96 |
101,70 |
2,99 |
WZ0126 |
PL0000108817 |
97,27 |
97,56 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,60 |
3,15 |
3,09 |
95,40 |
3,12 |
DS0727 |
PL0000109427 |
94,04 |
94,36 |
3,23 |
3,19 |
94,20 |
3,21 |
WZ0528 |
PL0000110383 |
95,40 |
95,94 |
--- |
--- |
95,67 |
--- |
WS0429 |
PL0000105391 |
124,90 |
125,58 |
3,10 |
3,04 |
125,24 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,68 |
100,80 |
1,34 |
0,94 |
100,74 |
1,14 |
PS0718 |
PL0000107595 |
100,64 |
100,72 |
1,28 |
1,14 |
100,68 |
1,21 |
OK1018 |
PL0000109062 |
98,90 |
99,02 |
1,41 |
1,25 |
98,96 |
1,33 |
WZ0119 |
PL0000107603 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,09 |
98,22 |
1,51 |
1,40 |
98,16 |
1,45 |
PS0719 |
PL0000108148 |
102,59 |
102,71 |
1,53 |
1,45 |
102,65 |
1,49 |
DS1019 |
PL0000105441 |
106,77 |
106,89 |
1,63 |
1,56 |
106,83 |
1,59 |
WZ0120 |
PL0000108601 |
100,32 |
100,68 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,27 |
99,43 |
1,83 |
1,75 |
99,35 |
1,79 |
OK0720 |
PL0000110375 |
95,44 |
95,65 |
1,85 |
1,77 |
95,55 |
1,81 |
DS1020 |
PL0000106126 |
109,02 |
109,23 |
1,89 |
1,82 |
109,13 |
1,86 |
WZ0121 |
PL0000106068 |
100,05 |
100,38 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
99,55 |
99,73 |
2,14 |
2,08 |
99,64 |
2,11 |
PS0721 |
PL0000109153 |
98,53 |
98,78 |
2,18 |
2,11 |
98,66 |
2,14 |
DS1021 |
PL0000106670 |
112,92 |
113,18 |
2,16 |
2,09 |
113,05 |
2,12 |
PS0422 |
PL0000109492 |
99,46 |
99,64 |
2,38 |
2,34 |
99,55 |
2,36 |
WS0922 |
PL0000102646 |
114,67 |
114,95 |
2,41 |
2,35 |
114,81 |
2,38 |
WZ1122 |
PL0000109377 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
PS0123 |
PL0000110151 |
99,78 |
100,00 |
2,55 |
2,50 |
99,89 |
2,52 |
IZ0823 |
PL0000105359 |
110,93 |
111,87 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,39 |
2,66 |
2,61 |
107,25 |
2,63 |
WZ0124 |
PL0000107454 |
98,70 |
99,14 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,74 |
3,04 |
2,98 |
101,57 |
3,01 |
WZ0126 |
PL0000108817 |
97,29 |
97,60 |
--- |
--- |
97,45 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,53 |
3,15 |
3,10 |
95,35 |
3,13 |
DS0727 |
PL0000109427 |
93,99 |
94,24 |
3,24 |
3,21 |
94,12 |
3,22 |
WZ0528 |
PL0000110383 |
95,39 |
95,98 |
--- |
--- |
95,69 |
--- |
WS0429 |
PL0000105391 |
124,84 |
125,46 |
3,10 |
3,05 |
125,15 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
170 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
100 |
TOTAL |
270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.