2018-03-07 |
MARKET DATA |
No 46 (3329) |
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 |
815,00 |
805,46 |
52 |
920,00 |
948,08 |
9 |
1 735,00 |
1 753,54 |
61 |
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 |
100,36 |
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 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,51 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,52 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,57 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,83 |
99,850 |
99,860 |
99,850 |
99,860 |
99,856 |
110 000 |
111,28 |
2 |
OK0720 |
PL0000110375 |
96,08 |
96,06 |
96,080 |
96,100 |
96,080 |
96,100 |
96,096 |
40 000 |
38,44 |
4 |
DS1020 |
PL0000106126 |
108,97 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,10 |
100,06 |
100,060 |
100,100 |
100,060 |
100,100 |
100,072 |
75 000 |
76,36 |
4 |
PS0721 |
PL0000109153 |
99,00 |
98,95 |
98,960 |
99,040 |
98,960 |
99,040 |
99,006 |
285 000 |
285,27 |
19 |
DS1021 |
PL0000106670 |
112,53 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,80 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,39 |
114,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,79 |
99,78 |
99,920 |
99,930 |
99,920 |
99,930 |
99,927 |
30 000 |
30,07 |
3 |
DS1023 |
PL0000107264 |
106,83 |
106,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,45 |
101,45 |
101,380 |
101,380 |
101,380 |
101,380 |
101,380 |
10 000 |
10,34 |
1 |
DS0726 |
PL0000108866 |
95,47 |
95,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,08 |
94,05 |
94,000 |
94,400 |
93,990 |
94,400 |
94,184 |
265 000 |
253,71 |
19 |
WS0428 |
PL0000107611 |
95,30 |
95,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,66 |
123,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
90,00 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,43 |
111,85 |
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 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,60 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,91 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,26 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
815 000 |
805,46 |
52 |
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 |
1,02 |
100,49 |
1,18 |
OK1018 |
PL0000109062 |
99,17 |
99,30 |
1,33 |
1,12 |
99,24 |
1,22 |
WZ0119 |
PL0000107603 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,45 |
98,57 |
1,39 |
1,28 |
98,51 |
1,34 |
PS0719 |
PL0000108148 |
102,44 |
102,56 |
1,45 |
1,36 |
102,50 |
1,40 |
DS1019 |
PL0000105441 |
106,48 |
106,63 |
1,44 |
1,36 |
106,56 |
1,40 |
WZ0120 |
PL0000108601 |
100,54 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,73 |
99,88 |
1,63 |
1,56 |
99,81 |
1,59 |
OK0720 |
PL0000110375 |
95,98 |
96,12 |
1,74 |
1,68 |
96,05 |
1,71 |
DS1020 |
PL0000106126 |
108,90 |
109,15 |
1,75 |
1,66 |
109,03 |
1,70 |
WZ0121 |
PL0000106068 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,00 |
100,13 |
2,00 |
1,95 |
100,07 |
1,97 |
PS0721 |
PL0000109153 |
98,87 |
99,01 |
2,10 |
2,05 |
98,94 |
2,08 |
DS1021 |
PL0000106670 |
112,40 |
112,69 |
2,16 |
2,08 |
112,55 |
2,12 |
PS0422 |
PL0000109492 |
99,64 |
99,91 |
2,34 |
2,27 |
99,78 |
2,30 |
WS0922 |
PL0000102646 |
114,22 |
114,49 |
2,40 |
2,34 |
114,36 |
2,37 |
WZ1122 |
PL0000109377 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
99,62 |
99,84 |
2,58 |
2,53 |
99,73 |
2,56 |
IZ0823 |
PL0000105359 |
111,15 |
112,20 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
106,62 |
106,84 |
2,71 |
2,67 |
106,73 |
2,69 |
WZ0124 |
PL0000107454 |
99,50 |
99,78 |
--- |
--- |
99,64 |
--- |
DS0725 |
PL0000108197 |
101,17 |
101,53 |
3,07 |
3,01 |
101,35 |
3,04 |
WZ0126 |
PL0000108817 |
97,82 |
98,12 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,56 |
3,17 |
3,11 |
95,35 |
3,14 |
DS0727 |
PL0000109427 |
93,92 |
94,21 |
3,26 |
3,22 |
94,07 |
3,24 |
WS0428 |
PL0000107611 |
94,95 |
95,30 |
3,34 |
3,30 |
95,13 |
3,32 |
WZ0528 |
PL0000110383 |
96,17 |
96,61 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
122,62 |
123,39 |
3,29 |
3,21 |
123,01 |
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 |
1,31 |
1,02 |
100,50 |
1,15 |
OK1018 |
PL0000109062 |
99,19 |
99,30 |
1,30 |
1,12 |
99,25 |
1,20 |
WZ0119 |
PL0000107603 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
OK0419 |
PL0000109633 |
98,46 |
98,55 |
1,38 |
1,30 |
98,51 |
1,34 |
PS0719 |
PL0000108148 |
102,47 |
102,59 |
1,42 |
1,34 |
102,53 |
1,38 |
DS1019 |
PL0000105441 |
106,53 |
106,66 |
1,41 |
1,34 |
106,60 |
1,37 |
WZ0120 |
PL0000108601 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,75 |
99,89 |
1,62 |
1,55 |
99,82 |
1,58 |
OK0720 |
PL0000110375 |
96,00 |
96,16 |
1,73 |
1,66 |
96,08 |
1,69 |
DS1020 |
PL0000106126 |
108,92 |
109,18 |
1,74 |
1,65 |
109,05 |
1,70 |
WZ0121 |
PL0000106068 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,03 |
100,18 |
1,99 |
1,94 |
100,11 |
1,96 |
PS0721 |
PL0000109153 |
98,93 |
99,10 |
2,08 |
2,03 |
99,02 |
2,05 |
DS1021 |
PL0000106670 |
112,50 |
112,74 |
2,13 |
2,07 |
112,62 |
2,10 |
PS0422 |
PL0000109492 |
99,74 |
99,97 |
2,31 |
2,26 |
99,86 |
2,28 |
WS0922 |
PL0000102646 |
114,35 |
114,59 |
2,37 |
2,32 |
114,47 |
2,35 |
WZ1122 |
PL0000109377 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,69 |
99,94 |
2,57 |
2,51 |
99,82 |
2,54 |
IZ0823 |
PL0000105359 |
111,14 |
112,13 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
106,73 |
106,99 |
2,69 |
2,64 |
106,86 |
2,67 |
WZ0124 |
PL0000107454 |
99,53 |
99,77 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
101,41 |
101,81 |
3,03 |
2,97 |
101,61 |
3,00 |
WZ0126 |
PL0000108817 |
97,83 |
98,08 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,73 |
3,14 |
3,08 |
95,53 |
3,11 |
DS0727 |
PL0000109427 |
94,15 |
94,47 |
3,23 |
3,19 |
94,31 |
3,21 |
WS0428 |
PL0000107611 |
95,23 |
95,64 |
3,31 |
3,26 |
95,44 |
3,28 |
WZ0528 |
PL0000110383 |
96,19 |
96,60 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
123,08 |
123,72 |
3,24 |
3,18 |
123,40 |
3,21 |
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 |
1,310 |
1,310 |
1,310 |
190 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
155 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
230 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
120 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.