2018-02-21 |
MARKET DATA |
No 36 (3319) |
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 |
90,00 |
91,55 |
12 |
1 580,00 |
1 614,04 |
10 |
1 670,00 |
1 705,59 |
22 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,47 |
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 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,47 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,83 |
95,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,76 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,66 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,51 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,12 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,05 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,68 |
113,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,01 |
98,99 |
99,030 |
99,030 |
99,000 |
99,000 |
99,015 |
20 000 |
19,84 |
2 |
DS1023 |
PL0000107264 |
106,03 |
106,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,50 |
100,52 |
100,530 |
100,530 |
100,530 |
100,530 |
100,530 |
5 000 |
5,12 |
1 |
DS0726 |
PL0000108866 |
94,30 |
94,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,98 |
92,93 |
92,930 |
93,040 |
92,930 |
93,000 |
92,983 |
35 000 |
33,05 |
4 |
WS0428 |
PL0000107611 |
93,95 |
94,00 |
93,950 |
93,950 |
93,950 |
93,950 |
93,950 |
15 000 |
14,44 |
2 |
WS0429 |
PL0000105391 |
122,53 |
122,60 |
122,530 |
122,530 |
122,470 |
122,470 |
122,493 |
15 000 |
19,09 |
3 |
WS0437 |
PL0000104857 |
100,00 |
139,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
90,00 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,59 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,95 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,26 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
91,55 |
12 |
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 |
1,39 |
1,11 |
100,51 |
1,25 |
OK1018 |
PL0000109062 |
99,07 |
99,20 |
1,40 |
1,21 |
99,14 |
1,30 |
WZ0119 |
PL0000107603 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,48 |
1,43 |
1,32 |
98,42 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,50 |
1,52 |
1,45 |
102,45 |
1,48 |
DS1019 |
PL0000105441 |
106,43 |
106,54 |
1,56 |
1,50 |
106,49 |
1,53 |
WZ0120 |
PL0000108601 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,50 |
99,65 |
1,73 |
1,66 |
99,58 |
1,70 |
OK0720 |
PL0000110375 |
95,75 |
95,94 |
1,81 |
1,73 |
95,85 |
1,77 |
DS1020 |
PL0000106126 |
108,72 |
108,89 |
1,86 |
1,80 |
108,81 |
1,83 |
WZ0121 |
PL0000106068 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
99,54 |
99,73 |
2,15 |
2,09 |
99,64 |
2,12 |
PS0721 |
PL0000109153 |
98,43 |
98,64 |
2,23 |
2,16 |
98,54 |
2,20 |
DS1021 |
PL0000106670 |
112,00 |
112,28 |
2,30 |
2,22 |
112,14 |
2,26 |
PS0422 |
PL0000109492 |
98,91 |
99,16 |
2,53 |
2,46 |
99,04 |
2,49 |
WS0922 |
PL0000102646 |
113,62 |
113,88 |
2,56 |
2,50 |
113,75 |
2,53 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
98,84 |
99,06 |
2,75 |
2,70 |
98,95 |
2,73 |
IZ0823 |
PL0000105359 |
111,10 |
112,00 |
--- |
--- |
111,55 |
--- |
DS1023 |
PL0000107264 |
105,87 |
106,17 |
2,86 |
2,80 |
106,02 |
2,83 |
WZ0124 |
PL0000107454 |
99,50 |
99,80 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
100,27 |
100,63 |
3,20 |
3,15 |
100,45 |
3,18 |
WZ0126 |
PL0000108817 |
97,89 |
98,14 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,45 |
3,31 |
3,26 |
94,27 |
3,29 |
DS0727 |
PL0000109427 |
92,77 |
93,06 |
3,41 |
3,37 |
92,92 |
3,39 |
WS0428 |
PL0000107611 |
93,60 |
94,05 |
3,51 |
3,45 |
93,83 |
3,48 |
WZ0528 |
PL0000110383 |
96,11 |
96,53 |
--- |
--- |
96,32 |
--- |
WS0429 |
PL0000105391 |
122,23 |
122,83 |
3,33 |
3,27 |
122,53 |
3,30 |
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 |
1,37 |
1,11 |
100,52 |
1,23 |
OK1018 |
PL0000109062 |
99,07 |
99,19 |
1,40 |
1,22 |
99,13 |
1,31 |
WZ0119 |
PL0000107603 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,48 |
1,43 |
1,32 |
98,42 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,50 |
1,52 |
1,45 |
102,45 |
1,48 |
DS1019 |
PL0000105441 |
106,45 |
106,53 |
1,55 |
1,50 |
106,49 |
1,53 |
WZ0120 |
PL0000108601 |
100,54 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,53 |
99,63 |
1,72 |
1,67 |
99,58 |
1,70 |
OK0720 |
PL0000110375 |
95,79 |
95,90 |
1,79 |
1,75 |
95,85 |
1,77 |
DS1020 |
PL0000106126 |
108,74 |
108,87 |
1,86 |
1,81 |
108,81 |
1,83 |
WZ0121 |
PL0000106068 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,62 |
99,76 |
2,12 |
2,08 |
99,69 |
2,10 |
PS0721 |
PL0000109153 |
98,48 |
98,62 |
2,21 |
2,17 |
98,55 |
2,19 |
DS1021 |
PL0000106670 |
112,10 |
112,32 |
2,27 |
2,21 |
112,21 |
2,24 |
PS0422 |
PL0000109492 |
98,96 |
99,19 |
2,51 |
2,45 |
99,08 |
2,48 |
WS0922 |
PL0000102646 |
113,56 |
113,83 |
2,57 |
2,51 |
113,70 |
2,54 |
WZ1122 |
PL0000109377 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
98,94 |
99,09 |
2,73 |
2,70 |
99,02 |
2,71 |
IZ0823 |
PL0000105359 |
111,07 |
111,97 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
105,96 |
106,23 |
2,84 |
2,79 |
106,10 |
2,82 |
WZ0124 |
PL0000107454 |
99,51 |
99,76 |
--- |
--- |
99,64 |
--- |
DS0725 |
PL0000108197 |
100,40 |
100,63 |
3,18 |
3,15 |
100,52 |
3,17 |
WZ0126 |
PL0000108817 |
97,89 |
98,13 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
94,20 |
94,51 |
3,30 |
3,25 |
94,36 |
3,27 |
DS0727 |
PL0000109427 |
92,90 |
93,13 |
3,39 |
3,36 |
93,02 |
3,37 |
WS0428 |
PL0000107611 |
93,83 |
94,19 |
3,48 |
3,43 |
94,01 |
3,46 |
WZ0528 |
PL0000110383 |
96,19 |
96,51 |
--- |
--- |
96,35 |
--- |
WS0429 |
PL0000105391 |
122,13 |
122,77 |
3,34 |
3,28 |
122,45 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
200 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
400 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
80 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,150 |
1,170 |
1,162 |
50 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
70 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
180 |
TOTAL |
980 |
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 |
1,300 |
1,300 |
1,300 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.