2018-03-27 |
MARKET DATA |
No 60 (3343) |
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 |
652,50 |
669,22 |
29 |
2 840,00 |
3 049,87 |
38 |
3 492,50 |
3 719,09 |
67 |
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 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,41 |
100,44 |
100,410 |
100,410 |
100,410 |
100,410 |
100,410 |
100 000 |
102,10 |
1 |
OK1018 |
PL0000109062 |
99,28 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,60 |
98,59 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
100 000 |
98,60 |
1 |
PS0719 |
PL0000108148 |
102,45 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,40 |
106,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,95 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,50 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,18 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,60 |
100,620 |
100,660 |
100,620 |
100,620 |
100,648 |
187 500 |
192,19 |
8 |
PS0721 |
PL0000109153 |
99,55 |
99,57 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
10 000 |
10,08 |
2 |
DS1021 |
PL0000106670 |
113,03 |
113,09 |
113,090 |
113,110 |
113,090 |
113,110 |
113,105 |
80 000 |
92,44 |
4 |
PS0422 |
PL0000109492 |
100,40 |
100,41 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
15 000 |
15,37 |
1 |
WS0922 |
PL0000102646 |
114,84 |
114,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,55 |
100,55 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
20 000 |
20,19 |
1 |
DS1023 |
PL0000107264 |
107,51 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,20 |
102,24 |
102,270 |
102,290 |
102,140 |
102,140 |
102,249 |
35 000 |
36,56 |
4 |
DS0726 |
PL0000108866 |
96,02 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,90 |
94,75 |
94,890 |
94,930 |
94,750 |
94,750 |
94,800 |
95 000 |
91,67 |
6 |
WS0428 |
PL0000107611 |
95,96 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,69 |
123,68 |
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 |
107,40 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,25 |
111,65 |
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 |
100,60 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,62 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,65 |
99,640 |
99,640 |
99,640 |
99,640 |
99,640 |
10 000 |
10,03 |
1 |
WZ0126 |
PL0000108817 |
98,05 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,82 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
652 500 |
669,22 |
29 |
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 |
100,46 |
1,27 |
1,05 |
100,43 |
1,14 |
OK1018 |
PL0000109062 |
99,26 |
99,36 |
1,30 |
1,12 |
99,31 |
1,21 |
WZ0119 |
PL0000107603 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,53 |
98,61 |
1,39 |
1,31 |
98,57 |
1,35 |
PS0719 |
PL0000108148 |
102,42 |
102,54 |
1,39 |
1,30 |
102,48 |
1,34 |
DS1019 |
PL0000105441 |
106,36 |
106,48 |
1,38 |
1,31 |
106,42 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,06 |
1,54 |
1,47 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,47 |
96,62 |
1,56 |
1,49 |
96,55 |
1,52 |
DS1020 |
PL0000106126 |
109,11 |
109,28 |
1,61 |
1,54 |
109,20 |
1,57 |
WZ0121 |
PL0000106068 |
100,59 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,64 |
1,84 |
1,78 |
100,56 |
1,81 |
PS0721 |
PL0000109153 |
99,46 |
99,63 |
1,92 |
1,86 |
99,55 |
1,89 |
DS1021 |
PL0000106670 |
112,91 |
113,13 |
1,97 |
1,91 |
113,02 |
1,94 |
PS0422 |
PL0000109492 |
100,30 |
100,54 |
2,17 |
2,11 |
100,42 |
2,14 |
WS0922 |
PL0000102646 |
114,73 |
115,00 |
2,26 |
2,20 |
114,87 |
2,23 |
WZ1122 |
PL0000109377 |
100,09 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,64 |
2,40 |
2,36 |
100,55 |
2,38 |
IZ0823 |
PL0000105359 |
111,02 |
111,86 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,71 |
2,55 |
2,50 |
107,57 |
2,52 |
WZ0124 |
PL0000107454 |
99,75 |
100,06 |
--- |
--- |
99,91 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,37 |
2,94 |
2,88 |
102,18 |
2,91 |
WZ0126 |
PL0000108817 |
97,98 |
98,36 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
95,83 |
96,21 |
3,07 |
3,02 |
96,02 |
3,05 |
DS0727 |
PL0000109427 |
94,63 |
94,94 |
3,17 |
3,13 |
94,79 |
3,15 |
WS0428 |
PL0000107611 |
95,68 |
96,12 |
3,26 |
3,20 |
95,90 |
3,23 |
WZ0528 |
PL0000110383 |
96,64 |
97,00 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,95 |
3,21 |
3,15 |
123,64 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,36 |
100,45 |
1,36 |
1,08 |
100,41 |
1,21 |
OK1018 |
PL0000109062 |
99,26 |
99,36 |
1,30 |
1,12 |
99,31 |
1,21 |
WZ0119 |
PL0000107603 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,55 |
98,65 |
1,37 |
1,27 |
98,60 |
1,32 |
PS0719 |
PL0000108148 |
102,43 |
102,55 |
1,38 |
1,29 |
102,49 |
1,34 |
DS1019 |
PL0000105441 |
106,38 |
106,50 |
1,37 |
1,30 |
106,44 |
1,34 |
WZ0120 |
PL0000108601 |
100,55 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,09 |
1,53 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
96,47 |
96,63 |
1,56 |
1,48 |
96,55 |
1,52 |
DS1020 |
PL0000106126 |
109,12 |
109,27 |
1,60 |
1,55 |
109,20 |
1,57 |
WZ0121 |
PL0000106068 |
100,59 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,67 |
1,82 |
1,77 |
100,60 |
1,80 |
PS0721 |
PL0000109153 |
99,46 |
99,62 |
1,92 |
1,87 |
99,54 |
1,89 |
DS1021 |
PL0000106670 |
112,96 |
113,18 |
1,96 |
1,90 |
113,07 |
1,93 |
PS0422 |
PL0000109492 |
100,32 |
100,46 |
2,17 |
2,13 |
100,39 |
2,15 |
WS0922 |
PL0000102646 |
114,74 |
115,01 |
2,25 |
2,20 |
114,88 |
2,22 |
WZ1122 |
PL0000109377 |
100,10 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,49 |
100,61 |
2,39 |
2,36 |
100,55 |
2,38 |
IZ0823 |
PL0000105359 |
111,02 |
111,85 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,60 |
2,56 |
2,52 |
107,50 |
2,54 |
WZ0124 |
PL0000107454 |
99,72 |
99,99 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,35 |
2,93 |
2,89 |
102,22 |
2,91 |
WZ0126 |
PL0000108817 |
97,98 |
98,27 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,24 |
3,06 |
3,01 |
96,09 |
3,04 |
DS0727 |
PL0000109427 |
94,74 |
94,92 |
3,16 |
3,13 |
94,83 |
3,15 |
WS0428 |
PL0000107611 |
95,82 |
96,25 |
3,24 |
3,19 |
96,04 |
3,21 |
WZ0528 |
PL0000110383 |
96,66 |
97,08 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
123,40 |
123,94 |
3,20 |
3,15 |
123,67 |
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 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
100 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
100 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
190 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
45 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,520 |
1,600 |
1,589 |
35 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
80 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,520 |
1,600 |
1,597 |
345 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
155 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,550 |
1,650 |
1,607 |
260 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
225 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,570 |
1,600 |
1,583 |
425 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,520 |
1,650 |
1,596 |
90 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,570 |
1,570 |
1,570 |
45 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,570 |
1,600 |
1,590 |
195 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,570 |
1,570 |
1,570 |
95 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,570 |
1,570 |
1,570 |
80 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
10 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
245 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
70 |
TOTAL |
2 840 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.