2018-02-14 |
MARKET DATA |
No 31 (3314) |
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 |
1 230,00 |
1 195,20 |
51 |
2 085,00 |
2 114,72 |
13 |
3 315,00 |
3 309,92 |
64 |
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 |
100,45 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,52 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,10 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,39 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,49 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,58 |
106,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,49 |
99,47 |
99,490 |
99,490 |
99,470 |
99,470 |
99,480 |
215 000 |
216,51 |
6 |
OK0720 |
PL0000110375 |
95,80 |
95,74 |
95,740 |
95,800 |
95,740 |
95,790 |
95,793 |
675 000 |
646,60 |
19 |
DS1020 |
PL0000106126 |
108,75 |
108,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,64 |
99,62 |
99,660 |
99,680 |
99,640 |
99,640 |
99,670 |
60 000 |
60,78 |
5 |
PS0721 |
PL0000109153 |
98,53 |
98,48 |
98,530 |
98,530 |
98,520 |
98,520 |
98,525 |
20 000 |
19,90 |
2 |
DS1021 |
PL0000106670 |
112,15 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,11 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,69 |
113,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,98 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,90 |
105,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,51 |
100,40 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
5 000 |
5,12 |
1 |
DS0726 |
PL0000108866 |
94,21 |
94,15 |
94,210 |
94,210 |
94,210 |
94,210 |
94,210 |
5 000 |
4,78 |
1 |
DS0727 |
PL0000109427 |
92,85 |
92,63 |
92,800 |
92,880 |
92,580 |
92,800 |
92,763 |
150 000 |
141,26 |
16 |
WS0428 |
PL0000107611 |
93,64 |
93,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,42 |
122,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,54 |
138,77 |
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 |
100,45 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,84 |
99,85 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
100 000 |
100,25 |
1 |
WZ0124 |
PL0000107454 |
99,43 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,74 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,09 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 230 000 |
1 195,20 |
51 |
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 |
100,60 |
1,35 |
1,10 |
100,55 |
1,21 |
OK1018 |
PL0000109062 |
99,08 |
99,18 |
1,35 |
1,20 |
99,13 |
1,28 |
WZ0119 |
PL0000107603 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,35 |
98,47 |
1,41 |
1,31 |
98,41 |
1,36 |
PS0719 |
PL0000108148 |
102,45 |
102,57 |
1,51 |
1,42 |
102,51 |
1,47 |
DS1019 |
PL0000105441 |
106,53 |
106,64 |
1,54 |
1,48 |
106,59 |
1,51 |
WZ0120 |
PL0000108601 |
100,48 |
100,59 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,41 |
99,57 |
1,77 |
1,70 |
99,49 |
1,74 |
OK0720 |
PL0000110375 |
95,68 |
95,78 |
1,83 |
1,78 |
95,73 |
1,81 |
DS1020 |
PL0000106126 |
108,62 |
108,81 |
1,92 |
1,85 |
108,72 |
1,89 |
WZ0121 |
PL0000106068 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
99,51 |
99,65 |
2,16 |
2,11 |
99,58 |
2,13 |
PS0721 |
PL0000109153 |
98,36 |
98,51 |
2,25 |
2,20 |
98,44 |
2,22 |
DS1021 |
PL0000106670 |
112,00 |
112,27 |
2,31 |
2,24 |
112,14 |
2,27 |
PS0422 |
PL0000109492 |
98,98 |
99,20 |
2,51 |
2,45 |
99,09 |
2,48 |
WS0922 |
PL0000102646 |
113,55 |
113,83 |
2,58 |
2,52 |
113,69 |
2,55 |
WZ1122 |
PL0000109377 |
99,77 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0123 |
PL0000110151 |
98,84 |
99,04 |
2,75 |
2,71 |
98,94 |
2,73 |
IZ0823 |
PL0000105359 |
110,91 |
111,90 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
105,72 |
106,02 |
2,89 |
2,84 |
105,87 |
2,86 |
WZ0124 |
PL0000107454 |
99,32 |
99,53 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,60 |
3,20 |
3,15 |
100,45 |
3,18 |
WZ0126 |
PL0000108817 |
97,63 |
97,87 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
93,90 |
94,33 |
3,34 |
3,28 |
94,12 |
3,31 |
DS0727 |
PL0000109427 |
92,60 |
92,88 |
3,43 |
3,39 |
92,74 |
3,41 |
WZ0528 |
PL0000110383 |
95,93 |
96,28 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
121,87 |
122,64 |
3,37 |
3,29 |
122,26 |
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 |
1,35 |
1,10 |
100,55 |
1,21 |
OK1018 |
PL0000109062 |
99,06 |
99,18 |
1,38 |
1,20 |
99,12 |
1,29 |
WZ0119 |
PL0000107603 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,49 |
1,40 |
1,29 |
98,43 |
1,34 |
PS0719 |
PL0000108148 |
102,47 |
102,55 |
1,49 |
1,44 |
102,51 |
1,47 |
DS1019 |
PL0000105441 |
106,55 |
106,64 |
1,53 |
1,48 |
106,60 |
1,50 |
WZ0120 |
PL0000108601 |
100,48 |
100,61 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,57 |
1,75 |
1,70 |
99,52 |
1,72 |
OK0720 |
PL0000110375 |
95,71 |
95,84 |
1,81 |
1,76 |
95,78 |
1,78 |
DS1020 |
PL0000106126 |
108,72 |
108,86 |
1,89 |
1,84 |
108,79 |
1,86 |
WZ0121 |
PL0000106068 |
100,48 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
99,60 |
99,70 |
2,13 |
2,10 |
99,65 |
2,11 |
PS0721 |
PL0000109153 |
98,47 |
98,58 |
2,21 |
2,18 |
98,53 |
2,20 |
DS1021 |
PL0000106670 |
112,11 |
112,30 |
2,28 |
2,23 |
112,21 |
2,26 |
PS0422 |
PL0000109492 |
99,06 |
99,20 |
2,49 |
2,45 |
99,13 |
2,47 |
WS0922 |
PL0000102646 |
113,62 |
113,82 |
2,57 |
2,52 |
113,72 |
2,55 |
WZ1122 |
PL0000109377 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0123 |
PL0000110151 |
98,86 |
99,07 |
2,75 |
2,70 |
98,97 |
2,72 |
IZ0823 |
PL0000105359 |
110,96 |
111,91 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
105,83 |
106,01 |
2,87 |
2,84 |
105,92 |
2,85 |
WZ0124 |
PL0000107454 |
99,33 |
99,55 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,52 |
3,21 |
3,17 |
100,38 |
3,19 |
WZ0126 |
PL0000108817 |
97,62 |
97,87 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
93,99 |
94,25 |
3,33 |
3,29 |
94,12 |
3,31 |
DS0727 |
PL0000109427 |
92,65 |
92,87 |
3,42 |
3,39 |
92,76 |
3,41 |
WZ0528 |
PL0000110383 |
95,98 |
96,29 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
122,13 |
122,62 |
3,34 |
3,30 |
122,38 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
200 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
60 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
190 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
210 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
210 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
1 085 |
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 |
1,510 |
1,510 |
1,510 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.