2018-03-21 |
MARKET DATA |
No 56 (3339) |
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 |
1 680,00 |
1 680,99 |
56 |
1 800,00 |
1 924,80 |
14 |
3 480,00 |
3 605,78 |
70 |
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 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,42 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,42 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,64 |
98,53 |
98,540 |
98,540 |
98,530 |
98,530 |
98,531 |
120 000 |
118,24 |
3 |
PS0719 |
PL0000108148 |
102,57 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,44 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,58 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,14 |
109,14 |
109,140 |
109,140 |
109,140 |
109,140 |
109,140 |
10 000 |
11,13 |
1 |
PS0421 |
PL0000108916 |
100,37 |
100,31 |
100,370 |
100,400 |
100,370 |
100,400 |
100,385 |
105 000 |
107,31 |
8 |
PS0721 |
PL0000109153 |
99,34 |
99,31 |
99,330 |
99,340 |
99,310 |
99,340 |
99,329 |
115 000 |
115,56 |
5 |
DS1021 |
PL0000106670 |
112,73 |
112,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,10 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,61 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,16 |
99,97 |
100,160 |
100,160 |
99,970 |
100,000 |
100,042 |
85 000 |
85,37 |
11 |
DS1023 |
PL0000107264 |
107,04 |
106,95 |
106,960 |
106,960 |
106,960 |
106,960 |
106,960 |
10 000 |
10,86 |
1 |
DS0725 |
PL0000108197 |
101,52 |
101,30 |
101,300 |
101,300 |
101,270 |
101,270 |
101,280 |
15 000 |
15,51 |
2 |
DS0726 |
PL0000108866 |
95,30 |
95,07 |
95,180 |
95,180 |
94,920 |
94,920 |
95,158 |
120 000 |
116,17 |
3 |
DS0727 |
PL0000109427 |
94,14 |
93,59 |
93,730 |
93,750 |
93,670 |
93,750 |
93,691 |
130 000 |
123,94 |
10 |
WS0428 |
PL0000107611 |
95,12 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,84 |
122,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
138,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,05 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,25 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,45 |
100,40 |
100,450 |
100,450 |
100,400 |
100,400 |
100,426 |
970 000 |
976,89 |
12 |
WZ0120 |
PL0000108601 |
100,56 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
100,04 |
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 |
97,82 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,32 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 680 000 |
1 680,99 |
56 |
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 |
100,41 |
100,48 |
1,27 |
1,06 |
100,45 |
1,15 |
OK1018 |
PL0000109062 |
99,23 |
99,33 |
1,31 |
1,14 |
99,28 |
1,23 |
WZ0119 |
PL0000107603 |
100,43 |
100,54 |
--- |
--- |
100,49 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,60 |
1,38 |
1,30 |
98,56 |
1,34 |
PS0719 |
PL0000108148 |
102,45 |
102,55 |
1,39 |
1,31 |
102,50 |
1,35 |
DS1019 |
PL0000105441 |
106,41 |
106,53 |
1,39 |
1,32 |
106,47 |
1,36 |
WZ0120 |
PL0000108601 |
100,53 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,99 |
1,58 |
1,50 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,29 |
96,53 |
1,63 |
1,52 |
96,41 |
1,57 |
DS1020 |
PL0000106126 |
109,04 |
109,27 |
1,65 |
1,57 |
109,16 |
1,61 |
WZ0121 |
PL0000106068 |
100,47 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,49 |
1,89 |
1,83 |
100,41 |
1,86 |
PS0721 |
PL0000109153 |
99,30 |
99,42 |
1,97 |
1,93 |
99,36 |
1,95 |
DS1021 |
PL0000106670 |
112,71 |
113,00 |
2,04 |
1,96 |
112,86 |
2,00 |
PS0422 |
PL0000109492 |
100,03 |
100,27 |
2,24 |
2,18 |
100,15 |
2,21 |
WS0922 |
PL0000102646 |
