2018-02-02 |
MARKET DATA |
No 23 (3306) |
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 |
470,00 |
498,14 |
35 |
2 550,00 |
2 610,84 |
16 |
3 020,00 |
3 108,98 |
51 |
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 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,56 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,04 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,37 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,64 |
106,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,48 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,66 |
95,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,69 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,53 |
99,52 |
99,530 |
99,530 |
99,510 |
99,510 |
99,524 |
50 000 |
50,55 |
5 |
PS0721 |
PL0000109153 |
98,22 |
98,27 |
98,270 |
98,270 |
98,270 |
98,270 |
98,270 |
10 000 |
9,92 |
1 |
DS1021 |
PL0000106670 |
112,42 |
112,23 |
112,370 |
112,370 |
112,250 |
112,250 |
112,310 |
20 000 |
22,79 |
2 |
PS0422 |
PL0000109492 |
98,92 |
98,88 |
98,850 |
98,850 |
98,820 |
98,820 |
98,832 |
100 000 |
100,60 |
5 |
WS0922 |
PL0000102646 |
113,59 |
113,50 |
113,510 |
113,510 |
113,500 |
113,500 |
113,507 |
175 000 |
202,39 |
6 |
PS0123 |
PL0000110151 |
98,82 |
98,74 |
98,730 |
98,730 |
98,730 |
98,730 |
98,730 |
10 000 |
9,88 |
1 |
DS1023 |
PL0000107264 |
105,80 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,95 |
100,39 |
100,540 |
100,550 |
100,500 |
100,550 |
100,533 |
40 000 |
40,91 |
4 |
DS0726 |
PL0000108866 |
94,21 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,70 |
92,46 |
92,680 |
92,730 |
92,580 |
92,600 |
92,657 |
65 000 |
61,10 |
11 |
WS0428 |
PL0000107611 |
93,55 |
93,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,65 |
122,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
97,55 |
136,98 |
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 |
111,20 |
111,70 |
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 |
100,32 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,67 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,59 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,03 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
470 000 |
498,14 |
35 |
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 |
100,52 |
100,64 |
1,35 |
1,10 |
100,58 |
1,22 |
OK1018 |
PL0000109062 |
99,02 |
99,14 |
1,38 |
1,21 |
99,08 |
1,30 |
WZ0119 |
PL0000107603 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,39 |
1,29 |
98,40 |
1,34 |
PS0719 |
PL0000108148 |
102,51 |
102,64 |
1,50 |
1,41 |
102,58 |
1,45 |
DS1019 |
PL0000105441 |
106,60 |
106,75 |
1,56 |
1,48 |
106,68 |
1,52 |
WZ0120 |
PL0000108601 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,61 |
1,76 |
1,68 |
99,52 |
1,72 |
OK0720 |
PL0000110375 |
95,61 |
95,78 |
1,84 |
1,76 |
95,70 |
1,80 |
DS1020 |
PL0000106126 |
108,63 |
108,86 |
1,95 |
1,87 |
108,75 |
1,91 |
WZ0121 |
PL0000106068 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,62 |
2,17 |
2,12 |
99,54 |
2,15 |
PS0721 |
PL0000109153 |
98,17 |
98,43 |
2,30 |
2,22 |
98,30 |
2,26 |
DS1021 |
PL0000106670 |
112,08 |
112,35 |
2,31 |
2,24 |
112,22 |
2,28 |
PS0422 |
PL0000109492 |
98,87 |
99,04 |
2,53 |
2,49 |
98,96 |
2,51 |
WS0922 |
PL0000102646 |
113,55 |
113,83 |
2,60 |
2,54 |
113,69 |
2,57 |
WZ1122 |
PL0000109377 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
PS0123 |
PL0000110151 |
98,72 |
98,97 |
2,78 |
2,72 |
98,85 |
2,75 |
IZ0823 |
PL0000105359 |
110,98 |
111,90 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,70 |
105,95 |
2,90 |
2,85 |
105,83 |
2,88 |
WZ0124 |
PL0000107454 |
99,02 |
99,40 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,61 |
3,20 |
3,15 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
97,52 |
97,91 |
--- |
--- |
97,72 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,38 |
3,33 |
3,27 |
94,18 |
3,30 |
DS0727 |
PL0000109427 |
92,53 |
92,79 |
3,43 |
3,40 |
92,66 |
3,42 |
WZ0528 |
PL0000110383 |
95,88 |
96,29 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
122,15 |
123,08 |
3,34 |
3,26 |
122,62 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,54 |
100,64 |
1,31 |
1,10 |
100,59 |
1,20 |
OK1018 |
PL0000109062 |
99,02 |
99,14 |
1,38 |
1,21 |
99,08 |
1,30 |
WZ0119 |
PL0000107603 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,35 |
98,46 |
1,38 |
1,29 |
98,41 |
1,33 |
PS0719 |
PL0000108148 |
102,51 |
102,63 |
1,50 |
1,42 |
102,57 |
1,46 |
DS1019 |
PL0000105441 |
106,62 |
106,73 |
1,55 |
1,49 |
106,68 |
1,52 |
WZ0120 |
PL0000108601 |
100,39 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,42 |
99,60 |
1,77 |
1,68 |
99,51 |
1,72 |
OK0720 |
PL0000110375 |
95,61 |
95,75 |
1,84 |
1,78 |
95,68 |
1,81 |
DS1020 |
PL0000106126 |
108,62 |
108,82 |
1,95 |
1,88 |
108,72 |
1,92 |
WZ0121 |
PL0000106068 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
99,44 |
99,56 |
2,18 |
2,14 |
99,50 |
2,16 |
PS0721 |
PL0000109153 |
98,08 |
98,32 |
2,33 |
2,26 |
98,20 |
2,29 |
DS1021 |
PL0000106670 |
111,99 |
112,25 |
2,34 |
2,27 |
112,12 |
2,30 |
PS0422 |
PL0000109492 |
98,76 |
98,91 |
2,56 |
2,52 |
98,84 |
2,54 |
WS0922 |
PL0000102646 |
113,45 |
113,60 |
2,62 |
2,59 |
113,53 |
2,60 |
WZ1122 |
PL0000109377 |
99,60 |
99,79 |
--- |
--- |
99,70 |
--- |
PS0123 |
PL0000110151 |
98,64 |
98,80 |
2,80 |
2,76 |
98,72 |
2,78 |
IZ0823 |
PL0000105359 |
110,99 |
111,88 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,49 |
105,70 |
2,94 |
2,90 |
105,60 |
2,92 |
WZ0124 |
PL0000107454 |
99,07 |
99,36 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
100,09 |
100,43 |
3,23 |
3,18 |
100,26 |
3,21 |
WZ0126 |
PL0000108817 |
97,52 |
97,93 |
--- |
--- |
97,73 |
--- |
DS0726 |
PL0000108866 |
93,80 |
94,08 |
3,35 |
3,31 |
93,94 |
3,33 |
DS0727 |
PL0000109427 |
92,30 |
92,61 |
3,47 |
3,42 |
92,46 |
3,44 |
WZ0528 |
PL0000110383 |
95,90 |
96,29 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
121,91 |
122,55 |
3,37 |
3,31 |
122,23 |
3,34 |
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 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
135 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
15 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
30 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
100 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
20 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,200 |
1,250 |
1,239 |
70 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
400 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
400 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
400 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
400 |
WZ1122 |
PL0000109377 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
400 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,200 |
1,250 |
1,238 |
130 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
30 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
2 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.