2018-04-05 |
MARKET DATA |
No 65 (3348) |
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 |
740,00 |
749,27 |
36 |
3 190,00 |
3 270,70 |
19 |
3 930,00 |
4 019,98 |
55 |
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 |
100,11 |
100,11 |
100,110 |
100,110 |
100,110 |
100,110 |
100,110 |
110 000 |
114,07 |
4 |
PS0718 |
PL0000107595 |
100,39 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,65 |
98,69 |
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 |
106,33 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,64 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,19 |
109,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,80 |
100,78 |
100,750 |
100,800 |
100,740 |
100,800 |
100,752 |
180 000 |
184,80 |
5 |
PS0721 |
PL0000109153 |
99,83 |
99,80 |
99,800 |
99,800 |
99,790 |
99,790 |
99,797 |
35 000 |
35,36 |
2 |
DS1021 |
PL0000106670 |
113,25 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,55 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,91 |
115,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,76 |
100,71 |
100,710 |
100,790 |
100,710 |
100,790 |
100,783 |
110 000 |
111,42 |
2 |
DS1023 |
PL0000107264 |
107,81 |
107,82 |
107,810 |
107,810 |
107,810 |
107,810 |
107,810 |
10 000 |
10,96 |
1 |
DS0725 |
PL0000108197 |
102,70 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,69 |
96,75 |
96,660 |
96,660 |
96,660 |
96,660 |
96,660 |
10 000 |
9,84 |
1 |
DS0727 |
PL0000109427 |
95,69 |
95,62 |
95,590 |
95,740 |
95,480 |
95,740 |
95,622 |
145 000 |
141,21 |
10 |
WS0428 |
PL0000107611 |
96,84 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,44 |
124,31 |
124,590 |
124,590 |
124,590 |
124,590 |
124,590 |
5 000 |
6,50 |
1 |
WS0437 |
PL0000104857 |
103,33 |
142,67 |
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 |
110,95 |
111,35 |
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 |
100,60 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,69 |
100,73 |
100,690 |
100,690 |
100,670 |
100,670 |
100,673 |
75 000 |
75,78 |
3 |
WZ1122 |
PL0000109377 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,84 |
99,85 |
99,840 |
99,840 |
99,820 |
99,820 |
99,830 |
30 000 |
30,06 |
3 |
WZ0524 |
PL0000110615 |
99,61 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,05 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,89 |
96,95 |
96,890 |
96,890 |
96,870 |
96,870 |
96,883 |
30 000 |
29,27 |
4 |
TOTAL |
740 000 |
749,27 |
36 |
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 |
100,46 |
1,25 |
0,91 |
100,41 |
1,08 |
OK1018 |
PL0000109062 |
99,33 |
99,42 |
1,24 |
1,07 |
99,38 |
1,14 |
WZ0119 |
PL0000107603 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,63 |
98,71 |
1,33 |
1,25 |
98,67 |
1,29 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,35 |
1,26 |
102,47 |
1,31 |
DS1019 |
PL0000105441 |
106,31 |
106,43 |
1,34 |
1,27 |
106,37 |
1,30 |
WZ0120 |
PL0000108601 |
100,56 |
100,76 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,13 |
1,50 |
1,43 |
100,07 |
1,46 |
OK0720 |
PL0000110375 |
96,59 |
96,77 |
1,52 |
1,44 |
96,68 |
1,48 |
DS1020 |
PL0000106126 |
109,15 |
109,36 |
1,55 |
1,47 |
109,26 |
1,51 |
WZ0121 |
PL0000106068 |
100,63 |
100,80 |
--- |
--- |
100,72 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,91 |
1,76 |
1,69 |
100,81 |
1,72 |
PS0721 |
PL0000109153 |
99,75 |
99,93 |
1,83 |
1,77 |
99,84 |
1,80 |
DS1021 |
PL0000106670 |
113,19 |
113,39 |
1,87 |
1,81 |
113,29 |
1,84 |
PS0422 |
PL0000109492 |
100,48 |
100,74 |
2,12 |
2,06 |
100,61 |
2,09 |
WS0922 |
PL0000102646 |
114,88 |
115,14 |
2,20 |
2,15 |
115,01 |
