2018-03-14 |
MARKET DATA |
No 51 (3334) |
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 |
452,50 |
448,72 |
28 |
4 390,00 |
4 476,13 |
24 |
4 842,50 |
4 924,84 |
52 |
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 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,48 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,55 |
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 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,30 |
96,25 |
96,270 |
96,270 |
96,270 |
96,270 |
96,270 |
35 000 |
33,69 |
2 |
DS1020 |
PL0000106126 |
109,11 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,34 |
100,30 |
100,320 |
100,350 |
100,320 |
100,350 |
100,343 |
115 000 |
117,44 |
6 |
PS0721 |
PL0000109153 |
99,27 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,70 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,05 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,61 |
114,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,15 |
100,03 |
100,080 |
100,150 |
100,080 |
100,150 |
100,129 |
45 000 |
45,21 |
4 |
DS1023 |
PL0000107264 |
107,07 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,57 |
101,52 |
101,400 |
101,570 |
101,380 |
101,570 |
101,415 |
30 000 |
31,05 |
3 |
DS0726 |
PL0000108866 |
95,45 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,16 |
94,00 |
94,000 |
94,160 |
94,000 |
94,160 |
94,068 |
107 500 |
102,85 |
9 |
WS0428 |
PL0000107611 |
95,09 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,00 |
122,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,13 |
139,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,00 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,41 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,47 |
100,53 |
100,470 |
100,470 |
100,470 |
100,470 |
100,470 |
30 000 |
30,22 |
1 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,25 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,82 |
97,81 |
97,810 |
97,820 |
97,810 |
97,810 |
97,814 |
90 000 |
88,26 |
3 |
WZ0528 |
PL0000110383 |
96,20 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
452 500 |
448,72 |
28 |
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 |
1,25 |
1,00 |
100,49 |
1,11 |
OK1018 |
PL0000109062 |
99,23 |
99,32 |
1,27 |
1,12 |
99,28 |
1,19 |
WZ0119 |
PL0000107603 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,60 |
1,35 |
1,28 |
98,56 |
1,32 |
PS0719 |
PL0000108148 |
102,49 |
102,60 |
1,38 |
1,30 |
102,55 |
1,34 |
DS1019 |
PL0000105441 |
106,50 |
106,61 |
1,39 |
1,32 |
106,56 |
1,35 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,84 |
100,02 |
1,57 |
1,49 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,12 |
96,29 |
1,69 |
1,61 |
96,21 |
1,65 |
DS1020 |
PL0000106126 |
109,00 |
109,22 |
1,69 |
1,61 |
109,11 |
1,65 |
WZ0121 |
PL0000106068 |
100,50 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,15 |
100,33 |
1,95 |
1,89 |
100,24 |
1,92 |
PS0721 |
PL0000109153 |
99,11 |
99,31 |
2,02 |
1,96 |
99,21 |
1,99 |
DS1021 |
PL0000106670 |
112,56 |
112,84 |
2,10 |
2,02 |
112,70 |
2,06 |
PS0422 |
PL0000109492 |
99,83 |
100,11 |
2,29 |
2,22 |
99,97 |
2,26 |
WS0922 |
PL0000102646 |
114,39 |
114,67 |
2,35 |
2,29 |
114,53 |
2,32 |
WZ1122 |
PL0000109377 |
99,77 |
100,04 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
99,89 |
100,09 |
2,52 |
2,48 |
99,99 |
2,50 |
IZ0823 |
PL0000105359 |
111,16 |
112,02 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
106,83 |
107,12 |
2,67 |
2,62 |
106,98 |
2,64 |
WZ0124 |
PL0000107454 |
99,18 |
99,53 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
101,20 |
101,55 |
3,06 |
3,01 |
101,38 |
3,03 |
WZ0126 |
PL0000108817 |
97,53 |
97,86 |
--- |
--- |
97,70 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,49 |
3,18 |
3,12 |
95,28 |
3,15 |
DS0727 |
PL0000109427 |
93,81 |
94,13 |
3,28 |
3,23 |
93,97 |
3,25 |
WS0428 |
PL0000107611 |
94,88 |
95,29 |
3,35 |
3,30 |
95,09 |
3,33 |
WZ0528 |
PL0000110383 |
95,96 |
96,40 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
122,60 |
123,18 |
3,29 |
3,23 |
122,89 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,46 |
100,54 |
1,19 |
0,97 |
100,50 |
1,08 |
OK1018 |
PL0000109062 |
99,24 |
99,34 |
1,25 |
1,09 |
99,29 |
1,17 |
WZ0119 |
PL0000107603 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,59 |
1,35 |
1,29 |
98,56 |
1,32 |
PS0719 |
PL0000108148 |
102,49 |
102,61 |
1,38 |
1,30 |
102,55 |
1,34 |
DS1019 |
PL0000105441 |
106,50 |
106,63 |
1,39 |
1,31 |
106,57 |
1,34 |
WZ0120 |
PL0000108601 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,99 |
1,56 |
1,50 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,25 |
96,36 |
1,63 |
1,58 |
96,31 |
1,60 |
DS1020 |
PL0000106126 |
109,09 |
109,33 |
1,66 |
1,57 |
109,21 |
1,61 |
WZ0121 |
PL0000106068 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,43 |
1,90 |
1,85 |
100,36 |
1,88 |
PS0721 |
PL0000109153 |
99,23 |
99,40 |
1,99 |
1,93 |
99,32 |
1,96 |
DS1021 |
PL0000106670 |
112,69 |
112,99 |
2,06 |
1,98 |
112,84 |
2,02 |
PS0422 |
PL0000109492 |
100,02 |
100,23 |
2,24 |
2,19 |
100,13 |
2,21 |
WS0922 |
PL0000102646 |
114,59 |
114,88 |
2,31 |
2,25 |
114,74 |
2,28 |
WZ1122 |
PL0000109377 |
99,86 |
100,06 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,07 |
100,25 |
2,48 |
2,44 |
100,16 |
2,46 |
IZ0823 |
PL0000105359 |
111,19 |
112,09 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,25 |
2,63 |
2,59 |
107,14 |
2,61 |
WZ0124 |
PL0000107454 |
99,27 |
99,61 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
101,45 |
101,75 |
3,02 |
2,98 |
101,60 |
3,00 |
WZ0126 |
PL0000108817 |
97,67 |
98,00 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,54 |
3,14 |
3,11 |
95,43 |
3,13 |
DS0727 |
PL0000109427 |
94,08 |
94,36 |
3,24 |
3,20 |
94,22 |
3,22 |
WS0428 |
PL0000107611 |
95,01 |
95,41 |
3,34 |
3,29 |
95,21 |
3,31 |
WZ0528 |
PL0000110383 |
96,11 |
96,41 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
122,81 |
123,46 |
3,27 |
3,20 |
123,14 |
3,23 |
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 |
1,360 |
1,360 |
1,360 |
115 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
300 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
20 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
400 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
400 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
200 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
400 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,330 |
1,360 |
1,341 |
160 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
340 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,330 |
1,360 |
1,349 |
625 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,330 |
1,360 |
1,356 |
195 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,330 |
1,360 |
1,342 |
75 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
240 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
270 |
TOTAL |
4 390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.