2018-03-08 |
MARKET DATA |
No 47 (3330) |
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 |
615,00 |
610,28 |
59 |
1 035,00 |
1 069,69 |
11 |
1 650,00 |
1 679,97 |
70 |
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 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,22 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,54 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,53 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,58 |
106,60 |
106,580 |
106,580 |
106,580 |
106,580 |
106,580 |
10 000 |
10,87 |
1 |
PS0420 |
PL0000108510 |
99,84 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,18 |
96,15 |
96,180 |
96,180 |
96,180 |
96,180 |
96,180 |
5 000 |
4,81 |
1 |
DS1020 |
PL0000106126 |
109,05 |
109,16 |
109,180 |
109,180 |
109,180 |
109,180 |
109,180 |
10 000 |
11,12 |
1 |
PS0421 |
PL0000108916 |
100,23 |
100,17 |
100,180 |
100,220 |
100,170 |
100,220 |
100,186 |
70 000 |
71,36 |
9 |
PS0721 |
PL0000109153 |
99,10 |
99,10 |
99,100 |
99,140 |
99,100 |
99,140 |
99,113 |
15 000 |
15,03 |
2 |
DS1021 |
PL0000106670 |
112,63 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,99 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,68 |
114,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,20 |
100,02 |
100,000 |
100,200 |
100,000 |
100,180 |
100,138 |
80 000 |
80,36 |
10 |
DS1023 |
PL0000107264 |
107,18 |
107,07 |
107,150 |
107,230 |
107,100 |
107,230 |
107,175 |
20 000 |
21,74 |
4 |
DS0725 |
PL0000108197 |
101,87 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,79 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,65 |
94,45 |
94,450 |
94,690 |
94,440 |
94,650 |
94,548 |
165 000 |
158,60 |
20 |
WS0428 |
PL0000107611 |
95,73 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,61 |
123,66 |
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 |
105,00 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,45 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,69 |
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 |
99,94 |
99,98 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
25 000 |
25,12 |
1 |
WZ0124 |
PL0000107454 |
99,60 |
99,50 |
99,600 |
99,600 |
99,470 |
99,470 |
99,502 |
30 000 |
29,92 |
4 |
WZ0524 |
PL0000110615 |
99,20 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,92 |
97,88 |
97,920 |
97,920 |
97,860 |
97,860 |
97,868 |
175 000 |
171,67 |
5 |
WZ0528 |
PL0000110383 |
96,30 |
96,35 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
10 000 |
9,68 |
1 |
TOTAL |
615 000 |
610,28 |
59 |
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 |
100,55 |
1,34 |
0,99 |
100,49 |
1,15 |
OK1018 |
PL0000109062 |
99,18 |
99,35 |
1,33 |
1,05 |
99,27 |
1,18 |
WZ0119 |
PL0000107603 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,44 |
98,59 |
1,41 |
1,28 |
98,52 |
1,34 |
PS0719 |
PL0000108148 |
102,48 |
102,66 |
1,41 |
1,28 |
102,57 |
1,34 |
DS1019 |
PL0000105441 |
106,54 |
106,71 |
1,39 |
1,29 |
106,63 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,82 |
100,00 |
1,58 |
1,50 |
99,91 |
1,54 |
OK0720 |
PL0000110375 |
96,09 |
96,28 |
1,70 |
1,61 |
96,19 |
1,65 |
DS1020 |
PL0000106126 |
108,99 |
109,21 |
1,71 |
1,63 |
109,10 |
1,67 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,12 |
100,26 |
1,96 |
1,91 |
100,19 |
1,93 |
PS0721 |
PL0000109153 |
99,03 |
99,19 |
2,05 |
2,00 |
99,11 |
2,02 |
DS1021 |
PL0000106670 |
112,55 |
