2018-02-23 |
MARKET DATA |
No 38 (3321) |
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 |
1 230,00 |
1 257,63 |
69 |
105,00 |
106,13 |
3 |
1 335,00 |
1 363,76 |
72 |
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 |
100,36 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,11 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,40 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,45 |
102,44 |
102,450 |
102,450 |
102,450 |
102,450 |
102,450 |
20 000 |
20,88 |
1 |
DS1019 |
PL0000105441 |
106,55 |
106,53 |
106,550 |
106,550 |
106,540 |
106,540 |
106,546 |
165 000 |
178,91 |
3 |
PS0420 |
PL0000108510 |
99,72 |
99,64 |
99,650 |
99,720 |
99,650 |
99,700 |
99,668 |
460 000 |
464,30 |
13 |
OK0720 |
PL0000110375 |
95,94 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,95 |
108,90 |
108,900 |
108,900 |
108,900 |
108,900 |
108,900 |
5 000 |
5,53 |
1 |
PS0421 |
PL0000108916 |
99,79 |
99,80 |
99,800 |
99,820 |
99,800 |
99,820 |
99,804 |
25 000 |
25,37 |
3 |
PS0721 |
PL0000109153 |
98,68 |
98,65 |
98,670 |
98,710 |
98,670 |
98,670 |
98,686 |
85 000 |
84,77 |
6 |
DS1021 |
PL0000106670 |
112,28 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,27 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,98 |
113,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,35 |
99,22 |
99,250 |
99,350 |
99,250 |
99,270 |
99,303 |
260 000 |
258,77 |
17 |
DS1023 |
PL0000107264 |
106,28 |
106,29 |
106,310 |
106,350 |
106,250 |
106,270 |
106,286 |
25 000 |
26,91 |
4 |
DS0725 |
PL0000108197 |
104,55 |
100,75 |
100,780 |
100,820 |
100,720 |
100,720 |
100,758 |
40 000 |
41,08 |
6 |
DS0726 |
PL0000108866 |
94,68 |
94,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,40 |
93,30 |
93,410 |
93,450 |
93,360 |
93,400 |
93,418 |
95 000 |
90,16 |
11 |
WS0428 |
PL0000107611 |
94,41 |
94,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,63 |
122,60 |
122,630 |
122,630 |
122,560 |
122,560 |
122,569 |
40 000 |
50,97 |
3 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,50 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,45 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,64 |
99,70 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
10 000 |
9,98 |
1 |
WZ0126 |
PL0000108817 |
98,13 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,50 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 230 000 |
1 257,63 |
69 |
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 |
100,44 |
100,56 |
1,39 |
1,10 |
100,50 |
1,24 |
OK1018 |
PL0000109062 |
99,09 |
99,20 |
1,40 |
1,23 |
99,15 |
1,30 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,38 |
98,49 |
1,42 |
1,32 |
98,44 |
1,37 |
PS0719 |
PL0000108148 |
102,40 |
102,48 |
1,51 |
1,45 |
102,44 |
1,48 |
DS1019 |
PL0000105441 |
106,45 |
106,55 |
1,52 |
1,47 |
106,50 |
1,49 |
WZ0120 |
PL0000108601 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,55 |
99,67 |
1,71 |
1,65 |
99,61 |
1,68 |
OK0720 |
PL0000110375 |
95,86 |
96,00 |
1,77 |
1,71 |
95,93 |
1,74 |
DS1020 |
PL0000106126 |
108,79 |
108,95 |
1,83 |
1,77 |
108,87 |
1,80 |
WZ0121 |
PL0000106068 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
99,71 |
99,86 |
2,09 |
2,04 |
99,79 |
2,07 |
PS0721 |
PL0000109153 |
