2018-03-13 |
MARKET DATA |
No 50 (3333) |
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 |
897,50 |
889,19 |
64 |
1 105,00 |
1 173,03 |
12 |
2 002,50 |
2 062,23 |
76 |
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 |
100,28 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,24 |
99,30 |
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 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,52 |
106,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,19 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,21 |
100,19 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
5 000 |
5,10 |
1 |
PS0721 |
PL0000109153 |
99,23 |
99,12 |
99,130 |
99,230 |
99,130 |
99,220 |
99,160 |
480 000 |
481,33 |
29 |
DS1021 |
PL0000106670 |
112,60 |
112,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,95 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,42 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,97 |
99,95 |
99,900 |
99,990 |
99,900 |
99,990 |
99,938 |
45 000 |
45,12 |
8 |
DS1023 |
PL0000107264 |
106,95 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,41 |
101,33 |
101,360 |
101,360 |
101,310 |
101,310 |
101,321 |
50 000 |
51,70 |
4 |
DS0726 |
PL0000108866 |
95,25 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,14 |
93,99 |
94,140 |
94,140 |
93,970 |
93,970 |
94,076 |
197 500 |
188,95 |
14 |
WS0428 |
PL0000107611 |
95,12 |
95,09 |
95,070 |
95,070 |
95,030 |
95,040 |
95,053 |
120 000 |
116,99 |
8 |
WS0429 |
PL0000105391 |
123,01 |
122,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,01 |
139,53 |
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 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,00 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,17 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
897 500 |
889,19 |
64 |
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 |
100,44 |
100,53 |
1,26 |
1,01 |
100,49 |
1,12 |
OK1018 |
PL0000109062 |
99,22 |
99,33 |
1,28 |
1,10 |
99,28 |
1,18 |
WZ0119 |
PL0000107603 |
100,43 |
100,55 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,59 |
1,35 |
1,28 |
98,56 |
1,31 |
PS0719 |
PL0000108148 |
102,48 |
102,61 |
1,39 |
1,30 |
102,55 |
1,34 |
DS1019 |
PL0000105441 |
106,48 |
106,61 |
1,40 |
1,33 |
106,55 |
1,36 |
WZ0120 |
PL0000108601 |
100,53 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,96 |
1,59 |
1,52 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,07 |
96,25 |
1,71 |
1,63 |
96,16 |
1,67 |
DS1020 |
PL0000106126 |
108,96 |
109,17 |
1,71 |
1,63 |
109,07 |
1,67 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,14 |
100,27 |
1,95 |
1,91 |
100,21 |
1,93 |
PS0721 |
PL0000109153 |
99,04 |
99,20 |
2,05 |
2,00 |
99,12 |
2,02 |
DS1021 |
PL0000106670 |
112,49 |
112,78 |
2,12 |
2,04 |
112,64 |
2,08 |
PS0422 |
PL0000109492 |
99,82 |
100,08 |
2,29 |
2,23 |
99,95 |
2,26 |
WS0922 |
PL0000102646 |
114,41 |
114,69 |
2,35 |
2,29 |
114,55 |
2,32 |
WZ1122 |
PL0000109377 |
99,78 |
100,04 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
99,89 |
100,12 |
2,52 |
2,47 |
100,01 |
2,50 |
IZ0823 |
PL0000105359 |
111,16 |
112,02 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,14 |
2,66 |
2,61 |
107,01 |
2,64 |
WZ0124 |
PL0000107454 |
99,17 |
99,52 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,27 |
101,69 |
3,05 |
2,99 |
101,48 |
3,02 |
WZ0126 |
PL0000108817 |
97,57 |
97,88 |
--- |
--- |
97,73 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,62 |
3,16 |
3,10 |
95,41 |
3,13 |
DS0727 |
PL0000109427 |
94,08 |
94,33 |
3,24 |
3,21 |
94,21 |
3,22 |
WS0428 |
PL0000107611 |
95,09 |
95,50 |
3,33 |
3,28 |
95,30 |
3,30 |
WZ0528 |
PL0000110383 |
95,97 |
96,45 |
--- |
--- |
96,21 |
--- |
WS0429 |
PL0000105391 |
122,87 |
123,51 |
3,26 |
3,20 |
123,19 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,45 |
100,53 |
1,23 |
1,01 |
100,49 |
1,12 |
OK1018 |
PL0000109062 |
99,23 |
99,32 |
1,26 |
1,12 |
99,28 |
1,18 |
WZ0119 |
PL0000107603 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,59 |
1,35 |
1,28 |
98,56 |
1,31 |
PS0719 |
PL0000108148 |
102,49 |
102,60 |
1,39 |
1,31 |
102,55 |
1,34 |
DS1019 |
PL0000105441 |
106,49 |
106,61 |
1,40 |
1,33 |
106,55 |
1,36 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,97 |
1,59 |
1,51 |
99,89 |
1,55 |
OK0720 |
PL0000110375 |
96,15 |
96,28 |
1,67 |
1,62 |
96,22 |
1,64 |
DS1020 |
PL0000106126 |
109,02 |
109,22 |
1,69 |
1,61 |
109,12 |
1,65 |
WZ0121 |
PL0000106068 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,31 |
1,94 |
1,89 |
100,24 |
1,92 |
PS0721 |
PL0000109153 |
99,14 |
99,28 |
2,01 |
1,97 |
99,21 |
1,99 |
DS1021 |
PL0000106670 |
112,54 |
112,83 |
2,10 |
2,03 |
112,69 |
2,06 |
PS0422 |
PL0000109492 |
99,82 |
100,00 |
2,29 |
2,25 |
99,91 |
2,27 |
WS0922 |
PL0000102646 |
114,36 |
114,65 |
2,36 |
2,30 |
114,51 |
2,33 |
WZ1122 |
PL0000109377 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,03 |
2,53 |
2,49 |
99,95 |
2,51 |
IZ0823 |
PL0000105359 |
111,20 |
111,98 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,04 |
2,67 |
2,63 |
106,93 |
2,65 |
WZ0124 |
PL0000107454 |
99,21 |
99,53 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
101,17 |
101,42 |
3,07 |
3,03 |
101,30 |
3,05 |
WZ0126 |
PL0000108817 |
97,59 |
97,87 |
--- |
--- |
97,73 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,35 |
3,17 |
3,14 |
95,25 |
3,15 |
DS0727 |
PL0000109427 |
93,83 |
94,09 |
3,27 |
3,24 |
93,96 |
3,26 |
WS0428 |
PL0000107611 |
94,91 |
95,16 |
3,35 |
3,32 |
95,04 |
3,33 |
WZ0528 |
PL0000110383 |
96,04 |
96,40 |
--- |
--- |
96,22 |
--- |
WS0429 |
PL0000105391 |
122,60 |
123,17 |
3,29 |
3,23 |
122,89 |
3,26 |
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 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
70 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
135 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
160 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
45 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
110 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
280 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
70 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
75 |
TOTAL |
1 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.