2018-04-11 |
MARKET DATA |
No 69 (3352) |
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 |
307,50 |
316,24 |
26 |
640,00 |
665,83 |
9 |
947,50 |
982,07 |
35 |
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 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,35 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,66 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,29 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,63 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,15 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,85 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,92 |
99,88 |
99,900 |
99,900 |
99,860 |
99,860 |
99,867 |
100 000 |
101,12 |
5 |
DS1021 |
PL0000106670 |
113,40 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,82 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,30 |
115,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,20 |
101,13 |
101,180 |
101,200 |
101,180 |
101,180 |
101,183 |
70 000 |
71,20 |
3 |
DS1023 |
PL0000107264 |
108,30 |
108,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,39 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,54 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,66 |
96,54 |
96,590 |
96,680 |
96,590 |
96,680 |
96,651 |
55 000 |
54,15 |
8 |
WS0428 |
PL0000107611 |
97,95 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,10 |
125,98 |
125,980 |
126,100 |
125,980 |
126,100 |
126,024 |
22 500 |
29,61 |
4 |
WS0437 |
PL0000104857 |
105,39 |
144,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,05 |
116,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,31 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,40 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,72 |
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 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,89 |
99,89 |
99,890 |
99,890 |
99,880 |
99,880 |
99,888 |
60 000 |
60,17 |
6 |
WZ0524 |
PL0000110615 |
99,68 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,48 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,35 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
307 500 |
316,24 |
26 |
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 |
100,34 |
100,43 |
1,27 |
0,95 |
100,39 |
1,09 |
OK1018 |
PL0000109062 |
99,32 |
99,41 |
1,28 |
1,11 |
99,37 |
1,19 |
WZ0119 |
PL0000107603 |
100,37 |
100,45 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,71 |
1,33 |
1,26 |
98,68 |
1,29 |
PS0719 |
PL0000108148 |
102,37 |
102,48 |
1,37 |
1,28 |
102,43 |
1,32 |
DS1019 |
PL0000105441 |
106,24 |
106,36 |
1,36 |
1,28 |
106,30 |
1,32 |
WZ0120 |
PL0000108601 |
100,55 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,11 |
1,52 |
1,44 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,56 |
96,78 |
1,54 |
1,44 |
96,67 |
1,49 |
DS1020 |
PL0000106126 |
109,10 |
109,35 |
1,55 |
1,46 |
109,23 |
1,51 |
WZ0121 |
PL0000106068 |
100,61 |
100,78 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,78 |
100,98 |
1,73 |
1,66 |
100,88 |
1,70 |
PS0721 |
PL0000109153 |
99,84 |
99,99 |
1,80 |
1,75 |
99,92 |
1,77 |
DS1021 |
PL0000106670 |
113,28 |
113,57 |
1,83 |
1,75 |
113,43 |
1,79 |
PS0422 |
PL0000109492 |
100,74 |
100,98 |
2,06 |
1,99 |
100,86 |
2,02 |
WS0922 |
PL0000102646 |
115,23 |
115,43 |
2,12 |
2,08 |
115,33 |
2,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,38 |
--- |
--- |
100,28 |
--- |
PS0123 |
PL0000110151 |
101,10 |
101,28 |
2,25 |
2,21 |
101,19 |
2,23 |
IZ0823 |
PL0000105359 |
110,85 |
111,61 |
--- |
--- |
111,23 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,48 |
2,39 |
2,34 |
108,36 |
2,37 |
WZ0124 |
PL0000107454 |
99,81 |
100,04 |
--- |
--- |
99,93 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,68 |
2,74 |
2,68 |
103,49 |
2,71 |
WZ0126 |
PL0000108817 |
98,31 |
98,70 |
--- |
--- |
98,51 |
--- |
DS0726 |
PL0000108866 |
97,46 |
97,87 |
2,85 |
2,79 |
97,67 |
2,82 |
DS0727 |
PL0000109427 |
96,52 |
96,78 |
2,93 |
2,90 |
96,65 |
2,91 |
WS0428 |
PL0000107611 |
97,84 |
98,27 |
3,00 |
2,95 |
98,06 |
2,97 |
WZ0528 |
PL0000110383 |
97,10 |
97,50 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
125,89 |
126,42 |
2,96 |
2,91 |
126,16 |
2,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,32 |
100,42 |
1,34 |
0,99 |
100,37 |
1,16 |
OK1018 |
PL0000109062 |
99,32 |
99,43 |
1,28 |
1,07 |
99,38 |
1,17 |
WZ0119 |
PL0000107603 |
100,36 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,70 |
1,33 |
1,27 |
98,67 |
1,30 |
PS0719 |
PL0000108148 |
102,35 |
102,49 |
1,38 |
1,28 |
102,42 |
1,33 |
DS1019 |
PL0000105441 |
106,24 |
106,37 |
1,36 |
1,27 |
106,31 |
1,31 |
WZ0120 |
PL0000108601 |
100,54 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,10 |
1,52 |
1,45 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
96,58 |
96,76 |
1,53 |
1,45 |
96,67 |
1,49 |
DS1020 |
PL0000106126 |
109,09 |
109,35 |
1,56 |
1,46 |
109,22 |
1,51 |
WZ0121 |
PL0000106068 |
100,61 |
100,76 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,90 |
1,75 |
1,69 |
100,81 |
1,72 |
PS0721 |
PL0000109153 |
99,81 |
99,95 |
1,81 |
1,76 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
113,33 |
113,49 |
1,82 |
1,77 |
113,41 |
1,79 |
PS0422 |
PL0000109492 |
100,75 |
100,93 |
2,05 |
2,01 |
100,84 |
2,03 |
WS0922 |
PL0000102646 |
115,20 |
115,44 |
2,13 |
2,07 |
115,32 |
2,10 |
WZ1122 |
PL0000109377 |
100,17 |
100,36 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
101,08 |
101,24 |
2,26 |
2,22 |
101,16 |
2,24 |
IZ0823 |
PL0000105359 |
111,00 |
111,75 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,41 |
2,39 |
2,36 |
108,32 |
2,37 |
WZ0124 |
PL0000107454 |
99,80 |
100,00 |
--- |
--- |
99,90 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,64 |
2,74 |
2,69 |
103,47 |
2,71 |
WZ0126 |
PL0000108817 |
98,38 |
98,66 |
--- |
--- |
98,52 |
--- |
DS0726 |
PL0000108866 |
97,39 |
97,81 |
2,86 |
2,80 |
97,60 |
2,83 |
DS0727 |
PL0000109427 |
96,44 |
96,71 |
2,94 |
2,91 |
96,58 |
2,92 |
WS0428 |
PL0000107611 |
97,81 |
98,24 |
3,00 |
2,95 |
98,03 |
2,98 |
WZ0528 |
PL0000110383 |
97,26 |
97,56 |
--- |
--- |
97,41 |
--- |
WS0429 |
PL0000105391 |
125,73 |
126,43 |
2,98 |
2,91 |
126,08 |
2,94 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
185 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
90 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
50 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
10 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
200 |
TOTAL |
640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.