2018-04-04 |
MARKET DATA |
No 64 (3347) |
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 |
747,50 |
787,77 |
45 |
3 610,00 |
3 741,56 |
26 |
4 357,50 |
4 529,33 |
71 |
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 |
100,39 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,34 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,63 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,46 |
102,48 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
15 000 |
15,72 |
1 |
DS1019 |
PL0000105441 |
106,36 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,64 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,80 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,88 |
99,71 |
99,750 |
99,880 |
99,750 |
99,850 |
99,830 |
310 000 |
313,27 |
16 |
DS1021 |
PL0000106670 |
113,41 |
113,15 |
113,150 |
113,410 |
113,150 |
113,300 |
113,222 |
177 500 |
205,53 |
10 |
PS0422 |
PL0000109492 |
100,65 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,05 |
114,96 |
114,970 |
114,990 |
114,970 |
114,990 |
114,980 |
30 000 |
35,42 |
3 |
PS0123 |
PL0000110151 |
100,83 |
100,62 |
100,650 |
100,830 |
100,650 |
100,810 |
100,795 |
85 000 |
86,09 |
5 |
DS1023 |
PL0000107264 |
107,82 |
107,68 |
107,800 |
107,920 |
107,800 |
107,920 |
107,880 |
15 000 |
16,45 |
2 |
DS0725 |
PL0000108197 |
102,75 |
102,50 |
102,780 |
102,780 |
102,780 |
102,780 |
102,780 |
40 000 |
42,02 |
1 |
DS0726 |
PL0000108866 |
96,78 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,72 |
95,25 |
95,580 |
95,720 |
95,550 |
95,720 |
95,642 |
65 000 |
63,30 |
5 |
WS0428 |
PL0000107611 |
96,85 |
96,50 |
96,760 |
96,760 |
96,760 |
96,760 |
96,760 |
5 000 |
4,97 |
1 |
WS0429 |
PL0000105391 |
124,62 |
124,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
90,00 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,15 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,64 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,17 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,82 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,58 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
5 000 |
5,01 |
1 |
WZ0126 |
PL0000108817 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,83 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
747 500 |
787,77 |
45 |
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 |
100,37 |
100,44 |
1,24 |
1,02 |
100,41 |
1,11 |
OK1018 |
PL0000109062 |
99,31 |
99,39 |
1,26 |
1,11 |
99,35 |
1,18 |
WZ0119 |
PL0000107603 |
100,36 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,60 |
98,68 |
1,35 |
1,27 |
98,64 |
1,31 |
PS0719 |
PL0000108148 |
102,41 |
102,51 |
1,37 |
1,29 |
102,46 |
1,33 |
DS1019 |
PL0000105441 |
106,30 |
106,42 |
1,37 |
1,29 |
106,36 |
1,33 |
WZ0120 |
PL0000108601 |
100,56 |
100,77 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,13 |
1,52 |
1,43 |
100,05 |
1,47 |
OK0720 |
PL0000110375 |
96,54 |
96,73 |
1,54 |
1,45 |
96,64 |
1,49 |
DS1020 |
PL0000106126 |
109,07 |
109,31 |
1,59 |
1,50 |
109,19 |
1,55 |
WZ0121 |
PL0000106068 |
100,59 |
100,76 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,73 |
1,80 |
1,75 |
100,66 |
1,77 |
PS0721 |
PL0000109153 |
99,54 |
99,74 |
1,89 |
1,83 |
99,64 |
1,86 |
DS1021 |
PL0000106670 |
112,98 |
113,23 |
1,93 |
1,86 |
113,11 |
1,89 |
PS0422 |
PL0000109492 |
100,30 |
100,58 |
2,17 |
2,10 |
100,44 |
2,13 |
WS0922 |
PL0000102646 |
114,67 |
114,97 |
2,25 |
2,19 |
114,82 |
2,22 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,49 |
100,67 |
2,39 |
2,35 |
100,58 |
2,37 |
IZ0823 |
PL0000105359 |
110,92 |
111,87 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,48 |
