2018-04-13 |
MARKET DATA |
No 71 (3354) |
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 |
1 025,00 |
1 045,74 |
55 |
2 215,00 |
2 297,45 |
14 |
3 240,00 |
3 343,19 |
69 |
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 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,37 |
99,36 |
99,370 |
99,370 |
99,360 |
99,360 |
99,361 |
130 000 |
129,17 |
5 |
OK0419 |
PL0000109633 |
98,67 |
98,66 |
98,670 |
98,670 |
98,660 |
98,660 |
98,661 |
105 000 |
103,59 |
3 |
PS0719 |
PL0000108148 |
102,38 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,25 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,05 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,69 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,18 |
109,10 |
109,180 |
109,180 |
109,180 |
109,180 |
109,180 |
10 000 |
11,17 |
1 |
PS0421 |
PL0000108916 |
100,84 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,88 |
99,83 |
99,870 |
99,880 |
99,850 |
99,870 |
99,860 |
70 000 |
70,79 |
4 |
DS1021 |
PL0000106670 |
113,28 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,75 |
100,62 |
100,700 |
100,720 |
100,600 |
100,620 |
100,657 |
480 000 |
493,72 |
26 |
WS0922 |
PL0000102646 |
115,25 |
115,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,13 |
100,96 |
101,080 |
101,080 |
101,000 |
101,000 |
101,055 |
60 000 |
60,97 |
4 |
DS1023 |
PL0000107264 |
108,20 |
108,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,25 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,45 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,45 |
96,25 |
96,400 |
96,400 |
96,260 |
96,260 |
96,313 |
40 000 |
39,25 |
5 |
WS0428 |
PL0000107611 |
97,90 |
97,74 |
97,670 |
97,670 |
97,670 |
97,670 |
97,670 |
10 000 |
10,04 |
2 |
WS0429 |
PL0000105391 |
125,72 |
125,67 |
125,720 |
125,720 |
125,670 |
125,670 |
125,683 |
20 000 |
26,26 |
4 |
WS0437 |
PL0000104857 |
105,05 |
144,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,20 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,20 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,37 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
100 000 |
100,78 |
1 |
WZ0120 |
PL0000108601 |
100,59 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,63 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,75 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,61 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,35 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,30 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 025 000 |
1 045,74 |
55 |
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 |
100,42 |
1,26 |
0,93 |
100,38 |
1,08 |
OK1018 |
PL0000109062 |
99,35 |
99,44 |
1,25 |
1,08 |
99,40 |
1,15 |
WZ0119 |
PL0000107603 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,65 |
98,71 |
1,34 |
1,28 |
98,68 |
1,31 |
PS0719 |
PL0000108148 |
102,32 |
102,42 |
1,39 |
1,31 |
102,37 |
1,35 |
DS1019 |
PL0000105441 |
106,17 |
106,28 |
1,37 |
1,30 |
106,23 |
1,34 |
WZ0120 |
PL0000108601 |
100,52 |
100,76 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,07 |
1,54 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,60 |
96,74 |
1,53 |
1,47 |
96,67 |
1,50 |
DS1020 |
PL0000106126 |
109,07 |
109,25 |
1,55 |
1,48 |
109,16 |
1,52 |
WZ0121 |
PL0000106068 |
100,59 |
100,80 |
--- |
--- |
100,70 |
--- |
PS0421 |
PL0000108916 |
100,72 |
100,91 |
1,75 |
1,69 |
100,82 |
1,72 |
PS0721 |
PL0000109153 |
99,83 |
100,01 |
1,80 |
1,74 |
99,92 |
1,77 |
DS1021 |
PL0000106670 |
113,24 |
113,52 |
1,83 |
1,75 |
113,38 |
1,79 |
PS0422 |
PL0000109492 |
100,69 |
100,88 |
2,07 |
2,02 |
100,79 |
2,04 |
WS0922 |
PL0000102646 |
115,18 |
115,42 |
