2018-03-23 |
MARKET DATA |
No 58 (3341) |
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 |
662,50 |
677,02 |
35 |
635,00 |
653,49 |
6 |
1 297,50 |
1 330,51 |
41 |
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 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,25 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,54 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,43 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,37 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,50 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,13 |
109,12 |
109,130 |
109,130 |
109,120 |
109,120 |
109,126 |
140 000 |
155,86 |
3 |
PS0421 |
PL0000108916 |
100,52 |
100,50 |
100,500 |
100,550 |
100,500 |
100,550 |
100,517 |
60 000 |
61,41 |
3 |
PS0721 |
PL0000109153 |
99,53 |
99,46 |
99,430 |
99,540 |
99,430 |
99,530 |
99,468 |
40 000 |
40,26 |
4 |
DS1021 |
PL0000106670 |
113,08 |
113,04 |
113,080 |
113,080 |
113,080 |
113,080 |
113,080 |
10 000 |
11,55 |
1 |
PS0422 |
PL0000109492 |
100,30 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,78 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,28 |
100,420 |
100,520 |
100,420 |
100,520 |
100,456 |
175 000 |
176,53 |
7 |
DS1023 |
PL0000107264 |
107,51 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,11 |
101,91 |
102,100 |
102,110 |
102,100 |
102,110 |
102,105 |
20 000 |
20,86 |
2 |
DS0726 |
PL0000108866 |
95,90 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,75 |
94,40 |
94,400 |
94,750 |
94,400 |
94,750 |
94,546 |
107 500 |
103,44 |
9 |
WS0428 |
PL0000107611 |
95,72 |
95,60 |
95,800 |
95,900 |
95,800 |
95,900 |
95,850 |
20 000 |
19,68 |
2 |
WS0429 |
PL0000105391 |
123,50 |
123,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,24 |
140,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,75 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,23 |
111,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,62 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,91 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,50 |
96,500 |
96,560 |
96,500 |
96,560 |
96,544 |
90 000 |
87,44 |
4 |
TOTAL |
662 500 |
677,02 |
35 |
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 |
100,37 |
100,47 |
1,35 |
1,05 |
100,42 |
1,20 |
OK1018 |
PL0000109062 |
99,23 |
99,38 |
1,34 |
1,07 |
99,31 |
1,20 |
WZ0119 |
PL0000107603 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,61 |
1,39 |
1,31 |
98,57 |
1,34 |
PS0719 |
PL0000108148 |
102,41 |
102,54 |
1,40 |
1,31 |
102,48 |
1,35 |
DS1019 |
PL0000105441 |
106,36 |
106,53 |
1,40 |
1,29 |
106,45 |
1,34 |
WZ0120 |
PL0000108601 |
100,47 |
100,71 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,88 |
100,04 |
1,56 |
1,48 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,47 |
96,61 |
1,55 |
1,49 |
96,54 |
1,52 |
DS1020 |
PL0000106126 |
109,10 |
109,36 |
1,62 |
1,52 |
109,23 |
1,57 |
WZ0121 |
PL0000106068 |
100,54 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,63 |
1,85 |
1,79 |
100,54 |
1,82 |
PS0721 |
PL0000109153 |
99,43 |
99,59 |
1,93 |
1,88 |
99,51 |
1,90 |
DS1021 |
PL0000106670 |
112,91 |
113,21 |
1,97 |
1,89 |
113,06 |
1,93 |
PS0422 |
PL0000109492 |
100,18 |
100,43 |
2,20 |
2,14 |
100,31 |
2,17 |
WS0922 |
PL0000102646 |
114,61 |
114,91 |
2,29 |
2,22 |
114,76 |
2,25 |
WZ1122 |
PL0000109377 |
99,89 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,28 |
100,51 |
2,44 |
2,38 |
100,40 |
2,41 |
IZ0823 |
PL0000105359 |
111,05 |
111,97 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,54 |
2,59 |
2,53 |
107,39 |
2,56 |
WZ0124 |
PL0000107454 |
99,54 |
99,80 |
--- |
--- |
99,67 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,17 |
2,97 |
2,91 |
102,00 |
2,94 |
WZ0126 |
PL0000108817 |
97,74 |
98,13 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
95,58 |
95,99 |
3,11 |
3,05 |
95,79 |
3,08 |
DS0727 |
PL0000109427 |
94,52 |
94,85 |
3,19 |
3,14 |
94,69 |
3,16 |
WS0428 |
PL0000107611 |
95,58 |
96,00 |
3,27 |
3,22 |
95,79 |
3,24 |
WZ0528 |
PL0000110383 |
96,27 |
96,65 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
123,19 |
123,86 |
3,22 |
3,16 |
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 |
100,38 |
100,46 |
1,32 |
1,08 |
100,42 |
1,20 |
OK1018 |
PL0000109062 |
99,24 |
99,39 |
1,32 |
1,06 |
99,32 |
1,18 |
WZ0119 |
PL0000107603 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,61 |
1,39 |
1,31 |
98,57 |
1,34 |
PS0719 |
PL0000108148 |
102,41 |
102,54 |
1,40 |
1,31 |
102,48 |
1,35 |
DS1019 |
PL0000105441 |
106,36 |
106,53 |
1,40 |
1,29 |
106,45 |
1,34 |
WZ0120 |
PL0000108601 |
100,47 |
100,72 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,02 |
1,55 |
1,49 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,43 |
96,57 |
1,57 |
1,51 |
96,50 |
1,54 |
DS1020 |
PL0000106126 |
109,06 |
109,23 |
1,63 |
1,57 |
109,15 |
1,60 |
WZ0121 |
PL0000106068 |
100,57 |
100,72 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,59 |
1,84 |
1,80 |
100,53 |
1,82 |
PS0721 |
PL0000109153 |
99,47 |
99,59 |
1,91 |
1,88 |
99,53 |
1,89 |
DS1021 |
PL0000106670 |
113,02 |
113,27 |
1,95 |
1,88 |
113,15 |
1,91 |
PS0422 |
PL0000109492 |
100,27 |
100,43 |
2,18 |
2,14 |
100,35 |
2,16 |
WS0922 |
PL0000102646 |
114,76 |
115,05 |
2,25 |
2,19 |
114,91 |
2,22 |
WZ1122 |
PL0000109377 |
99,98 |
100,20 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,39 |
100,58 |
2,41 |
2,37 |
100,49 |
2,39 |
IZ0823 |
PL0000105359 |
111,00 |
111,92 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,58 |
2,56 |
2,52 |
107,49 |
2,54 |
WZ0124 |
PL0000107454 |
99,61 |
99,92 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,23 |
2,94 |
2,90 |
102,11 |
2,92 |
WZ0126 |
PL0000108817 |
97,83 |
98,20 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
95,80 |
96,16 |
3,08 |
3,03 |
95,98 |
3,05 |
DS0727 |
PL0000109427 |
94,59 |
94,86 |
3,18 |
3,14 |
94,73 |
3,16 |
WS0428 |
PL0000107611 |
95,60 |
95,90 |
3,27 |
3,23 |
95,75 |
3,25 |
WZ0528 |
PL0000110383 |
96,44 |
96,79 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,91 |
3,21 |
3,16 |
123,62 |
3,18 |
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 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
150 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,270 |
1,270 |
1,270 |
20 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,350 |
1,380 |
1,365 |
315 |
DS1019 |
PL0000105441 |
3/6 |
3 |
1,350 |
1,350 |
1,350 |
150 |
TOTAL |
635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.