2018-03-01 |
MARKET DATA |
No 42 (3325) |
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 |
1 405,00 |
1 436,67 |
65 |
1 800,00 |
1 873,06 |
17 |
3 205,00 |
3 309,73 |
82 |
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 |
100,33 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,45 |
98,44 |
98,440 |
98,440 |
98,440 |
98,440 |
98,440 |
25 000 |
24,61 |
1 |
PS0719 |
PL0000108148 |
102,44 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,53 |
106,53 |
106,530 |
106,610 |
106,530 |
106,610 |
106,585 |
340 000 |
369,10 |
5 |
PS0420 |
PL0000108510 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,06 |
96,07 |
96,120 |
96,130 |
96,120 |
96,130 |
96,126 |
240 000 |
230,70 |
4 |
DS1020 |
PL0000106126 |
109,00 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,03 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,93 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,58 |
112,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,64 |
99,62 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
10 000 |
10,17 |
1 |
WS0922 |
PL0000102646 |
114,36 |
113,94 |
114,230 |
114,390 |
114,230 |
114,390 |
114,308 |
120 000 |
140,25 |
7 |
PS0123 |
PL0000110151 |
99,75 |
99,68 |
99,770 |
99,800 |
99,700 |
99,700 |
99,753 |
35 000 |
35,01 |
4 |
DS1023 |
PL0000107264 |
106,83 |
106,73 |
106,830 |
106,830 |
106,800 |
106,800 |
106,811 |
110 000 |
119,07 |
12 |
DS0725 |
PL0000108197 |
101,52 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,56 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,47 |
94,01 |
94,010 |
94,490 |
94,010 |
94,330 |
94,389 |
465 000 |
446,01 |
28 |
WS0428 |
PL0000107611 |
95,52 |
95,13 |
95,410 |
95,410 |
95,410 |
95,410 |
95,410 |
50 000 |
48,89 |
1 |
WS0429 |
PL0000105391 |
123,89 |
123,13 |
123,890 |
123,890 |
123,550 |
123,550 |
123,720 |
10 000 |
12,87 |
2 |
WS0437 |
PL0000104857 |
100,72 |
139,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,50 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,65 |
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 |
100,58 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,67 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,47 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,50 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 405 000 |
1 436,67 |
65 |
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 |
100,55 |
1,34 |
1,07 |
100,50 |
1,19 |
OK1018 |
PL0000109062 |
99,12 |
99,24 |
1,38 |
1,19 |
99,18 |
1,29 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,41 |
98,47 |
1,42 |
1,36 |
98,44 |
1,39 |
PS0719 |
PL0000108148 |
102,39 |
102,52 |
1,49 |
1,40 |
102,46 |
1,44 |
DS1019 |
PL0000105441 |
106,47 |
106,61 |
1,47 |
1,39 |
106,54 |
1,43 |
WZ0120 |
PL0000108601 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,68 |
99,81 |
1,65 |
1,59 |
99,75 |
1,62 |
OK0720 |
PL0000110375 |
95,96 |
96,12 |
1,74 |
1,67 |
96,04 |
1,70 |
DS1020 |
PL0000106126 |
108,90 |
109,11 |
1,77 |
1,69 |
109,01 |
1,73 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,94 |
100,10 |
2,02 |
1,96 |
100,02 |
1,99 |
PS0721 |
PL0000109153 |
98,80 |
99,03 |
2,12 |
2,05 |
98,92 |
2,08 |
DS1021 |
PL0000106670 |
112,45 |
112,75 |
2,15 |
2,07 |
112,60 |
2,11 |
PS0422 |
PL0000109492 |
99,45 |
99,66 |
2,39 |
2,33 |
99,56 |
2,36 |
WS0922 |
PL0000102646 |
114,19 |
114,42 |
2,42 |
2,37 |
114,31 |
2,39 |
WZ1122 |
PL0000109377 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,52 |
99,73 |
2,60 |
2,56 |
99,63 |
2,58 |
IZ0823 |
PL0000105359 |
111,32 |
112,00 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,75 |
2,74 |
2,69 |
106,61 |
2,72 |
WZ0124 |
PL0000107454 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,48 |
3,08 |
3,02 |
101,30 |
3,05 |
WZ0126 |
PL0000108817 |
97,93 |
98,17 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
95,02 |
95,44 |
3,18 |
3,12 |
95,23 |
3,15 |
DS0727 |
PL0000109427 |
93,84 |
94,15 |
3,27 |
3,23 |
94,00 |
3,25 |
WS0428 |
PL0000107611 |
94,78 |
95,23 |
3,36 |
3,31 |
95,01 |
3,33 |
WZ0528 |
PL0000110383 |
96,27 |
96,62 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
122,69 |
123,29 |
3,28 |
3,22 |
122,99 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,44 |
100,55 |
1,34 |
1,07 |
100,50 |
1,19 |
OK1018 |
PL0000109062 |
99,14 |
99,25 |
1,35 |
1,18 |
99,20 |
1,26 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,42 |
98,52 |
1,41 |
1,32 |
98,47 |
1,36 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,48 |
1,39 |
102,47 |
1,44 |
DS1019 |
PL0000105441 |
106,47 |
106,62 |
1,47 |
1,39 |
106,55 |
1,43 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,71 |
99,83 |
1,64 |
1,58 |
99,77 |
1,61 |
OK0720 |
PL0000110375 |
96,02 |
96,19 |
1,71 |
1,64 |
96,11 |
1,67 |
DS1020 |
PL0000106126 |
108,96 |
109,18 |
1,74 |
1,66 |
109,07 |
1,70 |
WZ0121 |
PL0000106068 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,93 |
100,14 |
2,02 |
1,95 |
100,04 |
1,98 |
PS0721 |
PL0000109153 |
98,82 |
99,05 |
2,11 |
2,04 |
98,94 |
2,07 |
DS1021 |
PL0000106670 |
112,49 |
112,77 |
2,14 |
2,07 |
112,63 |
2,10 |
PS0422 |
PL0000109492 |
99,56 |
99,74 |
2,36 |
2,31 |
99,65 |
2,34 |
WS0922 |
PL0000102646 |
114,26 |
114,49 |
2,40 |
2,35 |
114,38 |
2,38 |
WZ1122 |
PL0000109377 |
99,90 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,64 |
99,84 |
2,58 |
2,53 |
99,74 |
2,56 |
IZ0823 |
PL0000105359 |
111,35 |
112,00 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,92 |
2,71 |
2,66 |
106,80 |
2,68 |
WZ0124 |
PL0000107454 |
99,58 |
99,80 |
--- |
--- |
99,69 |
--- |
DS0725 |
PL0000108197 |
101,33 |
101,71 |
3,04 |
2,98 |
101,52 |
3,01 |
WZ0126 |
PL0000108817 |
97,95 |
98,19 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
95,31 |
95,69 |
3,14 |
3,09 |
95,50 |
3,11 |
DS0727 |
PL0000109427 |
94,23 |
94,48 |
3,22 |
3,19 |
94,36 |
3,20 |
WS0428 |
PL0000107611 |
95,24 |
95,65 |
3,31 |
3,26 |
95,45 |
3,28 |
WZ0528 |
PL0000110383 |
96,35 |
96,65 |
--- |
--- |
96,50 |
--- |
WS0429 |
PL0000105391 |
123,32 |
123,99 |
3,22 |
3,16 |
123,66 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
170 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
35 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
175 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
70 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
70 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
30 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
120 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
180 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
30 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
220 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
180 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
400 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.