2018-03-28 |
MARKET DATA |
No 61 (3344) |
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 |
317,44 |
22 |
0,00 |
0,00 |
0 |
310,00 |
317,44 |
22 |
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 |
100,14 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,61 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,47 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,40 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,53 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,55 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,55 |
99,57 |
99,610 |
99,610 |
99,610 |
99,610 |
99,610 |
50 000 |
50,41 |
2 |
DS1021 |
PL0000106670 |
113,03 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,83 |
114,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,57 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,69 |
107,61 |
107,710 |
107,730 |
107,690 |
107,690 |
107,713 |
75 000 |
82,10 |
5 |
DS0725 |
PL0000108197 |
102,26 |
102,30 |
102,350 |
102,370 |
102,350 |
102,370 |
102,366 |
50 000 |
52,31 |
3 |
DS0726 |
PL0000108866 |
96,09 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,00 |
94,87 |
95,010 |
95,050 |
94,880 |
94,880 |
94,955 |
75 000 |
72,51 |
7 |
WS0428 |
PL0000107611 |
96,04 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,79 |
123,79 |
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 |
107,20 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,20 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,39 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,66 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,80 |
99,800 |
99,800 |
99,780 |
99,780 |
99,790 |
20 000 |
20,03 |
2 |
WZ0524 |
PL0000110615 |
99,60 |
99,60 |
99,600 |
99,600 |
99,560 |
99,560 |
99,575 |
40 000 |
40,09 |
3 |
WZ0126 |
PL0000108817 |
98,05 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,77 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
317,44 |
22 |
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 |
100,36 |
100,45 |
1,31 |
1,02 |
100,41 |
1,15 |
OK1018 |
PL0000109062 |
99,27 |
99,37 |
1,31 |
1,13 |
99,32 |
1,22 |
WZ0119 |
PL0000107603 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,57 |
98,67 |
1,37 |
1,27 |
98,62 |
1,32 |
PS0719 |
PL0000108148 |
102,43 |
102,55 |
1,36 |
1,27 |
102,49 |
1,32 |
DS1019 |
PL0000105441 |
106,36 |
106,49 |
1,35 |
1,27 |
106,43 |
1,31 |
WZ0120 |
PL0000108601 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,10 |
1,53 |
1,45 |
100,02 |
1,49 |
OK0720 |
PL0000110375 |
96,50 |
96,65 |
1,55 |
1,48 |
96,58 |
1,52 |
DS1020 |
PL0000106126 |
109,12 |
109,32 |
1,58 |
1,51 |
109,22 |
1,55 |
WZ0121 |
PL0000106068 |
100,58 |
100,78 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,70 |
1,82 |
1,76 |
100,61 |
1,79 |
PS0721 |
PL0000109153 |
99,49 |
99,65 |
1,91 |
1,86 |
99,57 |
1,88 |
DS1021 |
PL0000106670 |
112,99 |
113,23 |
1,93 |
1,87 |
113,11 |
1,90 |
PS0422 |
PL0000109492 |
100,33 |
100,59 |
2,16 |
2,10 |
100,46 |
2,13 |
WS0922 |
PL0000102646 |
114,78 |
115,07 |
2,24 |
2,17 |
114,93 |
2,20 |
WZ1122 |
PL0000109377 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,68 |
2,39 |
2,35 |
100,59 |
2,37 |
IZ0823 |
PL0000105359 |
110,88 |
111,92 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,45 |
107,73 |
2,54 |
2,49 |
107,59 |
2,52 |
WZ0124 |
PL0000107454 |
99,73 |
100,09 |
--- |
--- |
99,91 |
--- |
DS0725 |
PL0000108197 |
102,13 |
102,41 |
2,92 |
2,88 |
102,27 |
2,90 |
WZ0126 |
PL0000108817 |
97,97 |
98,28 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
95,97 |
96,34 |
3,05 |
3,00 |
96,16 |
3,03 |
DS0727 |
PL0000109427 |
94,81 |
95,08 |
3,15 |
3,11 |
94,95 |
3,13 |
WS0428 |
PL0000107611 |
95,93 |
96,33 |
3,23 |
3,18 |
96,13 |
3,20 |
WZ0528 |
PL0000110383 |
96,67 |
97,07 |
--- |
--- |
96,87 |
--- |
WS0429 |
PL0000105391 |
123,56 |
124,06 |
3,19 |
3,14 |
123,81 |
3,16 |
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 |
1,31 |
1,02 |
100,41 |
1,15 |
OK1018 |
PL0000109062 |
99,28 |
99,38 |
1,29 |
1,11 |
99,33 |
1,20 |
WZ0119 |
PL0000107603 |
100,37 |
100,46 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,57 |
98,66 |
1,37 |
1,28 |
98,62 |
1,32 |
PS0719 |
PL0000108148 |
102,45 |
102,55 |
1,35 |
1,27 |
102,50 |
1,31 |
DS1019 |
PL0000105441 |
106,37 |
106,49 |
1,34 |
1,27 |
106,43 |
1,31 |
WZ0120 |
PL0000108601 |
100,54 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,07 |
1,53 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,49 |
96,64 |
1,56 |
1,49 |
96,57 |
1,52 |
DS1020 |
PL0000106126 |
109,10 |
109,29 |
1,59 |
1,52 |
109,20 |
1,55 |
WZ0121 |
PL0000106068 |
100,60 |
100,77 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,69 |
1,83 |
1,76 |
100,59 |
1,80 |
PS0721 |
PL0000109153 |
99,45 |
99,63 |
1,92 |
1,86 |
99,54 |
1,89 |
DS1021 |
PL0000106670 |
112,95 |
113,19 |
1,95 |
1,88 |
113,07 |
1,91 |
PS0422 |
PL0000109492 |
100,32 |
100,49 |
2,17 |
2,12 |
100,41 |
2,14 |
WS0922 |
PL0000102646 |
114,74 |
115,01 |
2,24 |
2,19 |
114,88 |
2,21 |
WZ1122 |
PL0000109377 |
100,06 |
100,31 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,64 |
2,39 |
2,36 |
100,56 |
2,37 |
IZ0823 |
PL0000105359 |
110,95 |
112,02 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,65 |
2,55 |
2,51 |
107,53 |
2,53 |
WZ0124 |
PL0000107454 |
99,69 |
99,95 |
--- |
--- |
99,82 |
--- |
DS0725 |
PL0000108197 |
102,12 |
102,39 |
2,92 |
2,88 |
102,26 |
2,90 |
WZ0126 |
PL0000108817 |
97,98 |
98,27 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
95,97 |
96,29 |
3,05 |
3,01 |
96,13 |
3,03 |
DS0727 |
PL0000109427 |
94,73 |
95,03 |
3,16 |
3,12 |
94,88 |
3,14 |
WS0428 |
PL0000107611 |
95,95 |
96,27 |
3,22 |
3,19 |
96,11 |
3,21 |
WZ0528 |
PL0000110383 |
96,67 |
97,04 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
123,44 |
124,00 |
3,20 |
3,14 |
123,72 |
3,17 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.