2018-03-16 |
MARKET DATA |
No 53 (3336) |
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 |
570,00 |
575,05 |
31 |
3 185,00 |
3 429,76 |
18 |
3 755,00 |
4 004,81 |
49 |
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 |
100,24 |
100,29 |
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 |
99,26 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,58 |
98,60 |
98,580 |
98,580 |
98,570 |
98,570 |
98,571 |
185 000 |
182,36 |
3 |
PS0719 |
PL0000108148 |
102,52 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,53 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,95 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,45 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,27 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,53 |
100,530 |
100,600 |
100,530 |
100,570 |
100,558 |
160 000 |
163,78 |
6 |
PS0721 |
PL0000109153 |
99,58 |
99,47 |
99,550 |
99,580 |
99,500 |
99,500 |
99,540 |
100 000 |
100,68 |
7 |
DS1021 |
PL0000106670 |
112,92 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,40 |
100,39 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
10 000 |
10,24 |
1 |
WS0922 |
PL0000102646 |
114,86 |
114,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,55 |
100,45 |
100,550 |
100,550 |
100,450 |
100,460 |
100,487 |
15 000 |
15,13 |
3 |
DS1023 |
PL0000107264 |
107,45 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,94 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,76 |
94,70 |
94,700 |
94,830 |
94,700 |
94,720 |
94,763 |
80 000 |
77,11 |
8 |
WS0428 |
PL0000107611 |
95,75 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,74 |
123,70 |
123,600 |
123,600 |
123,550 |
123,550 |
123,585 |
20 000 |
25,75 |
3 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,20 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,85 |
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 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,81 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,33 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
575,05 |
31 |
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 |
1,24 |
0,96 |
100,48 |
1,10 |
OK1018 |
PL0000109062 |
99,24 |
99,34 |
1,28 |
1,11 |
99,29 |
1,19 |
WZ0119 |
PL0000107603 |
100,43 |
100,55 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,55 |
98,63 |
1,34 |
1,26 |
98,59 |
1,30 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
1,38 |
1,29 |
102,54 |
1,33 |
DS1019 |
PL0000105441 |
106,47 |
106,60 |
1,38 |
1,30 |
106,54 |
1,34 |
WZ0120 |
PL0000108601 |
100,53 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,07 |
1,55 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,35 |
96,56 |
1,59 |
1,50 |
96,46 |
1,55 |
DS1020 |
PL0000106126 |
109,19 |
109,44 |
1,61 |
1,51 |
109,32 |
1,56 |
WZ0121 |
PL0000106068 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,58 |
1,85 |
1,80 |
100,51 |
1,83 |
PS0721 |
PL0000109153 |
99,34 |
99,59 |
1,95 |
1,87 |
99,47 |
1,91 |
DS1021 |
PL0000106670 |
112,83 |
113,13 |
2,01 |
1,93 |
112,98 |
1,97 |
PS0422 |
PL0000109492 |
100,18 |
100,42 |
2,20 |
2,14 |
100,30 |
2,17 |
WS0922 |
PL0000102646 |
114,75 |
115,02 |
2,27 |
2,21 |
114,89 |
2,24 |
WZ1122 |
PL0000109377 |
99,83 |
100,07 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,27 |
100,51 |
2,44 |
2,39 |
100,39 |
2,41 |
IZ0823 |
PL0000105359 |
111,14 |
112,02 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,53 |
2,59 |
2,54 |
107,38 |
2,56 |
WZ0124 |
PL0000107454 |
99,27 |
99,59 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,13 |
2,99 |
2,92 |
101,92 |
2,95 |
WZ0126 |
PL0000108817 |
97,70 |
98,03 |
--- |
--- |
97,87 |
--- |
DS0726 |
PL0000108866 |
95,62 |
96,05 |
3,10 |
3,04 |
95,84 |
3,07 |
DS0727 |
PL0000109427 |
94,38 |
94,75 |
3,20 |
3,15 |
94,57 |
3,18 |
WS0428 |
PL0000107611 |
95,49 |
95,93 |
3,28 |
3,23 |
95,71 |
3,25 |
WZ0528 |
PL0000110383 |
96,21 |
96,61 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
123,28 |
123,88 |
3,22 |
3,16 |
123,58 |
3,19 |
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 |
1,24 |
0,98 |
100,48 |
1,10 |
OK1018 |
PL0000109062 |
99,24 |
99,34 |
1,28 |
1,11 |
99,29 |
1,19 |
WZ0119 |
PL0000107603 |
100,44 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,54 |
98,62 |
1,35 |
1,27 |
98,58 |
1,31 |
PS0719 |
PL0000108148 |
102,49 |
102,61 |
1,37 |
1,28 |
102,55 |
1,33 |
DS1019 |
PL0000105441 |
106,48 |
106,59 |
1,37 |
1,31 |
106,54 |
1,34 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,06 |
1,54 |
1,47 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,39 |
96,57 |
1,58 |
1,50 |
96,48 |
1,54 |
DS1020 |
PL0000106126 |
109,23 |
109,47 |
1,59 |
1,50 |
109,35 |
1,55 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,64 |
1,83 |
1,78 |
100,57 |
1,81 |
PS0721 |
PL0000109153 |
99,46 |
99,61 |
1,92 |
1,87 |
99,54 |
1,89 |
DS1021 |
PL0000106670 |
112,88 |
113,18 |
2,00 |
1,92 |
113,03 |
1,96 |
PS0422 |
PL0000109492 |
100,19 |
100,43 |
2,20 |
2,14 |
100,31 |
2,17 |
WS0922 |
PL0000102646 |
114,81 |
115,06 |
2,26 |
2,20 |
114,94 |
2,23 |
WZ1122 |
PL0000109377 |
99,84 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,55 |
2,41 |
2,38 |
100,47 |
2,39 |
IZ0823 |
PL0000105359 |
111,16 |
112,01 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,56 |
2,58 |
2,53 |
107,44 |
2,55 |
WZ0124 |
PL0000107454 |
99,28 |
99,56 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,87 |
102,19 |
2,96 |
2,91 |
102,03 |
2,94 |
WZ0126 |
PL0000108817 |
97,71 |
97,95 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,71 |
96,05 |
3,09 |
3,04 |
95,88 |
3,06 |
DS0727 |
PL0000109427 |
94,55 |
94,82 |
3,18 |
3,15 |
94,69 |
3,16 |
WS0428 |
PL0000107611 |
95,54 |
95,93 |
3,27 |
3,23 |
95,74 |
3,25 |
WZ0528 |
PL0000110383 |
96,23 |
96,62 |
--- |
--- |
96,43 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,87 |
3,21 |
3,16 |
123,60 |
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) |
(%) |
(%) |
(%) |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
50 |
WZ1122 |
PL0000109377 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
60 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,390 |
1,390 |
1,390 |
235 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
10 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
10 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
280 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,390 |
1,390 |
1,390 |
200 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
140 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
340 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
30 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
100 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
45 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
285 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
400 |
TOTAL |
2 185 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.