2018-03-12 |
MARKET DATA |
No 49 (3332) |
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 |
210,00 |
209,58 |
15 |
995,00 |
1 069,26 |
6 |
1 205,00 |
1 278,84 |
21 |
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 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,46 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,24 |
99,28 |
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 |
102,51 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,52 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,14 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,03 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,13 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,54 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,49 |
114,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,08 |
99,99 |
100,010 |
100,080 |
100,010 |
100,060 |
100,046 |
175 000 |
175,66 |
10 |
DS1023 |
PL0000107264 |
107,03 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,55 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,55 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,30 |
94,27 |
94,270 |
94,300 |
94,270 |
94,290 |
94,286 |
25 000 |
23,97 |
4 |
WS0428 |
PL0000107611 |
95,32 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,30 |
123,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,44 |
140,29 |
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 |
111,45 |
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 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,86 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,47 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
10 000 |
9,96 |
1 |
WZ0524 |
PL0000110615 |
99,05 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,20 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
209,58 |
15 |
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 |
100,53 |
1,32 |
1,02 |
100,48 |
1,16 |
OK1018 |
PL0000109062 |
99,19 |
99,33 |
1,32 |
1,09 |
99,26 |
1,21 |
WZ0119 |
PL0000107603 |
100,41 |
100,55 |
--- |
--- |
100,48 |
--- |
OK0419 |
PL0000109633 |
98,47 |
98,59 |
1,39 |
1,28 |
98,53 |
1,34 |
PS0719 |
PL0000108148 |
102,47 |
102,62 |
1,41 |
1,30 |
102,55 |
1,35 |
DS1019 |
PL0000105441 |
106,46 |
106,62 |
1,42 |
1,33 |
106,54 |
1,38 |
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 |
96,29 |
1,70 |
1,61 |
96,19 |
1,65 |
DS1020 |
PL0000106126 |
108,95 |
109,19 |
1,72 |
1,63 |
109,07 |
1,67 |
WZ0121 |
PL0000106068 |
100,46 |
100,66 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,07 |
100,26 |
1,97 |
1,91 |
100,17 |
1,94 |
PS0721 |
PL0000109153 |
99,02 |
99,22 |
2,05 |
1,99 |
99,12 |
2,02 |
DS1021 |
PL0000106670 |
112,46 |
112,76 |
2,13 |
2,05 |
112,61 |
2,09 |
PS0422 |
PL0000109492 |
99,77 |
100,07 |
2,31 |
2,23 |
99,92 |
2,27 |
WS0922 |
PL0000102646 |
114,38 |
114,68 |
2,36 |
2,29 |
114,53 |
2,33 |
WZ1122 |
PL0000109377 |
99,79 |
100,05 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
99,86 |
100,08 |
2,53 |
2,48 |
99,97 |
2,50 |
IZ0823 |
PL0000105359 |
111,08 |
112,00 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
106,86 |
107,09 |
2,66 |
2,62 |
106,98 |
2,64 |
WZ0124 |
PL0000107454 |
99,08 |
99,51 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,76 |
3,04 |
2,98 |
101,55 |
3,01 |
WZ0126 |
PL0000108817 |
97,49 |
97,90 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,67 |
3,15 |
3,09 |
95,47 |
3,12 |
DS0727 |
PL0000109427 |
94,09 |
94,39 |
3,24 |
3,20 |
94,24 |
3,22 |
WS0428 |
PL0000107611 |
95,19 |
95,63 |
3,31 |
3,26 |
95,41 |
3,29 |
WZ0528 |
PL0000110383 |
95,98 |
96,48 |
--- |
--- |
96,23 |
--- |
WS0429 |
PL0000105391 |
122,87 |
123,57 |
3,26 |
3,19 |
123,22 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,44 |
100,52 |
1,27 |
1,05 |
100,48 |
1,16 |
OK1018 |
PL0000109062 |
99,22 |
99,30 |
1,28 |
1,14 |
99,26 |
1,21 |
WZ0119 |
PL0000107603 |
100,43 |
100,55 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,51 |
98,58 |
1,36 |
1,29 |
98,55 |
1,32 |
PS0719 |
PL0000108148 |
102,50 |
102,62 |
1,38 |
1,30 |
102,56 |
1,34 |
DS1019 |
PL0000105441 |
106,50 |
106,63 |
1,40 |
1,32 |
106,57 |
1,36 |
WZ0120 |
PL0000108601 |
100,52 |
100,76 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,96 |
1,59 |
1,52 |
99,89 |
1,55 |
OK0720 |
PL0000110375 |
96,08 |
96,30 |
1,70 |
1,61 |
96,19 |
1,65 |
DS1020 |
PL0000106126 |
108,99 |
109,22 |
1,70 |
1,62 |
109,11 |
1,66 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,14 |
100,27 |
1,95 |
1,91 |
100,21 |
1,93 |
PS0721 |
PL0000109153 |
99,07 |
99,23 |
2,04 |
1,99 |
99,15 |
2,01 |
DS1021 |
PL0000106670 |
112,52 |
112,80 |
2,11 |
2,04 |
112,66 |
2,07 |
PS0422 |
PL0000109492 |
99,93 |
100,10 |
2,27 |
2,22 |
100,02 |
2,24 |
WS0922 |
PL0000102646 |
114,46 |
114,75 |
2,34 |
2,28 |
114,61 |
2,31 |
WZ1122 |
PL0000109377 |
99,81 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,01 |
100,15 |
2,50 |
2,46 |
100,08 |
2,48 |
IZ0823 |
PL0000105359 |
111,22 |
112,03 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,16 |
2,65 |
2,61 |
107,04 |
2,63 |
WZ0124 |
PL0000107454 |
99,21 |
99,53 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
101,46 |
101,81 |
3,02 |
2,97 |
101,64 |
2,99 |
WZ0126 |
PL0000108817 |
97,61 |
97,90 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
95,43 |
95,65 |
3,13 |
3,10 |
95,54 |
3,11 |
DS0727 |
PL0000109427 |
94,19 |
94,39 |
3,23 |
3,20 |
94,29 |
3,21 |
WS0428 |
PL0000107611 |
95,20 |
95,51 |
3,31 |
3,28 |
95,36 |
3,29 |
WZ0528 |
PL0000110383 |
96,02 |
96,43 |
--- |
--- |
96,23 |
--- |
WS0429 |
PL0000105391 |
123,11 |
123,65 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
135 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
400 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
180 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
175 |
TOTAL |
995 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.