2018-04-10 |
MARKET DATA |
No 68 (3351) |
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 |
1 082,50 |
1 121,80 |
40 |
225,00 |
238,92 |
5 |
1 307,50 |
1 360,72 |
45 |
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 |
100,10 |
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 |
99,35 |
99,40 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
55 000 |
54,64 |
2 |
OK0419 |
PL0000109633 |
98,66 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,41 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,31 |
106,35 |
106,300 |
106,300 |
106,300 |
106,300 |
106,300 |
100 000 |
108,85 |
1 |
PS0420 |
PL0000108510 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,65 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,16 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,88 |
100,88 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
110 000 |
113,13 |
2 |
PS0721 |
PL0000109153 |
99,97 |
99,87 |
99,900 |
99,900 |
99,860 |
99,860 |
99,873 |
47 500 |
48,03 |
4 |
DS1021 |
PL0000106670 |
113,42 |
113,40 |
113,400 |
113,420 |
113,400 |
113,420 |
113,411 |
160 000 |
185,72 |
6 |
PS0422 |
PL0000109492 |
100,78 |
100,76 |
100,760 |
100,760 |
100,760 |
100,760 |
100,760 |
35 000 |
36,03 |
1 |
WS0922 |
PL0000102646 |
115,23 |
115,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,13 |
101,05 |
101,120 |
101,120 |
101,050 |
101,050 |
101,070 |
35 000 |
35,56 |
4 |
DS1023 |
PL0000107264 |
108,24 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,28 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,37 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,43 |
96,30 |
96,410 |
96,450 |
96,300 |
96,400 |
96,406 |
60 000 |
58,92 |
8 |
WS0428 |
PL0000107611 |
97,70 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,77 |
125,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,91 |
144,46 |
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 |
111,18 |
111,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,41 |
100,40 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
235 000 |
236,84 |
4 |
WZ0120 |
PL0000108601 |
100,57 |
100,64 |
100,640 |
100,650 |
100,640 |
100,650 |
100,645 |
30 000 |
30,31 |
2 |
WZ0121 |
PL0000106068 |
100,65 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,87 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,68 |
99,68 |
99,680 |
99,710 |
99,680 |
99,710 |
99,694 |
95 000 |
95,37 |
3 |
WZ0126 |
PL0000108817 |
98,41 |
98,35 |
98,350 |
98,360 |
98,350 |
98,360 |
98,359 |
110 000 |
108,62 |
2 |
WZ0528 |
PL0000110383 |
97,22 |
97,15 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
9,79 |
1 |
TOTAL |
1 082 500 |
1 121,80 |
40 |
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 |
1,24 |
0,93 |
100,40 |
1,07 |
OK1018 |
PL0000109062 |
99,33 |
99,43 |
1,26 |
1,07 |
99,38 |
1,16 |
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 |
102,49 |
1,36 |
1,28 |
102,44 |
1,32 |
DS1019 |
PL0000105441 |
106,28 |
106,39 |
1,34 |
1,27 |
106,34 |
1,30 |
WZ0120 |
PL0000108601 |
100,54 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,11 |
1,51 |
1,44 |
100,05 |
1,47 |
OK0720 |
PL0000110375 |
96,60 |
96,80 |
1,52 |
1,43 |
96,70 |
1,48 |
DS1020 |
PL0000106126 |
109,12 |
109,36 |
1,55 |
1,46 |
109,24 |
1,50 |
WZ0121 |
PL0000106068 |
100,61 |
100,76 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,79 |
100,97 |
1,73 |
