2018-02-12 |
MARKET DATA |
No 29 (3312) |
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 |
520,00 |
505,17 |
59 |
2 285,00 |
2 335,14 |
17 |
2 805,00 |
2 840,31 |
76 |
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 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,51 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,06 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,37 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,46 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,57 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,49 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,70 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,67 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,54 |
99,50 |
99,520 |
99,550 |
99,520 |
99,550 |
99,547 |
70 000 |
70,81 |
5 |
PS0721 |
PL0000109153 |
98,33 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,99 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,91 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,49 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,85 |
98,65 |
98,650 |
98,840 |
98,650 |
98,840 |
98,777 |
30 000 |
29,67 |
2 |
DS1023 |
PL0000107264 |
105,72 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,15 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
5 000 |
5,09 |
1 |
DS0726 |
PL0000108866 |
93,95 |
93,75 |
93,780 |
93,950 |
93,780 |
93,950 |
93,865 |
10 000 |
9,53 |
2 |
DS0727 |
PL0000109427 |
92,45 |
92,15 |
92,230 |
92,500 |
92,100 |
92,500 |
92,334 |
220 000 |
206,21 |
34 |
WS0428 |
PL0000107611 |
93,17 |
93,10 |
93,210 |
93,210 |
93,210 |
93,210 |
93,210 |
5 000 |
4,77 |
1 |
WS0429 |
PL0000105391 |
121,70 |
121,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,00 |
137,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
100,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,16 |
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 |
100,50 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,36 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,75 |
99,73 |
99,730 |
99,750 |
99,730 |
99,750 |
99,739 |
130 000 |
130,19 |
11 |
WZ0124 |
PL0000107454 |
99,27 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,64 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
50 000 |
48,90 |
3 |
WZ0528 |
PL0000110383 |
96,00 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
520 000 |
505,17 |
59 |
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 |
100,49 |
100,61 |
1,36 |
1,10 |
100,55 |
1,23 |
OK1018 |
PL0000109062 |
99,03 |
99,17 |
1,41 |
1,21 |
99,10 |
1,31 |
WZ0119 |
PL0000107603 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,34 |
98,47 |
1,41 |
1,30 |
98,41 |
1,35 |
PS0719 |
PL0000108148 |
102,44 |
102,59 |
1,52 |
1,42 |
102,52 |
1,47 |
DS1019 |
PL0000105441 |
106,54 |
106,65 |
1,55 |
1,49 |
106,60 |
1,52 |
WZ0120 |
PL0000108601 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,56 |
1,76 |
1,70 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,65 |
95,75 |
1,84 |
1,79 |
95,70 |
1,81 |
DS1020 |
PL0000106126 |
108,62 |
108,84 |
1,93 |
1,85 |
108,73 |
1,89 |
WZ0121 |
PL0000106068 |
100,33 |
100,55 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,54 |
2,20 |
2,15 |
99,46 |
2,17 |
PS0721 |
PL0000109153 |
98,20 |
98,38 |
2,30 |
2,24 |
98,29 |
2,27 |
DS1021 |
PL0000106670 |
111,87 |
112,13 |
2,35 |
2,28 |
112,00 |
2,32 |
PS0422 |
PL0000109492 |
98,73 |
98,94 |
2,57 |
2,52 |
98,84 |
2,54 |
WS0922 |
PL0000102646 |
113,27 |
113,56 |
2,65 |
2,58 |
113,42 |
2,61 |
WZ1122 |
PL0000109377 |
99,62 |
99,80 |
--- |
--- |
99,71 |
--- |
PS0123 |
PL0000110151 |
98,53 |
98,72 |
2,82 |
2,78 |
98,63 |
2,80 |
IZ0823 |
PL0000105359 |
110,95 |
111,91 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
105,39 |
105,64 |
2,95 |
2,91 |
105,52 |
2,93 |
WZ0124 |
PL0000107454 |
99,06 |
99,43 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
99,76 |
100,13 |
3,28 |
3,23 |
99,95 |
3,25 |
WZ0126 |
PL0000108817 |
97,48 |
97,84 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
93,41 |
93,83 |
3,41 |
3,35 |
93,62 |
3,38 |
DS0727 |
PL0000109427 |
92,06 |
92,31 |
3,50 |
3,47 |
92,19 |
3,48 |
WZ0528 |
PL0000110383 |
95,86 |
96,15 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
121,13 |
121,95 |
3,44 |
3,36 |
121,54 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,50 |
100,61 |
1,34 |
1,10 |
100,56 |
1,21 |
OK1018 |
PL0000109062 |
99,04 |
99,17 |
1,40 |
1,21 |
99,11 |
1,30 |
WZ0119 |
PL0000107603 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,35 |
98,46 |
1,41 |
1,31 |
98,41 |
1,35 |
PS0719 |
PL0000108148 |
102,45 |
102,59 |
1,51 |
1,42 |
102,52 |
1,47 |
DS1019 |
PL0000105441 |
106,55 |
106,67 |
1,55 |
1,48 |
106,61 |
1,51 |
WZ0120 |
PL0000108601 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,55 |
1,75 |
1,71 |
99,51 |
1,73 |
OK0720 |
PL0000110375 |
95,66 |
95,77 |
1,83 |
1,78 |
95,72 |
1,81 |
DS1020 |
PL0000106126 |
108,64 |
108,80 |
1,92 |
1,86 |
108,72 |
1,89 |
WZ0121 |
PL0000106068 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,57 |
2,17 |
2,14 |
99,52 |
2,15 |
PS0721 |
PL0000109153 |
98,28 |
98,45 |
2,27 |
2,22 |
98,37 |
2,24 |
DS1021 |
PL0000106670 |
111,97 |
112,21 |
2,32 |
2,26 |
112,09 |
2,29 |
PS0422 |
PL0000109492 |
98,87 |
99,10 |
2,53 |
2,48 |
98,99 |
2,50 |
WS0922 |
PL0000102646 |
113,47 |
113,74 |
2,60 |
2,54 |
113,61 |
2,57 |
WZ1122 |
PL0000109377 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0123 |
PL0000110151 |
98,79 |
98,94 |
2,76 |
2,73 |
98,87 |
2,75 |
IZ0823 |
PL0000105359 |
110,92 |
111,89 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
105,66 |
105,87 |
2,90 |
2,86 |
105,77 |
2,88 |
WZ0124 |
PL0000107454 |
99,16 |
99,39 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
100,11 |
100,34 |
3,23 |
3,19 |
100,23 |
3,21 |
WZ0126 |
PL0000108817 |
97,56 |
97,79 |
--- |
--- |
97,68 |
--- |
DS0726 |
PL0000108866 |
93,83 |
94,07 |
3,35 |
3,31 |
93,95 |
3,33 |
DS0727 |
PL0000109427 |
92,35 |
92,58 |
3,46 |
3,43 |
92,47 |
3,44 |
WZ0528 |
PL0000110383 |
95,88 |
96,15 |
--- |
--- |
96,02 |
--- |
WS0429 |
PL0000105391 |
121,61 |
122,32 |
3,39 |
3,32 |
121,97 |
3,36 |
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 |
1,450 |
1,450 |
1,450 |
90 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
85 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,470 |
1,461 |
145 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
85 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
125 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
785 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,550 |
1,600 |
1,583 |
1 500 |
TOTAL |
1 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.