2018-03-06 |
MARKET DATA |
No 45 (3328) |
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 |
2 105,00 |
2 090,52 |
80 |
695,00 |
738,44 |
4 |
2 800,00 |
2 828,96 |
84 |
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 |
100,31 |
100,38 |
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 |
99,20 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,47 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,47 |
102,47 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
100 000 |
104,51 |
1 |
DS1019 |
PL0000105441 |
106,51 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,79 |
99,73 |
99,770 |
99,800 |
99,770 |
99,800 |
99,792 |
510 000 |
515,58 |
8 |
OK0720 |
PL0000110375 |
96,03 |
95,98 |
96,010 |
96,080 |
95,980 |
96,080 |
95,994 |
785 000 |
753,55 |
18 |
DS1020 |
PL0000106126 |
108,94 |
108,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,05 |
99,98 |
99,970 |
100,050 |
99,970 |
100,050 |
100,021 |
85 000 |
86,49 |
5 |
PS0721 |
PL0000109153 |
98,92 |
98,84 |
98,860 |
98,960 |
98,860 |
98,960 |
98,884 |
140 000 |
139,96 |
5 |
DS1021 |
PL0000106670 |
112,40 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,75 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,27 |
114,25 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
25 000 |
29,22 |
1 |
PS0123 |
PL0000110151 |
99,75 |
99,63 |
99,650 |
99,650 |
99,630 |
99,630 |
99,644 |
35 000 |
34,98 |
2 |
DS1023 |
PL0000107264 |
106,69 |
106,64 |
106,650 |
106,650 |
106,620 |
106,620 |
106,628 |
80 000 |
86,48 |
7 |
DS0725 |
PL0000108197 |
101,69 |
101,24 |
101,240 |
101,410 |
101,150 |
101,410 |
101,273 |
120 000 |
123,94 |
13 |
DS0726 |
PL0000108866 |
95,16 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,05 |
93,85 |
93,900 |
94,060 |
93,800 |
94,060 |
93,943 |
175 000 |
167,11 |
16 |
WS0428 |
PL0000107611 |
95,05 |
95,00 |
95,050 |
95,050 |
94,950 |
94,950 |
95,020 |
50 000 |
48,70 |
4 |
WS0429 |
PL0000105391 |
123,02 |
122,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,48 |
139,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
104,75 |
107,50 |
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 |
100,57 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,61 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,97 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,34 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 105 000 |
2 090,52 |
80 |
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 |
100,43 |
100,55 |
1,34 |
1,03 |
100,49 |
1,19 |
OK1018 |
PL0000109062 |
99,16 |
99,28 |
1,34 |
1,15 |
99,22 |
1,24 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,43 |
98,54 |
1,41 |
1,31 |
98,49 |
1,35 |
PS0719 |
PL0000108148 |
102,39 |
102,51 |
1,48 |
1,40 |
102,45 |
1,44 |
DS1019 |
PL0000105441 |
106,42 |
106,56 |
1,49 |
1,40 |
106,49 |
1,44 |
WZ0120 |
PL0000108601 |
100,53 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,65 |
99,82 |
1,67 |
1,58 |
99,74 |
1,62 |
OK0720 |
PL0000110375 |
95,99 |
96,17 |
1,73 |
1,65 |
96,08 |
1,69 |
DS1020 |
PL0000106126 |
108,90 |
109,10 |
1,76 |
1,68 |
109,00 |
1,72 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
99,92 |
100,07 |
2,02 |
1,97 |
100,00 |
2,00 |
PS0721 |
PL0000109153 |
98,78 |
