2018-01-16 |
MARKET DATA |
No 10 (3293) |
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 |
485,00 |
506,69 |
26 |
120,00 |
113,99 |
1 |
605,00 |
620,68 |
27 |
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 |
100,65 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,62 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,96 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,14 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,57 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,74 |
106,76 |
106,760 |
106,760 |
106,760 |
106,760 |
106,760 |
125 000 |
135,05 |
2 |
PS0420 |
PL0000108510 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,44 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,89 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,60 |
99,60 |
99,630 |
99,630 |
99,630 |
99,630 |
99,630 |
10 000 |
10,11 |
1 |
PS0721 |
PL0000109153 |
98,45 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,71 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,34 |
99,37 |
99,370 |
99,380 |
99,370 |
99,380 |
99,373 |
30 000 |
30,31 |
2 |
WS0922 |
PL0000102646 |
114,40 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,65 |
99,57 |
99,630 |
99,650 |
99,570 |
99,570 |
99,594 |
75 000 |
76,53 |
6 |
DS1023 |
PL0000107264 |
106,75 |
106,72 |
106,750 |
106,750 |
106,710 |
106,710 |
106,735 |
130 000 |
139,97 |
5 |
DS0725 |
PL0000108197 |
101,30 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,95 |
94,80 |
95,000 |
95,030 |
95,000 |
95,030 |
95,017 |
30 000 |
28,87 |
3 |
DS0727 |
PL0000109427 |
93,90 |
93,79 |
93,850 |
93,900 |
93,790 |
93,840 |
93,851 |
70 000 |
66,54 |
6 |
WS0428 |
PL0000107611 |
94,64 |
94,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,55 |
124,65 |
124,490 |
124,490 |
124,490 |
124,490 |
124,490 |
15 000 |
19,31 |
1 |
WS0437 |
PL0000104857 |
103,18 |
142,91 |
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 |
111,26 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,03 |
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 |
100,40 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,19 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,31 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,80 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,21 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,58 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
506,69 |
26 |
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 |
100,62 |
100,74 |
1,37 |
0,93 |
100,68 |
1,15 |
PS0718 |
PL0000107595 |
100,59 |
100,71 |
1,33 |
1,10 |
100,65 |
1,22 |
OK1018 |
PL0000109062 |
98,93 |
99,05 |
1,41 |
1,25 |
98,99 |
1,33 |
WZ0119 |
PL0000107603 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
OK0419 |
PL0000109633 |
98,10 |
98,23 |
1,53 |
1,42 |
98,17 |
1,47 |
PS0719 |
PL0000108148 |
102,53 |
102,65 |
1,54 |
1,46 |
102,59 |
1,50 |
DS1019 |
PL0000105441 |
106,69 |
106,78 |
1,62 |
1,57 |
106,74 |
1,60 |
WZ0120 |
PL0000108601 |
100,37 |
100,61 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,28 |
99,43 |
1,82 |
1,76 |
99,36 |
1,79 |
OK0720 |
PL0000110375 |
95,39 |
95,58 |
1,89 |
1,81 |
95,49 |
1,85 |
DS1020 |
PL0000106126 |
108,84 |
109,04 |
1,93 |
1,86 |
108,94 |
1,90 |
WZ0121 |
PL0000106068 |
