2018-04-16 |
MARKET DATA |
No 72 (3355) |
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 |
512,50 |
511,74 |
44 |
340,00 |
358,09 |
6 |
852,50 |
869,83 |
50 |
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 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,33 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,36 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,66 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,37 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,18 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,77 |
99,71 |
99,710 |
99,720 |
99,710 |
99,720 |
99,717 |
15 000 |
15,15 |
3 |
DS1021 |
PL0000106670 |
113,13 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,55 |
100,50 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
10 000 |
10,28 |
1 |
WS0922 |
PL0000102646 |
115,05 |
114,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,93 |
100,70 |
100,720 |
100,740 |
100,700 |
100,700 |
100,710 |
275 000 |
278,51 |
25 |
DS1023 |
PL0000107264 |
108,00 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,99 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,08 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,17 |
92,86 |
96,100 |
96,100 |
95,710 |
95,800 |
95,960 |
212 500 |
207,80 |
15 |
WS0428 |
PL0000107611 |
97,48 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,33 |
125,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
109,10 |
116,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,25 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,63 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,69 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,35 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,22 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
512 500 |
511,74 |
44 |
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 |
100,31 |
100,40 |
1,32 |
0,99 |
100,36 |
1,13 |
OK1018 |
PL0000109062 |
99,34 |
99,42 |
1,28 |
1,12 |
99,38 |
1,20 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,63 |
98,70 |
1,36 |
1,29 |
98,67 |
1,32 |
PS0719 |
PL0000108148 |
102,32 |
102,42 |
1,39 |
1,31 |
102,37 |
1,35 |
DS1019 |
PL0000105441 |
106,15 |
106,26 |
1,38 |
1,31 |
106,21 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,87 |
100,02 |
1,56 |
1,49 |
99,95 |
1,52 |
OK0720 |
PL0000110375 |
96,55 |
96,69 |
1,56 |
1,49 |
96,62 |
1,53 |
DS1020 |
PL0000106126 |
108,96 |
109,16 |
1,59 |
1,51 |
109,06 |
1,55 |
WZ0121 |
PL0000106068 |
100,59 |
100,78 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,77 |
1,79 |
1,73 |
100,70 |
1,76 |
PS0721 |
PL0000109153 |
99,71 |
99,89 |
1,84 |
1,78 |
99,80 |
1,81 |
DS1021 |
PL0000106670 |
113,08 |
113,37 |
1,87 |
1,79 |
113,23 |
1,83 |
PS0422 |
PL0000109492 |
100,50 |
100,70 |
2,12 |
2,07 |
100,60 |
2,09 |
WS0922 |
PL0000102646 |
114,98 |
115,21 |
2,16 |
2,11 |
115,10 |
2,14 |
WZ1122 |
PL0000109377 |
100,04 |
100,30 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
100,84 |
101,01 |
2,31 |
2,27 |
100,93 |
2,29 |
IZ0823 |
PL0000105359 |
110,99 |
111,84 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,16 |
2,45 |
2,40 |
108,03 |
2,42 |
WZ0124 |
PL0000107454 |
99,65 |
99,98 |
--- |
--- |
99,82 |
--- |
DS0725 |
PL0000108197 |
102,91 |
103,30 |
2,80 |
2,74 |
103,11 |
2,77 |
WZ0126 |
PL0000108817 |
98,28 |
98,66 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
96,98 |
97,34 |
2,91 |
2,86 |
97,16 |
2,89 |
DS0727 |
PL0000109427 |
96,01 |
96,29 |
3,00 |
2,96 |
96,15 |
2,98 |
WS0428 |
PL0000107611 |
97,36 |
97,77 |
3,06 |
3,01 |
97,57 |
3,03 |
WZ0528 |
PL0000110383 |
97,16 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
125,20 |
125,83 |
3,02 |
2,97 |
125,52 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,31 |
100,40 |
1,32 |
0,99 |
100,36 |
1,13 |
OK1018 |
PL0000109062 |
99,34 |
99,42 |
1,28 |
1,12 |
99,38 |
1,20 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,63 |
98,70 |
1,36 |
1,29 |
98,67 |
1,32 |
PS0719 |
PL0000108148 |
102,34 |
102,42 |
1,37 |
1,31 |
102,38 |
1,34 |
DS1019 |
PL0000105441 |
106,15 |
106,24 |
1,38 |
1,32 |
106,20 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,87 |
100,00 |
1,56 |
1,50 |
99,94 |
1,53 |
OK0720 |
PL0000110375 |
96,56 |
96,67 |
1,55 |
1,50 |
96,62 |
1,53 |
DS1020 |
PL0000106126 |
108,94 |
109,10 |
1,60 |
1,54 |
109,02 |
1,57 |
WZ0121 |
PL0000106068 |
100,58 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,72 |
1,81 |
1,75 |
100,64 |
1,78 |
PS0721 |
PL0000109153 |
99,67 |
99,82 |
1,85 |
1,80 |
99,75 |
1,83 |
DS1021 |
PL0000106670 |
112,97 |
113,16 |
1,90 |
1,85 |
113,07 |
1,87 |
PS0422 |
PL0000109492 |
100,38 |
100,59 |
2,15 |
2,09 |
100,49 |
2,12 |
WS0922 |
PL0000102646 |
114,80 |
115,01 |
2,20 |
2,16 |
114,91 |
2,18 |
WZ1122 |
PL0000109377 |
100,02 |
100,29 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,81 |
2,36 |
2,32 |
100,71 |
2,34 |
IZ0823 |
PL0000105359 |
111,03 |
111,84 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
107,72 |
107,90 |
2,48 |
2,45 |
107,81 |
2,47 |
WZ0124 |
PL0000107454 |
99,63 |
99,95 |
--- |
--- |
99,79 |
--- |
DS0725 |
PL0000108197 |
102,59 |
103,02 |
2,85 |
2,78 |
102,81 |
2,81 |
WZ0126 |
PL0000108817 |
98,27 |
98,63 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
96,65 |
97,07 |
2,96 |
2,90 |
96,86 |
2,93 |
DS0727 |
PL0000109427 |
95,67 |
95,96 |
3,04 |
3,00 |
95,82 |
3,02 |
WS0428 |
PL0000107611 |
96,96 |
97,30 |
3,11 |
3,06 |
97,13 |
3,08 |
WZ0528 |
PL0000110383 |
97,15 |
97,48 |
--- |
--- |
97,32 |
--- |
WS0429 |
PL0000105391 |
124,70 |
125,31 |
3,07 |
3,01 |
125,01 |
3,04 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
20 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
125 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
45 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
50 |
TOTAL |
340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.