2018-02-13 |
MARKET DATA |
No 30 (3313) |
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 |
725,00 |
717,52 |
43 |
980,00 |
1 025,28 |
9 |
1 705,00 |
1 742,80 |
52 |
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 |
100,46 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,50 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,08 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,39 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,48 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,58 |
106,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,47 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,72 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,68 |
108,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,57 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,80 |
98,45 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
35 000 |
34,78 |
3 |
DS1021 |
PL0000106670 |
112,08 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,03 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,70 |
113,69 |
113,640 |
113,640 |
113,640 |
113,640 |
113,640 |
20 000 |
23,18 |
2 |
PS0123 |
PL0000110151 |
98,98 |
98,94 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
10 000 |
9,90 |
1 |
DS1023 |
PL0000107264 |
105,86 |
105,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,40 |
100,490 |
100,510 |
100,450 |
100,450 |
100,486 |
45 000 |
46,04 |
3 |
DS0726 |
PL0000108866 |
94,12 |
94,08 |
94,050 |
94,050 |
94,050 |
94,050 |
94,050 |
5 000 |
4,77 |
1 |
DS0727 |
PL0000109427 |
92,84 |
92,58 |
92,600 |
92,830 |
92,600 |
92,690 |
92,727 |
185 000 |
174,14 |
20 |
WS0428 |
PL0000107611 |
93,73 |
93,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,32 |
122,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,19 |
138,85 |
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 |
100,46 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,49 |
100,490 |
100,520 |
100,490 |
100,520 |
100,510 |
250 000 |
251,54 |
5 |
WZ1122 |
PL0000109377 |
99,82 |
99,78 |
99,780 |
99,790 |
99,780 |
99,790 |
99,786 |
60 000 |
60,12 |
2 |
WZ0124 |
PL0000107454 |
99,40 |
99,34 |
99,410 |
99,420 |
99,410 |
99,420 |
99,415 |
30 000 |
29,86 |
2 |
WZ0126 |
PL0000108817 |
97,76 |
97,72 |
97,720 |
97,800 |
97,720 |
97,800 |
97,755 |
85 000 |
83,18 |
4 |
WZ0528 |
PL0000110383 |
96,07 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
725 000 |
717,52 |
43 |
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 |
100,48 |
100,60 |
1,38 |
1,11 |
100,54 |
1,24 |
OK1018 |
PL0000109062 |
99,04 |
99,16 |
1,40 |
1,23 |
99,10 |
1,32 |
WZ0119 |
PL0000107603 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,48 |
1,39 |
1,30 |
98,43 |
1,34 |
PS0719 |
PL0000108148 |
102,46 |
102,59 |
1,50 |
1,41 |
102,53 |
1,46 |
DS1019 |
PL0000105441 |
106,54 |
106,64 |
1,54 |
1,49 |
106,59 |
1,52 |
WZ0120 |
PL0000108601 |
100,47 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,56 |
1,76 |
1,70 |
99,51 |
1,73 |
OK0720 |
PL0000110375 |
95,68 |
95,78 |
1,83 |
1,78 |
95,73 |
1,80 |
DS1020 |
PL0000106126 |
108,62 |
108,85 |
1,93 |
1,84 |
108,74 |
1,88 |
WZ0121 |
PL0000106068 |
100,33 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
99,45 |
99,62 |
2,18 |
2,12 |
99,54 |
2,15 |
PS0721 |
PL0000109153 |