98,97 |
2,12 |
2,07 |
98,88 |
2,09 |
DS1021 |
PL0000106670 |
112,39 |
112,67 |
2,16 |
2,09 |
112,53 |
2,12 |
PS0422 |
PL0000109492 |
99,63 |
99,84 |
2,34 |
2,29 |
99,74 |
2,31 |
WS0922 |
PL0000102646 |
114,22 |
114,45 |
2,40 |
2,35 |
114,34 |
2,38 |
WZ1122 |
PL0000109377 |
99,89 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,61 |
99,86 |
2,58 |
2,53 |
99,74 |
2,56 |
IZ0823 |
PL0000105359 |
111,22 |
112,04 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,81 |
2,73 |
2,68 |
106,68 |
2,70 |
WZ0124 |
PL0000107454 |
99,53 |
99,78 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
101,24 |
101,65 |
3,06 |
2,99 |
101,45 |
3,02 |
WZ0126 |
PL0000108817 |
97,88 |
98,13 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,11 |
95,54 |
3,17 |
3,11 |
95,33 |
3,14 |
DS0727 |
PL0000109427 |
93,92 |
94,24 |
3,26 |
3,22 |
94,08 |
3,24 |
WS0428 |
PL0000107611 |
94,96 |
95,38 |
3,34 |
3,29 |
95,17 |
3,32 |
WZ0528 |
PL0000110383 |
96,24 |
96,64 |
--- |
--- |
96,44 |
--- |
WS0429 |
PL0000105391 |
122,83 |
123,44 |
3,27 |
3,21 |
123,14 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,43 |
100,55 |
1,34 |
1,03 |
100,49 |
1,19 |
OK1018 |
PL0000109062 |
99,17 |
99,29 |
1,32 |
1,13 |
99,23 |
1,23 |
WZ0119 |
PL0000107603 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,43 |
98,55 |
1,41 |
1,30 |
98,49 |
1,35 |
PS0719 |
PL0000108148 |
102,42 |
102,53 |
1,46 |
1,38 |
102,48 |
1,42 |
DS1019 |
PL0000105441 |
106,47 |
106,58 |
1,46 |
1,39 |
106,53 |
1,42 |
WZ0120 |
PL0000108601 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,76 |
99,85 |
1,61 |
1,57 |
99,81 |
1,59 |
OK0720 |
PL0000110375 |
95,98 |
96,12 |
1,74 |
1,67 |
96,05 |
1,71 |
DS1020 |
PL0000106126 |
108,90 |
109,13 |
1,76 |
1,67 |
109,02 |
1,71 |
WZ0121 |
PL0000106068 |
100,50 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
99,98 |
100,12 |
2,00 |
1,96 |
100,05 |
1,98 |
PS0721 |
PL0000109153 |
98,87 |
99,00 |
2,10 |
2,06 |
98,94 |
2,07 |
DS1021 |
PL0000106670 |
112,39 |
112,67 |
2,16 |
2,09 |
112,53 |
2,12 |
PS0422 |
PL0000109492 |
99,67 |
99,82 |
2,33 |
2,29 |
99,75 |
2,31 |
WS0922 |
PL0000102646 |
114,22 |
114,49 |
2,40 |
2,35 |
114,36 |
2,37 |
WZ1122 |
PL0000109377 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,68 |
99,86 |
2,57 |
2,53 |
99,77 |
2,55 |
IZ0823 |
PL0000105359 |
111,27 |
112,05 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
106,65 |
106,85 |
2,71 |
2,67 |
106,75 |
2,69 |
WZ0124 |
PL0000107454 |
99,50 |
99,76 |
--- |
--- |
99,63 |
--- |
DS0725 |
PL0000108197 |
101,29 |
101,51 |
3,05 |
3,01 |
101,40 |
3,03 |
WZ0126 |
PL0000108817 |
97,85 |
98,11 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
95,12 |
95,42 |
3,17 |
3,13 |
95,27 |
3,15 |
DS0727 |
PL0000109427 |
93,96 |
94,23 |
3,25 |
3,22 |
94,10 |
3,24 |
WS0428 |
PL0000107611 |
94,99 |
95,28 |
3,34 |
3,30 |
95,14 |
3,32 |
WZ0528 |
PL0000110383 |
96,18 |
96,60 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
122,81 |
123,44 |
3,27 |
3,21 |
123,13 |
3,24 |
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 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
280 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
200 |
TOTAL |
695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.