2018-02-22 |
MARKET DATA |
No 37 (3320) |
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 |
615,00 |
607,95 |
41 |
1 485,00 |
1 536,19 |
13 |
2 100,00 |
2 144,14 |
54 |
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 |
100,38 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,46 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,11 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,39 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,43 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,48 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,58 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,91 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,82 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,76 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,58 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,23 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,15 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,80 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,14 |
98,97 |
98,970 |
99,140 |
98,970 |
99,140 |
99,052 |
145 000 |
143,94 |
10 |
DS1023 |
PL0000107264 |
106,15 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,56 |
100,58 |
100,580 |
100,670 |
100,580 |
100,670 |
100,652 |
25 000 |
25,64 |
2 |
DS0726 |
PL0000108866 |
94,45 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,21 |
93,00 |
93,140 |
93,200 |
93,140 |
93,200 |
93,179 |
90 000 |
85,19 |
6 |
WS0428 |
PL0000107611 |
94,10 |
93,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,55 |
122,48 |
122,490 |
122,490 |
122,330 |
122,330 |
122,383 |
15 000 |
19,08 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,07 |
105,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,63 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,10 |
98,09 |
98,100 |
98,100 |
98,090 |
98,100 |
98,100 |
340 000 |
334,08 |
21 |
WZ0528 |
PL0000110383 |
96,42 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
615 000 |
607,95 |
41 |
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 |
1,37 |
1,11 |
100,51 |
1,23 |
OK1018 |
PL0000109062 |
99,07 |
99,20 |
1,42 |
1,22 |
99,14 |
1,31 |
WZ0119 |
PL0000107603 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,36 |
98,48 |
1,44 |
1,33 |
98,42 |
1,38 |
PS0719 |
PL0000108148 |
102,38 |
102,48 |
1,52 |
1,45 |
102,43 |
1,49 |
DS1019 |
PL0000105441 |
106,44 |
106,53 |
1,54 |
1,48 |
106,49 |
1,51 |
WZ0120 |
PL0000108601 |
100,51 |
100,71 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,50 |
99,62 |
1,73 |
1,68 |
99,56 |
1,71 |
OK0720 |
PL0000110375 |
95,79 |
95,95 |
1,80 |
1,73 |
95,87 |
1,76 |
DS1020 |
PL0000106126 |
108,71 |
108,87 |
1,86 |
1,80 |
108,79 |
1,83 |
WZ0121 |
PL0000106068 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
99,62 |
99,75 |
2,12 |
2,08 |
99,69 |
2,10 |
PS0721 |
PL0000109153 |
98,47 |
98,61 |
2,22 |
2,17 |
98,54 |
2,20 |
DS1021 |
PL0000106670 |
112,02 |
112,30 |
2,28 |
2,21 |
112,16 |
2,25 |
PS0422 |
PL0000109492 |
98,92 |
99,17 |
2,52 |
2,46 |
99,05 |
2,49 |
WS0922 |
PL0000102646 |
113,54 |
113,80 |
2,57 |
2,51 |
113,67 |
2,54 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
98,89 |
99,04 |
2,74 |
2,71 |
98,97 |
2,72 |
IZ0823 |
PL0000105359 |
111,12 |
111,95 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
105,93 |
106,17 |
2,85 |
2,80 |
106,05 |
2,82 |
WZ0124 |
PL0000107454 |
99,49 |
99,84 |
--- |
--- |
99,67 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,67 |
3,20 |
3,14 |
100,49 |
3,17 |
WZ0126 |
PL0000108817 |
97,84 |
98,16 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
94,12 |
94,53 |
3,31 |
3,25 |
94,33 |
3,28 |
DS0727 |
PL0000109427 |
92,81 |
93,10 |
3,40 |
3,36 |
92,96 |
3,38 |
WS0428 |
PL0000107611 |
93,75 |
94,04 |
3,49 |
3,45 |
93,90 |
3,47 |
WZ0528 |
PL0000110383 |
96,14 |
96,53 |
--- |
--- |
96,34 |
--- |
WS0429 |
PL0000105391 |
122,15 |
122,77 |
3,34 |
3,28 |
122,46 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,45 |
100,56 |
1,37 |
1,11 |
100,51 |
1,23 |
OK1018 |
PL0000109062 |
99,09 |
99,20 |
1,39 |
1,22 |
99,15 |
1,30 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,49 |
1,43 |
1,32 |
98,43 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,49 |
1,51 |
1,45 |
102,45 |
1,48 |
DS1019 |
PL0000105441 |
106,46 |
106,57 |
1,52 |
1,46 |
106,52 |
1,49 |
WZ0120 |
PL0000108601 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,54 |
99,66 |
1,72 |
1,66 |
99,60 |
1,69 |
OK0720 |
PL0000110375 |
95,88 |
95,98 |
1,76 |
1,72 |
95,93 |
1,74 |
DS1020 |
PL0000106126 |
108,80 |
108,96 |
1,82 |
1,77 |
108,88 |
1,80 |
WZ0121 |
PL0000106068 |
100,51 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
99,72 |
99,85 |
2,09 |
2,05 |
99,79 |
2,07 |
PS0721 |
PL0000109153 |
98,55 |
98,68 |
2,19 |
2,15 |
98,62 |
2,17 |
DS1021 |
PL0000106670 |
112,19 |
112,40 |
2,24 |
2,18 |
112,30 |
2,21 |
PS0422 |
PL0000109492 |
99,10 |
99,33 |
2,48 |
2,42 |
99,22 |
2,45 |
WS0922 |
PL0000102646 |
113,74 |
114,03 |
2,52 |
2,46 |
113,89 |
2,49 |
WZ1122 |
PL0000109377 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
99,09 |
99,23 |
2,70 |
2,67 |
99,16 |
2,68 |
IZ0823 |
PL0000105359 |
111,15 |
111,94 |
--- |
--- |
111,55 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,33 |
2,82 |
2,77 |
106,21 |
2,79 |
WZ0124 |
PL0000107454 |
99,53 |
99,77 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,87 |
3,17 |
3,11 |
100,69 |
3,14 |
WZ0126 |
PL0000108817 |
98,00 |
98,18 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,64 |
3,27 |
3,23 |
94,52 |
3,25 |
DS0727 |
PL0000109427 |
93,08 |
93,33 |
3,37 |
3,33 |
93,21 |
3,35 |
WS0428 |
PL0000107611 |
93,97 |
94,42 |
3,46 |
3,41 |
94,20 |
3,43 |
WZ0528 |
PL0000110383 |
96,30 |
96,60 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
122,10 |
122,67 |
3,34 |
3,29 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
90 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
5 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
400 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
80 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
235 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,150 |
1,150 |
1,150 |
20 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,100 |
1,100 |
1,100 |
100 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,100 |
1,150 |
1,123 |
155 |
TOTAL |
1 085 |
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 |
1,200 |
1,200 |
1,200 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.