98,31 |
98,49 |
2,26 |
2,21 |
98,40 |
2,24 |
DS1021 |
PL0000106670 |
112,00 |
112,27 |
2,31 |
2,24 |
112,14 |
2,28 |
PS0422 |
PL0000109492 |
98,93 |
99,18 |
2,52 |
2,46 |
99,06 |
2,49 |
WS0922 |
PL0000102646 |
113,64 |
113,85 |
2,56 |
2,52 |
113,75 |
2,54 |
WZ1122 |
PL0000109377 |
99,70 |
99,85 |
--- |
--- |
99,78 |
--- |
PS0123 |
PL0000110151 |
98,83 |
99,03 |
2,75 |
2,71 |
98,93 |
2,73 |
IZ0823 |
PL0000105359 |
110,99 |
111,88 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,73 |
105,98 |
2,89 |
2,84 |
105,86 |
2,87 |
WZ0124 |
PL0000107454 |
99,20 |
99,44 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
100,27 |
100,55 |
3,20 |
3,16 |
100,41 |
3,18 |
WZ0126 |
PL0000108817 |
97,58 |
97,84 |
--- |
--- |
97,71 |
--- |
DS0726 |
PL0000108866 |
93,92 |
94,30 |
3,34 |
3,28 |
94,11 |
3,31 |
DS0727 |
PL0000109427 |
92,56 |
92,79 |
3,43 |
3,40 |
92,68 |
3,42 |
WZ0528 |
PL0000110383 |
95,92 |
96,24 |
--- |
--- |
96,08 |
--- |
WS0429 |
PL0000105391 |
121,96 |
122,57 |
3,36 |
3,30 |
122,27 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,49 |
100,60 |
1,36 |
1,11 |
100,55 |
1,22 |
OK1018 |
PL0000109062 |
99,06 |
99,17 |
1,37 |
1,21 |
99,12 |
1,29 |
WZ0119 |
PL0000107603 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,47 |
1,40 |
1,31 |
98,42 |
1,35 |
PS0719 |
PL0000108148 |
102,46 |
102,56 |
1,50 |
1,44 |
102,51 |
1,47 |
DS1019 |
PL0000105441 |
106,54 |
106,64 |
1,54 |
1,49 |
106,59 |
1,52 |
WZ0120 |
PL0000108601 |
100,49 |
100,58 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,56 |
1,76 |
1,70 |
99,50 |
1,73 |
OK0720 |
PL0000110375 |
95,68 |
95,78 |
1,83 |
1,78 |
95,73 |
1,80 |
DS1020 |
PL0000106126 |
108,63 |
108,78 |
1,92 |
1,87 |
108,71 |
1,89 |
WZ0121 |
PL0000106068 |
100,48 |
100,58 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
99,49 |
99,62 |
2,16 |
2,12 |
99,56 |
2,14 |
PS0721 |
PL0000109153 |
98,35 |
98,49 |
2,25 |
2,21 |
98,42 |
2,23 |
DS1021 |
PL0000106670 |
112,01 |
112,27 |
2,31 |
2,24 |
112,14 |
2,28 |
PS0422 |
PL0000109492 |
98,93 |
99,18 |
2,52 |
2,46 |
99,06 |
2,49 |
WS0922 |
PL0000102646 |
113,56 |
113,74 |
2,58 |
2,54 |
113,65 |
2,56 |
WZ1122 |
PL0000109377 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0123 |
PL0000110151 |
98,86 |
99,01 |
2,75 |
2,71 |
98,94 |
2,73 |
IZ0823 |
PL0000105359 |
110,82 |
111,97 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
105,78 |
105,99 |
2,88 |
2,84 |
105,89 |
2,86 |
WZ0124 |
PL0000107454 |
99,31 |
99,51 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
100,22 |
100,51 |
3,21 |
3,17 |
100,37 |
3,19 |
WZ0126 |
PL0000108817 |
97,66 |
97,90 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
93,96 |
94,21 |
3,33 |
3,29 |
94,09 |
3,31 |
DS0727 |
PL0000109427 |
92,57 |
92,77 |
3,43 |
3,41 |
92,67 |
3,42 |
WZ0528 |
PL0000110383 |
95,96 |
96,25 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
121,90 |
122,51 |
3,36 |
3,31 |
122,21 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
75 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
120 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,420 |
1,430 |
1,422 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
300 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
TOTAL |
980 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.