2018-04-23 |
MARKET DATA |
No 77 (3360) |
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 |
772,50 |
769,94 |
60 |
120,00 |
116,67 |
2 |
892,50 |
886,61 |
62 |
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 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,69 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,33 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,12 |
106,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
99,98 |
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 |
108,92 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,48 |
100,500 |
100,570 |
100,480 |
100,570 |
100,498 |
200 000 |
201,00 |
10 |
PS0721 |
PL0000109153 |
99,62 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,79 |
112,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,33 |
100,25 |
100,270 |
100,310 |
100,240 |
100,310 |
100,263 |
175 000 |
175,46 |
12 |
WS0922 |
PL0000102646 |
114,62 |
114,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,52 |
100,41 |
100,470 |
100,490 |
100,450 |
100,490 |
100,472 |
50 000 |
50,54 |
6 |
DS1023 |
PL0000107264 |
107,45 |
107,44 |
107,450 |
107,450 |
107,450 |
107,450 |
107,450 |
25 000 |
27,36 |
1 |
DS0725 |
PL0000108197 |
102,37 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,67 |
96,50 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
5 000 |
4,92 |
1 |
DS0727 |
PL0000109427 |
95,65 |
95,35 |
95,500 |
95,690 |
95,280 |
95,590 |
95,547 |
307 500 |
299,58 |
28 |
WS0428 |
PL0000107611 |
97,10 |
97,00 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
5 000 |
4,85 |
1 |
WS0429 |
PL0000105391 |
124,84 |
124,52 |
124,520 |
124,520 |
124,520 |
124,520 |
124,520 |
5 000 |
6,23 |
1 |
WS0437 |
PL0000104857 |
105,00 |
155,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,20 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,61 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,49 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,49 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
772 500 |
769,94 |
60 |
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 |
1,27 |
0,91 |
100,35 |
1,07 |
OK1018 |
PL0000109062 |
99,38 |
99,50 |
1,24 |
1,00 |
99,44 |
1,12 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,67 |
98,74 |
1,35 |
1,28 |
98,71 |
1,31 |
PS0719 |
PL0000108148 |
102,31 |
102,40 |
1,37 |
1,30 |
102,36 |
1,33 |
DS1019 |
PL0000105441 |
106,08 |
106,19 |
1,37 |
1,30 |
106,14 |
1,34 |
WZ0120 |
PL0000108601 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,83 |
100,01 |
1,58 |
1,49 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,54 |
96,68 |
1,58 |
1,51 |
96,61 |
1,54 |
DS1020 |
PL0000106126 |
108,86 |
109,08 |
1,60 |
1,52 |
108,97 |
1,56 |
WZ0121 |
PL0000106068 |
100,58 |
100,77 |
--- |
--- |
100,68 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,72 |
1,83 |
1,75 |
100,60 |
1,79 |
PS0721 |
PL0000109153 |
99,55 |
99,76 |
1,89 |
1,82 |
99,66 |
1,86 |
DS1021 |
PL0000106670 |
112,75 |
113,05 |
1,94 |
1,86 |
112,90 |
1,90 |
PS0422 |
PL0000109492 |
100,28 |
100,50 |
2,17 |
2,12 |
100,39 |
2,15 |
WS0922 |
PL0000102646 |
114,49 |
114,77 |
2,26 |
2,20 |
114,63 |
2,23 |
WZ1122 |
PL0000109377 |
100,09 |
100,37 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,44 |
100,63 |
2,40 |
2,36 |
100,54 |
2,38 |
IZ0823 |
PL0000105359 |
111,20 |
111,97 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
107,37 |
107,65 |
2,54 |
2,49 |
107,51 |
2,52 |
WZ0124 |
PL0000107454 |
99,69 |
100,03 |
--- |
--- |
99,86 |
--- |
WZ0524 |
PL0000110615 |
99,57 |
99,93 |
--- |
--- |
99,75 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,72 |
2,89 |
2,83 |
102,51 |
2,86 |
WZ0126 |
PL0000108817 |
98,44 |
98,83 |
--- |
--- |
98,64 |
--- |
DS0726 |
PL0000108866 |
96,42 |
96,85 |
2,99 |
2,93 |
96,64 |
2,96 |
DS0727 |
PL0000109427 |
95,43 |
95,66 |
3,07 |
3,04 |
95,55 |
3,06 |
WS0428 |
PL0000107611 |
96,89 |
97,30 |
3,11 |
3,07 |
97,10 |
3,09 |
WZ0528 |
PL0000110383 |
97,41 |
97,82 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
124,39 |
125,02 |
3,10 |
3,04 |
124,71 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,29 |
100,37 |
1,31 |
0,99 |
100,33 |
1,15 |
OK1018 |
PL0000109062 |
99,38 |
99,45 |
1,24 |
1,10 |
99,42 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,67 |
98,73 |
1,35 |
1,29 |
98,70 |
1,32 |
PS0719 |
PL0000108148 |
102,31 |
102,38 |
1,37 |
1,31 |
102,35 |
1,34 |
DS1019 |
PL0000105441 |
106,08 |
106,17 |
1,37 |
1,32 |
106,13 |
1,34 |
WZ0120 |
PL0000108601 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,03 |
1,55 |
1,48 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,58 |
96,69 |
1,56 |
1,51 |
96,64 |
1,53 |
DS1020 |
PL0000106126 |
108,89 |
109,08 |
1,59 |
1,52 |
108,99 |
1,55 |
WZ0121 |
PL0000106068 |
100,58 |
100,76 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,63 |
1,83 |
1,78 |
100,56 |
1,80 |
PS0721 |
PL0000109153 |
99,58 |
99,69 |
1,88 |
1,85 |
99,64 |
1,86 |
DS1021 |
PL0000106670 |
112,75 |
113,02 |
1,94 |
1,87 |
112,89 |
1,90 |
PS0422 |
PL0000109492 |
100,29 |
100,49 |
2,17 |
2,12 |
100,39 |
2,15 |
WS0922 |
PL0000102646 |
114,55 |
114,75 |
2,25 |
2,20 |
114,65 |
2,22 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,60 |
2,40 |
2,36 |
100,52 |
2,38 |
IZ0823 |
PL0000105359 |
111,26 |
112,01 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,58 |
2,56 |
2,50 |
107,44 |
2,53 |
WZ0124 |
PL0000107454 |
99,69 |
100,02 |
--- |
--- |
99,86 |
--- |
WZ0524 |
PL0000110615 |
99,56 |
99,84 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,69 |
2,90 |
2,83 |
102,48 |
2,86 |
WZ0126 |
PL0000108817 |
98,43 |
98,80 |
--- |
--- |
98,62 |
--- |
DS0726 |
PL0000108866 |
96,59 |
96,76 |
2,97 |
2,95 |
96,68 |
2,96 |
DS0727 |
PL0000109427 |
95,46 |
95,74 |
3,07 |
3,03 |
95,60 |
3,05 |
WS0428 |
PL0000107611 |
96,95 |
97,31 |
3,11 |
3,06 |
97,13 |
3,09 |
WZ0528 |
PL0000110383 |
97,42 |
97,84 |
--- |
--- |
97,63 |
--- |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
50 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
70 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.