107,77 |
2,54 |
2,48 |
107,63 |
2,51 |
WZ0124 |
PL0000107454 |
99,74 |
100,04 |
--- |
--- |
99,89 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,52 |
2,92 |
2,86 |
102,31 |
2,89 |
WZ0126 |
PL0000108817 |
97,99 |
98,31 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
96,06 |
96,49 |
3,04 |
2,98 |
96,28 |
3,01 |
DS0727 |
PL0000109427 |
95,00 |
95,36 |
3,12 |
3,08 |
95,18 |
3,10 |
WS0428 |
PL0000107611 |
96,14 |
96,55 |
3,20 |
3,15 |
96,35 |
3,18 |
WZ0528 |
PL0000110383 |
96,71 |
97,08 |
--- |
--- |
96,90 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,34 |
3,17 |
3,11 |
124,03 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,37 |
100,46 |
1,24 |
0,95 |
100,42 |
1,08 |
OK1018 |
PL0000109062 |
99,32 |
99,42 |
1,24 |
1,05 |
99,37 |
1,15 |
WZ0119 |
PL0000107603 |
100,36 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,61 |
98,69 |
1,34 |
1,26 |
98,65 |
1,30 |
PS0719 |
PL0000108148 |
102,43 |
102,54 |
1,35 |
1,27 |
102,49 |
1,30 |
DS1019 |
PL0000105441 |
106,34 |
106,43 |
1,34 |
1,29 |
106,39 |
1,31 |
WZ0120 |
PL0000108601 |
100,56 |
100,77 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,14 |
1,50 |
1,43 |
100,07 |
1,46 |
OK0720 |
PL0000110375 |
96,60 |
96,74 |
1,51 |
1,45 |
96,67 |
1,48 |
DS1020 |
PL0000106126 |
109,19 |
109,46 |
1,55 |
1,44 |
109,33 |
1,49 |
WZ0121 |
PL0000106068 |
100,60 |
100,79 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,93 |
1,74 |
1,68 |
100,84 |
1,71 |
PS0721 |
PL0000109153 |
99,81 |
99,94 |
1,81 |
1,77 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
113,25 |
113,42 |
1,86 |
1,81 |
113,34 |
1,83 |
PS0422 |
PL0000109492 |
100,50 |
100,73 |
2,12 |
2,06 |
100,62 |
2,09 |
WS0922 |
PL0000102646 |
114,95 |
115,21 |
2,19 |
2,14 |
115,08 |
2,17 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,77 |
100,90 |
2,33 |
2,30 |
100,84 |
2,31 |
IZ0823 |
PL0000105359 |
110,76 |
111,64 |
--- |
--- |
111,20 |
--- |
DS1023 |
PL0000107264 |
107,75 |
107,96 |
2,49 |
2,45 |
107,86 |
2,46 |
WZ0124 |
PL0000107454 |
99,74 |
99,98 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,65 |
102,94 |
2,84 |
2,80 |
102,80 |
2,82 |
WZ0126 |
PL0000108817 |
98,01 |
98,29 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
96,65 |
96,98 |
2,96 |
2,91 |
96,82 |
2,93 |
DS0727 |
PL0000109427 |
95,53 |
95,78 |
3,06 |
3,02 |
95,66 |
3,04 |
WS0428 |
PL0000107611 |
96,71 |
97,12 |
3,13 |
3,08 |
96,92 |
3,11 |
WZ0528 |
PL0000110383 |
96,73 |
97,14 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
124,32 |
124,79 |
3,11 |
3,07 |
124,56 |
3,09 |
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 |
1,440 |
1,440 |
1,440 |
125 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,440 |
1,450 |
1,447 |
210 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
185 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
190 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,440 |
1,450 |
1,443 |
550 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
10 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
300 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
80 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
145 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
130 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
290 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
160 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
80 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
65 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
45 |
TOTAL |
2 610 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
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.