2018-02-05 |
MARKET DATA |
No 24 (3307) |
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 |
155,00 |
151,28 |
20 |
1 110,00 |
1 199,62 |
15 |
1 265,00 |
1 350,90 |
35 |
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 |
100,52 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,55 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,04 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,37 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,62 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,48 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,71 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,69 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,25 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,16 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,94 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,61 |
113,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,83 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,82 |
105,55 |
105,700 |
105,700 |
105,690 |
105,690 |
105,693 |
15 000 |
16,03 |
2 |
DS0725 |
PL0000108197 |
100,48 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,11 |
93,98 |
94,050 |
94,050 |
94,050 |
94,050 |
94,050 |
5 000 |
4,77 |
1 |
DS0727 |
PL0000109427 |
92,68 |
92,48 |
92,500 |
92,810 |
92,500 |
92,610 |
92,695 |
115 000 |
108,15 |
15 |
WS0428 |
PL0000107611 |
93,52 |
93,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,49 |
122,50 |
122,380 |
122,380 |
122,380 |
122,380 |
122,380 |
10 000 |
12,69 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
103,50 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
108,95 |
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 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,35 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,70 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,62 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,05 |
96,10 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
10 000 |
9,64 |
1 |
TOTAL |
155 000 |
151,28 |
20 |
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 |
1,09 |
100,58 |
1,22 |
OK1018 |
PL0000109062 |
99,02 |
99,15 |
1,39 |
1,20 |
99,09 |
1,29 |
WZ0119 |
PL0000107603 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,35 |
98,45 |
1,38 |
1,30 |
98,40 |
1,34 |
PS0719 |
PL0000108148 |
102,50 |
102,62 |
1,50 |
1,42 |
102,56 |
1,46 |
DS1019 |
PL0000105441 |
106,58 |
106,72 |
1,57 |
1,49 |
106,65 |
1,53 |
WZ0120 |
PL0000108601 |
100,40 |
100,59 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,40 |
99,59 |
1,78 |
1,69 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,60 |
95,78 |
1,84 |
1,77 |
95,69 |
1,80 |
DS1020 |
PL0000106126 |
108,60 |
108,83 |
1,96 |
1,87 |
108,72 |
1,91 |
WZ0121 |
PL0000106068 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,59 |
2,17 |
2,13 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,11 |
98,37 |
2,32 |
2,24 |
98,24 |
2,28 |
DS1021 |
PL0000106670 |
111,98 |
112,27 |
2,34 |
2,26 |
112,13 |
2,30 |
PS0422 |
PL0000109492 |
98,77 |
99,02 |
2,56 |
2,50 |
98,90 |
2,53 |
WS0922 |
PL0000102646 |
113,37 |
113,65 |
2,64 |
2,58 |
113,51 |
2,61 |
WZ1122 |
PL0000109377 |
99,63 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,68 |
98,93 |
2,79 |
2,73 |
98,81 |
2,76 |
IZ0823 |
PL0000105359 |
110,98 |
111,91 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,47 |
105,74 |
2,94 |
2,89 |
105,61 |
2,92 |
WZ0124 |
PL0000107454 |
99,05 |
99,37 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
100,15 |
100,49 |
3,22 |
3,17 |
100,32 |
3,20 |
WZ0126 |
PL0000108817 |
97,47 |
97,89 |
--- |
--- |
97,68 |
--- |
DS0726 |
PL0000108866 |
93,70 |
94,12 |
3,36 |
3,30 |
93,91 |
3,33 |
DS0727 |
PL0000109427 |
92,35 |
92,65 |
3,46 |
3,42 |
92,50 |
3,44 |
WZ0528 |
PL0000110383 |
95,90 |
96,33 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
121,94 |
122,69 |
3,36 |
3,29 |
122,32 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,53 |
100,63 |
1,32 |
1,11 |
100,58 |
1,22 |
OK1018 |
PL0000109062 |
99,02 |
99,14 |
1,39 |
1,22 |
99,08 |
1,30 |
WZ0119 |
PL0000107603 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,33 |
98,45 |
1,40 |
1,30 |
98,39 |
1,35 |
PS0719 |
PL0000108148 |
102,51 |
102,60 |
1,50 |
1,43 |
102,56 |
1,46 |
DS1019 |
PL0000105441 |
106,61 |
106,72 |
1,55 |
1,49 |
106,67 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,58 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,62 |
1,75 |
1,67 |
99,54 |
1,71 |
OK0720 |
PL0000110375 |
95,63 |
95,78 |
1,83 |
1,77 |
95,71 |
1,80 |
DS1020 |
PL0000106126 |
108,64 |
108,87 |
1,94 |
1,86 |
108,76 |
1,90 |
WZ0121 |
PL0000106068 |
100,30 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
99,48 |
99,62 |
2,17 |
2,12 |
99,55 |
2,14 |
PS0721 |
PL0000109153 |
98,15 |
98,37 |
2,31 |
2,24 |
98,26 |
2,28 |
DS1021 |
PL0000106670 |
112,03 |
112,29 |
2,32 |
2,26 |
112,16 |
2,29 |
PS0422 |
PL0000109492 |
98,82 |
98,94 |
2,55 |
2,52 |
98,88 |
2,53 |
WS0922 |
PL0000102646 |
113,50 |
113,71 |
2,61 |
2,56 |
113,61 |
2,58 |
WZ1122 |
PL0000109377 |
99,62 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0123 |
PL0000110151 |
98,67 |
98,89 |
2,79 |
2,74 |
98,78 |
2,76 |
IZ0823 |
PL0000105359 |
111,09 |
111,93 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
105,56 |
105,80 |
2,93 |
2,88 |
105,68 |
2,90 |
WZ0124 |
PL0000107454 |
99,10 |
99,33 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
100,28 |
100,59 |
3,20 |
3,16 |
100,44 |
3,18 |
WZ0126 |
PL0000108817 |
97,49 |
97,88 |
--- |
--- |
97,69 |
--- |
DS0726 |
PL0000108866 |
93,95 |
94,17 |
3,33 |
3,30 |
94,06 |
3,31 |
DS0727 |
PL0000109427 |
92,50 |
92,78 |
3,44 |
3,40 |
92,64 |
3,42 |
WZ0528 |
PL0000110383 |
95,91 |
96,22 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
122,19 |
122,86 |
3,34 |
3,28 |
122,53 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
220 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
25 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,320 |
1,330 |
1,325 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
355 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,320 |
1,350 |
1,339 |
95 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
45 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
90 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,330 |
1,350 |
1,348 |
100 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
110 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
30 |
TOTAL |
1 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.