2018-02-20 |
MARKET DATA |
No 35 (3318) |
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 |
1 057,50 |
1 049,43 |
66 |
1 215,00 |
1 248,20 |
8 |
2 272,50 |
2 297,63 |
74 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,46 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,08 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,37 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,43 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,48 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,58 |
99,55 |
99,560 |
99,580 |
99,560 |
99,580 |
99,575 |
357 500 |
360,43 |
14 |
OK0720 |
PL0000110375 |
95,79 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,75 |
108,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,50 |
98,49 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
10 000 |
9,95 |
1 |
DS1021 |
PL0000106670 |
112,05 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,98 |
99,00 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
10 000 |
10,09 |
1 |
WS0922 |
PL0000102646 |
113,67 |
113,67 |
113,670 |
113,670 |
113,670 |
113,670 |
113,670 |
5 000 |
5,80 |
1 |
PS0123 |
PL0000110151 |
98,95 |
98,82 |
98,850 |
98,960 |
98,830 |
98,850 |
98,883 |
385 000 |
381,44 |
28 |
DS1023 |
PL0000107264 |
106,88 |
105,84 |
106,150 |
106,150 |
106,150 |
106,150 |
106,150 |
10 000 |
10,75 |
1 |
DS0725 |
PL0000108197 |
100,35 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,13 |
94,16 |
94,250 |
94,250 |
94,250 |
94,250 |
94,250 |
10 000 |
9,57 |
1 |
DS0727 |
PL0000109427 |
92,86 |
92,70 |
92,740 |
92,900 |
92,690 |
92,860 |
92,746 |
170 000 |
160,14 |
10 |
WS0428 |
PL0000107611 |
93,71 |
93,69 |
93,600 |
93,600 |
93,600 |
93,600 |
93,600 |
10 000 |
9,59 |
1 |
WS0429 |
PL0000105391 |
122,35 |
122,39 |
122,250 |
122,250 |
122,240 |
122,240 |
122,245 |
10 000 |
12,70 |
2 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
90,00 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,42 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,59 |
99,45 |
99,450 |
99,590 |
99,450 |
99,590 |
99,530 |
30 000 |
29,90 |
3 |
WZ0126 |
PL0000108817 |
98,00 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
50 000 |
49,07 |
3 |
WZ0528 |
PL0000110383 |
96,30 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 057 500 |
1 049,43 |
66 |
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 |
100,57 |
1,40 |
1,12 |
100,51 |
1,26 |
OK1018 |
PL0000109062 |
99,06 |
99,19 |
1,41 |
1,22 |
99,13 |
1,31 |
WZ0119 |
PL0000107603 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,35 |
98,48 |
1,43 |
1,32 |
98,42 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,50 |
1,52 |
1,45 |
102,45 |
1,49 |
DS1019 |
PL0000105441 |
106,45 |
106,55 |
1,55 |
1,50 |
106,50 |
1,53 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,45 |
99,60 |
1,76 |
1,69 |
99,53 |
1,72 |
OK0720 |
PL0000110375 |
95,76 |
95,90 |
1,80 |
1,74 |
95,83 |
1,77 |
DS1020 |
PL0000106126 |
108,70 |
108,87 |
1,87 |
1,81 |
108,79 |
1,84 |
WZ0121 |
PL0000106068 |
100,50 |
100,72 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,68 |
2,16 |
2,10 |
99,59 |
2,13 |
PS0721 |
PL0000109153 |
98,38 |
98,54 |
2,24 |
2,19 |
98,46 |
2,22 |
DS1021 |
PL0000106670 |
111,97 |
112,24 |
2,31 |
2,23 |
