2018-02-01 |
MARKET DATA |
No 22 (3305) |
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 |
675,00 |
672,40 |
47 |
170,00 |
177,94 |
6 |
845,00 |
850,34 |
53 |
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 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,03 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,42 |
98,42 |
98,420 |
98,430 |
98,420 |
98,430 |
98,425 |
210 000 |
206,69 |
3 |
PS0719 |
PL0000108148 |
102,55 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,67 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,67 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,68 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,52 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,20 |
98,27 |
98,350 |
98,350 |
98,350 |
98,350 |
98,350 |
10 000 |
9,93 |
1 |
DS1021 |
PL0000106670 |
112,10 |
112,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,93 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,62 |
113,42 |
113,440 |
113,460 |
113,440 |
113,460 |
113,455 |
95 000 |
109,80 |
5 |
PS0123 |
PL0000110151 |
98,82 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,75 |
105,66 |
105,750 |
105,750 |
105,750 |
105,750 |
105,750 |
10 000 |
10,69 |
1 |
DS0725 |
PL0000108197 |
100,45 |
100,33 |
100,240 |
100,240 |
100,230 |
100,230 |
100,235 |
20 000 |
20,39 |
2 |
DS0726 |
PL0000108866 |
94,26 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,76 |
92,23 |
92,240 |
92,850 |
92,240 |
92,850 |
92,591 |
235 000 |
220,73 |
30 |
WS0428 |
PL0000107611 |
93,69 |
93,15 |
93,690 |
93,690 |
93,690 |
93,690 |
93,690 |
10 000 |
9,58 |
1 |
WS0429 |
PL0000105391 |
122,72 |
121,95 |
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 |
111,35 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,44 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,37 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,65 |
99,65 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
50 000 |
50,01 |
1 |
WZ0124 |
PL0000107454 |
99,20 |
99,18 |
99,180 |
99,190 |
99,180 |
99,190 |
99,186 |
25 000 |
24,81 |
2 |
WZ0126 |
PL0000108817 |
97,60 |
97,60 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
10 000 |
9,77 |
1 |
WZ0528 |
PL0000110383 |
96,05 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
675 000 |
672,40 |
47 |
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) |
(%) |
PS0718 |
PL0000107595 |
100,53 |
100,64 |
1,34 |
1,10 |
100,59 |
1,21 |
OK1018 |
PL0000109062 |
99,01 |
99,13 |
1,39 |
1,22 |
99,07 |
1,31 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,31 |
98,44 |
1,41 |
1,30 |
98,38 |
1,35 |
PS0719 |
PL0000108148 |
102,50 |
102,61 |
1,51 |
1,43 |
102,56 |
1,47 |
DS1019 |
PL0000105441 |
106,59 |
106,75 |
1,58 |
1,49 |
106,67 |
1,53 |
WZ0120 |
PL0000108601 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,37 |
99,56 |
1,79 |
1,70 |
99,47 |
1,74 |
OK0720 |
PL0000110375 |
95,53 |
95,76 |
1,87 |
1,77 |
95,65 |
1,82 |
DS1020 |
PL0000106126 |
108,58 |
108,79 |
1,97 |
1,90 |
108,69 |
1,93 |
WZ0121 |
PL0000106068 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
99,34 |
99,51 |
2,21 |
2,16 |
99,43 |
2,18 |
PS0721 |
PL0000109153 |
98,03 |
98,29 |
2,35 |
2,27 |
98,16 |
2,31 |
DS1021 |
PL0000106670 |
111,96 |
112,17 |
2,35 |
2,29 |
112,07 |
2,32 |
PS0422 |
PL0000109492 |
98,69 |
98,89 |
2,58 |
2,53 |
98,79 |
2,55 |
WS0922 |
PL0000102646 |
113,30 |
113,49 |
2,65 |
2,61 |
113,40 |
2,63 |
WZ1122 |
PL0000109377 |
99,50 |
99,72 |
--- |
--- |
99,61 |
--- |
PS0123 |
PL0000110151 |
98,58 |
98,83 |
2,81 |
2,75 |
98,71 |
2,78 |
IZ0823 |
PL0000105359 |
110,93 |
111,95 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,44 |
105,74 |
2,95 |
2,89 |
105,59 |
2,92 |
WZ0124 |
PL0000107454 |
98,95 |
99,31 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
99,94 |
100,36 |
3,25 |
3,19 |
100,15 |
3,22 |
WZ0126 |
PL0000108817 |
97,32 |
97,73 |
--- |
--- |
97,53 |
--- |
DS0726 |
PL0000108866 |
93,48 |
93,91 |
3,40 |
3,33 |
93,70 |
3,36 |
DS0727 |
PL0000109427 |
91,97 |
92,30 |
3,51 |
3,46 |
92,14 |
3,49 |
WZ0528 |
PL0000110383 |
95,71 |
96,17 |
--- |
--- |
95,94 |
--- |
WS0429 |
PL0000105391 |
121,43 |
122,30 |
3,41 |
3,33 |
121,87 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,53 |
100,64 |
1,34 |
1,10 |
100,59 |
1,21 |
OK1018 |
PL0000109062 |
99,02 |
99,14 |
1,38 |
1,21 |
99,08 |
1,29 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,47 |
1,36 |
1,28 |
98,42 |
1,32 |
PS0719 |
PL0000108148 |
102,53 |
102,64 |
1,49 |
1,41 |
102,59 |
1,45 |
DS1019 |
PL0000105441 |
106,65 |
106,77 |
1,54 |
1,47 |
106,71 |
1,51 |
WZ0120 |
PL0000108601 |
100,40 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,47 |
99,61 |
1,74 |
1,68 |
99,54 |
1,71 |
OK0720 |
PL0000110375 |
95,62 |
95,78 |
1,83 |
1,76 |
95,70 |
1,80 |
DS1020 |
PL0000106126 |
108,65 |
108,87 |
1,95 |
1,87 |
108,76 |
1,91 |
WZ0121 |
PL0000106068 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,60 |
2,17 |
2,13 |
99,54 |
2,15 |
PS0721 |
PL0000109153 |
98,16 |
98,42 |
2,31 |
2,23 |
98,29 |
2,27 |
DS1021 |
PL0000106670 |
112,07 |
112,36 |
2,32 |
2,24 |
112,22 |
2,28 |
PS0422 |
PL0000109492 |
98,89 |
99,04 |
2,53 |
2,49 |
98,97 |
2,51 |
WS0922 |
PL0000102646 |
113,59 |
113,87 |
2,59 |
2,53 |
113,73 |
2,56 |
WZ1122 |
PL0000109377 |
99,60 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0123 |
PL0000110151 |
98,71 |
98,91 |
2,78 |
2,74 |
98,81 |
2,76 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,72 |
105,99 |
2,90 |
2,85 |
105,86 |
2,87 |
WZ0124 |
PL0000107454 |
99,12 |
99,37 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
100,33 |
100,69 |
3,20 |
3,14 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
97,53 |
97,89 |
--- |
--- |
97,71 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,37 |
3,30 |
3,27 |
94,26 |
3,28 |
DS0727 |
PL0000109427 |
92,62 |
92,85 |
3,42 |
3,39 |
92,74 |
3,41 |
WZ0528 |
PL0000110383 |
95,92 |
96,28 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
122,16 |
123,50 |
3,34 |
3,22 |
122,83 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
40 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
20 |
OK0419 |
PL0000109633 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
40 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.