2018-04-09 |
MARKET DATA |
No 67 (3350) |
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 |
967,50 |
1 002,54 |
58 |
1 060,00 |
1 087,42 |
12 |
2 027,50 |
2 089,96 |
70 |
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 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,66 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,42 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,32 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,68 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,25 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,90 |
100,90 |
100,900 |
100,900 |
100,900 |
100,900 |
100,900 |
80 000 |
82,26 |
5 |
PS0721 |
PL0000109153 |
99,98 |
99,94 |
99,950 |
99,980 |
99,950 |
99,970 |
99,962 |
200 000 |
202,42 |
9 |
DS1021 |
PL0000106670 |
113,42 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,76 |
100,79 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
10 000 |
10,30 |
1 |
WS0922 |
PL0000102646 |
115,17 |
115,25 |
115,250 |
115,260 |
115,250 |
115,260 |
115,255 |
20 000 |
23,68 |
2 |
PS0123 |
PL0000110151 |
101,07 |
101,00 |
101,020 |
101,050 |
101,020 |
101,050 |
101,039 |
80 000 |
81,25 |
4 |
DS1023 |
PL0000107264 |
108,15 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,26 |
103,10 |
103,130 |
103,260 |
103,130 |
103,260 |
103,232 |
90 000 |
94,99 |
7 |
DS0726 |
PL0000108866 |
97,30 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,31 |
96,01 |
96,140 |
96,330 |
96,140 |
96,330 |
96,209 |
322 500 |
316,02 |
17 |
WS0428 |
PL0000107611 |
97,50 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,78 |
125,17 |
125,230 |
125,780 |
125,230 |
125,780 |
125,582 |
90 000 |
118,00 |
8 |
WS0437 |
PL0000104857 |
104,59 |
143,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
116,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,05 |
111,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,62 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,65 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,84 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,24 |
98,29 |
98,290 |
98,300 |
98,290 |
98,300 |
98,293 |
35 000 |
34,54 |
2 |
WZ0528 |
PL0000110383 |
97,04 |
97,00 |
97,000 |
97,050 |
97,000 |
97,050 |
97,033 |
40 000 |
39,09 |
3 |
TOTAL |
967 500 |
1 002,54 |
58 |
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 |
1,26 |
0,95 |
100,40 |
1,09 |
OK1018 |
PL0000109062 |
99,32 |
99,42 |
1,27 |
1,08 |
99,37 |
1,17 |
WZ0119 |
PL0000107603 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,71 |
1,33 |
1,26 |
98,68 |
1,29 |
PS0719 |
PL0000108148 |
102,39 |
102,52 |
1,36 |
1,26 |
102,46 |
1,31 |
DS1019 |
PL0000105441 |
106,29 |
106,40 |
1,34 |
1,27 |
106,35 |
1,30 |
WZ0120 |
PL0000108601 |
100,53 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,16 |
1,50 |
1,42 |
100,08 |
1,46 |
OK0720 |
PL0000110375 |
96,63 |
96,78 |
1,51 |
1,44 |
96,71 |
1,47 |
DS1020 |
PL0000106126 |
109,13 |
109,40 |
1,55 |
1,45 |
109,27 |
1,50 |
WZ0121 |
PL0000106068 |
100,61 |
100,78 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,71 |
100,94 |
1,76 |
1,68 |
100,83 |
1,72 |
PS0721 |
PL0000109153 |
99,86 |
99,99 |
1,79 |
1,75 |
99,93 |
1,77 |
DS1021 |
PL0000106670 |
113,33 |
113,46 |
1,82 |
1,79 |
113,40 |
1,80 |
PS0422 |
PL0000109492 |
100,61 |
100,87 |
2,09 |
2,02 |
100,74 |
2,06 |
WS0922 |
PL0000102646 |
114,97 |
115,27 |
2,18 |
2,11 |
