2018-03-20 |
MARKET DATA |
No 55 (3338) |
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 |
1 467,50 |
1 468,51 |
69 |
255,00 |
272,14 |
4 |
1 722,50 |
1 740,65 |
73 |
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 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,43 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,27 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,56 |
98,56 |
98,560 |
98,560 |
98,550 |
98,550 |
98,551 |
300 000 |
295,65 |
5 |
PS0719 |
PL0000108148 |
102,50 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,47 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,40 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,18 |
109,21 |
109,180 |
109,180 |
109,180 |
109,180 |
109,180 |
25 000 |
27,83 |
1 |
PS0421 |
PL0000108916 |
100,49 |
100,44 |
100,490 |
100,490 |
100,410 |
100,410 |
100,450 |
95 000 |
97,15 |
7 |
PS0721 |
PL0000109153 |
99,39 |
99,35 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
25 000 |
25,13 |
1 |
DS1021 |
PL0000106670 |
112,80 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,20 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,70 |
114,68 |
114,750 |
114,750 |
114,750 |
114,750 |
114,750 |
10 000 |
11,76 |
2 |
PS0123 |
PL0000110151 |
100,29 |
100,18 |
100,250 |
100,250 |
100,200 |
100,220 |
100,212 |
285 000 |
286,70 |
25 |
DS1023 |
PL0000107264 |
107,30 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,67 |
101,55 |
101,650 |
101,650 |
101,540 |
101,560 |
101,569 |
250 000 |
259,27 |
10 |
DS0726 |
PL0000108866 |
95,58 |
95,44 |
95,360 |
95,360 |
95,250 |
95,290 |
95,298 |
457 500 |
443,51 |
14 |
DS0727 |
PL0000109427 |
94,35 |
94,09 |
94,300 |
94,300 |
94,180 |
94,180 |
94,240 |
10 000 |
9,59 |
2 |
WS0428 |
PL0000107611 |
95,44 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,29 |
122,91 |
123,290 |
123,290 |
123,290 |
123,290 |
123,290 |
5 000 |
6,43 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,55 |
111,00 |
106,550 |
106,550 |
106,550 |
106,550 |
106,550 |
5 000 |
5,51 |
1 |
IZ0823 |
PL0000105359 |
111,28 |
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 |
100,56 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
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 |
99,36 |
99,45 |
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 |
96,30 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 467 500 |
1 468,51 |
69 |
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 |
100,50 |
1,25 |
1,02 |
100,46 |
1,13 |
OK1018 |
PL0000109062 |
99,24 |
99,34 |
1,29 |
1,12 |
99,29 |
1,20 |
WZ0119 |
PL0000107603 |
100,44 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,54 |
98,63 |
1,35 |
1,27 |
98,59 |
1,31 |
PS0719 |
PL0000108148 |
102,47 |
102,58 |
1,38 |
1,30 |
102,53 |
1,33 |
DS1019 |
PL0000105441 |
106,44 |
106,56 |
1,38 |
1,31 |
106,50 |
1,35 |
WZ0120 |
PL0000108601 |
100,53 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,03 |
1,55 |
1,48 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,38 |
96,52 |
1,58 |
1,52 |
96,45 |
1,55 |
DS1020 |
PL0000106126 |
109,15 |
109,38 |
1,61 |
1,53 |
109,27 |
1,57 |
WZ0121 |
PL0000106068 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,58 |
1,85 |
1,80 |
100,51 |
1,83 |
PS0721 |
PL0000109153 |
99,32 |
99,49 |
1,96 |
1,91 |
99,41 |
1,93 |
DS1021 |
PL0000106670 |
112,78 |
113,05 |
2,02 |
1,95 |
112,92 |
1,98 |
PS0422 |
PL0000109492 |
100,13 |
100,38 |
2,21 |
2,15 |
100,26 |
2,18 |
WS0922 |
PL0000102646 |
114,64 |
114,90 |
2,29 |
2,23 |
114,77 |
2,26 |
WZ1122 |
PL0000109377 |
99,80 |
100,06 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,22 |
100,43 |
2,45 |
2,40 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
111,03 |
111,95 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
107,16 |
107,42 |
2,60 |
2,56 |
107,29 |
2,58 |
WZ0124 |
PL0000107454 |
99,25 |
99,54 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,59 |
101,95 |
3,00 |
2,95 |
101,77 |
2,97 |
WZ0126 |
PL0000108817 |
97,63 |
98,03 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,49 |
95,82 |
3,12 |
3,07 |
95,66 |
3,10 |
DS0727 |
PL0000109427 |
94,27 |
94,64 |
3,22 |
3,17 |
94,46 |
3,19 |
WS0428 |
PL0000107611 |
95,23 |
95,67 |
3,31 |
3,26 |
95,45 |
3,28 |
WZ0528 |
PL0000110383 |
96,20 |
96,65 |
--- |
--- |
96,43 |
--- |
WS0429 |
PL0000105391 |
123,03 |
123,53 |
3,24 |
3,19 |
123,28 |
3,22 |
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 |
1,25 |
1,02 |
100,46 |
1,13 |
OK1018 |
PL0000109062 |
99,24 |
99,32 |
1,29 |
1,15 |
99,28 |
1,22 |
WZ0119 |
PL0000107603 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,60 |
1,37 |
1,30 |
98,56 |
1,34 |
PS0719 |
PL0000108148 |
102,46 |
102,54 |
1,38 |
1,32 |
102,50 |
1,35 |
DS1019 |
PL0000105441 |
106,43 |
106,55 |
1,39 |
1,32 |
106,49 |
1,35 |
WZ0120 |
PL0000108601 |
100,53 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,99 |
1,57 |
1,50 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,32 |
96,49 |
1,61 |
1,54 |
96,41 |
1,57 |
DS1020 |
PL0000106126 |
109,08 |
109,29 |
1,64 |
1,56 |
109,19 |
1,60 |
WZ0121 |
PL0000106068 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,36 |
100,49 |
1,88 |
1,83 |
100,43 |
1,85 |
PS0721 |
PL0000109153 |
99,30 |
99,41 |
1,97 |
1,93 |
99,36 |
1,95 |
DS1021 |
PL0000106670 |
112,73 |
113,00 |
2,04 |
1,96 |
112,87 |
2,00 |
PS0422 |
PL0000109492 |
99,98 |
100,21 |
2,25 |
2,19 |
100,10 |
2,22 |
WS0922 |
PL0000102646 |
114,47 |
114,76 |
2,33 |
2,26 |
114,62 |
2,29 |
WZ1122 |
PL0000109377 |
99,85 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,11 |
100,28 |
2,47 |
2,44 |
100,20 |
2,45 |
IZ0823 |
PL0000105359 |
111,07 |
111,94 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,27 |
2,62 |
2,58 |
107,17 |
2,60 |
WZ0124 |
PL0000107454 |
99,25 |
99,54 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,63 |
3,03 |
3,00 |
101,53 |
3,01 |
WZ0126 |
PL0000108817 |
97,66 |
98,04 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,57 |
3,15 |
3,11 |
95,43 |
3,13 |
DS0727 |
PL0000109427 |
94,06 |
94,26 |
3,24 |
3,22 |
94,16 |
3,23 |
WS0428 |
PL0000107611 |
94,91 |
95,29 |
3,35 |
3,30 |
95,10 |
3,33 |
WZ0528 |
PL0000110383 |
96,22 |
96,55 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
122,61 |
123,23 |
3,28 |
3,22 |
122,92 |
3,25 |
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 |
1,380 |
1,380 |
1,380 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
130 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
70 |
TOTAL |
255 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.