2018-02-09 |
MARKET DATA |
No 28 (3311) |
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 |
525,00 |
516,70 |
56 |
1 865,00 |
1 897,49 |
19 |
2 390,00 |
2 414,19 |
75 |
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 |
100,47 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,52 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,35 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,49 |
102,58 |
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 |
99,50 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,71 |
95,69 |
95,710 |
95,710 |
95,710 |
95,710 |
95,710 |
10 000 |
9,57 |
1 |
DS1020 |
PL0000106126 |
108,65 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,47 |
99,47 |
99,500 |
99,510 |
99,500 |
99,510 |
99,507 |
15 000 |
15,17 |
2 |
PS0721 |
PL0000109153 |
98,28 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,01 |
112,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,85 |
98,78 |
98,830 |
98,890 |
98,830 |
98,850 |
98,854 |
90 000 |
90,60 |
6 |
WS0922 |
PL0000102646 |
113,42 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,72 |
98,65 |
98,650 |
98,750 |
98,650 |
98,700 |
98,685 |
130 000 |
128,46 |
11 |
DS1023 |
PL0000107264 |
105,62 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,19 |
100,14 |
100,170 |
100,220 |
100,160 |
100,180 |
100,196 |
45 000 |
45,90 |
5 |
DS0726 |
PL0000108866 |
93,90 |
93,80 |
93,800 |
93,850 |
93,800 |
93,850 |
93,825 |
10 000 |
9,52 |
2 |
DS0727 |
PL0000109427 |
92,45 |
92,22 |
92,220 |
92,440 |
92,200 |
92,370 |
92,313 |
200 000 |
187,41 |
25 |
WS0428 |
PL0000107611 |
93,25 |
93,28 |
93,330 |
93,330 |
93,330 |
93,330 |
93,330 |
5 000 |
4,78 |
1 |
WS0429 |
PL0000105391 |
121,98 |
121,89 |
121,870 |
121,870 |
121,850 |
121,850 |
121,855 |
20 000 |
25,30 |
3 |
WS0437 |
PL0000104857 |
115,00 |
138,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
103,52 |
106,20 |
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 |
100,45 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,34 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,71 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,16 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,68 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,97 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
525 000 |
516,70 |
56 |
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 |
100,51 |
100,60 |
1,33 |
1,13 |
100,56 |
1,22 |
OK1018 |
PL0000109062 |
99,04 |
99,16 |
1,39 |
1,22 |
99,10 |
1,31 |
WZ0119 |
PL0000107603 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,41 |
1,31 |
98,40 |
1,36 |
PS0719 |
PL0000108148 |
102,47 |
102,59 |
1,50 |
1,42 |
102,53 |
1,46 |
DS1019 |
PL0000105441 |
106,55 |
106,64 |
1,55 |
1,50 |
106,60 |
1,52 |
WZ0120 |
PL0000108601 |
100,41 |
100,61 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,44 |
99,56 |
1,76 |
1,70 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,64 |
95,74 |
1,84 |
1,80 |
95,69 |
1,82 |
DS1020 |
PL0000106126 |
108,55 |
108,76 |
1,96 |
1,88 |
108,66 |
1,92 |
WZ0121 |
PL0000106068 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
99,42 |
99,53 |
2,19 |
2,15 |
99,48 |
2,17 |
PS0721 |
PL0000109153 |
98,22 |
98,36 |
2,29 |
2,25 |
98,29 |
2,27 |
DS1021 |
PL0000106670 |
111,92 |
112,13 |
2,34 |
2,28 |
112,03 |
2,31 |
PS0422 |
PL0000109492 |
98,74 |
98,87 |
2,57 |
2,53 |
98,81 |
2,55 |
WS0922 |
PL0000102646 |
113,34 |
113,57 |
2,63 |
2,58 |
113,46 |
2,61 |
WZ1122 |
PL0000109377 |
99,66 |
99,85 |
--- |
--- |
99,76 |
--- |
PS0123 |
PL0000110151 |
98,57 |
98,79 |
2,81 |
2,76 |
98,68 |
2,79 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,41 |
105,63 |
2,95 |
2,91 |
105,52 |
2,93 |
WZ0124 |
PL0000107454 |
99,07 |
99,38 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
99,91 |
100,24 |
3,26 |
3,21 |
100,08 |
3,23 |
WZ0126 |
PL0000108817 |
97,53 |
97,80 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
93,59 |
93,94 |
3,38 |
3,33 |
93,77 |
3,36 |
DS0727 |
PL0000109427 |
92,06 |
92,39 |
3,50 |
3,45 |
92,23 |
3,48 |
WZ0528 |
PL0000110383 |
95,87 |
96,21 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
121,44 |
122,16 |
3,41 |
3,34 |
121,80 |
3,37 |
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 |
99,04 |
99,16 |
1,39 |
1,22 |
99,10 |
1,31 |
WZ0119 |
PL0000107603 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,46 |
1,41 |
1,31 |
98,40 |
1,36 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
1,50 |
1,41 |
102,54 |
1,46 |
DS1019 |
PL0000105441 |
106,57 |
106,65 |
1,54 |
1,49 |
106,61 |
1,52 |
WZ0120 |
PL0000108601 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,56 |
1,75 |
1,70 |
99,51 |
1,73 |
OK0720 |
PL0000110375 |
95,66 |
95,77 |
1,83 |
1,78 |
95,72 |
1,80 |
DS1020 |
PL0000106126 |
108,63 |
108,85 |
1,93 |
1,85 |
108,74 |
1,89 |
WZ0121 |
PL0000106068 |
100,31 |
100,53 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,56 |
2,19 |
2,14 |
99,49 |
2,16 |
PS0721 |
PL0000109153 |
98,23 |
98,42 |
2,29 |
2,23 |
98,33 |
2,26 |
DS1021 |
PL0000106670 |
111,92 |
112,18 |
2,34 |
2,27 |
112,05 |
2,31 |
PS0422 |
PL0000109492 |
98,77 |
98,92 |
2,56 |
2,52 |
98,85 |
2,54 |
WS0922 |
PL0000102646 |
113,35 |
113,64 |
2,63 |
2,57 |
113,50 |
2,60 |
WZ1122 |
PL0000109377 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0123 |
PL0000110151 |
98,63 |
98,78 |
2,80 |
2,77 |
98,71 |
2,78 |
IZ0823 |
PL0000105359 |
111,00 |
111,89 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
105,56 |
105,80 |
2,92 |
2,88 |
105,68 |
2,90 |
WZ0124 |
PL0000107454 |
99,09 |
99,38 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
100,01 |
100,26 |
3,24 |
3,21 |
100,14 |
3,22 |
WZ0126 |
PL0000108817 |
97,53 |
97,79 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
93,69 |
93,93 |
3,37 |
3,33 |
93,81 |
3,35 |
DS0727 |
PL0000109427 |
92,25 |
92,46 |
3,47 |
3,45 |
92,36 |
3,46 |
WZ0528 |
PL0000110383 |
95,88 |
96,22 |
--- |
--- |
96,05 |
--- |
WS0429 |
PL0000105391 |
121,46 |
122,16 |
3,41 |
3,34 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,360 |
1,360 |
1,360 |
40 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
55 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
45 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
65 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
240 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
20 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
135 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
110 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
245 |
DS0726 |
PL0000108866 |
3/7 |
4 |
1,380 |
1,380 |
1,380 |
300 |
DS0727 |
PL0000109427 |
3/7 |
4 |
1,380 |
1,380 |
1,380 |
300 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
120 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
90 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
40 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
20 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
40 |
TOTAL |
1 865 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.