2018-02-16 |
MARKET DATA |
No 33 (3316) |
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 |
1 470,00 |
1 428,56 |
57 |
945,00 |
945,39 |
9 |
2 415,00 |
2 373,95 |
66 |
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 |
100,39 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,49 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,08 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,38 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,48 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,52 |
106,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,53 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,89 |
95,79 |
95,830 |
95,890 |
95,830 |
95,870 |
95,866 |
470 000 |
450,57 |
14 |
DS1020 |
PL0000106126 |
108,79 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,70 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,56 |
98,53 |
98,600 |
98,610 |
98,600 |
98,610 |
98,609 |
75 000 |
74,71 |
3 |
DS1021 |
PL0000106670 |
112,19 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,13 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,77 |
113,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,07 |
98,99 |
99,000 |
99,100 |
99,000 |
99,100 |
99,086 |
35 000 |
34,74 |
3 |
DS1023 |
PL0000107264 |
106,05 |
106,02 |
106,100 |
106,100 |
106,100 |
106,100 |
106,100 |
110 000 |
118,13 |
2 |
DS0725 |
PL0000108197 |
100,44 |
100,36 |
100,430 |
100,430 |
100,360 |
100,360 |
100,395 |
20 000 |
20,45 |
2 |
DS0726 |
PL0000108866 |
94,35 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,10 |
92,84 |
92,840 |
93,140 |
92,800 |
93,130 |
93,027 |
430 000 |
406,20 |
22 |
WS0428 |
PL0000107611 |
93,82 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,70 |
122,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
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 |
111,35 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,93 |
99,93 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
99,51 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,00 |
97,88 |
97,900 |
98,000 |
97,900 |
97,950 |
97,949 |
310 000 |
304,05 |
9 |
WZ0528 |
PL0000110383 |
96,25 |
96,20 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
10 000 |
9,66 |
1 |
TOTAL |
1 470 000 |
1 428,56 |
57 |
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 |
100,46 |
100,57 |
1,39 |
1,14 |
100,52 |
1,25 |
OK1018 |
PL0000109062 |
99,06 |
99,19 |
1,40 |
1,21 |
99,13 |
1,30 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,50 |
1,41 |
1,29 |
98,44 |
1,35 |
PS0719 |
PL0000108148 |
102,44 |
102,58 |
1,50 |
1,40 |
102,51 |
1,45 |
DS1019 |
PL0000105441 |
106,48 |
106,60 |
1,55 |
1,48 |
106,54 |
1,51 |
WZ0120 |
PL0000108601 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,57 |
1,76 |
1,70 |
99,51 |
1,73 |
OK0720 |
PL0000110375 |
95,73 |
95,86 |
1,81 |
1,76 |
95,80 |
1,78 |
DS1020 |
PL0000106126 |
108,66 |
108,86 |
1,90 |
1,82 |
108,76 |
1,86 |
WZ0121 |
PL0000106068 |
100,49 |
100,71 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,60 |
99,75 |
2,13 |
2,08 |
99,68 |
2,10 |
PS0721 |
PL0000109153 |
98,46 |
98,62 |
2,22 |
2,17 |
98,54 |
2,19 |
DS1021 |
PL0000106670 |
112,05 |
112,30 |
2,29 |
2,22 |
112,18 |
2,25 |
PS0422 |
PL0000109492 |
98,99 |
99,23 |
2,51 |
2,44 |
99,11 |
2,47 |
WS0922 |
PL0000102646 |
113,57 |
113,85 |
2,57 |
2,51 |
113,71 |
2,54 |
WZ1122 |
PL0000109377 |
99,80 |
99,98 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
98,88 |
99,07 |
2,74 |
2,70 |
98,98 |
2,72 |
IZ0823 |
PL0000105359 |
110,94 |
111,83 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
105,77 |
106,05 |
2,88 |
2,83 |
105,91 |
2,85 |
WZ0124 |
PL0000107454 |
99,31 |
99,66 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
100,31 |
100,60 |
3,20 |
3,15 |
100,46 |
3,18 |
WZ0126 |
PL0000108817 |
97,74 |
97,97 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
94,06 |
94,40 |
3,32 |
3,27 |
94,23 |
3,29 |
DS0727 |
PL0000109427 |
92,68 |
92,96 |
3,42 |
3,38 |
92,82 |
3,40 |
WZ0528 |
PL0000110383 |
96,01 |
96,32 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
122,10 |
122,69 |
3,34 |
3,29 |
122,40 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,46 |
100,58 |
1,39 |
1,11 |
100,52 |
1,25 |
OK1018 |
PL0000109062 |
99,07 |
99,18 |
1,39 |
1,22 |
99,13 |
1,30 |
WZ0119 |
PL0000107603 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,49 |
1,42 |
1,30 |
98,43 |
1,36 |
PS0719 |
PL0000108148 |
102,45 |
102,56 |
1,49 |
1,42 |
102,51 |
1,45 |
DS1019 |
PL0000105441 |
106,50 |
106,60 |
1,54 |
1,48 |
106,55 |
1,51 |
WZ0120 |
PL0000108601 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,51 |
99,69 |
1,73 |
1,64 |
99,60 |
1,69 |
OK0720 |
PL0000110375 |
95,84 |
95,97 |
1,77 |
1,71 |
95,91 |
1,74 |
DS1020 |
PL0000106126 |
108,77 |
108,94 |
1,86 |
1,79 |
108,86 |
1,82 |
WZ0121 |
PL0000106068 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,67 |
99,81 |
2,11 |
2,06 |
99,74 |
2,08 |
PS0721 |
PL0000109153 |
98,53 |
98,69 |
2,20 |
2,15 |
98,61 |
2,17 |
DS1021 |
PL0000106670 |
112,16 |
112,38 |
2,26 |
2,20 |
112,27 |
2,23 |
PS0422 |
PL0000109492 |
99,10 |
99,27 |
2,48 |
2,43 |
99,19 |
2,45 |
WS0922 |
PL0000102646 |
113,76 |
114,04 |
2,53 |
2,47 |
113,90 |
2,50 |
WZ1122 |
PL0000109377 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
99,03 |
99,23 |
2,71 |
2,67 |
99,13 |
2,69 |
IZ0823 |
PL0000105359 |
110,93 |
111,87 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,02 |
106,31 |
2,83 |
2,78 |
106,17 |
2,81 |
WZ0124 |
PL0000107454 |
99,43 |
99,74 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
100,40 |
100,81 |
3,18 |
3,12 |
100,61 |
3,15 |
WZ0126 |
PL0000108817 |
97,85 |
98,08 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,54 |
3,28 |
3,25 |
94,42 |
3,26 |
DS0727 |
PL0000109427 |
93,01 |
93,25 |
3,38 |
3,34 |
93,13 |
3,36 |
WZ0528 |
PL0000110383 |
96,13 |
96,47 |
--- |
--- |
96,30 |
--- |
WS0429 |
PL0000105391 |
122,47 |
123,12 |
3,31 |
3,25 |
122,80 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
100 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
5 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
300 |
DS0726 |
PL0000108866 |
3/7 |
4 |
1,400 |
1,400 |
1,400 |
300 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
65 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
5 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
145 |
TOTAL |
945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.