114,51 |
114,77 |
2,32 |
2,26 |
114,64 |
2,29 |
WZ1122 |
PL0000109377 |
99,80 |
100,08 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,09 |
100,32 |
2,48 |
2,43 |
100,21 |
2,45 |
IZ0823 |
PL0000105359 |
111,11 |
111,89 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,28 |
2,63 |
2,58 |
107,15 |
2,61 |
WZ0124 |
PL0000107454 |
99,24 |
99,54 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,81 |
3,03 |
2,97 |
101,62 |
3,00 |
WZ0126 |
PL0000108817 |
97,63 |
98,03 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,23 |
95,62 |
3,16 |
3,10 |
95,43 |
3,13 |
DS0727 |
PL0000109427 |
94,02 |
94,35 |
3,25 |
3,21 |
94,19 |
3,23 |
WS0428 |
PL0000107611 |
95,02 |
95,49 |
3,34 |
3,28 |
95,26 |
3,31 |
WZ0528 |
PL0000110383 |
96,23 |
96,60 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
122,73 |
123,22 |
3,27 |
3,22 |
122,98 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,39 |
100,48 |
1,32 |
1,06 |
100,44 |
1,18 |
OK1018 |
PL0000109062 |
99,24 |
99,33 |
1,29 |
1,14 |
99,29 |
1,21 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,50 |
98,59 |
1,40 |
1,31 |
98,55 |
1,35 |
PS0719 |
PL0000108148 |
102,40 |
102,52 |
1,42 |
1,34 |
102,46 |
1,38 |
DS1019 |
PL0000105441 |
106,34 |
106,47 |
1,44 |
1,36 |
106,41 |
1,39 |
WZ0120 |
PL0000108601 |
100,49 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,86 |
100,00 |
1,57 |
1,50 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,33 |
96,51 |
1,61 |
1,53 |
96,42 |
1,57 |
DS1020 |
PL0000106126 |
109,07 |
109,21 |
1,64 |
1,59 |
109,14 |
1,62 |
WZ0121 |
PL0000106068 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,44 |
1,90 |
1,85 |
100,36 |
1,88 |
PS0721 |
PL0000109153 |
99,29 |
99,38 |
1,97 |
1,94 |
99,34 |
1,95 |
DS1021 |
PL0000106670 |
112,62 |
112,92 |
2,06 |
1,98 |
112,77 |
2,02 |
PS0422 |
PL0000109492 |
99,92 |
100,10 |
2,27 |
2,22 |
100,01 |
2,25 |
WS0922 |
PL0000102646 |
114,32 |
114,59 |
2,36 |
2,30 |
114,46 |
2,33 |
WZ1122 |
PL0000109377 |
99,87 |
100,07 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
99,93 |
100,09 |
2,51 |
2,48 |
100,01 |
2,50 |
IZ0823 |
PL0000105359 |
111,06 |
111,91 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,02 |
2,66 |
2,63 |
106,95 |
2,64 |
WZ0124 |
PL0000107454 |
99,27 |
99,55 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,44 |
3,07 |
3,02 |
101,30 |
3,05 |
WZ0126 |
PL0000108817 |
97,69 |
97,98 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
94,92 |
95,22 |
3,20 |
3,16 |
95,07 |
3,18 |
DS0727 |
PL0000109427 |
93,63 |
93,86 |
3,30 |
3,27 |
93,75 |
3,28 |
WS0428 |
PL0000107611 |
94,56 |
94,82 |
3,39 |
3,36 |
94,69 |
3,38 |
WZ0528 |
PL0000110383 |
96,24 |
96,53 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
122,00 |
122,61 |
3,34 |
3,28 |
122,31 |
3,31 |
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 |
1,360 |
1,360 |
1,360 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
150 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
110 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
40 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,390 |
1,390 |
1,390 |
80 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
140 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
215 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
55 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
370 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
145 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
180 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
270 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.