2018-01-09 |
MARKET DATA |
No 5 (3288) |
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 |
442,50 |
447,01 |
28 |
160,00 |
177,02 |
2 |
602,50 |
624,03 |
30 |
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 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,68 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,92 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,12 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,60 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,77 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,28 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,46 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,02 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,51 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,92 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,44 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,65 |
114,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,76 |
99,63 |
99,650 |
99,650 |
99,630 |
99,630 |
99,634 |
55 000 |
56,12 |
4 |
DS1023 |
PL0000107264 |
107,08 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,35 |
101,18 |
101,280 |
101,300 |
101,180 |
101,180 |
101,236 |
230 000 |
236,33 |
12 |
DS0726 |
PL0000108866 |
95,11 |
94,75 |
94,770 |
94,770 |
94,740 |
94,750 |
94,764 |
102 500 |
98,33 |
5 |
DS0727 |
PL0000109427 |
93,95 |
93,55 |
93,850 |
93,850 |
93,600 |
93,600 |
93,740 |
25 000 |
23,73 |
3 |
WS0428 |
PL0000107611 |
94,81 |
94,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,80 |
124,40 |
124,650 |
124,650 |
124,550 |
124,550 |
124,600 |
10 000 |
12,87 |
2 |
WS0437 |
PL0000104857 |
103,17 |
143,17 |
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 |
111,21 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,05 |
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 |
100,15 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,40 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,90 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,37 |
97,35 |
97,350 |
97,350 |
97,340 |
97,340 |
97,345 |
20 000 |
19,64 |
2 |
WZ0528 |
PL0000110383 |
95,46 |
95,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
442 500 |
447,01 |
28 |
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 |
100,81 |
1,32 |
0,87 |
100,75 |
1,08 |
PS0718 |
PL0000107595 |
100,63 |
100,72 |
1,30 |
1,13 |
100,68 |
1,21 |
OK1018 |
PL0000109062 |
98,89 |
99,01 |
1,43 |
1,27 |
98,95 |
1,35 |
WZ0119 |
PL0000107603 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,08 |
98,21 |
1,52 |
1,42 |
98,15 |
1,46 |
PS0719 |
PL0000108148 |
102,57 |
102,69 |
1,54 |
1,46 |
102,63 |
1,50 |
DS1019 |
PL0000105441 |
106,72 |
106,86 |
1,65 |
1,57 |
106,79 |
1,61 |
WZ0120 |
PL0000108601 |
100,32 |
100,67 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,24 |
99,39 |
1,84 |
1,77 |
99,32 |
1,80 |
OK0720 |
PL0000110375 |
95,41 |
95,60 |
1,87 |
1,79 |
95,51 |
1,83 |
DS1020 |
PL0000106126 |
108,98 |
109,17 |
1,91 |
1,84 |
109,08 |
1,87 |
WZ0121 |
PL0000106068 |
100,04 |
100,38 |
--- |
--- |
100,21 |
--- |
PS0421 |
PL0000108916 |
99,51 |
99,69 |
2,15 |
2,10 |
99,60 |
2,12 |
PS0721 |
PL0000109153 |
98,47 |
98,69 |
2,20 |
2,14 |
98,58 |
2,17 |
DS1021 |
PL0000106670 |
112,85 |
113,08 |
2,17 |
2,11 |
112,97 |
2,14 |
PS0422 |
PL0000109492 |
99,37 |
99,57 |
2,40 |
2,35 |
99,47 |
2,38 |
WS0922 |
PL0000102646 |
114,58 |
114,84 |
2,42 |
2,37 |
114,71 |
2,40 |
WZ1122 |
PL0000109377 |
99,31 |
99,63 |
--- |
--- |
99,47 |
--- |
PS0123 |
PL0000110151 |
99,69 |
99,94 |
2,56 |
2,51 |
99,82 |
2,54 |
IZ0823 |
PL0000105359 |
110,91 |
111,91 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,27 |
2,67 |
2,63 |
107,14 |
2,65 |
WZ0124 |
PL0000107454 |
98,76 |
99,19 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
101,29 |
101,67 |
3,05 |
3,00 |
101,48 |
3,02 |
WZ0126 |
PL0000108817 |
97,24 |
97,60 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
95,05 |
95,43 |
3,17 |
3,11 |
95,24 |
3,14 |
DS0727 |
PL0000109427 |
93,82 |
94,14 |
3,26 |
3,22 |
93,98 |
3,24 |
WZ0528 |
PL0000110383 |
95,34 |
95,88 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
124,61 |
125,23 |
3,12 |
3,07 |
124,92 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,68 |
100,81 |
1,32 |
0,87 |
100,75 |
1,08 |
PS0718 |
PL0000107595 |
100,65 |
100,72 |
1,26 |
1,13 |
100,69 |
1,19 |
OK1018 |
PL0000109062 |
98,89 |
99,01 |
1,43 |
1,27 |
98,95 |
1,35 |
WZ0119 |
PL0000107603 |
100,38 |
100,54 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,08 |
98,21 |
1,52 |
1,42 |
98,15 |
1,46 |
PS0719 |
PL0000108148 |
102,58 |
102,68 |
1,53 |
1,47 |
102,63 |
1,50 |
DS1019 |
PL0000105441 |
106,72 |
106,84 |
1,65 |
1,58 |
106,78 |
1,61 |
WZ0120 |
PL0000108601 |
100,36 |
100,64 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,20 |
99,36 |
1,86 |
1,78 |
99,28 |
1,82 |
OK0720 |
PL0000110375 |
95,41 |
95,61 |
1,87 |
1,79 |
95,51 |
1,83 |
DS1020 |
PL0000106126 |
108,92 |
109,09 |
1,93 |
1,87 |
109,01 |
1,89 |
WZ0121 |
PL0000106068 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0421 |
PL0000108916 |
99,44 |
99,62 |
2,18 |
2,12 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,37 |
98,56 |
2,23 |
2,17 |
98,47 |
2,20 |
DS1021 |
PL0000106670 |
112,70 |
112,95 |
2,21 |
2,15 |
112,83 |
2,18 |
PS0422 |
PL0000109492 |
99,28 |
99,45 |
2,43 |
2,38 |
99,37 |
2,40 |
WS0922 |
PL0000102646 |
114,44 |
114,72 |
2,45 |
2,40 |
114,58 |
2,42 |
WZ1122 |
PL0000109377 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
PS0123 |
PL0000110151 |
99,58 |
99,74 |
2,59 |
2,55 |
99,66 |
2,57 |
IZ0823 |
PL0000105359 |
110,94 |
111,84 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,07 |
2,71 |
2,66 |
106,95 |
2,68 |
WZ0124 |
PL0000107454 |
98,76 |
99,05 |
--- |
--- |
98,91 |
--- |
DS0725 |
PL0000108197 |
101,21 |
101,46 |
3,06 |
3,03 |
101,34 |
3,04 |
WZ0126 |
PL0000108817 |
97,25 |
97,53 |
--- |
--- |
97,39 |
--- |
DS0726 |
PL0000108866 |
94,73 |
95,06 |
3,21 |
3,17 |
94,90 |
3,19 |
DS0727 |
PL0000109427 |
93,53 |
93,81 |
3,30 |
3,26 |
93,67 |
3,28 |
WZ0528 |
PL0000110383 |
95,34 |
95,88 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
124,20 |
124,85 |
3,16 |
3,10 |
124,53 |
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 |
1,170 |
1,170 |
1,170 |
100 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,170 |
1,170 |
1,170 |
60 |
TOTAL |
160 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.