1,67 |
100,88 |
1,70 |
PS0721 |
PL0000109153 |
99,87 |
100,02 |
1,79 |
1,74 |
99,95 |
1,76 |
DS1021 |
PL0000106670 |
113,31 |
113,50 |
1,82 |
1,77 |
113,41 |
1,80 |
PS0422 |
PL0000109492 |
100,71 |
100,94 |
2,06 |
2,00 |
100,83 |
2,03 |
WS0922 |
PL0000102646 |
115,09 |
115,39 |
2,15 |
2,09 |
115,24 |
2,12 |
WZ1122 |
PL0000109377 |
100,15 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
101,00 |
101,16 |
2,27 |
2,24 |
101,08 |
2,26 |
IZ0823 |
PL0000105359 |
110,73 |
111,52 |
--- |
--- |
111,13 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,40 |
2,42 |
2,36 |
108,25 |
2,39 |
WZ0124 |
PL0000107454 |
99,78 |
100,01 |
--- |
--- |
99,90 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,46 |
2,76 |
2,72 |
103,30 |
2,74 |
WZ0126 |
PL0000108817 |
98,11 |
98,42 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
97,24 |
97,64 |
2,88 |
2,82 |
97,44 |
2,85 |
DS0727 |
PL0000109427 |
96,24 |
96,49 |
2,97 |
2,93 |
96,37 |
2,95 |
WS0428 |
PL0000107611 |
97,49 |
97,92 |
3,04 |
2,99 |
97,71 |
3,02 |
WZ0528 |
PL0000110383 |
96,93 |
97,25 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
125,47 |
126,06 |
3,00 |
2,95 |
125,77 |
2,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,34 |
100,43 |
1,28 |
0,97 |
100,39 |
1,11 |
OK1018 |
PL0000109062 |
99,32 |
99,43 |
1,27 |
1,07 |
99,38 |
1,16 |
WZ0119 |
PL0000107603 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,70 |
1,33 |
1,27 |
98,67 |
1,30 |
PS0719 |
PL0000108148 |
102,38 |
102,49 |
1,37 |
1,28 |
102,44 |
1,32 |
DS1019 |
PL0000105441 |
106,24 |
106,37 |
1,36 |
1,28 |
106,31 |
1,32 |
WZ0120 |
PL0000108601 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,51 |
1,45 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,60 |
96,77 |
1,52 |
1,45 |
96,69 |
1,48 |
DS1020 |
PL0000106126 |
109,12 |
109,32 |
1,55 |
1,47 |
109,22 |
1,51 |
WZ0121 |
PL0000106068 |
100,62 |
100,76 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,76 |
100,92 |
1,74 |
1,68 |
100,84 |
1,71 |
PS0721 |
PL0000109153 |
99,84 |
99,97 |
1,80 |
1,76 |
99,91 |
1,78 |
DS1021 |
PL0000106670 |
113,27 |
113,46 |
1,84 |
1,78 |
113,37 |
1,81 |
PS0422 |
PL0000109492 |
100,70 |
100,83 |
2,07 |
2,03 |
100,77 |
2,05 |
WS0922 |
PL0000102646 |
115,11 |
115,34 |
2,15 |
2,10 |
115,23 |
2,12 |
WZ1122 |
PL0000109377 |
100,17 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
101,01 |
101,17 |
2,27 |
2,24 |
101,09 |
2,26 |
IZ0823 |
PL0000105359 |
110,78 |
111,63 |
--- |
--- |
111,21 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,32 |
2,41 |
2,38 |
108,23 |
2,39 |
WZ0124 |
PL0000107454 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
DS0725 |
PL0000108197 |
103,18 |
103,36 |
2,76 |
2,73 |
103,27 |
2,75 |
WZ0126 |
PL0000108817 |
98,32 |
98,59 |
--- |
--- |
98,46 |
--- |
DS0726 |
PL0000108866 |
97,27 |
97,56 |
2,87 |
2,83 |
97,42 |
2,85 |
DS0727 |
PL0000109427 |
96,28 |
96,51 |
2,96 |
2,93 |
96,40 |
2,95 |
WS0428 |
PL0000107611 |
97,52 |
97,97 |
3,04 |
2,98 |
97,75 |
3,01 |
WZ0528 |
PL0000110383 |
97,06 |
97,47 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
125,43 |
126,09 |
3,01 |
2,94 |
125,76 |
2,97 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
45 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
95 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
15 |
TOTAL |
225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.