2018-03-15 |
MARKET DATA |
No 52 (3335) |
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 |
715,00 |
719,79 |
36 |
2 225,00 |
2 307,82 |
18 |
2 940,00 |
3 027,61 |
54 |
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 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,48 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,26 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,59 |
98,57 |
98,590 |
98,590 |
98,570 |
98,570 |
98,573 |
90 000 |
88,72 |
3 |
PS0719 |
PL0000108148 |
102,56 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,57 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
99,97 |
99,990 |
100,030 |
99,990 |
100,030 |
100,001 |
165 000 |
167,23 |
5 |
OK0720 |
PL0000110375 |
96,42 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,24 |
109,26 |
109,230 |
109,230 |
109,230 |
109,230 |
109,230 |
5 000 |
5,57 |
1 |
PS0421 |
PL0000108916 |
100,53 |
100,41 |
100,450 |
100,530 |
100,450 |
100,510 |
100,501 |
142 500 |
145,77 |
7 |
PS0721 |
PL0000109153 |
99,50 |
99,40 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
32 500 |
32,70 |
1 |
DS1021 |
PL0000106670 |
112,92 |
112,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,30 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,93 |
114,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,22 |
100,240 |
100,560 |
100,240 |
100,560 |
100,382 |
100 000 |
100,75 |
7 |
DS1023 |
PL0000107264 |
107,46 |
107,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,01 |
101,74 |
102,000 |
102,010 |
102,000 |
102,010 |
102,005 |
20 000 |
20,82 |
2 |
DS0726 |
PL0000108866 |
95,84 |
95,60 |
95,750 |
95,750 |
95,750 |
95,750 |
95,750 |
10 000 |
9,74 |
1 |
DS0727 |
PL0000109427 |
94,66 |
94,28 |
94,600 |
94,600 |
94,560 |
94,560 |
94,578 |
50 000 |
48,10 |
4 |
WS0428 |
PL0000107611 |
95,67 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,79 |
123,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,03 |
140,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,55 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,46 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,58 |
100,600 |
100,600 |
100,580 |
100,580 |
100,582 |
85 000 |
85,72 |
3 |
WZ1122 |
PL0000109377 |
99,92 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,33 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
5 000 |
5,00 |
1 |
WZ0126 |
PL0000108817 |
97,79 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,30 |
96,30 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
10 000 |
9,69 |
1 |
TOTAL |
715 000 |
719,79 |
36 |
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 |
100,46 |
100,52 |
1,16 |
1,00 |
100,49 |
1,08 |
OK1018 |
PL0000109062 |
99,25 |
99,33 |
1,25 |
1,12 |
99,29 |
1,19 |
WZ0119 |
PL0000107603 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,54 |
98,62 |
1,34 |
1,27 |
98,58 |
1,31 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
1,38 |
1,29 |
102,54 |
1,34 |
DS1019 |
PL0000105441 |
106,48 |
106,59 |
1,38 |
1,31 |
106,54 |
1,34 |
WZ0120 |
PL0000108601 |
100,55 |
100,74 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,86 |
100,00 |
1,57 |
1,50 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,24 |
96,41 |
1,64 |
1,57 |
96,33 |
1,60 |
DS1020 |
PL0000106126 |
109,05 |
109,28 |
1,66 |
1,58 |
109,17 |
1,62 |
WZ0121 |
PL0000106068 |
100,48 |
100,68 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,26 |
100,44 |
1,91 |
1,85 |
100,35 |
1,88 |
PS0721 |
PL0000109153 |
99,23 |
99,43 |
1,99 |
1,92 |
99,33 |
1,96 |
DS1021 |
PL0000106670 |