2,12 |
2,07 |
115,30 |
2,10 |
WZ1122 |
PL0000109377 |
100,10 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
101,03 |
101,22 |
2,27 |
2,23 |
101,13 |
2,25 |
IZ0823 |
PL0000105359 |
110,94 |
111,84 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
108,12 |
108,40 |
2,41 |
2,36 |
108,26 |
2,38 |
WZ0124 |
PL0000107454 |
99,71 |
100,00 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
103,16 |
103,59 |
2,76 |
2,70 |
103,38 |
2,73 |
WZ0126 |
PL0000108817 |
98,30 |
98,70 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
97,34 |
97,77 |
2,86 |
2,80 |
97,56 |
2,83 |
DS0727 |
PL0000109427 |
96,35 |
96,62 |
2,95 |
2,92 |
96,49 |
2,94 |
WS0428 |
PL0000107611 |
97,84 |
98,18 |
3,00 |
2,96 |
98,01 |
2,98 |
WZ0528 |
PL0000110383 |
97,23 |
97,57 |
--- |
--- |
97,40 |
--- |
WS0429 |
PL0000105391 |
125,57 |
126,16 |
2,99 |
2,93 |
125,87 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,32 |
100,40 |
1,29 |
1,00 |
100,36 |
1,15 |
OK1018 |
PL0000109062 |
99,34 |
99,42 |
1,27 |
1,11 |
99,38 |
1,19 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,62 |
98,69 |
1,37 |
1,30 |
98,66 |
1,33 |
PS0719 |
PL0000108148 |
102,33 |
102,43 |
1,39 |
1,31 |
102,38 |
1,35 |
DS1019 |
PL0000105441 |
106,16 |
106,28 |
1,38 |
1,30 |
106,22 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,88 |
100,02 |
1,56 |
1,49 |
99,95 |
1,52 |
OK0720 |
PL0000110375 |
96,58 |
96,70 |
1,54 |
1,49 |
96,64 |
1,51 |
DS1020 |
PL0000106126 |
108,99 |
109,14 |
1,58 |
1,52 |
109,07 |
1,55 |
WZ0121 |
PL0000106068 |
100,59 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,76 |
1,78 |
1,74 |
100,70 |
1,76 |
PS0721 |
PL0000109153 |
99,76 |
99,87 |
1,82 |
1,79 |
99,82 |
1,80 |
DS1021 |
PL0000106670 |
113,11 |
113,23 |
1,87 |
1,83 |
113,17 |
1,85 |
PS0422 |
PL0000109492 |
100,52 |
100,68 |
2,11 |
2,07 |
100,60 |
2,09 |
WS0922 |
PL0000102646 |
115,04 |
115,25 |
2,15 |
2,11 |
115,15 |
2,13 |
WZ1122 |
PL0000109377 |
100,07 |
100,30 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,87 |
101,02 |
2,30 |
2,27 |
100,95 |
2,29 |
IZ0823 |
PL0000105359 |
110,94 |
111,81 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,17 |
2,43 |
2,40 |
108,10 |
2,41 |
WZ0124 |
PL0000107454 |
99,66 |
99,96 |
--- |
--- |
99,81 |
--- |
DS0725 |
PL0000108197 |
103,03 |
103,38 |
2,78 |
2,73 |
103,21 |
2,75 |
WZ0126 |
PL0000108817 |
98,26 |
98,59 |
--- |
--- |
98,43 |
--- |
DS0726 |
PL0000108866 |
97,02 |
97,38 |
2,91 |
2,86 |
97,20 |
2,88 |
DS0727 |
PL0000109427 |
96,11 |
96,33 |
2,98 |
2,96 |
96,22 |
2,97 |
WS0428 |
PL0000107611 |
97,51 |
97,83 |
3,04 |
3,00 |
97,67 |
3,02 |
WZ0528 |
PL0000110383 |
97,16 |
97,50 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
125,29 |
125,91 |
3,02 |
2,96 |
125,60 |
2,99 |
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 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
10 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,380 |
1,500 |
1,487 |
450 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
300 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
85 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
125 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
95 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
65 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
320 |
DS0726 |
PL0000108866 |
0/7 |
7 |
1,430 |
1,430 |
1,430 |
300 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
40 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
255 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
70 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
100 |
TOTAL |
2 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.