2018-02-06 |
MARKET DATA |
No 25 (3308) |
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 |
80,00 |
78,08 |
11 |
1 260,00 |
1 359,04 |
10 |
1 340,00 |
1 437,12 |
21 |
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 |
100,51 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,55 |
100,60 |
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 |
98,35 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,62 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,51 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,69 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,66 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,15 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,97 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,60 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,93 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,77 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,55 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,17 |
94,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,85 |
92,74 |
92,740 |
92,850 |
92,740 |
92,800 |
92,809 |
55 000 |
51,79 |
8 |
WS0428 |
PL0000107611 |
93,55 |
93,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,54 |
122,44 |
122,490 |
122,490 |
122,490 |
122,490 |
122,490 |
5 000 |
6,35 |
1 |
WS0437 |
PL0000104857 |
99,15 |
137,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
103,22 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,21 |
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 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,30 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,66 |
99,69 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
10 000 |
10,00 |
1 |
WZ0124 |
PL0000107454 |
99,20 |
99,24 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
10 000 |
9,93 |
1 |
WZ0126 |
PL0000108817 |
97,59 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
78,08 |
11 |
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 |
100,63 |
1,32 |
1,10 |
100,58 |
1,21 |
OK1018 |
PL0000109062 |
99,03 |
99,14 |
1,38 |
1,22 |
99,09 |
1,29 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,33 |
98,46 |
1,40 |
1,29 |
98,40 |
1,34 |
PS0719 |
PL0000108148 |
102,51 |
102,64 |
1,49 |
1,40 |
102,58 |
1,44 |
DS1019 |
PL0000105441 |
106,59 |
106,71 |
1,56 |
1,49 |
106,65 |
1,52 |
WZ0120 |
PL0000108601 |
100,39 |
100,61 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,61 |
1,75 |
1,68 |
99,53 |
1,72 |
OK0720 |
PL0000110375 |
95,62 |
95,80 |
1,84 |
1,76 |
95,71 |
1,80 |
DS1020 |
PL0000106126 |
108,63 |
108,85 |
1,94 |
1,86 |
108,74 |
1,90 |
WZ0121 |
PL0000106068 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,65 |
2,17 |
2,11 |
99,56 |
2,14 |
PS0721 |
PL0000109153 |
98,13 |
98,37 |
2,32 |
2,24 |
98,25 |
2,28 |
DS1021 |
PL0000106670 |
112,06 |
112,30 |
2,31 |
2,25 |
112,18 |
2,28 |
PS0422 |
PL0000109492 |
98,80 |
99,08 |
2,55 |
2,48 |
98,94 |
2,52 |
WS0922 |
PL0000102646 |
113,49 |
113,78 |
2,61 |
2,55 |
113,64 |
2,58 |
WZ1122 |
PL0000109377 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
PS0123 |
PL0000110151 |
98,70 |
98,98 |
2,78 |
2,72 |
98,84 |
2,75 |
IZ0823 |
PL0000105359 |
110,98 |
111,91 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,57 |
105,84 |
2,92 |
2,87 |
105,71 |
2,90 |
WZ0124 |
PL0000107454 |
99,03 |
99,31 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
100,25 |
100,67 |
3,21 |
3,14 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
97,47 |
97,76 |
--- |
--- |
97,62 |
--- |
DS0726 |
PL0000108866 |
93,91 |
94,29 |
3,33 |
3,28 |
94,10 |
3,31 |
DS0727 |
PL0000109427 |
92,50 |
92,90 |
3,44 |
3,39 |
92,70 |
3,41 |
WZ0528 |
PL0000110383 |
95,81 |
96,24 |
--- |
--- |
96,03 |
--- |
WS0429 |
PL0000105391 |
122,01 |
122,73 |
3,36 |
3,29 |
122,37 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,53 |
100,62 |
1,32 |
1,12 |
100,58 |
1,21 |
OK1018 |
PL0000109062 |
99,03 |
99,15 |
1,38 |
1,21 |
99,09 |
1,29 |
WZ0119 |
PL0000107603 |
100,41 |
100,58 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,40 |
1,29 |
98,40 |
1,34 |
PS0719 |
PL0000108148 |
102,52 |
102,61 |
1,49 |
1,42 |
102,57 |
1,45 |
DS1019 |
PL0000105441 |
106,60 |
106,70 |
1,55 |
1,50 |
106,65 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,49 |
99,63 |
1,73 |
1,67 |
99,56 |
1,70 |
OK0720 |
PL0000110375 |
95,65 |
95,79 |
1,82 |
1,76 |
95,72 |
1,79 |
DS1020 |
PL0000106126 |
108,64 |
108,86 |
1,94 |
1,86 |
108,75 |
1,90 |
WZ0121 |
PL0000106068 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,63 |
2,17 |
2,12 |
99,55 |
2,14 |
PS0721 |
PL0000109153 |
98,16 |
98,38 |
2,31 |
2,24 |
98,27 |
2,27 |
DS1021 |
PL0000106670 |
112,05 |
112,30 |
2,32 |
2,25 |
112,18 |
2,28 |
PS0422 |
PL0000109492 |
98,83 |
99,00 |
2,54 |
2,50 |
98,92 |
2,52 |
WS0922 |
PL0000102646 |
113,55 |
113,76 |
2,60 |
2,55 |
113,66 |
2,57 |
WZ1122 |
PL0000109377 |
99,60 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,75 |
98,96 |
2,77 |
2,73 |
98,86 |
2,75 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,68 |
105,84 |
2,90 |
2,87 |
105,76 |
2,89 |
WZ0124 |
PL0000107454 |
99,10 |
99,36 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
100,42 |
100,60 |
3,18 |
3,15 |
100,51 |
3,17 |
WZ0126 |
PL0000108817 |
97,52 |
97,85 |
--- |
--- |
97,69 |
--- |
DS0726 |
PL0000108866 |
94,07 |
94,30 |
3,31 |
3,28 |
94,19 |
3,29 |
DS0727 |
PL0000109427 |
92,60 |
92,83 |
3,43 |
3,40 |
92,72 |
3,41 |
WZ0528 |
PL0000110383 |
95,89 |
96,24 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
122,15 |
122,69 |
3,34 |
3,29 |
122,42 |
3,32 |
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 |
1,360 |
1,360 |
1,360 |
240 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
195 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
80 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
335 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
30 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
290 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
65 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
25 |
TOTAL |
1 260 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.