112,11 |
2,27 |
PS0422 |
PL0000109492 |
98,85 |
99,10 |
2,54 |
2,48 |
98,98 |
2,51 |
WS0922 |
PL0000102646 |
113,44 |
113,70 |
2,60 |
2,54 |
113,57 |
2,57 |
WZ1122 |
PL0000109377 |
99,84 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
98,70 |
98,89 |
2,78 |
2,74 |
98,80 |
2,76 |
IZ0823 |
PL0000105359 |
111,01 |
111,90 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
105,57 |
105,86 |
2,92 |
2,86 |
105,72 |
2,89 |
WZ0124 |
PL0000107454 |
99,35 |
99,74 |
--- |
--- |
99,55 |
--- |
DS0725 |
PL0000108197 |
100,03 |
100,39 |
3,24 |
3,19 |
100,21 |
3,21 |
WZ0126 |
PL0000108817 |
97,76 |
98,06 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
93,84 |
94,20 |
3,35 |
3,30 |
94,02 |
3,32 |
DS0727 |
PL0000109427 |
92,53 |
92,79 |
3,44 |
3,40 |
92,66 |
3,42 |
WS0428 |
PL0000107611 |
93,44 |
93,80 |
3,53 |
3,48 |
93,62 |
3,50 |
WZ0528 |
PL0000110383 |
96,07 |
96,40 |
--- |
--- |
96,24 |
--- |
WS0429 |
PL0000105391 |
121,86 |
122,52 |
3,37 |
3,30 |
122,19 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,45 |
100,57 |
1,40 |
1,12 |
100,51 |
1,26 |
OK1018 |
PL0000109062 |
99,07 |
99,19 |
1,40 |
1,22 |
99,13 |
1,31 |
WZ0119 |
PL0000107603 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,48 |
1,42 |
1,32 |
98,42 |
1,37 |
PS0719 |
PL0000108148 |
102,41 |
102,51 |
1,52 |
1,45 |
102,46 |
1,48 |
DS1019 |
PL0000105441 |
106,45 |
106,55 |
1,55 |
1,50 |
106,50 |
1,53 |
WZ0120 |
PL0000108601 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,51 |
99,62 |
1,73 |
1,68 |
99,57 |
1,70 |
OK0720 |
PL0000110375 |
95,74 |
95,90 |
1,81 |
1,74 |
95,82 |
1,78 |
DS1020 |
PL0000106126 |
108,73 |
108,90 |
1,86 |
1,80 |
108,82 |
1,83 |
WZ0121 |
PL0000106068 |
100,54 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,55 |
99,70 |
2,15 |
2,10 |
99,63 |
2,12 |
PS0721 |
PL0000109153 |
98,42 |
98,55 |
2,23 |
2,19 |
98,49 |
2,21 |
DS1021 |
PL0000106670 |
111,98 |
112,26 |
2,30 |
2,23 |
112,12 |
2,27 |
PS0422 |
PL0000109492 |
98,89 |
99,07 |
2,53 |
2,48 |
98,98 |
2,51 |
WS0922 |
PL0000102646 |
113,60 |
113,82 |
2,56 |
2,51 |
113,71 |
2,54 |
WZ1122 |
PL0000109377 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
98,81 |
98,96 |
2,76 |
2,73 |
98,89 |
2,74 |
IZ0823 |
PL0000105359 |
111,15 |
111,98 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,10 |
2,87 |
2,82 |
105,96 |
2,84 |
WZ0124 |
PL0000107454 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
DS0725 |
PL0000108197 |
100,19 |
100,54 |
3,22 |
3,16 |
100,37 |
3,19 |
WZ0126 |
PL0000108817 |
97,89 |
98,10 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
94,03 |
94,26 |
3,32 |
3,29 |
94,15 |
3,30 |
DS0727 |
PL0000109427 |
92,69 |
92,89 |
3,42 |
3,39 |
92,79 |
3,40 |
WS0428 |
PL0000107611 |
93,61 |
93,85 |
3,50 |
3,47 |
93,73 |
3,49 |
WZ0528 |
PL0000110383 |
96,18 |
96,55 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
122,05 |
122,72 |
3,35 |
3,28 |
122,39 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
80 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
60 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
300 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
140 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
5 |
TOTAL |
1 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.