2018-04-20 |
MARKET DATA |
No 76 (3359) |
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 |
110,00 |
110,60 |
10 |
50,00 |
48,78 |
1 |
160,00 |
159,38 |
11 |
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) |
PS0718 |
PL0000107595 |
100,32 |
100,34 |
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 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,12 |
106,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,90 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,91 |
109,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,70 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,94 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,48 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,78 |
114,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,72 |
100,60 |
100,620 |
100,720 |
100,600 |
100,600 |
100,618 |
90 000 |
91,11 |
6 |
DS1023 |
PL0000107264 |
107,68 |
107,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,73 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,90 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,87 |
95,55 |
95,720 |
95,720 |
95,500 |
95,500 |
95,608 |
20 000 |
19,50 |
4 |
WS0428 |
PL0000107611 |
97,36 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,06 |
124,79 |
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 |
108,10 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,66 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,62 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,49 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,50 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
110,60 |
10 |
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 |
1,28 |
0,97 |
100,34 |
1,13 |
OK1018 |
PL0000109062 |
99,37 |
99,44 |
1,26 |
1,12 |
99,41 |
1,18 |
WZ0119 |
PL0000107603 |
100,32 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,66 |
98,73 |
1,35 |
1,28 |
98,70 |
1,31 |
PS0719 |
PL0000108148 |
102,33 |
102,41 |
1,36 |
1,29 |
102,37 |
1,33 |
DS1019 |
PL0000105441 |
106,09 |
106,21 |
1,38 |
1,30 |
106,15 |
1,34 |
WZ0120 |
PL0000108601 |
100,49 |
100,75 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,88 |
100,05 |
1,56 |
1,47 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,54 |
96,69 |
1,57 |
1,50 |
96,62 |
1,54 |
DS1020 |
PL0000106126 |
108,89 |
109,10 |
1,59 |
1,51 |
109,00 |
1,55 |
WZ0121 |
PL0000106068 |
100,62 |
100,80 |
--- |
--- |
100,71 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,74 |
1,81 |
1,74 |
100,65 |
1,77 |
PS0721 |
PL0000109153 |
99,63 |
99,81 |
1,87 |
1,81 |
99,72 |
1,84 |
DS1021 |
PL0000106670 |
112,85 |
113,12 |
1,92 |
1,84 |
112,99 |
1,88 |
PS0422 |
PL0000109492 |
100,41 |
100,65 |
2,14 |
2,08 |
100,53 |
2,11 |
WS0922 |
PL0000102646 |
114,71 |
114,98 |
2,21 |
2,15 |
114,85 |
2,18 |
WZ1122 |
PL0000109377 |
100,11 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,87 |
2,36 |
2,30 |
100,74 |
2,33 |
IZ0823 |
PL0000105359 |
111,16 |
111,98 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
107,65 |
107,91 |
2,49 |
2,44 |
107,78 |
2,47 |
WZ0124 |
PL0000107454 |
99,68 |
100,02 |
--- |
--- |
99,85 |
--- |
DS0725 |
PL0000108197 |
102,62 |
103,05 |
2,84 |
2,78 |
102,84 |
2,81 |
WZ0126 |
PL0000108817 |
98,42 |
98,83 |
--- |
--- |
98,63 |
--- |
DS0726 |
PL0000108866 |
96,85 |
97,15 |
2,93 |
2,89 |
97,00 |
2,91 |
DS0727 |
PL0000109427 |
95,78 |
96,08 |
3,03 |
2,99 |
95,93 |
3,01 |
WS0428 |
PL0000107611 |
97,30 |
97,68 |
3,06 |
3,02 |
97,49 |
3,04 |
WZ0528 |
PL0000110383 |
97,40 |
97,80 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
124,93 |
125,58 |
3,05 |
2,98 |
125,26 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,31 |
100,38 |
1,24 |
0,97 |
100,35 |
1,09 |
OK1018 |
PL0000109062 |
99,37 |
99,44 |
1,26 |
1,12 |
99,41 |
1,18 |
WZ0119 |
PL0000107603 |
100,33 |
100,43 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,66 |
98,72 |
1,35 |
1,29 |
98,69 |
1,32 |
PS0719 |
PL0000108148 |
102,33 |
102,41 |
1,36 |
1,29 |
102,37 |
1,33 |
DS1019 |
PL0000105441 |
106,09 |
106,20 |
1,38 |
1,30 |
106,15 |
1,34 |
WZ0120 |
PL0000108601 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,05 |
1,55 |
1,47 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,57 |
96,69 |
1,56 |
1,50 |
96,63 |
1,53 |
DS1020 |
PL0000106126 |
108,87 |
109,10 |
1,60 |
1,51 |
108,99 |
1,56 |
WZ0121 |
PL0000106068 |
100,61 |
100,76 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,74 |
1,82 |
1,74 |
100,63 |
1,78 |
PS0721 |
PL0000109153 |
99,65 |
99,80 |
1,86 |
1,81 |
99,73 |
1,83 |
DS1021 |
PL0000106670 |
112,82 |
113,10 |
1,93 |
1,85 |
112,96 |
1,89 |
PS0422 |
PL0000109492 |
100,40 |
100,56 |
2,14 |
2,10 |
100,48 |
2,12 |
WS0922 |
PL0000102646 |
114,71 |
114,92 |
2,21 |
2,17 |
114,82 |
2,19 |
WZ1122 |
PL0000109377 |
100,11 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,57 |
100,72 |
2,37 |
2,34 |
100,65 |
2,35 |
IZ0823 |
PL0000105359 |
111,16 |
111,98 |
--- |
--- |
111,57 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,77 |
2,52 |
2,47 |
107,65 |
2,49 |
WZ0124 |
PL0000107454 |
99,69 |
100,02 |
--- |
--- |
99,86 |
--- |
DS0725 |
PL0000108197 |
102,40 |
102,83 |
2,88 |
2,81 |
102,62 |
2,84 |
WZ0126 |
PL0000108817 |
98,43 |
98,83 |
--- |
--- |
98,63 |
--- |
DS0726 |
PL0000108866 |
96,53 |
96,95 |
2,98 |
2,92 |
96,74 |
2,95 |
DS0727 |
PL0000109427 |
95,52 |
95,75 |
3,06 |
3,03 |
95,64 |
3,05 |
WS0428 |
PL0000107611 |
96,98 |
97,24 |
3,10 |
3,07 |
97,11 |
3,09 |
WZ0528 |
PL0000110383 |
97,43 |
97,80 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
124,39 |
125,04 |
3,10 |
3,03 |
124,72 |
3,06 |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.