115,12 |
2,15 |
WZ1122 |
PL0000109377 |
100,14 |
100,36 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
100,86 |
101,05 |
2,31 |
2,26 |
100,96 |
2,28 |
IZ0823 |
PL0000105359 |
110,79 |
111,51 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,20 |
2,45 |
2,40 |
108,05 |
2,43 |
WZ0124 |
PL0000107454 |
99,74 |
99,99 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
102,81 |
103,17 |
2,81 |
2,76 |
102,99 |
2,79 |
WZ0126 |
PL0000108817 |
98,04 |
98,36 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
96,88 |
97,29 |
2,93 |
2,87 |
97,09 |
2,90 |
DS0727 |
PL0000109427 |
95,86 |
96,16 |
3,01 |
2,98 |
96,01 |
3,00 |
WS0428 |
PL0000107611 |
97,10 |
97,53 |
3,09 |
3,04 |
97,32 |
3,06 |
WZ0528 |
PL0000110383 |
96,82 |
97,16 |
--- |
--- |
96,99 |
--- |
WS0429 |
PL0000105391 |
124,71 |
125,27 |
3,07 |
3,02 |
124,99 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,35 |
100,44 |
1,26 |
0,95 |
100,40 |
1,09 |
OK1018 |
PL0000109062 |
99,32 |
99,42 |
1,27 |
1,08 |
99,37 |
1,17 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,71 |
1,33 |
1,26 |
98,68 |
1,29 |
PS0719 |
PL0000108148 |
102,40 |
102,52 |
1,35 |
1,26 |
102,46 |
1,31 |
DS1019 |
PL0000105441 |
106,29 |
106,41 |
1,34 |
1,26 |
106,35 |
1,30 |
WZ0120 |
PL0000108601 |
100,58 |
100,75 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,12 |
1,51 |
1,44 |
100,05 |
1,47 |
OK0720 |
PL0000110375 |
96,62 |
96,80 |
1,51 |
1,43 |
96,71 |
1,47 |
DS1020 |
PL0000106126 |
109,14 |
109,37 |
1,55 |
1,46 |
109,26 |
1,50 |
WZ0121 |
PL0000106068 |
100,61 |
100,76 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,82 |
100,95 |
1,72 |
1,68 |
100,89 |
1,70 |
PS0721 |
PL0000109153 |
99,90 |
100,01 |
1,78 |
1,74 |
99,96 |
1,76 |
DS1021 |
PL0000106670 |
113,36 |
113,50 |
1,81 |
1,78 |
113,43 |
1,79 |
PS0422 |
PL0000109492 |
100,71 |
100,84 |
2,06 |
2,03 |
100,78 |
2,05 |
WS0922 |
PL0000102646 |
115,06 |
115,36 |
2,16 |
2,10 |
115,21 |
2,13 |
WZ1122 |
PL0000109377 |
100,15 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
100,97 |
101,15 |
2,28 |
2,24 |
101,06 |
2,26 |
IZ0823 |
PL0000105359 |
110,83 |
111,52 |
--- |
--- |
111,18 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,38 |
2,42 |
2,36 |
108,24 |
2,39 |
WZ0124 |
PL0000107454 |
99,77 |
99,97 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
103,13 |
103,44 |
2,77 |
2,72 |
103,29 |
2,74 |
WZ0126 |
PL0000108817 |
98,14 |
98,43 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
97,22 |
97,52 |
2,88 |
2,84 |
97,37 |
2,86 |
DS0727 |
PL0000109427 |
96,21 |
96,42 |
2,97 |
2,94 |
96,32 |
2,96 |
WS0428 |
PL0000107611 |
97,43 |
97,85 |
3,05 |
3,00 |
97,64 |
3,02 |
WZ0528 |
PL0000110383 |
96,93 |
97,22 |
--- |
--- |
97,08 |
--- |
WS0429 |
PL0000105391 |
125,42 |
125,97 |
3,01 |
2,96 |
125,70 |
2,98 |
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 |
75 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
185 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
140 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
60 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
140 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
80 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
135 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
75 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
TOTAL |
1 060 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.