112,67 |
112,95 |
2,06 |
1,98 |
112,81 |
2,02 |
PS0422 |
PL0000109492 |
100,02 |
100,26 |
2,24 |
2,18 |
100,14 |
2,21 |
WS0922 |
PL0000102646 |
114,56 |
114,84 |
2,31 |
2,25 |
114,70 |
2,28 |
WZ1122 |
PL0000109377 |
99,79 |
100,06 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,07 |
100,26 |
2,48 |
2,44 |
100,17 |
2,46 |
IZ0823 |
PL0000105359 |
111,20 |
112,05 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,30 |
2,63 |
2,58 |
107,16 |
2,61 |
WZ0124 |
PL0000107454 |
99,21 |
99,58 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,79 |
3,03 |
2,97 |
101,60 |
3,00 |
WZ0126 |
PL0000108817 |
97,61 |
97,91 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,71 |
3,15 |
3,09 |
95,50 |
3,12 |
DS0727 |
PL0000109427 |
94,03 |
94,34 |
3,25 |
3,21 |
94,19 |
3,23 |
WS0428 |
PL0000107611 |
95,04 |
95,47 |
3,33 |
3,28 |
95,26 |
3,31 |
WZ0528 |
PL0000110383 |
95,96 |
96,40 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
122,74 |
123,39 |
3,27 |
3,21 |
123,07 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,43 |
100,52 |
1,25 |
1,00 |
100,48 |
1,11 |
OK1018 |
PL0000109062 |
99,23 |
99,33 |
1,29 |
1,12 |
99,28 |
1,20 |
WZ0119 |
PL0000107603 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
OK0419 |
PL0000109633 |
98,55 |
98,62 |
1,34 |
1,27 |
98,59 |
1,30 |
PS0719 |
PL0000108148 |
102,50 |
102,61 |
1,37 |
1,29 |
102,56 |
1,32 |
DS1019 |
PL0000105441 |
106,49 |
106,62 |
1,37 |
1,29 |
106,56 |
1,33 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,05 |
1,55 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,36 |
96,52 |
1,59 |
1,52 |
96,44 |
1,55 |
DS1020 |
PL0000106126 |
109,21 |
109,44 |
1,60 |
1,52 |
109,33 |
1,56 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,57 |
1,86 |
1,81 |
100,49 |
1,83 |
PS0721 |
PL0000109153 |
99,35 |
99,51 |
1,95 |
1,90 |
99,43 |
1,92 |
DS1021 |
PL0000106670 |
112,85 |
113,13 |
2,01 |
1,94 |
112,99 |
1,97 |
PS0422 |
PL0000109492 |
100,24 |
100,38 |
2,19 |
2,15 |
100,31 |
2,17 |
WS0922 |
PL0000102646 |
114,78 |
115,00 |
2,26 |
2,22 |
114,89 |
2,24 |
WZ1122 |
PL0000109377 |
99,85 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,50 |
2,42 |
2,39 |
100,42 |
2,41 |
IZ0823 |
PL0000105359 |
111,14 |
111,93 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,47 |
2,59 |
2,55 |
107,35 |
2,57 |
WZ0124 |
PL0000107454 |
99,28 |
99,60 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
101,75 |
102,08 |
2,98 |
2,93 |
101,92 |
2,95 |
WZ0126 |
PL0000108817 |
97,69 |
98,05 |
--- |
--- |
97,87 |
--- |
DS0726 |
PL0000108866 |
95,68 |
95,92 |
3,09 |
3,06 |
95,80 |
3,07 |
DS0727 |
PL0000109427 |
94,47 |
94,75 |
3,19 |
3,15 |
94,61 |
3,17 |
WS0428 |
PL0000107611 |
95,58 |
95,80 |
3,27 |
3,24 |
95,69 |
3,25 |
WZ0528 |
PL0000110383 |
96,19 |
96,54 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
123,27 |
123,89 |
3,22 |
3,16 |
123,58 |
3,19 |
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 |
205 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
320 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
45 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,400 |
1,384 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
280 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
125 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
230 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
230 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
150 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
10 |
TOTAL |
2 225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.