2018-03-19 |
MARKET DATA |
No 54 (3337) |
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 |
560,00 |
561,77 |
23 |
2 595,00 |
2 812,67 |
27 |
3 155,00 |
3 374,43 |
50 |
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 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,45 |
100,48 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
100 000 |
102,09 |
1 |
OK1018 |
PL0000109062 |
99,26 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,56 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,51 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,50 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,44 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,26 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,54 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,49 |
99,45 |
99,450 |
99,450 |
99,430 |
99,430 |
99,439 |
330 000 |
331,93 |
5 |
DS1021 |
PL0000106670 |
112,90 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,90 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,43 |
100,37 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
10 000 |
10,07 |
1 |
DS1023 |
PL0000107264 |
107,35 |
107,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,95 |
101,90 |
101,950 |
101,950 |
101,950 |
101,950 |
101,950 |
10 000 |
10,41 |
1 |
DS0726 |
PL0000108866 |
95,83 |
95,80 |
95,830 |
95,830 |
95,830 |
95,830 |
95,830 |
15 000 |
14,62 |
3 |
DS0727 |
PL0000109427 |
94,60 |
94,55 |
94,600 |
94,660 |
94,550 |
94,550 |
94,630 |
30 000 |
28,88 |
5 |
WS0428 |
PL0000107611 |
95,62 |
95,62 |
95,620 |
95,620 |
95,590 |
95,620 |
95,614 |
65 000 |
63,76 |
7 |
WS0429 |
PL0000105391 |
123,51 |
123,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,69 |
140,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,55 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,75 |
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 |
100,51 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,35 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
561,77 |
23 |
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 |
100,51 |
1,26 |
1,00 |
100,47 |
1,11 |
OK1018 |
PL0000109062 |
99,23 |
99,33 |
1,30 |
1,13 |
99,28 |
1,21 |
WZ0119 |
PL0000107603 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,54 |
98,62 |
1,35 |
1,28 |
98,58 |
1,31 |
PS0719 |
PL0000108148 |
102,48 |
102,60 |
1,37 |
1,28 |
102,54 |
1,33 |
DS1019 |
PL0000105441 |
106,47 |
106,59 |
1,37 |
1,30 |
106,53 |
1,34 |
WZ0120 |
PL0000108601 |
100,55 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,06 |
1,55 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,37 |
96,52 |
1,59 |
1,52 |
96,45 |
1,55 |
DS1020 |
PL0000106126 |
109,17 |
109,38 |
1,61 |
1,53 |
109,28 |
1,57 |
WZ0121 |
PL0000106068 |
100,48 |
100,68 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,65 |
1,84 |
1,78 |
100,56 |
1,81 |
PS0721 |
PL0000109153 |
99,40 |
99,61 |
1,93 |
1,87 |
99,51 |
1,90 |
DS1021 |
PL0000106670 |
112,81 |
113,10 |
2,02 |
1,94 |
112,96 |
1,98 |
PS0422 |
PL0000109492 |
100,17 |
100,44 |
2,20 |
2,13 |
100,31 |
2,17 |
WS0922 |
PL0000102646 |
114,73 |
115,00 |
2,27 |
2,21 |
114,87 |
2,24 |
WZ1122 |
PL0000109377 |
99,81 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,30 |
100,52 |
2,43 |
2,38 |
100,41 |
2,41 |
IZ0823 |
PL0000105359 |
111,21 |
111,97 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,51 |
2,60 |
2,54 |
107,36 |
2,57 |
WZ0124 |
PL0000107454 |
99,28 |
99,55 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,10 |
2,99 |
2,92 |
101,89 |
2,96 |
WZ0126 |
PL0000108817 |
97,64 |
98,04 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
95,59 |
95,91 |
3,10 |
3,06 |
95,75 |
3,08 |
DS0727 |
PL0000109427 |
94,43 |
94,69 |
3,20 |
3,16 |
94,56 |
3,18 |
WS0428 |
PL0000107611 |
95,49 |
95,90 |
3,28 |
3,23 |
95,70 |
3,25 |
WZ0528 |
PL0000110383 |
96,22 |
96,60 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
123,22 |
123,84 |
3,22 |
3,17 |
123,53 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,42 |
100,50 |
1,26 |
1,03 |
100,46 |
1,14 |
OK1018 |
PL0000109062 |
99,23 |
99,33 |
1,30 |
1,13 |
99,28 |
1,21 |
WZ0119 |
PL0000107603 |
100,44 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,54 |
98,63 |
1,35 |
1,27 |
98,59 |
1,30 |
PS0719 |
PL0000108148 |
102,49 |
102,58 |
1,37 |
1,30 |
102,54 |
1,33 |
DS1019 |
PL0000105441 |
106,47 |
106,58 |
1,37 |
1,31 |
106,53 |
1,34 |
WZ0120 |
PL0000108601 |
100,55 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,05 |
1,54 |
1,47 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,41 |
96,54 |
1,57 |
1,51 |
96,48 |
1,54 |
DS1020 |
PL0000106126 |
109,14 |
109,37 |
1,62 |
1,54 |
109,26 |
1,58 |
WZ0121 |
PL0000106068 |
100,46 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,61 |
1,84 |
1,79 |
100,54 |
1,82 |
PS0721 |
PL0000109153 |
99,39 |
99,51 |
1,94 |
1,90 |
99,45 |
1,92 |
DS1021 |
PL0000106670 |
112,81 |
113,09 |
2,02 |
1,94 |
112,95 |
1,98 |
PS0422 |
PL0000109492 |
100,18 |
100,40 |
2,20 |
2,15 |
100,29 |
2,17 |
WS0922 |
PL0000102646 |
114,80 |
114,99 |
2,26 |
2,22 |
114,90 |
2,23 |
WZ1122 |
PL0000109377 |
99,81 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,29 |
100,45 |
2,43 |
2,40 |
100,37 |
2,42 |
IZ0823 |
PL0000105359 |
111,08 |
111,95 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
107,26 |
107,48 |
2,59 |
2,55 |
107,37 |
2,57 |
WZ0124 |
PL0000107454 |
99,26 |
99,55 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,72 |
101,95 |
2,98 |
2,95 |
101,84 |
2,96 |
WZ0126 |
PL0000108817 |
97,67 |
98,04 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
95,67 |
95,89 |
3,09 |
3,06 |
95,78 |
3,08 |
DS0727 |
PL0000109427 |
94,42 |
94,66 |
3,20 |
3,17 |
94,54 |
3,18 |
WS0428 |
PL0000107611 |
95,51 |
95,70 |
3,28 |
3,25 |
95,61 |
3,26 |
WZ0528 |
PL0000110383 |
96,25 |
96,58 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
123,07 |
123,57 |
3,24 |
3,19 |
123,32 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
95 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
80 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
200 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
120 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
190 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,390 |
1,390 |
1,390 |
50 |
DS0726 |
PL0000108866 |
0/2 |
2 |
1,350 |
1,350 |
1,350 |
55 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
170 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
240 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,360 |
1,370 |
1,362 |
120 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
30 |
TOTAL |
1 795 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,480 |
1,500 |
1,490 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.