2018-03-09 |
MARKET DATA |
No 48 (3331) |
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 |
245,00 |
244,80 |
29 |
1 150,00 |
1 239,63 |
12 |
1 395,00 |
1 484,43 |
41 |
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 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,22 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,54 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,54 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,15 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,07 |
109,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,09 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,66 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,68 |
114,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,12 |
100,00 |
100,100 |
100,120 |
99,970 |
99,970 |
99,995 |
85 000 |
85,27 |
7 |
DS1023 |
PL0000107264 |
107,10 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,83 |
101,65 |
101,830 |
101,830 |
101,830 |
101,830 |
101,830 |
10 000 |
10,39 |
2 |
DS0726 |
PL0000108866 |
95,84 |
95,55 |
95,500 |
95,500 |
95,500 |
95,500 |
95,500 |
10 000 |
9,71 |
1 |
DS0727 |
PL0000109427 |
94,62 |
94,23 |
94,620 |
94,620 |
94,200 |
94,210 |
94,303 |
90 000 |
86,30 |
13 |
WS0428 |
PL0000107611 |
95,68 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,83 |
123,39 |
123,230 |
123,250 |
123,230 |
123,250 |
123,243 |
15 000 |
19,25 |
2 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,80 |
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 |
100,57 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,76 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,30 |
96,35 |
96,300 |
96,300 |
96,250 |
96,250 |
96,293 |
35 000 |
33,89 |
4 |
TOTAL |
245 000 |
244,80 |
29 |
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 |
100,53 |
1,30 |
1,04 |
100,48 |
1,17 |
OK1018 |
PL0000109062 |
99,20 |
99,33 |
1,30 |
1,09 |
99,27 |
1,19 |
WZ0119 |
PL0000107603 |
100,42 |
100,56 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,50 |
98,59 |
1,36 |
1,28 |
98,55 |
1,32 |
PS0719 |
PL0000108148 |
102,49 |
102,63 |
1,39 |
1,29 |
102,56 |
1,34 |
DS1019 |
PL0000105441 |
106,52 |
106,65 |
1,39 |
1,32 |
106,59 |
1,35 |
WZ0120 |
PL0000108601 |
100,53 |
100,77 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,97 |
1,59 |
1,51 |
99,89 |
1,55 |
OK0720 |
PL0000110375 |
96,09 |
96,28 |
1,70 |
1,61 |
96,19 |
1,65 |
DS1020 |
PL0000106126 |
109,00 |
109,23 |
1,70 |
1,62 |
109,12 |
1,66 |
WZ0121 |
PL0000106068 |
100,45 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,11 |
100,34 |
1,96 |
1,88 |
100,23 |
1,92 |
PS0721 |
PL0000109153 |
99,02 |
99,25 |
2,05 |
1,98 |
99,14 |
2,01 |
DS1021 |
PL0000106670 |
112,59 |
112,86 |
2,10 |
2,02 |
112,73 |
2,06 |
PS0422 |
PL0000109492 |
99,90 |
100,16 |
2,27 |
2,21 |
100,03 |
2,24 |
WS0922 |
PL0000102646 |
114,56 |
114,84 |
2,32 |
2,26 |
114,70 |
2,29 |
WZ1122 |
PL0000109377 |
99,81 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,05 |
100,26 |
2,49 |
2,44 |
100,16 |
2,46 |
IZ0823 |
PL0000105359 |
111,08 |
112,08 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,28 |
2,64 |
2,59 |
107,15 |
2,61 |
WZ0124 |
PL0000107454 |
99,24 |
99,65 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
101,63 |
102,00 |
3,00 |
2,94 |
101,82 |
2,97 |
WZ0126 |
PL0000108817 |
97,66 |
98,02 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
95,60 |
96,03 |
3,10 |
3,04 |
95,82 |
3,07 |
DS0727 |
PL0000109427 |
94,43 |
94,70 |
3,19 |
3,16 |
94,57 |
3,18 |
WS0428 |
PL0000107611 |
95,49 |
95,93 |
3,28 |
3,22 |
95,71 |
3,25 |
WZ0528 |
PL0000110383 |
96,05 |
96,53 |
--- |
--- |
96,29 |
--- |
WS0429 |
PL0000105391 |
123,47 |
124,04 |
3,20 |
3,15 |
123,76 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,43 |
100,54 |
1,30 |
1,01 |
100,49 |
1,14 |
OK1018 |
PL0000109062 |
99,20 |
99,30 |
1,30 |
1,14 |
99,25 |
1,22 |
WZ0119 |
PL0000107603 |
100,43 |
100,55 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,51 |
98,58 |
1,35 |
1,29 |
98,55 |
1,32 |
PS0719 |
PL0000108148 |
102,49 |
102,62 |
1,39 |
1,30 |
102,56 |
1,34 |
DS1019 |
PL0000105441 |
106,49 |
106,62 |
1,41 |
1,33 |
106,56 |
1,37 |
WZ0120 |
PL0000108601 |
100,54 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,95 |
1,60 |
1,52 |
99,87 |
1,56 |
OK0720 |
PL0000110375 |
96,09 |
96,27 |
1,70 |
1,62 |
96,18 |
1,66 |
DS1020 |
PL0000106126 |
108,97 |
109,21 |
1,71 |
1,62 |
109,09 |
1,67 |
WZ0121 |
PL0000106068 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,10 |
100,24 |
1,96 |
1,92 |
100,17 |
1,94 |
PS0721 |
PL0000109153 |
99,02 |
99,19 |
2,05 |
2,00 |
99,11 |
2,02 |
DS1021 |
PL0000106670 |
112,48 |
112,78 |
2,12 |
2,04 |
112,63 |
2,08 |
PS0422 |
PL0000109492 |
99,78 |
100,07 |
2,30 |
2,23 |
99,93 |
2,27 |
WS0922 |
PL0000102646 |
114,39 |
114,68 |
2,36 |
2,30 |
114,54 |
2,33 |
WZ1122 |
PL0000109377 |
99,81 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,91 |
100,09 |
2,52 |
2,48 |
100,00 |
2,50 |
IZ0823 |
PL0000105359 |
111,14 |
111,99 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
106,86 |
107,07 |
2,67 |
2,63 |
106,97 |
2,65 |
WZ0124 |
PL0000107454 |
99,15 |
99,45 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
101,38 |
101,71 |
3,03 |
2,98 |
101,55 |
3,01 |
WZ0126 |
PL0000108817 |
97,56 |
97,83 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
95,41 |
95,62 |
3,13 |
3,10 |
95,52 |
3,11 |
DS0727 |
PL0000109427 |
94,13 |
94,37 |
3,23 |
3,20 |
94,25 |
3,22 |
WS0428 |
PL0000107611 |
95,26 |
95,64 |
3,31 |
3,26 |
95,45 |
3,28 |
WZ0528 |
PL0000110383 |
96,07 |
96,45 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
123,12 |
123,64 |
3,24 |
3,19 |
123,38 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
25 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
30 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
15 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
150 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
175 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
250 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
220 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
285 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.