2018-02-07 |
MARKET DATA |
No 26 (3309) |
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 |
225,00 |
215,94 |
23 |
1 900,00 |
1 927,03 |
17 |
2 125,00 |
2 142,97 |
40 |
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 |
100,50 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,06 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,35 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,60 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,49 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,70 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,64 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,49 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,16 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,08 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,90 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,55 |
113,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,90 |
98,87 |
98,900 |
98,900 |
98,890 |
98,890 |
98,894 |
45 000 |
44,55 |
4 |
DS1023 |
PL0000107264 |
105,76 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,47 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,10 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
92,80 |
92,66 |
92,800 |
92,800 |
92,600 |
92,600 |
92,699 |
70 000 |
65,84 |
7 |
WS0428 |
PL0000107611 |
93,80 |
93,65 |
93,700 |
93,800 |
93,700 |
93,780 |
93,765 |
110 000 |
105,55 |
12 |
WS0429 |
PL0000105391 |
122,47 |
122,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,38 |
138,92 |
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 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,42 |
100,59 |
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 |
99,65 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,61 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
215,94 |
23 |
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 |
100,62 |
1,33 |
1,11 |
100,57 |
1,22 |
OK1018 |
PL0000109062 |
99,03 |
99,15 |
1,39 |
1,21 |
99,09 |
1,30 |
WZ0119 |
PL0000107603 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,40 |
1,30 |
98,40 |
1,35 |
PS0719 |
PL0000108148 |
102,52 |
102,61 |
1,48 |
1,42 |
102,57 |
1,45 |
DS1019 |
PL0000105441 |
106,58 |
106,69 |
1,56 |
1,50 |
106,64 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,62 |
1,75 |
1,67 |
99,54 |
1,71 |
OK0720 |
PL0000110375 |
95,64 |
95,79 |
1,83 |
1,77 |
95,72 |
1,80 |
DS1020 |
PL0000106126 |
108,62 |
108,84 |
1,94 |
1,86 |
108,73 |
1,90 |
WZ0121 |
PL0000106068 |
100,27 |
100,53 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
99,45 |
99,61 |
2,18 |
2,12 |
99,53 |
2,15 |
PS0721 |
PL0000109153 |
98,12 |
98,38 |
2,32 |
2,24 |
98,25 |
2,28 |
DS1021 |
PL0000106670 |
112,02 |
112,28 |
2,32 |
2,25 |
112,15 |
2,29 |
PS0422 |
PL0000109492 |
98,82 |
99,04 |
2,55 |
2,49 |
98,93 |
2,52 |
WS0922 |
PL0000102646 |
113,47 |
113,77 |
2,61 |
2,55 |
113,62 |
2,58 |
WZ1122 |
PL0000109377 |
99,59 |
99,84 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,77 |
99,01 |
2,77 |
2,71 |
98,89 |
2,74 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,61 |
105,85 |
2,91 |
2,87 |
105,73 |
2,89 |
WZ0124 |
PL0000107454 |
99,08 |
99,44 |
--- |
--- |
99,26 |
--- |
DS0725 |
PL0000108197 |
100,33 |
100,73 |
3,20 |
3,13 |
100,53 |
3,16 |
WZ0126 |
PL0000108817 |
97,53 |
97,89 |
--- |
--- |
97,71 |
--- |
DS0726 |
PL0000108866 |
93,95 |
94,33 |
3,33 |
3,28 |
94,14 |
3,30 |
DS0727 |
PL0000109427 |
92,54 |
92,85 |
3,43 |
3,39 |
92,70 |
3,41 |
WZ0528 |
PL0000110383 |
95,87 |
96,31 |
--- |
--- |
96,09 |
--- |
WS0429 |
PL0000105391 |
122,04 |
122,76 |
3,35 |
3,28 |
122,40 |
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 |
1,31 |
1,11 |
100,58 |
1,20 |
OK1018 |
PL0000109062 |
99,03 |
99,15 |
1,39 |
1,21 |
99,09 |
1,30 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,33 |
98,45 |
1,41 |
1,30 |
98,39 |
1,36 |
PS0719 |
PL0000108148 |
102,51 |
102,61 |
1,49 |
1,42 |
102,56 |
1,45 |
DS1019 |
PL0000105441 |
106,58 |
106,68 |
1,56 |
1,50 |
106,63 |
1,53 |
WZ0120 |
PL0000108601 |
100,40 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,63 |
1,75 |
1,67 |
99,55 |
1,71 |
OK0720 |
PL0000110375 |
95,65 |
95,78 |
1,83 |
1,77 |
95,72 |
1,80 |
DS1020 |
PL0000106126 |
108,61 |
108,84 |
1,95 |
1,86 |
108,73 |
1,90 |
WZ0121 |
PL0000106068 |
100,31 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
99,44 |
99,59 |
2,18 |
2,13 |
99,52 |
2,15 |
PS0721 |
PL0000109153 |
98,10 |
98,36 |
2,33 |
2,25 |
98,23 |
2,29 |
DS1021 |
PL0000106670 |
112,01 |
112,27 |
2,33 |
2,26 |
112,14 |
2,29 |
PS0422 |
PL0000109492 |
98,79 |
98,95 |
2,55 |
2,51 |
98,87 |
2,53 |
WS0922 |
PL0000102646 |
113,46 |
113,75 |
2,61 |
2,55 |
113,61 |
2,58 |
WZ1122 |
PL0000109377 |
99,60 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,76 |
98,93 |
2,77 |
2,73 |
98,85 |
2,75 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,66 |
105,84 |
2,91 |
2,87 |
105,75 |
2,89 |
WZ0124 |
PL0000107454 |
99,08 |
99,36 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,45 |
3,21 |
3,18 |
100,35 |
3,19 |
WZ0126 |
PL0000108817 |
97,52 |
97,79 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,26 |
3,32 |
3,29 |
94,13 |
3,30 |
DS0727 |
PL0000109427 |
92,53 |
92,79 |
3,44 |
3,40 |
92,66 |
3,42 |
WZ0528 |
PL0000110383 |
95,89 |
96,20 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
122,12 |
122,71 |
3,35 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
120 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
180 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
210 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
120 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
500 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
150 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
60 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
30 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
210 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
10 |
TOTAL |
1 900 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.