2018-02-19 |
MARKET DATA |
No 34 (3317) |
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 |
570,00 |
565,11 |
31 |
1 290,00 |
1 330,72 |
13 |
1 860,00 |
1 895,83 |
44 |
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 |
100,47 |
100,55 |
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 |
98,39 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,46 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,50 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,51 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,83 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,80 |
108,84 |
108,800 |
108,800 |
108,800 |
108,800 |
108,800 |
10 000 |
11,05 |
1 |
PS0421 |
PL0000108916 |
99,67 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,55 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,16 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,11 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,77 |
113,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,06 |
98,23 |
99,060 |
99,060 |
98,900 |
98,910 |
98,947 |
535 000 |
530,35 |
27 |
DS1023 |
PL0000107264 |
106,02 |
106,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,32 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,04 |
92,88 |
92,920 |
92,920 |
92,880 |
92,880 |
92,900 |
20 000 |
18,87 |
2 |
WS0428 |
PL0000107611 |
93,82 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,69 |
122,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
139,34 |
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 |
111,25 |
111,63 |
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 |
100,62 |
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 |
99,88 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,94 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,25 |
96,30 |
96,250 |
96,250 |
96,250 |
96,250 |
96,250 |
5 000 |
4,83 |
1 |
TOTAL |
570 000 |
565,11 |
31 |
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 |
100,45 |
100,56 |
1,41 |
1,15 |
100,51 |
1,27 |
OK1018 |
PL0000109062 |
99,06 |
99,20 |
1,41 |
1,20 |
99,13 |
1,30 |
WZ0119 |
PL0000107603 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,52 |
1,42 |
1,28 |
98,44 |
1,35 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,52 |
1,44 |
102,47 |
1,48 |
DS1019 |
PL0000105441 |
106,48 |
106,62 |
1,54 |
1,46 |
106,55 |
1,50 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,49 |
99,68 |
1,74 |
1,65 |
99,59 |
1,69 |
OK0720 |
PL0000110375 |
95,79 |
95,98 |
1,79 |
1,71 |
95,89 |
1,75 |
DS1020 |
PL0000106126 |
108,74 |
108,91 |
1,86 |
1,80 |
108,83 |
1,83 |
WZ0121 |
PL0000106068 |
100,48 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
99,64 |
99,83 |
2,12 |
2,05 |
99,74 |
2,08 |
PS0721 |
PL0000109153 |
98,52 |
98,72 |
2,20 |
2,14 |
98,62 |
2,17 |
DS1021 |
PL0000106670 |
112,13 |
112,38 |
2,27 |
2,20 |
112,26 |
2,23 |
PS0422 |
PL0000109492 |
99,07 |
99,32 |
2,48 |
2,42 |
99,20 |
2,45 |
WS0922 |
PL0000102646 |
113,69 |
113,97 |
2,54 |
2,48 |
113,83 |
2,51 |
WZ1122 |
PL0000109377 |
99,81 |
100,01 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
98,98 |
99,16 |
2,72 |
2,68 |
99,07 |
2,70 |
IZ0823 |
PL0000105359 |
110,91 |
111,87 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
105,92 |
106,22 |
2,85 |
2,80 |
106,07 |
2,82 |
WZ0124 |
PL0000107454 |
99,40 |
99,75 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
100,34 |
100,78 |
3,19 |
3,13 |
100,56 |
3,16 |
WZ0126 |
PL0000108817 |
97,83 |
98,15 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
94,15 |
94,58 |
3,30 |
3,24 |
94,37 |
3,27 |
DS0727 |
PL0000109427 |
92,90 |
93,22 |
3,39 |
3,35 |
93,06 |
3,37 |
WS0428 |
PL0000107611 |
93,78 |
94,15 |
3,48 |
3,44 |
93,97 |
3,46 |
WZ0528 |
PL0000110383 |
96,14 |
96,51 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
122,39 |
123,06 |
3,32 |
3,25 |
122,73 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,46 |
100,57 |
1,38 |
1,13 |
100,52 |
1,24 |
OK1018 |
PL0000109062 |
99,06 |
99,18 |
1,41 |
1,23 |
99,12 |
1,32 |
WZ0119 |
PL0000107603 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,48 |
1,42 |
1,31 |
98,42 |
1,37 |
PS0719 |
PL0000108148 |
102,41 |
102,50 |
1,52 |
1,46 |
102,46 |
1,48 |
DS1019 |
PL0000105441 |
106,47 |
106,55 |
1,55 |
1,50 |
106,51 |
1,53 |
WZ0120 |
PL0000108601 |
100,50 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,48 |
99,63 |
1,74 |
1,67 |
99,56 |
1,71 |
OK0720 |
PL0000110375 |
95,77 |
95,91 |
1,80 |
1,74 |
95,84 |
1,77 |
DS1020 |
PL0000106126 |
108,76 |
108,90 |
1,86 |
1,80 |
108,83 |
1,83 |
WZ0121 |
PL0000106068 |
100,50 |
100,70 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,53 |
99,72 |
2,15 |
2,09 |
99,63 |
2,12 |
PS0721 |
PL0000109153 |
98,42 |
98,59 |
2,23 |
2,18 |
98,51 |
2,20 |
DS1021 |
PL0000106670 |
112,03 |
112,29 |
2,29 |
2,22 |
112,16 |
2,26 |
PS0422 |
PL0000109492 |
98,93 |
99,07 |
2,52 |
2,48 |
99,00 |
2,50 |
WS0922 |
PL0000102646 |
113,57 |
113,81 |
2,57 |
2,52 |
113,69 |
2,54 |
WZ1122 |
PL0000109377 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
98,86 |
98,99 |
2,75 |
2,72 |
98,93 |
2,73 |
IZ0823 |
PL0000105359 |
110,96 |
111,89 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
105,78 |
106,05 |
2,88 |
2,83 |
105,92 |
2,85 |
WZ0124 |
PL0000107454 |
99,43 |
99,74 |
--- |
--- |
99,59 |
--- |
DS0725 |
PL0000108197 |
100,25 |
100,59 |
3,21 |
3,16 |
100,42 |
3,18 |
WZ0126 |
PL0000108817 |
97,82 |
98,09 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
94,06 |
94,36 |
3,32 |
3,27 |
94,21 |
3,30 |
DS0727 |
PL0000109427 |
92,75 |
93,00 |
3,41 |
3,38 |
92,88 |
3,39 |
WS0428 |
PL0000107611 |
93,67 |
94,03 |
3,50 |
3,45 |
93,85 |
3,47 |
WZ0528 |
PL0000110383 |
96,14 |
96,47 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
122,20 |
122,86 |
3,33 |
3,27 |
122,53 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,370 |
1,380 |
1,378 |
320 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
85 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
105 |
TOTAL |
790 |
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 |
1,450 |
1,450 |
1,450 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.