2018-03-26 |
MARKET DATA |
No 59 (3342) |
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 |
310,00 |
307,30 |
17 |
2 665,00 |
2 805,77 |
31 |
2 975,00 |
3 113,06 |
48 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,41 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,28 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,55 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,44 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,39 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,45 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,52 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,53 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,96 |
113,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,80 |
114,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,50 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
10 000 |
10,10 |
1 |
DS1023 |
PL0000107264 |
107,49 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,10 |
102,10 |
102,100 |
102,100 |
102,100 |
102,100 |
102,100 |
5 000 |
5,21 |
1 |
DS0726 |
PL0000108866 |
96,01 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,90 |
94,75 |
94,800 |
94,900 |
94,800 |
94,900 |
94,872 |
110 000 |
106,21 |
11 |
WS0428 |
PL0000107611 |
95,90 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,73 |
123,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
106,90 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,25 |
111,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,39 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,62 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,16 |
100,160 |
100,180 |
100,160 |
100,180 |
100,173 |
150 000 |
151,18 |
2 |
WZ0124 |
PL0000107454 |
99,79 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,57 |
99,570 |
99,570 |
99,570 |
99,570 |
99,570 |
10 000 |
10,02 |
1 |
WZ0126 |
PL0000108817 |
98,05 |
97,98 |
97,980 |
97,980 |
97,980 |
97,980 |
97,980 |
25 000 |
24,57 |
1 |
WZ0528 |
PL0000110383 |
96,71 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
307,30 |
17 |
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 |
100,38 |
100,46 |
1,31 |
1,07 |
100,42 |
1,19 |
OK1018 |
PL0000109062 |
99,23 |
99,40 |
1,34 |
1,04 |
99,32 |
1,18 |
WZ0119 |
PL0000107603 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,63 |
1,39 |
1,29 |
98,58 |
1,34 |
PS0719 |
PL0000108148 |
102,39 |
102,55 |
1,41 |
1,29 |
102,47 |
1,35 |
DS1019 |
PL0000105441 |
106,34 |
106,52 |
1,40 |
1,29 |
106,43 |
1,35 |
WZ0120 |
PL0000108601 |
100,46 |
100,71 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,06 |
1,55 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,42 |
96,65 |
1,58 |
1,47 |
96,54 |
1,52 |
DS1020 |
PL0000106126 |
109,02 |
109,28 |
1,64 |
1,54 |
109,15 |
1,59 |
WZ0121 |
PL0000106068 |
100,55 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,62 |
1,84 |
1,79 |
100,55 |
1,81 |
PS0721 |
PL0000109153 |
99,43 |
99,62 |
1,93 |
1,87 |
99,53 |
1,89 |
DS1021 |
PL0000106670 |
112,94 |
113,23 |
1,96 |
1,89 |
113,09 |
1,92 |
PS0422 |
PL0000109492 |
100,22 |
100,50 |
2,19 |
2,12 |
100,36 |
2,15 |
WS0922 |
PL0000102646 |
114,71 |
115,01 |
2,26 |
2,20 |
114,86 |
2,23 |
WZ1122 |
PL0000109377 |
99,95 |
100,24 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,60 |
2,41 |
2,36 |
100,49 |
2,39 |
IZ0823 |
PL0000105359 |
111,05 |
111,90 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
107,37 |
107,68 |
2,56 |
2,50 |
107,53 |
2,53 |
WZ0124 |
PL0000107454 |
99,60 |
99,99 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,29 |
2,96 |
2,89 |
102,07 |
2,93 |
WZ0126 |
PL0000108817 |
97,87 |
98,25 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
95,73 |
96,15 |
3,09 |
3,03 |
95,94 |
3,06 |
DS0727 |
PL0000109427 |
94,54 |
94,88 |
3,18 |
3,14 |
94,71 |
3,16 |
WS0428 |
PL0000107611 |
95,64 |
96,07 |
3,26 |
3,21 |
95,86 |
3,24 |
WZ0528 |
PL0000110383 |
96,46 |
96,84 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
123,30 |
124,05 |
3,21 |
3,14 |
123,68 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,38 |
100,45 |
1,31 |
1,10 |
100,42 |
1,19 |
OK1018 |
PL0000109062 |
99,23 |
99,40 |
1,34 |
1,04 |
99,32 |
1,18 |
WZ0119 |
PL0000107603 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,52 |
98,62 |
1,39 |
1,30 |
98,57 |
1,35 |
PS0719 |
PL0000108148 |
102,39 |
102,55 |
1,41 |
1,29 |
102,47 |
1,35 |
DS1019 |
PL0000105441 |
106,34 |
106,49 |
1,40 |
1,31 |
106,42 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,03 |
1,55 |
1,48 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,44 |
96,65 |
1,57 |
1,47 |
96,55 |
1,52 |
DS1020 |
PL0000106126 |
109,04 |
109,28 |
1,63 |
1,54 |
109,16 |
1,59 |
WZ0121 |
PL0000106068 |
100,59 |
100,75 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,62 |
1,84 |
1,79 |
100,55 |
1,81 |
PS0721 |
PL0000109153 |
99,48 |
99,60 |
1,91 |
1,87 |
99,54 |
1,89 |
DS1021 |
PL0000106670 |
112,94 |
113,23 |
1,96 |
1,89 |
113,09 |
1,92 |
PS0422 |
PL0000109492 |
100,28 |
100,45 |
2,18 |
2,13 |
100,37 |
2,15 |
WS0922 |
PL0000102646 |
114,75 |
114,97 |
2,25 |
2,21 |
114,86 |
2,23 |
WZ1122 |
PL0000109377 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,59 |
2,40 |
2,37 |
100,51 |
2,38 |
IZ0823 |
PL0000105359 |
110,97 |
112,07 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
107,44 |
107,64 |
2,55 |
2,51 |
107,54 |
2,53 |
WZ0124 |
PL0000107454 |
99,73 |
100,06 |
--- |
--- |
99,90 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,35 |
2,93 |
2,89 |
102,20 |
2,91 |
WZ0126 |
PL0000108817 |
97,92 |
98,32 |
--- |
--- |
98,12 |
--- |
DS0726 |
PL0000108866 |
95,90 |
96,16 |
3,06 |
3,03 |
96,03 |
3,04 |
DS0727 |
PL0000109427 |
94,66 |
94,88 |
3,17 |
3,14 |
94,77 |
3,15 |
WS0428 |
PL0000107611 |
95,65 |
95,97 |
3,26 |
3,22 |
95,81 |
3,24 |
WZ0528 |
PL0000110383 |
96,60 |
96,94 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
123,26 |
123,91 |
3,22 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
190 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
15 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
455 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,550 |
1,550 |
1,550 |
125 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
115 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,520 |
1,600 |
1,589 |
280 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,520 |
1,600 |
1,557 |
130 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,550 |
1,600 |
1,591 |
435 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
115 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,570 |
1,600 |
1,579 |
115 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,500 |
1,520 |
1,502 |
125 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
275 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
115 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
35 |
TOTAL |
2 665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.