2018-02-15 |
MARKET DATA |
No 32 (3315) |
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 |
255,00 |
249,78 |
23 |
340,00 |
345,70 |
5 |
595,00 |
595,49 |
28 |
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 |
100,41 |
100,55 |
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 |
99,09 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,38 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,48 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,52 |
106,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,48 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,80 |
95,79 |
95,800 |
95,800 |
95,800 |
95,800 |
95,800 |
5 000 |
4,79 |
1 |
DS1020 |
PL0000106126 |
108,74 |
108,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,64 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,51 |
98,51 |
98,510 |
98,510 |
98,510 |
98,510 |
98,510 |
60 000 |
59,71 |
6 |
DS1021 |
PL0000106670 |
112,10 |
112,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,03 |
99,05 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
10 000 |
10,09 |
1 |
WS0922 |
PL0000102646 |
113,63 |
113,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,99 |
98,83 |
98,830 |
98,970 |
98,830 |
98,970 |
98,887 |
75 000 |
74,29 |
7 |
DS1023 |
PL0000107264 |
105,87 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,43 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,20 |
94,10 |
93,970 |
93,970 |
93,970 |
93,970 |
93,970 |
10 000 |
9,54 |
1 |
DS0727 |
PL0000109427 |
92,82 |
92,60 |
92,750 |
92,820 |
92,750 |
92,820 |
92,771 |
45 000 |
42,39 |
5 |
WS0428 |
PL0000107611 |
93,57 |
93,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,38 |
121,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,45 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,82 |
97,82 |
97,820 |
97,820 |
97,820 |
97,820 |
97,820 |
50 000 |
48,97 |
2 |
WZ0528 |
PL0000110383 |
96,12 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
249,78 |
23 |
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 |
100,59 |
1,35 |
1,10 |
100,54 |
1,21 |
OK1018 |
PL0000109062 |
99,06 |
99,19 |
1,40 |
1,20 |
99,13 |
1,29 |
WZ0119 |
PL0000107603 |
100,42 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,50 |
1,41 |
1,29 |
98,43 |
1,35 |
PS0719 |
PL0000108148 |
102,45 |
102,57 |
1,50 |
1,41 |
102,51 |
1,46 |
DS1019 |
PL0000105441 |
106,50 |
106,63 |
1,54 |
1,47 |
106,57 |
1,50 |
WZ0120 |
PL0000108601 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,43 |
99,58 |
1,77 |
1,69 |
99,51 |
1,73 |
OK0720 |
PL0000110375 |
95,70 |
95,85 |
1,83 |
1,76 |
95,78 |
1,79 |
DS1020 |
PL0000106126 |
108,61 |
108,81 |
1,92 |
1,84 |
108,71 |
1,88 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
99,55 |
99,70 |
2,15 |
2,10 |
99,63 |
2,12 |
PS0721 |
PL0000109153 |
98,42 |
98,60 |
2,23 |
2,18 |
98,51 |
2,20 |
DS1021 |
PL0000106670 |
111,98 |
112,24 |
2,31 |
2,24 |
112,11 |
2,28 |
PS0422 |
PL0000109492 |
98,92 |
99,16 |
2,52 |
2,46 |
99,04 |
2,49 |
WS0922 |
PL0000102646 |
113,47 |
113,75 |
2,59 |
2,53 |
113,61 |
2,56 |
WZ1122 |
PL0000109377 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0123 |
PL0000110151 |
98,69 |
98,98 |
2,79 |
2,72 |
98,84 |
2,75 |
IZ0823 |
PL0000105359 |
110,92 |
111,79 |
--- |
--- |
111,36 |
--- |
DS1023 |
PL0000107264 |
105,59 |
105,89 |
2,91 |
2,86 |
105,74 |
2,89 |
WZ0124 |
PL0000107454 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
100,21 |
100,46 |
3,21 |
3,18 |
100,34 |
3,19 |
WZ0126 |
PL0000108817 |
97,55 |
97,94 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
93,90 |
94,18 |
3,34 |
3,30 |
94,04 |
3,32 |
DS0727 |
PL0000109427 |
92,48 |
92,73 |
3,44 |
3,41 |
92,61 |
3,43 |
WZ0528 |
PL0000110383 |
95,94 |
96,26 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
121,91 |
122,37 |
3,36 |
3,32 |
122,14 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,47 |
100,59 |
1,37 |
1,10 |
100,53 |
1,23 |
OK1018 |
PL0000109062 |
99,06 |
99,19 |
1,40 |
1,20 |
99,13 |
1,29 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,49 |
1,41 |
1,30 |
98,43 |
1,35 |
PS0719 |
PL0000108148 |
102,45 |
102,57 |
1,50 |
1,41 |
102,51 |
1,46 |
DS1019 |
PL0000105441 |
106,50 |
106,61 |
1,54 |
1,48 |
106,56 |
1,51 |
WZ0120 |
PL0000108601 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,46 |
99,59 |
1,75 |
1,69 |
99,53 |
1,72 |
OK0720 |
PL0000110375 |
95,74 |
95,86 |
1,81 |
1,76 |
95,80 |
1,78 |
DS1020 |
PL0000106126 |
108,71 |
108,86 |
1,88 |
1,83 |
108,79 |
1,85 |
WZ0121 |
PL0000106068 |
100,49 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,61 |
99,74 |
2,13 |
2,08 |
99,68 |
2,10 |
PS0721 |
PL0000109153 |
98,46 |
98,62 |
2,22 |
2,17 |
98,54 |
2,19 |
DS1021 |
PL0000106670 |
112,07 |
112,31 |
2,29 |
2,22 |
112,19 |
2,25 |
PS0422 |
PL0000109492 |
99,00 |
99,23 |
2,50 |
2,44 |
99,12 |
2,47 |
WS0922 |
PL0000102646 |
113,58 |
113,83 |
2,57 |
2,52 |
113,71 |
2,54 |
WZ1122 |
PL0000109377 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0123 |
PL0000110151 |
98,92 |
99,07 |
2,74 |
2,70 |
99,00 |
2,72 |
IZ0823 |
PL0000105359 |
110,93 |
111,80 |
--- |
--- |
111,37 |
--- |
DS1023 |
PL0000107264 |
105,81 |
106,03 |
2,87 |
2,83 |
105,92 |
2,85 |
WZ0124 |
PL0000107454 |
99,37 |
99,63 |
--- |
--- |
99,50 |
--- |
DS0725 |
PL0000108197 |
100,31 |
100,60 |
3,20 |
3,15 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
97,72 |
97,91 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
94,14 |
94,43 |
3,30 |
3,26 |
94,29 |
3,28 |
DS0727 |
PL0000109427 |
92,74 |
92,99 |
3,41 |
3,38 |
92,87 |
3,39 |
WZ0528 |
PL0000110383 |
96,01 |
96,28 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
122,11 |
122,72 |
3,34 |
3,28 |
122,42 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
50 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
TOTAL |
340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.