2018-03-22 |
MARKET DATA |
No 57 (3340) |
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 |
1 437,50 |
1 457,90 |
99 |
700,00 |
712,11 |
6 |
2 137,50 |
2 170,00 |
105 |
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 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,42 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,27 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,55 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,45 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,42 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,91 |
99,97 |
100,000 |
100,000 |
99,980 |
99,980 |
99,993 |
120 000 |
121,64 |
4 |
OK0720 |
PL0000110375 |
96,50 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,53 |
100,48 |
100,480 |
100,500 |
100,480 |
100,500 |
100,489 |
45 000 |
46,05 |
2 |
PS0721 |
PL0000109153 |
99,51 |
99,45 |
99,530 |
99,530 |
99,530 |
99,530 |
99,530 |
5 000 |
5,04 |
1 |
DS1021 |
PL0000106670 |
113,05 |
113,01 |
113,100 |
113,110 |
113,100 |
113,110 |
113,109 |
90 000 |
103,95 |
5 |
PS0422 |
PL0000109492 |
100,33 |
100,28 |
100,330 |
100,330 |
100,330 |
100,330 |
100,330 |
30 000 |
30,72 |
2 |
WS0922 |
PL0000102646 |
114,72 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,25 |
100,300 |
100,500 |
100,300 |
100,490 |
100,412 |
450 000 |
453,70 |
34 |
DS1023 |
PL0000107264 |
107,42 |
107,30 |
107,300 |
107,300 |
107,300 |
107,300 |
107,300 |
5 000 |
5,45 |
1 |
DS0725 |
PL0000108197 |
102,05 |
101,74 |
102,000 |
102,050 |
102,000 |
102,000 |
102,007 |
70 000 |
72,93 |
10 |
DS0726 |
PL0000108866 |
95,86 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,70 |
94,20 |
94,200 |
94,800 |
94,200 |
94,800 |
94,455 |
242 500 |
233,10 |
24 |
WS0428 |
PL0000107611 |
95,74 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,54 |
122,97 |
123,390 |
123,500 |
123,390 |
123,500 |
123,430 |
15 000 |
19,31 |
3 |
WS0437 |
PL0000104857 |
101,31 |
139,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,75 |
107,60 |
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 |
100,400 |
100,420 |
100,400 |
100,410 |
100,410 |
45 000 |
45,32 |
4 |
WZ0120 |
PL0000108601 |
100,56 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,58 |
100,58 |
100,580 |
100,590 |
100,580 |
100,590 |
100,589 |
110 000 |
110,98 |
3 |
WZ1122 |
PL0000109377 |
99,94 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,60 |
99,50 |
99,520 |
99,580 |
99,520 |
99,580 |
99,563 |
210 000 |
209,71 |
6 |
WZ0524 |
PL0000110615 |
99,45 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,93 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,41 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 437 500 |
1 457,90 |
99 |
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 |
100,39 |
100,48 |
1,30 |
1,03 |
100,44 |
1,15 |
OK1018 |
PL0000109062 |
99,24 |
99,34 |
1,31 |
1,14 |
99,29 |
1,23 |
WZ0119 |
PL0000107603 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,51 |
98,61 |
1,40 |
1,30 |
98,56 |
1,35 |
PS0719 |
PL0000108148 |
102,42 |
102,54 |
1,40 |
1,31 |
102,48 |
1,35 |
DS1019 |
PL0000105441 |
106,37 |
106,49 |
1,40 |
1,33 |
106,43 |
1,36 |
WZ0120 |
PL0000108601 |
100,47 |
100,69 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,85 |
100,04 |
1,57 |
1,48 |
99,95 |
1,52 |
OK0720 |
PL0000110375 |
96,38 |
96,59 |
1,59 |
1,50 |
96,49 |
1,54 |
DS1020 |
PL0000106126 |
109,05 |
109,30 |
1,64 |
1,54 |
109,18 |
1,59 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,31 |
