2018-04-03 |
MARKET DATA |
No 63 (3346) |
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 |
210,00 |
215,60 |
11 |
3 825,00 |
4 131,62 |
30 |
4 035,00 |
4 347,22 |
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 |
100,12 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,41 |
100,41 |
100,410 |
100,410 |
100,410 |
100,410 |
100,410 |
100 000 |
102,15 |
1 |
OK1018 |
PL0000109062 |
99,33 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,62 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,47 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,34 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,71 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
50 000 |
51,26 |
2 |
PS0721 |
PL0000109153 |
99,66 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,02 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,45 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,88 |
114,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,69 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,67 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,44 |
102,47 |
102,440 |
102,440 |
102,440 |
102,440 |
102,440 |
5 000 |
5,24 |
1 |
DS0726 |
PL0000108866 |
96,35 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,29 |
95,20 |
95,290 |
95,290 |
95,200 |
95,200 |
95,236 |
25 000 |
24,24 |
3 |
WS0428 |
PL0000107611 |
96,41 |
96,40 |
96,290 |
96,290 |
96,290 |
96,290 |
96,290 |
20 000 |
19,78 |
2 |
WS0429 |
PL0000105391 |
124,00 |
124,12 |
123,990 |
124,000 |
123,990 |
124,000 |
123,995 |
10 000 |
12,94 |
2 |
WS0437 |
PL0000104857 |
102,46 |
142,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
107,95 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,18 |
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 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,65 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,55 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,12 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,84 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
215,60 |
11 |
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 |
100,34 |
100,43 |
1,35 |
1,06 |
100,39 |
1,19 |
OK1018 |
PL0000109062 |
99,29 |
99,39 |
1,29 |
1,10 |
99,34 |
1,19 |
WZ0119 |
PL0000107603 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,59 |
98,69 |
1,36 |
1,26 |
98,64 |
1,31 |
PS0719 |
PL0000108148 |
102,41 |
102,52 |
1,37 |
1,29 |
102,47 |
1,32 |
DS1019 |
PL0000105441 |
106,32 |
106,44 |
1,36 |
1,29 |
106,38 |
1,32 |
WZ0120 |
PL0000108601 |
100,55 |
100,78 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,15 |
1,51 |
1,42 |
100,06 |
1,47 |
OK0720 |
PL0000110375 |
96,51 |
96,72 |
1,55 |
1,46 |
96,62 |
1,50 |
DS1020 |
PL0000106126 |
109,09 |
109,32 |
1,59 |
1,50 |
109,21 |
1,54 |
WZ0121 |
PL0000106068 |
100,60 |
100,78 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,77 |
1,80 |
1,74 |
100,68 |
1,77 |
PS0721 |
PL0000109153 |
99,53 |
99,71 |
1,90 |
1,84 |
99,62 |
1,87 |
DS1021 |
PL0000106670 |
112,94 |
113,22 |
1,94 |
1,87 |
113,08 |
1,91 |
PS0422 |
PL0000109492 |
100,39 |
100,63 |
2,15 |
2,08 |
100,51 |
2,12 |
WS0922 |
PL0000102646 |
114,81 |
115,10 |
2,23 |
2,16 |
114,96 |
2,19 |
WZ1122 |
PL0000109377 |
100,08 |
100,34 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,58 |
100,77 |
2,37 |
2,33 |
100,68 |
2,35 |
IZ0823 |
PL0000105359 |
110,97 |
111,87 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,88 |
2,52 |
2,46 |
107,74 |
2,49 |
WZ0124 |
PL0000107454 |
99,73 |
100,00 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,59 |
2,91 |
2,85 |
102,39 |
2,88 |
WZ0126 |
PL0000108817 |
97,99 |
98,30 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,60 |
3,03 |
2,96 |
96,39 |
2,99 |
DS0727 |
PL0000109427 |
95,14 |
95,44 |
3,11 |
3,07 |
95,29 |
3,09 |
WS0428 |
PL0000107611 |
96,25 |
96,71 |
3,19 |
3,13 |
96,48 |
3,16 |
WZ0528 |
PL0000110383 |
96,65 |
97,05 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
123,84 |
124,35 |
3,16 |
3,11 |
124,10 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,36 |
100,44 |
1,29 |
1,03 |
100,40 |
1,16 |
OK1018 |
PL0000109062 |
99,30 |
99,40 |
1,27 |
1,09 |
99,35 |
1,18 |
WZ0119 |
PL0000107603 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
OK0419 |
PL0000109633 |
98,59 |
98,69 |
1,36 |
1,26 |
98,64 |
1,31 |
PS0719 |
PL0000108148 |
102,42 |
102,52 |
1,36 |
1,29 |
102,47 |
1,32 |
DS1019 |
PL0000105441 |
106,32 |
106,43 |
1,36 |
1,29 |
106,38 |
1,32 |
WZ0120 |
PL0000108601 |
100,55 |
100,77 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,15 |
1,51 |
1,42 |
100,06 |
1,47 |
OK0720 |
PL0000110375 |
96,55 |
96,73 |
1,53 |
1,45 |
96,64 |
1,49 |
DS1020 |
PL0000106126 |
109,11 |
109,30 |
1,58 |
1,51 |
109,21 |
1,54 |
WZ0121 |
PL0000106068 |
100,60 |
100,79 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,76 |
1,79 |
1,74 |
100,69 |
1,76 |
PS0721 |
PL0000109153 |
99,62 |
99,74 |
1,87 |
1,83 |
99,68 |
1,85 |
DS1021 |
PL0000106670 |
112,98 |
113,19 |
1,93 |
1,88 |
113,09 |
1,90 |
PS0422 |
PL0000109492 |
100,35 |
100,61 |
2,16 |
2,09 |
100,48 |
2,12 |
WS0922 |
PL0000102646 |
114,72 |
115,00 |
2,25 |
2,18 |
114,86 |
2,22 |
WZ1122 |
PL0000109377 |
100,11 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,72 |
2,37 |
2,34 |
100,64 |
2,36 |
IZ0823 |
PL0000105359 |
110,97 |
111,86 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,78 |
2,53 |
2,48 |
107,65 |
2,50 |
WZ0124 |
PL0000107454 |
99,73 |
100,04 |
--- |
--- |
99,89 |
--- |
DS0725 |
PL0000108197 |
102,23 |
102,58 |
2,90 |
2,85 |
102,41 |
2,88 |
WZ0126 |
PL0000108817 |
98,02 |
98,32 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
96,19 |
96,54 |
3,02 |
2,97 |
96,37 |
3,00 |
DS0727 |
PL0000109427 |
95,11 |
95,41 |
3,11 |
3,07 |
95,26 |
3,09 |
WS0428 |
PL0000107611 |
96,22 |
96,59 |
3,19 |
3,15 |
96,41 |
3,17 |
WZ0528 |
PL0000110383 |
96,70 |
97,07 |
--- |
--- |
96,89 |
--- |
WS0429 |
PL0000105391 |
123,77 |
124,39 |
3,16 |
3,11 |
124,08 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
110 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
90 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
135 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
5 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
25 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
200 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
275 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
100 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
125 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
140 |
WZ0524 |
PL0000110615 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
40 |
DS1021 |
PL0000106670 |
1/7 |
6 |
1,430 |
1,430 |
1,430 |
300 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
110 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
280 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
280 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
280 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
TOTAL |
2 825 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/7 |
6 |
1,480 |
1,480 |
1,480 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.