2018-04-06 |
MARKET DATA |
No 66 (3349) |
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 |
585,00 |
592,54 |
42 |
1 395,00 |
1 428,28 |
12 |
1 980,00 |
2 020,81 |
54 |
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 |
100,09 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,38 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,36 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,67 |
98,68 |
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 |
106,34 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,65 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,23 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,84 |
100,85 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
5 000 |
5,14 |
1 |
PS0721 |
PL0000109153 |
99,94 |
99,84 |
99,830 |
99,920 |
99,820 |
99,920 |
99,854 |
80 000 |
80,88 |
7 |
DS1021 |
PL0000106670 |
113,40 |
113,32 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
30 000 |
34,81 |
2 |
PS0422 |
PL0000109492 |
100,69 |
100,64 |
100,640 |
100,640 |
100,620 |
100,620 |
100,627 |
15 000 |
15,42 |
2 |
WS0922 |
PL0000102646 |
115,11 |
115,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,98 |
100,81 |
100,900 |
100,980 |
100,870 |
100,980 |
100,944 |
270 000 |
273,94 |
12 |
DS1023 |
PL0000107264 |
107,95 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,95 |
102,75 |
102,760 |
102,900 |
102,760 |
102,900 |
102,833 |
20 000 |
21,03 |
3 |
DS0726 |
PL0000108866 |
96,96 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,98 |
95,76 |
95,900 |
96,070 |
95,900 |
96,030 |
96,002 |
165 000 |
161,33 |
15 |
WS0428 |
PL0000107611 |
97,15 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,84 |
124,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,89 |
143,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,05 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,64 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,81 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,27 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,04 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
592,54 |
42 |
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 |
100,32 |
100,46 |
1,37 |
0,90 |
100,39 |
1,13 |
OK1018 |
PL0000109062 |
99,32 |
99,46 |
1,26 |
1,00 |
99,39 |
1,13 |
WZ0119 |
PL0000107603 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,73 |
1,32 |
1,24 |
98,69 |
1,27 |
PS0719 |
PL0000108148 |
102,38 |
102,53 |
1,37 |
1,26 |
102,46 |
1,31 |
DS1019 |
PL0000105441 |
106,26 |
106,40 |
1,37 |
1,28 |
106,33 |
1,32 |
WZ0120 |
PL0000108601 |
100,54 |
100,71 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,11 |
1,52 |
1,44 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,57 |
96,78 |
1,53 |
1,44 |
96,68 |
1,48 |
DS1020 |
PL0000106126 |
109,15 |
109,39 |
1,55 |
1,46 |
109,27 |
1,50 |
WZ0121 |
PL0000106068 |
100,57 |
100,78 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,92 |
1,75 |
1,69 |
100,83 |
1,72 |
PS0721 |
PL0000109153 |
99,74 |
99,92 |
1,83 |
1,77 |
99,83 |
1,80 |
DS1021 |
PL0000106670 |
113,15 |
113,39 |
1,87 |
1,81 |
113,27 |
1,84 |
PS0422 |
PL0000109492 |
100,50 |
100,78 |
2,12 |
2,05 |
100,64 |
2,08 |
WS0922 |
PL0000102646 |
114,84 |
115,13 |
2,21 |
2,15 |
114,99 |
2,18 |
WZ1122 |
PL0000109377 |
100,04 |
100,36 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
100,70 |
100,91 |
2,34 |
2,29 |
100,81 |
2,32 |
IZ0823 |
PL0000105359 |
110,57 |
111,59 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
107,75 |
108,04 |
2,48 |
2,43 |
107,90 |
2,45 |
WZ0124 |
PL0000107454 |
99,74 |
99,96 |
--- |
--- |
99,85 |
--- |
DS0725 |
PL0000108197 |
102,65 |
102,94 |
2,84 |
2,80 |
102,80 |
2,82 |
WZ0126 |
PL0000108817 |
97,94 |
98,40 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
96,63 |
97,06 |
2,96 |
2,90 |
96,85 |
2,93 |
DS0727 |
PL0000109427 |
95,63 |
95,90 |
3,04 |
3,01 |
95,77 |
3,03 |
WS0428 |
PL0000107611 |
96,80 |
97,23 |
3,12 |
3,07 |
97,02 |
3,10 |
WZ0528 |
PL0000110383 |
96,78 |
97,23 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
124,32 |
124,98 |
3,11 |
3,05 |
124,65 |
3,08 |
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 |
1,23 |
0,93 |
100,41 |
1,06 |
OK1018 |
PL0000109062 |
99,33 |
99,42 |
1,24 |
1,08 |
99,38 |
1,15 |
WZ0119 |
PL0000107603 |
100,36 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,70 |
1,32 |
1,26 |
98,67 |
1,29 |
PS0719 |
PL0000108148 |
102,41 |
102,53 |
1,35 |
1,26 |
102,47 |
1,30 |
DS1019 |
PL0000105441 |
106,29 |
106,40 |
1,35 |
1,28 |
106,35 |
1,31 |
WZ0120 |
PL0000108601 |
100,54 |
100,71 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,11 |
1,50 |
1,44 |
100,05 |
1,47 |
OK0720 |
PL0000110375 |
96,59 |
96,77 |
1,52 |
1,44 |
96,68 |
1,48 |
DS1020 |
PL0000106126 |
109,13 |
109,41 |
1,55 |
1,45 |
109,27 |
1,50 |
WZ0121 |
PL0000106068 |
100,60 |
100,78 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,90 |
1,74 |
1,69 |
100,83 |
1,72 |
PS0721 |
PL0000109153 |
99,82 |
99,93 |
1,80 |
1,77 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
113,25 |
113,40 |
1,85 |
1,81 |
113,33 |
1,82 |
PS0422 |
PL0000109492 |
100,57 |
100,74 |
2,10 |
2,06 |
100,66 |
2,08 |
WS0922 |
PL0000102646 |
114,96 |
115,23 |
2,18 |
2,13 |
115,10 |
2,15 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,81 |
100,96 |
2,32 |
2,28 |
100,89 |
2,30 |
IZ0823 |
PL0000105359 |
110,66 |
111,53 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,03 |
2,46 |
2,43 |
107,95 |
2,45 |
WZ0124 |
PL0000107454 |
99,75 |
99,97 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,82 |
103,13 |
2,81 |
2,77 |
102,98 |
2,79 |
WZ0126 |
PL0000108817 |
98,05 |
98,41 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
96,85 |
97,26 |
2,93 |
2,87 |
97,06 |
2,90 |
DS0727 |
PL0000109427 |
95,83 |
96,10 |
3,02 |
2,98 |
95,97 |
3,00 |
WS0428 |
PL0000107611 |
97,03 |
97,47 |
3,10 |
3,04 |
97,25 |
3,07 |
WZ0528 |
PL0000110383 |
96,84 |
97,23 |
--- |
--- |
97,04 |
--- |
WS0429 |
PL0000105391 |
124,62 |
125,22 |
3,08 |
3,03 |
124,92 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
10 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
400 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
400 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
35 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
10 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
55 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
255 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
30 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
40 |
TOTAL |
1 395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.