2018-03-02 |
MARKET DATA |
No 43 (3326) |
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 |
1 047,50 |
1 081,67 |
57 |
1 380,00 |
1 451,70 |
12 |
2 427,50 |
2 533,37 |
69 |
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 |
100,45 |
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 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,45 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,43 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,49 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,71 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,07 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,04 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,06 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,01 |
98,60 |
98,980 |
99,010 |
98,980 |
99,010 |
99,008 |
180 000 |
180,15 |
15 |
DS1021 |
PL0000106670 |
112,54 |
112,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,82 |
99,58 |
99,760 |
99,900 |
99,760 |
99,900 |
99,816 |
287 500 |
292,55 |
8 |
WS0922 |
PL0000102646 |
114,53 |
114,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,93 |
99,80 |
99,840 |
99,840 |
99,840 |
99,840 |
99,840 |
5 000 |
5,01 |
1 |
DS1023 |
PL0000107264 |
107,16 |
106,90 |
106,930 |
107,070 |
106,930 |
107,070 |
106,998 |
390 000 |
422,94 |
16 |
DS0725 |
PL0000108197 |
101,93 |
101,71 |
101,930 |
101,930 |
101,930 |
101,930 |
101,930 |
40 000 |
41,57 |
3 |
DS0726 |
PL0000108866 |
95,78 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,71 |
94,45 |
94,450 |
94,730 |
94,450 |
94,730 |
94,579 |
135 000 |
129,75 |
12 |
WS0428 |
PL0000107611 |
95,56 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,99 |
123,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,06 |
140,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
105,07 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,70 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,62 |
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 |
99,65 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,49 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,03 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,50 |
96,55 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
10 000 |
9,71 |
2 |
TOTAL |
1 047 500 |
1 081,67 |
57 |
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 |
1,05 |
100,50 |
1,18 |
OK1018 |
PL0000109062 |
99,15 |
99,28 |
1,34 |
1,14 |
99,22 |
1,23 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,42 |
98,53 |
1,41 |
1,31 |
98,48 |
1,36 |
PS0719 |
PL0000108148 |
102,40 |
102,53 |
1,48 |
1,39 |
102,47 |
1,43 |
DS1019 |
PL0000105441 |
106,46 |
106,61 |
1,47 |
1,39 |
106,54 |
1,43 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,68 |
99,83 |
1,65 |
1,58 |
99,76 |
1,61 |
OK0720 |
PL0000110375 |
96,03 |
96,20 |
1,71 |
1,63 |
96,12 |
1,67 |
DS1020 |
PL0000106126 |
108,94 |
109,18 |
1,75 |
1,66 |
109,06 |
1,70 |
WZ0121 |
PL0000106068 |
100,52 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
99,98 |
100,15 |
2,00 |
1,95 |
100,07 |
1,97 |
PS0721 |
PL0000109153 |
98,86 |
99,03 |
2,10 |
2,05 |
98,95 |
2,07 |
DS1021 |
PL0000106670 |
112,46 |
112,73 |
2,15 |
2,08 |
112,60 |
2,11 |
PS0422 |
PL0000109492 |
99,54 |
99,79 |
2,37 |
2,30 |
99,67 |
2,33 |
WS0922 |
PL0000102646 |
114,24 |
114,53 |
2,40 |
2,34 |
114,39 |
2,37 |
WZ1122 |
PL0000109377 |
99,88 |
100,11 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,64 |
99,87 |
2,58 |
2,53 |
99,76 |
2,55 |
IZ0823 |
PL0000105359 |
111,32 |
112,03 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,95 |
2,71 |
2,65 |
106,81 |
2,68 |
WZ0124 |
PL0000107454 |
99,52 |
99,87 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,75 |
3,03 |
2,98 |
101,57 |
3,01 |
WZ0126 |
PL0000108817 |
97,91 |
98,17 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
95,37 |
95,77 |
3,13 |
3,08 |
95,57 |
3,10 |
DS0727 |
PL0000109427 |
94,25 |
94,59 |
3,22 |
3,17 |
94,42 |
3,19 |
WS0428 |
PL0000107611 |
95,28 |
95,70 |
3,30 |
3,25 |
95,49 |
3,28 |
WZ0528 |
PL0000110383 |
96,28 |
96,64 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
123,42 |
124,01 |
3,21 |
3,16 |
123,72 |
3,18 |
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 |
1,34 |
1,03 |
100,50 |
1,18 |
OK1018 |
PL0000109062 |
99,15 |
99,28 |
1,34 |
1,14 |
99,22 |
1,23 |
WZ0119 |
PL0000107603 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
OK0419 |
PL0000109633 |
98,43 |
98,53 |
1,40 |
1,31 |
98,48 |
1,36 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,48 |
1,39 |
102,47 |
1,43 |
DS1019 |
PL0000105441 |
106,46 |
106,60 |
1,47 |
1,39 |
106,53 |
1,43 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,68 |
99,83 |
1,65 |
1,58 |
99,76 |
1,61 |
OK0720 |
PL0000110375 |
96,04 |
96,19 |
1,71 |
1,64 |
96,12 |
1,67 |
DS1020 |
PL0000106126 |
108,98 |
109,22 |
1,73 |
1,64 |
109,10 |
1,69 |
WZ0121 |
PL0000106068 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
99,99 |
100,15 |
2,00 |
1,95 |
100,07 |
1,97 |
PS0721 |
PL0000109153 |
98,93 |
99,06 |
2,08 |
2,04 |
99,00 |
2,06 |
DS1021 |
PL0000106670 |
112,49 |
112,73 |
2,14 |
2,08 |
112,61 |
2,11 |
PS0422 |
PL0000109492 |
99,72 |
99,88 |
2,32 |
2,28 |
99,80 |
2,30 |
WS0922 |
PL0000102646 |
114,44 |
114,65 |
2,36 |
2,32 |
114,55 |
2,34 |
WZ1122 |
PL0000109377 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,82 |
99,98 |
2,54 |
2,50 |
99,90 |
2,52 |
IZ0823 |
PL0000105359 |
111,42 |
112,04 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
106,86 |
107,05 |
2,67 |
2,63 |
106,96 |
2,65 |
WZ0124 |
PL0000107454 |
99,58 |
99,78 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
101,64 |
102,03 |
3,00 |
2,94 |
101,84 |
2,96 |
WZ0126 |
PL0000108817 |
97,94 |
98,16 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
95,59 |
95,87 |
3,10 |
3,06 |
95,73 |
3,08 |
DS0727 |
PL0000109427 |
94,46 |
94,65 |
3,19 |
3,16 |
94,56 |
3,18 |
WS0428 |
PL0000107611 |
95,40 |
95,84 |
3,29 |
3,23 |
95,62 |
3,26 |
WZ0528 |
PL0000110383 |
96,39 |
96,66 |
--- |
--- |
96,53 |
--- |
WS0429 |
PL0000105391 |
123,66 |
124,23 |
3,19 |
3,14 |
123,95 |
3,16 |
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 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
90 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
5 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
15 |
WS0428 |
PL0000107611 |
0/3 |
3 |
1,300 |
1,300 |
1,300 |
5 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
30 |
DS0727 |
PL0000109427 |
3/7 |
4 |
1,360 |
1,360 |
1,360 |
400 |
WZ0124 |
PL0000107454 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
70 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
170 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
240 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
220 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
135 |
TOTAL |
1 380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.