2,18 |
WZ1122 |
PL0000109377 |
100,06 |
100,35 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,66 |
100,85 |
2,35 |
2,31 |
100,76 |
2,33 |
IZ0823 |
PL0000105359 |
110,77 |
111,53 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
107,68 |
107,97 |
2,50 |
2,44 |
107,83 |
2,47 |
WZ0124 |
PL0000107454 |
99,76 |
100,04 |
--- |
--- |
99,90 |
--- |
DS0725 |
PL0000108197 |
102,65 |
102,90 |
2,84 |
2,80 |
102,78 |
2,82 |
WZ0126 |
PL0000108817 |
97,98 |
98,31 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
96,60 |
96,92 |
2,97 |
2,92 |
96,76 |
2,94 |
DS0727 |
PL0000109427 |
95,53 |
95,79 |
3,06 |
3,02 |
95,66 |
3,04 |
WS0428 |
PL0000107611 |
96,70 |
97,09 |
3,14 |
3,09 |
96,90 |
3,11 |
WZ0528 |
PL0000110383 |
96,69 |
97,14 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
124,22 |
124,77 |
3,12 |
3,07 |
124,50 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,36 |
100,46 |
1,25 |
0,91 |
100,41 |
1,08 |
OK1018 |
PL0000109062 |
99,32 |
99,43 |
1,26 |
1,05 |
99,38 |
1,14 |
WZ0119 |
PL0000107603 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,62 |
98,72 |
1,34 |
1,24 |
98,67 |
1,29 |
PS0719 |
PL0000108148 |
102,42 |
102,54 |
1,35 |
1,25 |
102,48 |
1,30 |
DS1019 |
PL0000105441 |
106,29 |
106,41 |
1,35 |
1,28 |
106,35 |
1,32 |
WZ0120 |
PL0000108601 |
100,56 |
100,73 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,13 |
1,52 |
1,43 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,59 |
96,71 |
1,52 |
1,47 |
96,65 |
1,50 |
DS1020 |
PL0000106126 |
109,13 |
109,32 |
1,56 |
1,49 |
109,23 |
1,52 |
WZ0121 |
PL0000106068 |
100,60 |
100,77 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,74 |
100,87 |
1,75 |
1,70 |
100,81 |
1,72 |
PS0721 |
PL0000109153 |
99,77 |
99,89 |
1,82 |
1,78 |
99,83 |
1,80 |
DS1021 |
PL0000106670 |
113,18 |
113,35 |
1,87 |
1,82 |
113,27 |
1,84 |
PS0422 |
PL0000109492 |
100,51 |
100,68 |
2,12 |
2,07 |
100,60 |
2,09 |
WS0922 |
PL0000102646 |
114,81 |
115,09 |
2,22 |
2,16 |
114,95 |
2,19 |
WZ1122 |
PL0000109377 |
100,07 |
100,30 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,85 |
2,34 |
2,31 |
100,77 |
2,33 |
IZ0823 |
PL0000105359 |
110,62 |
111,55 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
107,71 |
107,91 |
2,49 |
2,45 |
107,81 |
2,47 |
WZ0124 |
PL0000107454 |
99,75 |
99,96 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,93 |
2,84 |
2,80 |
102,78 |
2,82 |
WZ0126 |
PL0000108817 |
97,98 |
98,33 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
96,63 |
96,99 |
2,96 |
2,91 |
96,81 |
2,94 |
DS0727 |
PL0000109427 |
95,59 |
95,80 |
3,05 |
3,02 |
95,70 |
3,04 |
WS0428 |
PL0000107611 |
96,73 |
97,14 |
3,13 |
3,08 |
96,94 |
3,11 |
WZ0528 |
PL0000110383 |
96,75 |
97,12 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
124,25 |
124,97 |
3,12 |
3,05 |
124,61 |
3,08 |
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 |
1,450 |
1,450 |
1,450 |
125 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
150 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
210 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,440 |
1,450 |
1,449 |
80 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,440 |
1,450 |
1,444 |
295 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
110 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
35 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
25 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
200 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
TOTAL |
2 190 |
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 |
1,480 |
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.