100,53 |
1,89 |
1,82 |
100,42 |
1,86 |
PS0721 |
PL0000109153 |
99,33 |
99,51 |
1,96 |
1,90 |
99,42 |
1,93 |
DS1021 |
PL0000106670 |
112,75 |
113,04 |
2,02 |
1,94 |
112,90 |
1,98 |
PS0422 |
PL0000109492 |
100,09 |
100,35 |
2,22 |
2,16 |
100,22 |
2,19 |
WS0922 |
PL0000102646 |
114,50 |
114,80 |
2,31 |
2,25 |
114,65 |
2,28 |
WZ1122 |
PL0000109377 |
99,80 |
100,08 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,19 |
100,38 |
2,46 |
2,41 |
100,29 |
2,43 |
IZ0823 |
PL0000105359 |
111,05 |
111,95 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
107,08 |
107,36 |
2,62 |
2,56 |
107,22 |
2,59 |
WZ0124 |
PL0000107454 |
99,27 |
99,55 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,44 |
101,83 |
3,02 |
2,96 |
101,64 |
2,99 |
WZ0126 |
PL0000108817 |
97,67 |
98,00 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
95,21 |
95,62 |
3,16 |
3,10 |
95,42 |
3,13 |
DS0727 |
PL0000109427 |
94,08 |
94,33 |
3,24 |
3,21 |
94,21 |
3,23 |
WS0428 |
PL0000107611 |
95,03 |
95,48 |
3,34 |
3,28 |
95,26 |
3,31 |
WZ0528 |
PL0000110383 |
96,21 |
96,60 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
122,66 |
123,25 |
3,28 |
3,22 |
122,96 |
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 |
100,47 |
1,30 |
1,06 |
100,43 |
1,18 |
OK1018 |
PL0000109062 |
99,25 |
99,35 |
1,29 |
1,12 |
99,30 |
1,21 |
WZ0119 |
PL0000107603 |
100,37 |
100,44 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,60 |
1,39 |
1,31 |
98,56 |
1,35 |
PS0719 |
PL0000108148 |
102,42 |
102,53 |
1,40 |
1,32 |
102,48 |
1,35 |
DS1019 |
PL0000105441 |
106,38 |
106,48 |
1,39 |
1,33 |
106,43 |
1,36 |
WZ0120 |
PL0000108601 |
100,49 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,88 |
100,04 |
1,56 |
1,48 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,40 |
96,55 |
1,58 |
1,52 |
96,48 |
1,55 |
DS1020 |
PL0000106126 |
109,10 |
109,35 |
1,62 |
1,53 |
109,23 |
1,57 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,58 |
1,84 |
1,80 |
100,52 |
1,82 |
PS0721 |
PL0000109153 |
99,46 |
99,56 |
1,92 |
1,88 |
99,51 |
1,90 |
DS1021 |
PL0000106670 |
112,91 |
113,14 |
1,98 |
1,92 |
113,03 |
1,94 |
PS0422 |
PL0000109492 |
100,18 |
100,37 |
2,20 |
2,15 |
100,28 |
2,18 |
WS0922 |
PL0000102646 |
114,64 |
114,90 |
2,28 |
2,23 |
114,77 |
2,25 |
WZ1122 |
PL0000109377 |
99,89 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,48 |
2,42 |
2,39 |
100,41 |
2,41 |
IZ0823 |
PL0000105359 |
111,07 |
111,93 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,49 |
2,57 |
2,54 |
107,41 |
2,56 |
WZ0124 |
PL0000107454 |
99,53 |
99,79 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
101,89 |
102,21 |
2,96 |
2,91 |
102,05 |
2,93 |
WZ0126 |
PL0000108817 |
97,82 |
98,13 |
--- |
--- |
97,98 |
--- |
DS0726 |
PL0000108866 |
95,75 |
96,05 |
3,08 |
3,04 |
95,90 |
3,06 |
DS0727 |
PL0000109427 |
94,60 |
94,84 |
3,17 |
3,14 |
94,72 |
3,16 |
WS0428 |
PL0000107611 |
95,61 |
95,92 |
3,27 |
3,23 |
95,77 |
3,25 |
WZ0528 |
PL0000110383 |
96,32 |
96,62 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,85 |
3,21 |
3,16 |
123,59 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
150 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
75 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
40 |
PS0421 |
PL0000108916 |
1/12 |
11 |
1,270 |
1,270 |
1,270 |
275 |
DS0727 |
PL0000109427 |
1/12 |
11 |
1,360 |
1,360 |
1,360 |
140 |
PS0123 |
PL0000110151 |
1/12 |
11 |
1,270 |
1,270 |
1,270 |
20 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.