2018-04-12 |
MARKET DATA |
No 70 (3353) |
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 |
725,00 |
748,50 |
39 |
485,00 |
517,00 |
5 |
1 210,00 |
1 265,50 |
44 |
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 |
100,05 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,37 |
99,42 |
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 |
102,39 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,25 |
106,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,04 |
100,000 |
100,000 |
99,990 |
99,990 |
99,991 |
180 000 |
182,62 |
3 |
OK0720 |
PL0000110375 |
96,66 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,18 |
109,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,82 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,94 |
99,93 |
99,950 |
99,950 |
99,940 |
99,940 |
99,943 |
15 000 |
15,18 |
2 |
DS1021 |
PL0000106670 |
113,48 |
113,41 |
113,470 |
113,480 |
113,400 |
113,400 |
113,447 |
60 000 |
69,70 |
5 |
PS0422 |
PL0000109492 |
100,91 |
100,82 |
100,950 |
100,970 |
100,820 |
100,830 |
100,869 |
315 000 |
324,65 |
13 |
WS0922 |
PL0000102646 |
115,37 |
115,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,28 |
101,18 |
101,300 |
101,300 |
101,280 |
101,280 |
101,287 |
15 000 |
15,28 |
2 |
DS1023 |
PL0000107264 |
108,45 |
108,38 |
108,450 |
108,450 |
108,450 |
108,450 |
108,450 |
25 000 |
27,59 |
1 |
DS0725 |
PL0000108197 |
103,53 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,66 |
97,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,74 |
96,44 |
96,810 |
96,810 |
96,650 |
96,740 |
96,713 |
105 000 |
103,45 |
12 |
WS0428 |
PL0000107611 |
98,08 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,42 |
126,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,59 |
144,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
111,25 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,24 |
111,60 |
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 |
100,56 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,64 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,87 |
99,85 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
10 000 |
10,03 |
1 |
WZ0524 |
PL0000110615 |
99,66 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,44 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,40 |
97,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
725 000 |
748,50 |
39 |
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 |
100,33 |
100,41 |
1,27 |
0,98 |
100,37 |
1,13 |
OK1018 |
PL0000109062 |
99,35 |
99,44 |
1,24 |
1,07 |
99,40 |
1,15 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,65 |
98,71 |
1,34 |
1,28 |
98,68 |
1,31 |
PS0719 |
PL0000108148 |
102,36 |
102,46 |
1,36 |
1,29 |
102,41 |
1,33 |
DS1019 |
PL0000105441 |
106,22 |
106,32 |
1,35 |
1,29 |
106,27 |
1,32 |
WZ0120 |
PL0000108601 |
100,53 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,10 |
1,51 |
1,45 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,61 |
96,76 |
1,53 |
1,46 |
96,69 |
1,49 |
DS1020 |
PL0000106126 |
109,11 |
109,30 |
1,54 |
1,47 |
109,21 |
1,50 |
WZ0121 |
PL0000106068 |
100,59 |
100,80 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,95 |
1,74 |
1,67 |
100,85 |
1,71 |
PS0721 |
PL0000109153 |
99,88 |
100,00 |
1,79 |
1,75 |
99,94 |
1,77 |
DS1021 |
PL0000106670 |
113,31 |
113,59 |
1,81 |
1,74 |
113,45 |
1,78 |
PS0422 |
PL0000109492 |
100,79 |
101,02 |
2,04 |
1,98 |
100,91 |
2,01 |
WS0922 |
PL0000102646 |
115,29 |
115,51 |
2,10 |
2,05 |
115,40 |
2,08 |
WZ1122 |
PL0000109377 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,19 |
101,35 |
2,23 |
2,20 |
101,27 |
2,21 |
IZ0823 |
PL0000105359 |
111,01 |
111,81 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,53 |
2,38 |
2,33 |
108,41 |
2,36 |
WZ0124 |
PL0000107454 |
99,79 |
99,98 |
--- |
--- |
99,89 |
--- |
DS0725 |
PL0000108197 |
103,37 |
103,77 |
2,73 |
2,67 |
103,57 |
2,70 |
WZ0126 |
PL0000108817 |
98,40 |
98,77 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
97,59 |
97,96 |
2,83 |
2,78 |
97,78 |
2,80 |
DS0727 |
PL0000109427 |
96,64 |
96,89 |
2,92 |
2,88 |
96,77 |
2,90 |
WS0428 |
PL0000107611 |
97,99 |
98,37 |
2,98 |
2,94 |
98,18 |
2,96 |
WZ0528 |
PL0000110383 |
97,28 |
97,62 |
--- |
--- |
97,45 |
--- |
WS0429 |
PL0000105391 |
126,11 |
126,68 |
2,94 |
2,89 |
126,40 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,33 |
100,42 |
1,27 |
0,95 |
100,38 |
1,09 |
OK1018 |
PL0000109062 |
99,35 |
99,44 |
1,24 |
1,07 |
99,40 |
1,15 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,65 |
98,70 |
1,34 |
1,29 |
98,68 |
1,31 |
PS0719 |
PL0000108148 |
102,35 |
102,46 |
1,37 |
1,29 |
102,41 |
1,33 |
DS1019 |
PL0000105441 |
106,21 |
106,31 |
1,35 |
1,29 |
106,26 |
1,32 |
WZ0120 |
PL0000108601 |
100,54 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,51 |
1,45 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,63 |
96,76 |
1,52 |
1,46 |
96,70 |
1,48 |
DS1020 |
PL0000106126 |
109,13 |
109,31 |
1,53 |
1,46 |
109,22 |
1,50 |
WZ0121 |
PL0000106068 |
100,60 |
100,79 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,91 |
1,74 |
1,69 |
100,83 |
1,71 |
PS0721 |
PL0000109153 |
99,90 |
100,02 |
1,78 |
1,74 |
99,96 |
1,76 |
DS1021 |
PL0000106670 |
113,38 |
113,54 |
1,79 |
1,75 |
113,46 |
1,77 |
PS0422 |
PL0000109492 |
100,83 |
100,96 |
2,03 |
2,00 |
100,90 |
2,01 |
WS0922 |
PL0000102646 |
115,25 |
115,49 |
2,11 |
2,06 |
115,37 |
2,08 |
WZ1122 |
PL0000109377 |
100,16 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
101,11 |
101,25 |
2,25 |
2,22 |
101,18 |
2,23 |
IZ0823 |
PL0000105359 |
111,00 |
111,80 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
108,32 |
108,49 |
2,37 |
2,34 |
108,41 |
2,36 |
WZ0124 |
PL0000107454 |
99,75 |
99,98 |
--- |
--- |
99,87 |
--- |
DS0725 |
PL0000108197 |
103,32 |
103,72 |
2,74 |
2,68 |
103,52 |
2,71 |
WZ0126 |
PL0000108817 |
98,31 |
98,67 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
97,42 |
97,67 |
2,85 |
2,82 |
97,55 |
2,83 |
DS0727 |
PL0000109427 |
96,44 |
96,67 |
2,94 |
2,91 |
96,56 |
2,93 |
WS0428 |
PL0000107611 |
97,80 |
98,10 |
3,00 |
2,97 |
97,95 |
2,99 |
WZ0528 |
PL0000110383 |
97,27 |
97,55 |
--- |
--- |
97,41 |
--- |
WS0429 |
PL0000105391 |
125,85 |
126,48 |
2,96 |
2,91 |
126,17 |
2,93 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,330 |
1,330 |
1,330 |
35 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
50 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
180 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
TOTAL |
485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.