100,12 |
100,32 |
--- |
--- |
100,22 |
--- |
PS0421 |
PL0000108916 |
99,48 |
99,67 |
2,16 |
2,10 |
99,58 |
2,13 |
PS0721 |
PL0000109153 |
98,37 |
98,63 |
2,23 |
2,16 |
98,50 |
2,19 |
DS1021 |
PL0000106670 |
112,64 |
112,90 |
2,21 |
2,14 |
112,77 |
2,18 |
PS0422 |
PL0000109492 |
99,23 |
99,43 |
2,44 |
2,39 |
99,33 |
2,41 |
WS0922 |
PL0000102646 |
114,35 |
114,59 |
2,46 |
2,41 |
114,47 |
2,44 |
WZ1122 |
PL0000109377 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0123 |
PL0000110151 |
99,47 |
99,73 |
2,61 |
2,56 |
99,60 |
2,58 |
IZ0823 |
PL0000105359 |
110,94 |
111,90 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,70 |
106,88 |
2,73 |
2,69 |
106,79 |
2,71 |
WZ0124 |
PL0000107454 |
98,73 |
98,97 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
101,12 |
101,54 |
3,08 |
3,01 |
101,33 |
3,05 |
WZ0126 |
PL0000108817 |
97,08 |
97,41 |
--- |
--- |
97,25 |
--- |
DS0726 |
PL0000108866 |
94,77 |
95,16 |
3,21 |
3,15 |
94,97 |
3,18 |
DS0727 |
PL0000109427 |
93,69 |
93,95 |
3,28 |
3,25 |
93,82 |
3,26 |
WZ0528 |
PL0000110383 |
95,45 |
95,99 |
--- |
--- |
95,72 |
--- |
WS0429 |
PL0000105391 |
124,20 |
124,82 |
3,16 |
3,10 |
124,51 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,61 |
100,72 |
1,41 |
1,01 |
100,67 |
1,19 |
PS0718 |
PL0000107595 |
100,59 |
100,71 |
1,33 |
1,10 |
100,65 |
1,22 |
OK1018 |
PL0000109062 |
98,95 |
99,06 |
1,38 |
1,24 |
99,01 |
1,30 |
WZ0119 |
PL0000107603 |
100,38 |
100,48 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
98,13 |
98,24 |
1,50 |
1,41 |
98,19 |
1,45 |
PS0719 |
PL0000108148 |
102,56 |
102,68 |
1,52 |
1,45 |
102,62 |
1,48 |
DS1019 |
PL0000105441 |
106,72 |
106,83 |
1,61 |
1,55 |
106,78 |
1,57 |
WZ0120 |
PL0000108601 |
100,37 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,31 |
99,49 |
1,81 |
1,73 |
99,40 |
1,77 |
OK0720 |
PL0000110375 |
95,41 |
95,61 |
1,88 |
1,80 |
95,51 |
1,84 |
DS1020 |
PL0000106126 |
108,87 |
109,08 |
1,92 |
1,85 |
108,98 |
1,88 |
WZ0121 |
PL0000106068 |
100,14 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0421 |
PL0000108916 |
99,56 |
99,71 |
2,14 |
2,09 |
99,64 |
2,11 |
PS0721 |
PL0000109153 |
98,42 |
98,62 |
2,22 |
2,16 |
98,52 |
2,19 |
DS1021 |
PL0000106670 |
112,64 |
112,87 |
2,21 |
2,15 |
112,76 |
2,18 |
PS0422 |
PL0000109492 |
99,30 |
99,43 |
2,42 |
2,39 |
99,37 |
2,40 |
WS0922 |
PL0000102646 |
114,30 |
114,55 |
2,47 |
2,42 |
114,43 |
2,44 |
WZ1122 |
PL0000109377 |
99,27 |
99,54 |
--- |
--- |
99,41 |
--- |
PS0123 |
PL0000110151 |
99,50 |
99,65 |
2,61 |
2,57 |
99,58 |
2,59 |
IZ0823 |
PL0000105359 |
110,97 |
111,90 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,86 |
2,73 |
2,70 |
106,77 |
2,71 |
WZ0124 |
PL0000107454 |
98,74 |
98,96 |
--- |
--- |
98,85 |
--- |
DS0725 |
PL0000108197 |
101,13 |
101,45 |
3,08 |
3,03 |
101,29 |
3,05 |
WZ0126 |
PL0000108817 |
97,09 |
97,43 |
--- |
--- |
97,26 |
--- |
DS0726 |
PL0000108866 |
94,89 |
95,17 |
3,19 |
3,15 |
95,03 |
3,17 |
DS0727 |
PL0000109427 |
93,70 |
93,95 |
3,28 |
3,25 |
93,83 |
3,26 |
WZ0528 |
PL0000110383 |
95,38 |
95,87 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
124,33 |
124,85 |
3,15 |
3,10 |
124,59 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
120 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.