2018-04-18 |
MARKET DATA |
No 74 (3357) |
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 |
305,00 |
321,23 |
21 |
1 535,00 |
1 595,39 |
12 |
1 840,00 |
1 916,62 |
33 |
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 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,67 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,35 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,18 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,94 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,61 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,02 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,69 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,84 |
99,84 |
99,850 |
99,860 |
99,850 |
99,860 |
99,857 |
30 000 |
30,34 |
2 |
DS1021 |
PL0000106670 |
113,15 |
113,14 |
113,140 |
113,170 |
113,140 |
113,170 |
113,163 |
100 000 |
115,95 |
6 |
PS0422 |
PL0000109492 |
100,69 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,11 |
115,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,01 |
100,97 |
100,990 |
101,010 |
100,970 |
101,010 |
100,987 |
75 000 |
76,18 |
6 |
DS1023 |
PL0000107264 |
108,05 |
108,10 |
108,050 |
108,050 |
108,050 |
108,050 |
108,050 |
5 000 |
5,50 |
1 |
DS0725 |
PL0000108197 |
103,05 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,17 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,21 |
96,16 |
96,160 |
96,300 |
96,140 |
96,300 |
96,241 |
45 000 |
44,14 |
5 |
WS0428 |
PL0000107611 |
97,82 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,69 |
125,65 |
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 |
0,00 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,15 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,58 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,64 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,76 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,45 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,40 |
97,45 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
50 000 |
49,13 |
1 |
TOTAL |
305 000 |
321,23 |
21 |
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 |
100,30 |
100,39 |
1,33 |
1,00 |
100,35 |
1,15 |
OK1018 |
PL0000109062 |
99,35 |
99,43 |
1,27 |
1,11 |
99,39 |
1,19 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,63 |
98,71 |
1,37 |
1,29 |
98,67 |
1,33 |
PS0719 |
PL0000108148 |
102,33 |
102,42 |
1,37 |
1,30 |
102,38 |
1,33 |
DS1019 |
PL0000105441 |
106,14 |
106,26 |
1,37 |
1,29 |
106,20 |
1,33 |
WZ0120 |
PL0000108601 |
100,51 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,06 |
1,55 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,55 |
96,69 |
1,56 |
1,50 |
96,62 |
1,53 |
DS1020 |
PL0000106126 |
108,94 |
109,14 |
1,59 |
1,51 |
109,04 |
1,55 |
WZ0121 |
PL0000106068 |
100,58 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,65 |
100,83 |
1,77 |
1,71 |
100,74 |
1,74 |
PS0721 |
PL0000109153 |
99,74 |
99,90 |
1,83 |
1,78 |
99,82 |
1,80 |
DS1021 |
PL0000106670 |
113,02 |
113,24 |
1,88 |
1,82 |
113,13 |
1,85 |
PS0422 |
PL0000109492 |
100,54 |
100,74 |
2,11 |
2,05 |
100,64 |
2,08 |
WS0922 |
PL0000102646 |
114,96 |
115,18 |
2,17 |
2,12 |
115,07 |
2,14 |
WZ1122 |
PL0000109377 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,78 |
101,07 |
2,32 |
2,26 |
100,93 |
2,29 |
IZ0823 |
PL0000105359 |
110,95 |
111,85 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,88 |
108,13 |
2,45 |
2,40 |
108,01 |
2,43 |
WZ0124 |
PL0000107454 |
99,63 |
99,97 |
--- |
--- |
99,80 |
--- |
DS0725 |
PL0000108197 |
102,84 |
103,27 |
2,81 |
2,74 |
103,06 |
2,78 |
WZ0126 |
PL0000108817 |
98,28 |
98,66 |
--- |
--- |
98,47 |
--- |
DS0726 |
PL0000108866 |
96,89 |
97,32 |
2,93 |
2,87 |
97,11 |
2,90 |
DS0727 |
PL0000109427 |
95,93 |
96,33 |
3,01 |
2,96 |
96,13 |
2,98 |
WS0428 |
PL0000107611 |
97,20 |
97,68 |
3,08 |
3,02 |
97,44 |
3,05 |
WZ0528 |
PL0000110383 |
97,19 |
97,59 |
--- |
--- |
97,39 |
--- |
WS0429 |
PL0000105391 |
125,19 |
125,84 |
3,02 |
2,96 |
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 |
100,39 |
1,30 |
1,00 |
100,35 |
1,15 |
OK1018 |
PL0000109062 |
99,35 |
99,43 |
1,27 |
1,11 |
99,39 |
1,19 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,64 |
98,71 |
1,36 |
1,29 |
98,68 |
1,32 |
PS0719 |
PL0000108148 |
102,33 |
102,42 |
1,37 |
1,30 |
102,38 |
1,33 |
DS1019 |
PL0000105441 |
106,14 |
106,25 |
1,37 |
1,30 |
106,20 |
1,33 |
WZ0120 |
PL0000108601 |
100,54 |
100,71 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,07 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,58 |
96,69 |
1,55 |
1,50 |
96,64 |
1,52 |
DS1020 |
PL0000106126 |
108,98 |
109,15 |
1,57 |
1,51 |
109,07 |
1,54 |
WZ0121 |
PL0000106068 |
100,61 |
100,77 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,82 |
1,78 |
1,72 |
100,73 |
1,75 |
PS0721 |
PL0000109153 |
99,80 |
99,91 |
1,81 |
1,78 |
99,86 |
1,79 |
DS1021 |
PL0000106670 |
113,02 |
113,28 |
1,88 |
1,81 |
113,15 |
1,85 |
PS0422 |
PL0000109492 |
100,64 |
100,79 |
2,08 |
2,04 |
100,72 |
2,06 |
WS0922 |
PL0000102646 |
115,04 |
115,22 |
2,15 |
2,11 |
115,13 |
2,13 |
WZ1122 |
PL0000109377 |
100,06 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
100,94 |
101,13 |
2,29 |
2,25 |
101,04 |
2,26 |
IZ0823 |
PL0000105359 |
110,87 |
111,99 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,23 |
2,43 |
2,39 |
108,11 |
2,41 |
WZ0124 |
PL0000107454 |
99,67 |
99,98 |
--- |
--- |
99,83 |
--- |
DS0725 |
PL0000108197 |
102,94 |
103,37 |
2,79 |
2,73 |
103,16 |
2,76 |
WZ0126 |
PL0000108817 |
98,37 |
98,71 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
97,14 |
97,49 |
2,89 |
2,84 |
97,32 |
2,87 |
DS0727 |
PL0000109427 |
96,13 |
96,42 |
2,98 |
2,94 |
96,28 |
2,96 |
WS0428 |
PL0000107611 |
97,62 |
97,92 |
3,03 |
2,99 |
97,77 |
3,01 |
WZ0528 |
PL0000110383 |
97,27 |
97,60 |
--- |
--- |
97,44 |
--- |
WS0429 |
PL0000105391 |
125,47 |
125,99 |
3,00 |
2,95 |
125,73 |
2,97 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
80 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
15 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,400 |
1,460 |
1,448 |
250 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
80 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
125 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
220 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
400 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
115 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
200 |
TOTAL |
1 535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.