98,55 |
98,70 |
2,19 |
2,15 |
98,63 |
2,17 |
DS1021 |
PL0000106670 |
112,15 |
112,43 |
2,25 |
2,17 |
112,29 |
2,21 |
PS0422 |
PL0000109492 |
99,11 |
99,36 |
2,48 |
2,41 |
99,24 |
2,44 |
WS0922 |
PL0000102646 |
113,79 |
114,05 |
2,51 |
2,46 |
113,92 |
2,48 |
WZ1122 |
PL0000109377 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
99,09 |
99,28 |
2,70 |
2,66 |
99,19 |
2,68 |
IZ0823 |
PL0000105359 |
111,17 |
111,98 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
106,08 |
106,34 |
2,82 |
2,77 |
106,21 |
2,79 |
WZ0124 |
PL0000107454 |
99,55 |
99,88 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
100,59 |
100,84 |
3,16 |
3,12 |
100,72 |
3,14 |
WZ0126 |
PL0000108817 |
97,99 |
98,27 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
94,40 |
94,82 |
3,27 |
3,21 |
94,61 |
3,24 |
DS0727 |
PL0000109427 |
93,18 |
93,45 |
3,35 |
3,32 |
93,32 |
3,34 |
WS0428 |
PL0000107611 |
93,99 |
94,44 |
3,46 |
3,40 |
94,22 |
3,43 |
WZ0528 |
PL0000110383 |
96,30 |
96,71 |
--- |
--- |
96,51 |
--- |
WS0429 |
PL0000105391 |
122,28 |
122,84 |
3,32 |
3,27 |
122,56 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,44 |
100,56 |
1,39 |
1,10 |
100,50 |
1,24 |
OK1018 |
PL0000109062 |
99,10 |
99,22 |
1,38 |
1,20 |
99,16 |
1,29 |
WZ0119 |
PL0000107603 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,37 |
98,46 |
1,43 |
1,35 |
98,42 |
1,39 |
PS0719 |
PL0000108148 |
102,41 |
102,50 |
1,50 |
1,44 |
102,46 |
1,46 |
DS1019 |
PL0000105441 |
106,50 |
106,57 |
1,49 |
1,45 |
106,54 |
1,47 |
WZ0120 |
PL0000108601 |
100,55 |
100,74 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,65 |
99,74 |
1,66 |
1,62 |
99,70 |
1,64 |
OK0720 |
PL0000110375 |
95,93 |
96,05 |
1,74 |
1,69 |
95,99 |
1,71 |
DS1020 |
PL0000106126 |
108,92 |
109,05 |
1,78 |
1,73 |
108,99 |
1,75 |
WZ0121 |
PL0000106068 |
100,54 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
99,76 |
99,86 |
2,08 |
2,04 |
99,81 |
2,06 |
PS0721 |
PL0000109153 |
98,61 |
98,73 |
2,17 |
2,14 |
98,67 |
2,16 |
DS1021 |
PL0000106670 |
112,24 |
112,48 |
2,22 |
2,16 |
112,36 |
2,19 |
PS0422 |
PL0000109492 |
99,23 |
99,40 |
2,44 |
2,40 |
99,32 |
2,42 |
WS0922 |
PL0000102646 |
113,93 |
114,12 |
2,48 |
2,44 |
114,03 |
2,46 |
WZ1122 |
PL0000109377 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,21 |
99,38 |
2,67 |
2,63 |
99,30 |
2,65 |
IZ0823 |
PL0000105359 |
111,14 |
111,97 |
--- |
--- |
111,56 |
--- |
DS1023 |
PL0000107264 |
106,19 |
106,39 |
2,80 |
2,76 |
106,29 |
2,78 |
WZ0124 |
PL0000107454 |
99,56 |
99,81 |
--- |
--- |
99,69 |
--- |
DS0725 |
PL0000108197 |
100,64 |
100,86 |
3,15 |
3,11 |
100,75 |
3,13 |
WZ0126 |
PL0000108817 |
98,06 |
98,27 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
94,54 |
94,79 |
3,25 |
3,21 |
94,67 |
3,23 |
DS0727 |
PL0000109427 |
93,28 |
93,51 |
3,34 |
3,31 |
93,40 |
3,33 |
WS0428 |
PL0000107611 |
94,28 |
94,59 |
3,42 |
3,38 |
94,44 |
3,40 |
WZ0528 |
PL0000110383 |
96,38 |
96,69 |
--- |
--- |
96,54 |
--- |
WS0429 |
PL0000105391 |
122,15 |
122,74 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,100 |
1,100 |
1,100 |
20 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,100 |
1,100 |
1,100 |
85 |
TOTAL |
105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.