2018-03-29 |
MARKET DATA |
No 62 (3345) |
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 |
465,00 |
468,60 |
32 |
0,00 |
0,00 |
0 |
465,00 |
468,60 |
32 |
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 |
100,13 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,62 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,44 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,36 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,58 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,66 |
99,60 |
99,650 |
99,660 |
99,650 |
99,660 |
99,654 |
45 000 |
45,39 |
2 |
DS1021 |
PL0000106670 |
113,09 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,51 |
100,43 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
50 000 |
51,29 |
1 |
WS0922 |
PL0000102646 |
114,97 |
114,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,67 |
100,60 |
100,600 |
100,680 |
100,600 |
100,680 |
100,618 |
60 000 |
60,65 |
6 |
DS1023 |
PL0000107264 |
107,68 |
107,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,41 |
102,34 |
102,370 |
102,420 |
102,370 |
102,420 |
102,389 |
85 000 |
88,95 |
6 |
DS0726 |
PL0000108866 |
96,32 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,15 |
94,99 |
94,990 |
95,240 |
94,980 |
95,240 |
95,040 |
115 000 |
111,29 |
13 |
WS0428 |
PL0000107611 |
96,40 |
96,27 |
96,340 |
96,340 |
96,340 |
96,340 |
96,340 |
5 000 |
4,95 |
1 |
WS0429 |
PL0000105391 |
123,86 |
123,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,28 |
141,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,65 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,70 |
100,72 |
100,700 |
100,700 |
100,680 |
100,680 |
100,686 |
105 000 |
106,08 |
3 |
WZ1122 |
PL0000109377 |
100,15 |
100,18 |
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 |
99,62 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
465 000 |
468,60 |
32 |
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 |
100,35 |
100,44 |
1,33 |
1,04 |
100,40 |
1,17 |
OK1018 |
PL0000109062 |
99,28 |
99,38 |
1,30 |
1,12 |
99,33 |
1,21 |
WZ0119 |
PL0000107603 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,58 |
98,68 |
1,36 |
1,26 |
98,63 |
1,31 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,37 |
1,28 |
102,47 |
1,33 |
DS1019 |
PL0000105441 |
106,33 |
106,46 |
1,36 |
1,28 |
106,40 |
1,32 |
WZ0120 |
PL0000108601 |
100,52 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,09 |
1,53 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
96,49 |
96,65 |
1,56 |
1,49 |
96,57 |
1,52 |
DS1020 |
PL0000106126 |
109,07 |
109,27 |
1,60 |
1,52 |
109,17 |
1,56 |
WZ0121 |
PL0000106068 |
100,59 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,73 |
1,81 |
1,75 |
100,65 |
1,78 |
PS0721 |
PL0000109153 |
99,47 |
99,66 |
1,91 |
1,85 |
99,57 |
1,88 |
DS1021 |
PL0000106670 |
112,92 |
113,16 |
1,95 |
1,89 |
113,04 |
1,92 |
PS0422 |
PL0000109492 |
100,29 |
100,49 |
2,17 |
2,12 |
100,39 |
2,15 |
WS0922 |
PL0000102646 |
114,72 |
115,01 |
2,25 |
2,18 |
114,87 |
2,22 |
WZ1122 |
PL0000109377 |
100,05 |
100,33 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,66 |
2,39 |
2,35 |
100,57 |
2,37 |
IZ0823 |
PL0000105359 |
111,01 |
111,86 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,71 |
2,55 |
2,49 |
107,57 |
2,52 |
WZ0124 |
PL0000107454 |
99,70 |
99,95 |
--- |
--- |
99,83 |
--- |
DS0725 |
PL0000108197 |
102,10 |
102,38 |
2,92 |
2,88 |
102,24 |
2,90 |
WZ0126 |
PL0000108817 |
97,98 |
98,30 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
95,93 |
96,29 |
3,06 |
3,01 |
96,11 |
3,03 |
DS0727 |
PL0000109427 |
94,82 |
95,05 |
3,15 |
3,12 |
94,94 |
3,13 |
WS0428 |
PL0000107611 |
95,89 |
96,32 |
3,23 |
3,18 |
96,11 |
3,21 |
WZ0528 |
PL0000110383 |
96,65 |
97,07 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
123,45 |
123,95 |
3,20 |
3,15 |
123,70 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,37 |
100,44 |
1,27 |
1,04 |
100,41 |
1,14 |
OK1018 |
PL0000109062 |
99,28 |
99,39 |
1,30 |
1,10 |
99,34 |
1,19 |
WZ0119 |
PL0000107603 |
100,38 |
100,47 |
--- |
--- |
100,43 |
--- |
OK0419 |
PL0000109633 |
98,59 |
98,67 |
1,35 |
1,27 |
98,63 |
1,31 |
PS0719 |
PL0000108148 |
102,42 |
102,53 |
1,37 |
1,28 |
102,48 |
1,32 |
DS1019 |
PL0000105441 |
106,33 |
106,41 |
1,36 |
1,31 |
106,37 |
1,34 |
WZ0120 |
PL0000108601 |
100,59 |
100,72 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,10 |
1,51 |
1,45 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,54 |
96,68 |
1,54 |
1,47 |
96,61 |
1,50 |
DS1020 |
PL0000106126 |
109,15 |
109,25 |
1,57 |
1,53 |
109,20 |
1,55 |
WZ0121 |
PL0000106068 |
100,63 |
100,76 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,73 |
1,78 |
1,75 |
100,68 |
1,77 |
PS0721 |
PL0000109153 |
99,62 |
99,73 |
1,87 |
1,83 |
99,68 |
1,85 |
DS1021 |
PL0000106670 |
113,04 |
113,22 |
1,92 |
1,87 |
113,13 |
1,89 |
PS0422 |
PL0000109492 |
100,47 |
100,59 |
2,13 |
2,09 |
100,53 |
2,11 |
WS0922 |
PL0000102646 |
114,89 |
115,09 |
2,21 |
2,17 |
114,99 |
2,19 |
WZ1122 |
PL0000109377 |
100,10 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
100,63 |
100,77 |
2,36 |
2,33 |
100,70 |
2,34 |
IZ0823 |
PL0000105359 |
111,03 |
111,82 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
107,61 |
107,84 |
2,51 |
2,47 |
107,73 |
2,49 |
WZ0124 |
PL0000107454 |
99,74 |
99,99 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
102,33 |
102,50 |
2,89 |
2,86 |
102,42 |
2,87 |
WZ0126 |
PL0000108817 |
98,07 |
98,26 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
96,24 |
96,50 |
3,02 |
2,98 |
96,37 |
3,00 |
DS0727 |
PL0000109427 |
95,04 |
95,27 |
3,12 |
3,09 |
95,16 |
3,10 |
WS0428 |
PL0000107611 |
96,30 |
96,52 |
3,18 |
3,16 |
96,41 |
3,17 |
WZ0528 |
PL0000110383 |
96,71 |
97,05 |
--- |
--- |
96,88 |
--- |
WS0429 |
PL0000105391 |
123,76 |
124,27 |
3,17 |
3,12 |
124,02 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.