2018-03-05 |
MARKET DATA |
No 44 (3327) |
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 |
367,50 |
361,91 |
28 |
855,00 |
870,67 |
8 |
1 222,50 |
1 232,58 |
36 |
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 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,19 |
99,25 |
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 |
102,44 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,47 |
106,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,69 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,04 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,99 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,03 |
100,04 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
20 000 |
20,35 |
2 |
PS0721 |
PL0000109153 |
98,92 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,50 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,78 |
99,80 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
25 000 |
25,42 |
1 |
WS0922 |
PL0000102646 |
114,40 |
114,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,83 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,80 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,60 |
101,65 |
101,530 |
101,530 |
101,500 |
101,500 |
101,506 |
25 000 |
25,88 |
3 |
DS0726 |
PL0000108866 |
95,54 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,40 |
94,15 |
94,200 |
94,260 |
94,200 |
94,250 |
94,241 |
272 500 |
261,01 |
19 |
WS0428 |
PL0000107611 |
95,39 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,76 |
123,40 |
123,340 |
123,760 |
123,340 |
123,760 |
123,480 |
15 000 |
19,27 |
2 |
WS0437 |
PL0000104857 |
100,59 |
139,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,75 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,65 |
99,67 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
10 000 |
9,99 |
1 |
WZ0524 |
PL0000110615 |
99,46 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,98 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,47 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
367 500 |
361,91 |
28 |
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 |
100,42 |
100,56 |
1,38 |
1,02 |
100,49 |
1,20 |
OK1018 |
PL0000109062 |
99,14 |
99,28 |
1,36 |
1,14 |
99,21 |
1,25 |
WZ0119 |
PL0000107603 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,43 |
98,55 |
1,40 |
1,30 |
98,49 |
1,35 |
PS0719 |
PL0000108148 |
102,40 |
102,53 |
1,48 |
1,39 |
102,47 |
1,43 |
DS1019 |
PL0000105441 |
106,44 |
106,60 |
1,48 |
1,39 |
106,52 |
1,43 |
WZ0120 |
PL0000108601 |
100,50 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,67 |
99,84 |
1,66 |
1,57 |
99,76 |
1,61 |
OK0720 |
PL0000110375 |
96,02 |
96,23 |
1,72 |
1,62 |
96,13 |
1,67 |
DS1020 |
PL0000106126 |
108,97 |
109,22 |
1,73 |
1,64 |
109,10 |
1,69 |
WZ0121 |
PL0000106068 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,01 |
100,16 |
1,99 |
1,94 |
100,09 |
1,97 |
PS0721 |
PL0000109153 |
98,89 |
99,10 |
2,09 |
2,02 |
99,00 |
2,06 |
DS1021 |
PL0000106670 |
112,46 |
112,75 |
2,15 |
2,07 |
112,61 |
2,11 |
PS0422 |
PL0000109492 |
99,67 |
99,96 |
2,33 |
2,26 |
99,82 |
2,29 |
WS0922 |
PL0000102646 |
114,38 |
114,66 |
2,37 |
2,31 |
114,52 |
2,34 |
WZ1122 |
PL0000109377 |
99,87 |
100,12 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,77 |
100,04 |
2,55 |
2,49 |
99,91 |
2,52 |
IZ0823 |
PL0000105359 |
111,21 |
112,08 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
106,78 |
107,07 |
2,68 |
2,63 |
106,93 |
2,66 |
WZ0124 |
PL0000107454 |
99,55 |
99,87 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,99 |
3,00 |
2,94 |
101,79 |
2,97 |
WZ0126 |
PL0000108817 |
97,84 |
98,17 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,52 |
95,95 |
3,11 |
3,05 |
95,74 |
3,08 |
DS0727 |
PL0000109427 |
94,31 |
94,70 |
3,21 |
3,16 |
94,51 |
3,18 |
WS0428 |
PL0000107611 |
95,32 |
95,76 |
3,30 |
3,24 |
95,54 |
3,27 |
WZ0528 |
PL0000110383 |
96,25 |
96,65 |
--- |
--- |
96,45 |
--- |
WS0429 |
PL0000105391 |
123,14 |
123,76 |
3,24 |
3,18 |
123,45 |
3,21 |
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 |
1,33 |
1,02 |
100,50 |
1,17 |
OK1018 |
PL0000109062 |
99,17 |
99,27 |
1,32 |
1,16 |
99,22 |
1,24 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,43 |
98,52 |
1,40 |
1,32 |
98,48 |
1,36 |
PS0719 |
PL0000108148 |
102,40 |
102,52 |
1,48 |
1,39 |
102,46 |
1,44 |
DS1019 |
PL0000105441 |
106,43 |
106,57 |
1,49 |
1,40 |
106,50 |
1,44 |
WZ0120 |
PL0000108601 |
100,54 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,67 |
99,81 |
1,66 |
1,59 |
99,74 |
1,62 |
OK0720 |
PL0000110375 |
95,99 |
96,17 |
1,73 |
1,65 |
96,08 |
1,69 |
DS1020 |
PL0000106126 |
108,95 |
109,18 |
1,74 |
1,66 |
109,07 |
1,70 |
WZ0121 |
PL0000106068 |
100,50 |
100,71 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
99,99 |
100,09 |
2,00 |
1,97 |
100,04 |
1,98 |
PS0721 |
PL0000109153 |
98,85 |
98,98 |
2,10 |
2,06 |
98,92 |
2,08 |
DS1021 |
PL0000106670 |
112,44 |
112,69 |
2,15 |
2,08 |
112,57 |
2,12 |
PS0422 |
PL0000109492 |
99,72 |
99,85 |
2,32 |
2,29 |
99,79 |
2,30 |
WS0922 |
PL0000102646 |
114,26 |
114,54 |
2,40 |
2,34 |
114,40 |
2,37 |
WZ1122 |
PL0000109377 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,69 |
99,87 |
2,57 |
2,53 |
99,78 |
2,55 |
IZ0823 |
PL0000105359 |
111,27 |
112,05 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,85 |
2,71 |
2,67 |
106,76 |
2,69 |
WZ0124 |
PL0000107454 |
99,55 |
99,77 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
101,37 |
101,77 |
3,04 |
2,98 |
101,57 |
3,01 |
WZ0126 |
PL0000108817 |
97,88 |
98,13 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,24 |
95,51 |
3,15 |
3,11 |
95,38 |
3,13 |
DS0727 |
PL0000109427 |
94,03 |
94,27 |
3,25 |
3,21 |
94,15 |
3,23 |
WS0428 |
PL0000107611 |
95,10 |
95,41 |
3,32 |
3,29 |
95,26 |
3,30 |
WZ0528 |
PL0000110383 |
96,30 |
96,65 |
--- |
--- |
96,48 |
--- |
WS0429 |
PL0000105391 |
123,07 |
123,64 |
3,24 |
3,19 |
123,36 |
3,22 |
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 |
1,360 |
1,360 |
1,360 |
190 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
380 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
75 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
35 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
80 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
75 |
TOTAL |
855 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.