112,84 |
2,11 |
2,03 |
112,70 |
2,07 |
PS0422 |
PL0000109492 |
99,91 |
100,12 |
2,27 |
2,22 |
100,02 |
2,24 |
WS0922 |
PL0000102646 |
114,57 |
114,76 |
2,32 |
2,28 |
114,67 |
2,30 |
WZ1122 |
PL0000109377 |
99,88 |
100,12 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,95 |
100,18 |
2,51 |
2,46 |
100,07 |
2,48 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
107,00 |
107,21 |
2,64 |
2,60 |
107,11 |
2,62 |
WZ0124 |
PL0000107454 |
99,49 |
99,79 |
--- |
--- |
99,64 |
--- |
DS0725 |
PL0000108197 |
101,73 |
102,05 |
2,98 |
2,93 |
101,89 |
2,96 |
WZ0126 |
PL0000108817 |
97,81 |
98,13 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
95,65 |
95,98 |
3,09 |
3,05 |
95,82 |
3,07 |
DS0727 |
PL0000109427 |
94,46 |
94,75 |
3,19 |
3,15 |
94,61 |
3,17 |
WS0428 |
PL0000107611 |
95,56 |
95,93 |
3,27 |
3,22 |
95,75 |
3,25 |
WZ0528 |
PL0000110383 |
96,13 |
96,59 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
123,32 |
124,09 |
3,22 |
3,15 |
123,71 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,45 |
100,56 |
1,26 |
0,97 |
100,51 |
1,10 |
OK1018 |
PL0000109062 |
99,20 |
99,33 |
1,30 |
1,08 |
99,27 |
1,18 |
WZ0119 |
PL0000107603 |
100,41 |
100,56 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,51 |
98,58 |
1,35 |
1,28 |
98,55 |
1,31 |
PS0719 |
PL0000108148 |
102,50 |
102,66 |
1,39 |
1,28 |
102,58 |
1,33 |
DS1019 |
PL0000105441 |
106,54 |
106,64 |
1,39 |
1,33 |
106,59 |
1,36 |
WZ0120 |
PL0000108601 |
100,55 |
100,77 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,96 |
1,60 |
1,52 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,12 |
96,25 |
1,68 |
1,62 |
96,19 |
1,65 |
DS1020 |
PL0000106126 |
109,01 |
109,24 |
1,70 |
1,62 |
109,13 |
1,66 |
WZ0121 |
PL0000106068 |
100,50 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,15 |
100,28 |
1,95 |
1,90 |
100,22 |
1,92 |
PS0721 |
PL0000109153 |
99,06 |
99,20 |
2,04 |
1,99 |
99,13 |
2,02 |
DS1021 |
PL0000106670 |
112,60 |
112,89 |
2,10 |
2,02 |
112,75 |
2,06 |
PS0422 |
PL0000109492 |
99,92 |
100,15 |
2,27 |
2,21 |
100,04 |
2,24 |
WS0922 |
PL0000102646 |
114,62 |
114,90 |
2,31 |
2,25 |
114,76 |
2,28 |
WZ1122 |
PL0000109377 |
99,84 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,07 |
100,25 |
2,48 |
2,44 |
100,16 |
2,46 |
IZ0823 |
PL0000105359 |
111,11 |
112,03 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,27 |
2,63 |
2,59 |
107,17 |
2,61 |
WZ0124 |
PL0000107454 |
99,36 |
99,62 |
--- |
--- |
99,49 |
--- |
DS0725 |
PL0000108197 |
101,77 |
102,10 |
2,98 |
2,93 |
101,94 |
2,95 |
WZ0126 |
PL0000108817 |
97,69 |
97,98 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
95,71 |
96,10 |
3,09 |
3,03 |
95,91 |
3,06 |
DS0727 |
PL0000109427 |
94,50 |
94,74 |
3,19 |
3,15 |
94,62 |
3,17 |
WS0428 |
PL0000107611 |
95,57 |
96,01 |
3,27 |
3,22 |
95,79 |
3,24 |
WZ0528 |
PL0000110383 |
96,11 |
96,48 |
--- |
--- |
96,30 |
--- |
WS0429 |
PL0000105391 |
123,40 |
124,09 |
3,21 |
3,15 |
123,75 |
3,18 |
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 |
1,320 |
1,320 |
1,320 |
195 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
15 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
10 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
245 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
275 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
250 |
TOTAL |
1 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.