2018-04-19 |
MARKET DATA |
No 75 (3358) |
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 |
467,50 |
473,04 |
49 |
425,00 |
432,71 |
8 |
892,50 |
905,74 |
57 |
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 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,39 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,68 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,35 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,15 |
106,15 |
106,150 |
106,150 |
106,150 |
106,150 |
106,150 |
32 500 |
35,38 |
1 |
PS0420 |
PL0000108510 |
99,91 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,61 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,98 |
109,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,51 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,03 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,64 |
100,57 |
100,700 |
100,710 |
100,610 |
100,610 |
100,686 |
25 000 |
25,73 |
3 |
WS0922 |
PL0000102646 |
114,99 |
114,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,91 |
100,85 |
100,900 |
100,900 |
100,850 |
100,850 |
100,876 |
140 000 |
142,07 |
10 |
DS1023 |
PL0000107264 |
107,99 |
107,87 |
107,950 |
107,950 |
107,950 |
107,950 |
107,950 |
10 000 |
10,99 |
2 |
DS0725 |
PL0000108197 |
103,13 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,20 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,26 |
96,00 |
96,260 |
96,260 |
95,950 |
95,950 |
96,196 |
170 000 |
166,70 |
24 |
WS0428 |
PL0000107611 |
97,80 |
97,55 |
97,800 |
97,870 |
97,800 |
97,800 |
97,823 |
85 000 |
85,47 |
8 |
WS0429 |
PL0000105391 |
125,54 |
125,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
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 |
111,50 |
111,65 |
111,650 |
111,650 |
111,650 |
111,650 |
111,650 |
5 000 |
6,69 |
1 |
WZ0119 |
PL0000107603 |
100,35 |
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 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,75 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,67 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,52 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,53 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
467 500 |
473,04 |
49 |
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 |
100,38 |
1,29 |
0,99 |
100,34 |
1,14 |
OK1018 |
PL0000109062 |
99,36 |
99,44 |
1,27 |
1,11 |
99,40 |
1,19 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,65 |
98,73 |
1,36 |
1,28 |
98,69 |
1,32 |
PS0719 |
PL0000108148 |
102,32 |
102,42 |
1,37 |
1,29 |
102,37 |
1,33 |
DS1019 |
PL0000105441 |
106,11 |
106,23 |
1,37 |
1,29 |
106,17 |
1,33 |
WZ0120 |
PL0000108601 |
100,53 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,07 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,55 |
96,70 |
1,57 |
1,50 |
96,63 |
1,53 |
DS1020 |
PL0000106126 |
108,92 |
109,13 |
1,59 |
1,51 |
109,03 |
1,54 |
WZ0121 |
PL0000106068 |
100,60 |
100,77 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,79 |
1,79 |
1,73 |
100,70 |
1,76 |
PS0721 |
PL0000109153 |
99,71 |
99,89 |
1,84 |
1,78 |
99,80 |
1,81 |
DS1021 |
PL0000106670 |
112,98 |
113,22 |
1,88 |
1,82 |
113,10 |
1,85 |
PS0422 |
PL0000109492 |
100,52 |
100,77 |
2,11 |
2,05 |
100,65 |
2,08 |
WS0922 |
PL0000102646 |
114,89 |
115,12 |
2,17 |
2,12 |
115,01 |
2,15 |
WZ1122 |
PL0000109377 |
100,10 |
100,34 |
--- |
--- |
100,22 |
--- |
PS0123 |
PL0000110151 |
100,80 |
101,09 |
2,32 |
2,25 |
100,95 |
2,28 |
IZ0823 |
PL0000105359 |
110,95 |
111,86 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
107,89 |
108,16 |
2,45 |
2,40 |
108,03 |
2,42 |
WZ0124 |
PL0000107454 |
99,67 |
99,98 |
--- |
--- |
99,83 |
--- |
DS0725 |
PL0000108197 |
102,90 |
103,29 |
2,80 |
2,74 |
103,10 |
2,77 |
WZ0126 |
PL0000108817 |
98,39 |
98,77 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
97,05 |
97,47 |
2,90 |
2,85 |
97,26 |
2,87 |
DS0727 |
PL0000109427 |
96,01 |
96,37 |
3,00 |
2,95 |
96,19 |
2,97 |
WS0428 |
PL0000107611 |
97,51 |
97,97 |
3,04 |
2,99 |
97,74 |
3,01 |
WZ0528 |
PL0000110383 |
97,34 |
97,75 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
125,32 |
125,97 |
3,01 |
2,95 |
125,65 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,30 |
100,38 |
1,29 |
0,99 |
100,34 |
1,14 |
OK1018 |
PL0000109062 |
99,36 |
99,44 |
1,27 |
1,11 |
99,40 |
1,19 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,66 |
98,73 |
1,35 |
1,28 |
98,70 |
1,31 |
PS0719 |
PL0000108148 |
102,33 |
102,42 |
1,36 |
1,29 |
102,38 |
1,32 |
DS1019 |
PL0000105441 |
106,10 |
106,22 |
1,38 |
1,30 |
106,16 |
1,34 |
WZ0120 |
PL0000108601 |
100,53 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,07 |
1,55 |
1,46 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,58 |
96,70 |
1,55 |
1,50 |
96,64 |
1,53 |
DS1020 |
PL0000106126 |
108,92 |
109,12 |
1,59 |
1,51 |
109,02 |
1,55 |
WZ0121 |
PL0000106068 |
100,61 |
100,80 |
--- |
--- |
100,71 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,77 |
1,79 |
1,73 |
100,68 |
1,76 |
PS0721 |
PL0000109153 |
99,71 |
99,85 |
1,84 |
1,80 |
99,78 |
1,82 |
DS1021 |
PL0000106670 |
112,91 |
113,19 |
1,90 |
1,83 |
113,05 |
1,87 |
PS0422 |
PL0000109492 |
100,53 |
100,67 |
2,11 |
2,07 |
100,60 |
2,09 |
WS0922 |
PL0000102646 |
114,83 |
115,04 |
2,19 |
2,14 |
114,94 |
2,16 |
WZ1122 |
PL0000109377 |
100,11 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,72 |
100,91 |
2,34 |
2,29 |
100,82 |
2,31 |
IZ0823 |
PL0000105359 |
111,22 |
111,99 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
107,76 |
107,97 |
2,47 |
2,43 |
107,87 |
2,45 |
WZ0124 |
PL0000107454 |
99,70 |
100,02 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,75 |
103,11 |
2,82 |
2,77 |
102,93 |
2,79 |
WZ0126 |
PL0000108817 |
98,41 |
98,71 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
96,94 |
97,25 |
2,92 |
2,88 |
97,10 |
2,90 |
DS0727 |
PL0000109427 |
95,90 |
96,13 |
3,01 |
2,98 |
96,02 |
3,00 |
WS0428 |
PL0000107611 |
97,43 |
97,67 |
3,05 |
3,02 |
97,55 |
3,04 |
WZ0528 |
PL0000110383 |
97,41 |
97,78 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
125,01 |
125,61 |
3,04 |
2,98 |
125,31 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,430 |
1,450 |
1,446 |
85 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
90 |
TOTAL |
425 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.