2018-04-17 |
MARKET DATA |
No 73 (3356) |
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 |
675,00 |
685,91 |
52 |
140,00 |
147,26 |
3 |
815,00 |
833,17 |
55 |
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 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,35 |
100,38 |
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 |
98,65 |
98,660 |
98,660 |
98,650 |
98,650 |
98,651 |
145 000 |
143,04 |
4 |
PS0719 |
PL0000108148 |
102,34 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,17 |
106,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,95 |
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 |
109,02 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,64 |
100,64 |
100,580 |
100,680 |
100,580 |
100,680 |
100,593 |
40 000 |
41,02 |
3 |
PS0721 |
PL0000109153 |
99,78 |
99,72 |
99,770 |
99,780 |
99,770 |
99,780 |
99,779 |
80 000 |
80,85 |
4 |
DS1021 |
PL0000106670 |
113,01 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,57 |
100,38 |
100,350 |
100,550 |
100,350 |
100,550 |
100,486 |
90 000 |
92,43 |
7 |
WS0922 |
PL0000102646 |
114,97 |
114,90 |
114,900 |
114,910 |
114,900 |
114,910 |
114,905 |
20 000 |
23,64 |
2 |
PS0123 |
PL0000110151 |
100,85 |
100,65 |
100,700 |
100,850 |
100,700 |
100,850 |
100,760 |
190 000 |
192,54 |
15 |
DS1023 |
PL0000107264 |
107,90 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,79 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,88 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,92 |
95,58 |
95,570 |
96,040 |
95,570 |
96,040 |
95,859 |
95 000 |
92,81 |
14 |
WS0428 |
PL0000107611 |
97,31 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,38 |
124,86 |
124,860 |
124,930 |
124,860 |
124,930 |
124,907 |
15 000 |
19,58 |
3 |
WS0437 |
PL0000104857 |
104,23 |
143,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,30 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,17 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,87 |
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 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,22 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
675 000 |
685,91 |
52 |
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 |
100,40 |
1,23 |
0,97 |
100,37 |
1,08 |
OK1018 |
PL0000109062 |
99,33 |
99,42 |
1,30 |
1,13 |
99,38 |
1,20 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,69 |
1,36 |
1,31 |
98,67 |
1,33 |
PS0719 |
PL0000108148 |
102,32 |
102,42 |
1,39 |
1,31 |
102,37 |
1,35 |
DS1019 |
PL0000105441 |
106,14 |
106,24 |
1,38 |
1,31 |
106,19 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,86 |
100,00 |
1,57 |
1,50 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,53 |
96,67 |
1,57 |
1,50 |
96,60 |
1,54 |
DS1020 |
PL0000106126 |
108,91 |
109,11 |
1,60 |
1,53 |
109,01 |
1,57 |
WZ0121 |
PL0000106068 |
100,57 |
100,77 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,74 |
1,81 |
1,74 |
100,64 |
1,78 |
PS0721 |
PL0000109153 |
99,61 |
99,79 |
1,87 |
1,81 |
99,70 |
1,84 |
DS1021 |
PL0000106670 |
112,95 |
113,17 |
1,90 |
1,84 |
113,06 |
1,87 |
PS0422 |
PL0000109492 |
100,34 |
100,56 |
2,16 |
2,10 |
100,45 |
2,13 |
WS0922 |
PL0000102646 |
114,74 |
114,98 |
2,21 |
2,16 |
114,86 |
2,19 |
WZ1122 |
PL0000109377 |
100,01 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
100,53 |
100,81 |
2,38 |
2,32 |
100,67 |
2,35 |
IZ0823 |
PL0000105359 |
110,92 |
111,89 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,86 |
2,51 |
2,46 |
107,73 |
2,48 |
WZ0124 |
PL0000107454 |
99,63 |
99,95 |
--- |
--- |
99,79 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,97 |
2,85 |
2,79 |
102,76 |
2,82 |
WZ0126 |
PL0000108817 |
98,27 |
98,61 |
--- |
--- |
98,44 |
--- |
DS0726 |
PL0000108866 |
96,57 |
97,00 |
2,97 |
2,91 |
96,79 |
2,94 |
DS0727 |
PL0000109427 |
95,60 |
95,90 |
3,05 |
3,01 |
95,75 |
3,03 |
WS0428 |
PL0000107611 |
96,88 |
97,29 |
3,11 |
3,07 |
97,09 |
3,09 |
WZ0528 |
PL0000110383 |
97,15 |
97,49 |
--- |
--- |
97,32 |
--- |
WS0429 |
PL0000105391 |
124,70 |
125,27 |
3,07 |
3,02 |
124,99 |
3,04 |
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 |
1,27 |
0,97 |
100,36 |
1,12 |
OK1018 |
PL0000109062 |
99,34 |
99,42 |
1,28 |
1,13 |
99,38 |
1,20 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,63 |
98,71 |
1,37 |
1,29 |
98,67 |
1,33 |
PS0719 |
PL0000108148 |
102,32 |
102,43 |
1,39 |
1,30 |
102,38 |
1,34 |
DS1019 |
PL0000105441 |
106,15 |
106,27 |
1,37 |
1,30 |
106,21 |
1,33 |
WZ0120 |
PL0000108601 |
100,53 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,87 |
100,04 |
1,56 |
1,48 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,55 |
96,66 |
1,56 |
1,51 |
96,61 |
1,53 |
DS1020 |
PL0000106126 |
108,97 |
109,09 |
1,58 |
1,54 |
109,03 |
1,56 |
WZ0121 |
PL0000106068 |
100,57 |
100,75 |
--- |
--- |
100,66 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,73 |
1,80 |
1,75 |
100,66 |
1,77 |
PS0721 |
PL0000109153 |
99,73 |
99,84 |
1,83 |
1,80 |
99,79 |
1,81 |
DS1021 |
PL0000106670 |
112,96 |
113,16 |
1,90 |
1,85 |
113,06 |
1,87 |
PS0422 |
PL0000109492 |
100,52 |
100,68 |
2,11 |
2,07 |
100,60 |
2,09 |
WS0922 |
PL0000102646 |
114,94 |
115,13 |
2,17 |
2,13 |
115,04 |
2,15 |
WZ1122 |
PL0000109377 |
100,01 |
100,27 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,80 |
100,98 |
2,32 |
2,28 |
100,89 |
2,30 |
IZ0823 |
PL0000105359 |
110,96 |
111,85 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,05 |
2,46 |
2,42 |
107,96 |
2,44 |
WZ0124 |
PL0000107454 |
99,65 |
99,95 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
102,75 |
103,10 |
2,82 |
2,77 |
102,93 |
2,80 |
WZ0126 |
PL0000108817 |
98,28 |
98,62 |
--- |
--- |
98,45 |
--- |
DS0726 |
PL0000108866 |
96,82 |
97,19 |
2,94 |
2,88 |
97,01 |
2,91 |
DS0727 |
PL0000109427 |
95,85 |
96,15 |
3,02 |
2,98 |
96,00 |
3,00 |
WS0428 |
PL0000107611 |
97,26 |
97,61 |
3,07 |
3,03 |
97,44 |
3,05 |
WZ0528 |
PL0000110383 |
97,16 |
97,58 |
--- |
--- |
97,37 |
--- |
WS0429 |
PL0000105391 |
125,27 |
125,78 |
3,02 |
2,97 |
125,53 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
80 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.