2018-02-08 |
MARKET DATA |
No 27 (3310) |
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 |
905,00 |
901,13 |
60 |
2 610,00 |
2 642,63 |
22 |
3 515,00 |
3 543,76 |
82 |
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 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,05 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,36 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,59 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,52 |
99,51 |
99,520 |
99,520 |
99,510 |
99,510 |
99,511 |
140 000 |
141,00 |
5 |
OK0720 |
PL0000110375 |
95,70 |
95,70 |
95,700 |
95,700 |
95,700 |
95,700 |
95,700 |
20 000 |
19,14 |
2 |
DS1020 |
PL0000106126 |
108,60 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,53 |
99,48 |
99,530 |
99,530 |
99,500 |
99,500 |
99,515 |
40 000 |
40,45 |
4 |
PS0721 |
PL0000109153 |
98,25 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,78 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,40 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,81 |
98,67 |
98,780 |
98,810 |
98,780 |
98,800 |
98,800 |
245 000 |
242,36 |
9 |
DS1023 |
PL0000107264 |
105,60 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,30 |
100,00 |
100,300 |
100,300 |
100,000 |
100,100 |
100,210 |
290 000 |
295,83 |
18 |
DS0726 |
PL0000108866 |
93,90 |
93,74 |
93,740 |
93,750 |
93,740 |
93,750 |
93,747 |
15 000 |
14,27 |
2 |
DS0727 |
PL0000109427 |
92,48 |
92,21 |
92,450 |
92,450 |
92,120 |
92,280 |
92,227 |
75 000 |
70,21 |
11 |
WS0428 |
PL0000107611 |
93,31 |
93,10 |
93,100 |
93,150 |
93,100 |
93,150 |
93,117 |
15 000 |
14,30 |
2 |
WS0429 |
PL0000105391 |
122,15 |
121,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,78 |
137,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
103,12 |
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 |
100,43 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,43 |
100,58 |
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 |
99,68 |
99,680 |
99,680 |
99,680 |
99,680 |
99,680 |
25 000 |
25,02 |
1 |
WZ0124 |
PL0000107454 |
99,18 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,59 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,00 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
40 000 |
38,56 |
6 |
TOTAL |
905 000 |
901,13 |
60 |
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 |
100,50 |
100,61 |
1,35 |
1,11 |
100,56 |
1,22 |
OK1018 |
PL0000109062 |
99,03 |
99,15 |
1,40 |
1,23 |
99,09 |
1,31 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,47 |
1,41 |
1,30 |
98,41 |
1,35 |
PS0719 |
PL0000108148 |
102,49 |
102,62 |
1,49 |
1,40 |
102,56 |
1,44 |
DS1019 |
PL0000105441 |
106,56 |
106,68 |
1,55 |
1,48 |
106,62 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,62 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,60 |
1,75 |
1,68 |
99,53 |
1,72 |
OK0720 |
PL0000110375 |
95,60 |
95,79 |
1,85 |
1,77 |
95,70 |
1,81 |
DS1020 |
PL0000106126 |
108,57 |
108,77 |
1,95 |
1,88 |
108,67 |
1,92 |
WZ0121 |
PL0000106068 |
100,28 |
100,53 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
99,45 |
99,57 |
2,18 |
2,14 |
99,51 |
2,16 |
PS0721 |
PL0000109153 |
98,06 |
98,32 |
2,34 |
2,26 |
98,19 |
2,30 |
DS1021 |
PL0000106670 |
111,97 |
112,18 |
2,33 |
2,27 |
112,08 |
2,30 |
PS0422 |
PL0000109492 |
98,74 |
98,98 |
2,57 |
2,51 |
98,86 |
2,54 |
WS0922 |
PL0000102646 |
113,37 |
113,65 |
2,63 |
2,57 |
113,51 |
2,60 |
WZ1122 |
PL0000109377 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0123 |
PL0000110151 |
98,68 |
98,93 |
2,79 |
2,73 |
98,81 |
2,76 |
IZ0823 |
PL0000105359 |
110,98 |
111,90 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,55 |
105,75 |
2,92 |
2,89 |
105,65 |
2,91 |
WZ0124 |
PL0000107454 |
99,07 |
99,39 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
100,09 |
100,51 |
3,23 |
3,17 |
100,30 |
3,20 |
WZ0126 |
PL0000108817 |
97,52 |
97,82 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
93,83 |
94,27 |
3,35 |
3,28 |
94,05 |
3,32 |
DS0727 |
PL0000109427 |
92,41 |
92,71 |
3,45 |
3,41 |
92,56 |
3,43 |
WZ0528 |
PL0000110383 |
95,86 |
96,15 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
121,88 |
122,61 |
3,37 |
3,30 |
122,25 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,51 |
100,60 |
1,33 |
1,13 |
100,56 |
1,22 |
OK1018 |
PL0000109062 |
99,03 |
99,15 |
1,40 |
1,23 |
99,09 |
1,31 |
WZ0119 |
PL0000107603 |
100,41 |
100,57 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,41 |
1,30 |
98,40 |
1,36 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
1,50 |
1,42 |
102,54 |
1,46 |
DS1019 |
PL0000105441 |
106,56 |
106,65 |
1,55 |
1,50 |
106,61 |
1,52 |
WZ0120 |
PL0000108601 |
100,40 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,55 |
1,75 |
1,71 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,63 |
95,75 |
1,84 |
1,79 |
95,69 |
1,81 |
DS1020 |
PL0000106126 |
108,56 |
108,71 |
1,96 |
1,90 |
108,64 |
1,93 |
WZ0121 |
PL0000106068 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,52 |
2,20 |
2,15 |
99,45 |
2,18 |
PS0721 |
PL0000109153 |
98,13 |
98,31 |
2,32 |
2,26 |
98,22 |
2,29 |
DS1021 |
PL0000106670 |
111,82 |
112,07 |
2,37 |
2,30 |
111,95 |
2,33 |
PS0422 |
PL0000109492 |
98,65 |
98,81 |
2,59 |
2,55 |
98,73 |
2,57 |
WS0922 |
PL0000102646 |
113,29 |
113,51 |
2,64 |
2,60 |
113,40 |
2,62 |
WZ1122 |
PL0000109377 |
99,63 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,54 |
98,73 |
2,82 |
2,78 |
98,64 |
2,80 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,36 |
105,59 |
2,96 |
2,92 |
105,48 |
2,94 |
WZ0124 |
PL0000107454 |
99,11 |
99,46 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
99,90 |
100,11 |
3,26 |
3,23 |
100,01 |
3,24 |
WZ0126 |
PL0000108817 |
97,53 |
97,90 |
--- |
--- |
97,72 |
--- |
DS0726 |
PL0000108866 |
93,53 |
93,79 |
3,39 |
3,35 |
93,66 |
3,37 |
DS0727 |
PL0000109427 |
92,07 |
92,31 |
3,50 |
3,47 |
92,19 |
3,48 |
WZ0528 |
PL0000110383 |
95,89 |
96,14 |
--- |
--- |
96,02 |
--- |
WS0429 |
PL0000105391 |
121,51 |
122,10 |
3,40 |
3,35 |
121,81 |
3,37 |
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 |
1,350 |
1,350 |
1,350 |
335 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
65 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
120 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
15 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
70 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
240 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
235 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
150 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
300 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
250 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
15 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
140 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
195 |
TOTAL |
2 610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.