2018-04-24 |
MARKET DATA |
No 78 (3361) |
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 |
580,00 |
582,50 |
45 |
250,00 |
289,50 |
1 |
830,00 |
872,00 |
46 |
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 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,41 |
99,44 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
30 000 |
29,82 |
3 |
OK0419 |
PL0000109633 |
98,70 |
98,72 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
220 000 |
217,14 |
5 |
PS0719 |
PL0000108148 |
102,38 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,13 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,61 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,95 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,63 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,86 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,46 |
100,42 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
10 000 |
10,04 |
1 |
WS0922 |
PL0000102646 |
114,65 |
114,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,64 |
100,40 |
100,420 |
100,430 |
100,380 |
100,430 |
100,404 |
180 000 |
181,85 |
14 |
DS1023 |
PL0000107264 |
107,59 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,80 |
102,48 |
102,820 |
102,840 |
102,820 |
102,840 |
102,833 |
15 000 |
15,79 |
2 |
DS0726 |
PL0000108866 |
96,74 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,92 |
95,50 |
95,800 |
95,910 |
95,400 |
95,600 |
95,685 |
95 000 |
92,69 |
16 |
WS0428 |
PL0000107611 |
97,39 |
97,00 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
10 000 |
9,70 |
1 |
WS0429 |
PL0000105391 |
125,13 |
124,96 |
125,070 |
125,110 |
125,070 |
125,110 |
125,097 |
15 000 |
18,77 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,70 |
111,75 |
111,850 |
111,850 |
111,850 |
111,850 |
111,850 |
5 000 |
6,70 |
1 |
WZ0119 |
PL0000107603 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,64 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,61 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,62 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,49 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,49 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
582,50 |
45 |
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 |
100,28 |
100,37 |
1,33 |
0,98 |
100,33 |
1,13 |
OK1018 |
PL0000109062 |
99,39 |
99,47 |
1,23 |
1,07 |
99,43 |
1,15 |
WZ0119 |
PL0000107603 |
100,32 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,68 |
98,74 |
1,34 |
1,28 |
98,71 |
1,31 |
PS0719 |
PL0000108148 |
102,32 |
102,39 |
1,36 |
1,30 |
102,36 |
1,33 |
DS1019 |
PL0000105441 |
106,06 |
106,17 |
1,38 |
1,31 |
106,12 |
1,34 |
WZ0120 |
PL0000108601 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,05 |
1,55 |
1,47 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,59 |
96,73 |
1,55 |
1,49 |
96,66 |
1,52 |
DS1020 |
PL0000106126 |
108,93 |
109,13 |
1,57 |
1,49 |
109,03 |
1,53 |
WZ0121 |
PL0000106068 |
100,58 |
100,80 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,73 |
1,83 |
1,75 |
100,62 |
1,78 |
PS0721 |
PL0000109153 |
99,57 |
99,78 |
1,89 |
1,82 |
99,68 |
1,85 |
DS1021 |
PL0000106670 |
112,80 |
113,10 |
1,93 |
1,84 |
112,95 |
1,88 |
PS0422 |
PL0000109492 |
100,31 |
100,55 |
2,17 |
2,10 |
100,43 |
2,14 |
WS0922 |
PL0000102646 |
114,55 |
114,83 |
2,24 |
2,18 |
114,69 |
2,21 |
WZ1122 |
PL0000109377 |
100,09 |
100,37 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,69 |
2,39 |
2,34 |
100,59 |
2,36 |
IZ0823 |
PL0000105359 |
111,20 |
112,06 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
107,46 |
107,73 |
2,53 |
2,48 |
107,60 |
2,50 |
WZ0124 |
PL0000107454 |
99,69 |
100,02 |
--- |
--- |
99,86 |
--- |
WZ0524 |
PL0000110615 |
99,57 |
99,96 |
--- |
--- |
99,77 |
--- |
DS0725 |
PL0000108197 |
102,44 |
102,87 |
2,87 |
2,80 |
102,66 |
2,84 |
WZ0126 |
PL0000108817 |
98,44 |
98,84 |
--- |
--- |
98,64 |
--- |
DS0726 |
PL0000108866 |
96,59 |
96,94 |
2,97 |
2,92 |
96,77 |
2,94 |
DS0727 |
PL0000109427 |
95,66 |
95,90 |
3,04 |
3,01 |
95,78 |
3,03 |
WS0428 |
PL0000107611 |
97,21 |
97,60 |
3,08 |
3,03 |
97,41 |
3,05 |
WZ0528 |
PL0000110383 |
97,42 |
97,84 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
124,87 |
125,43 |
3,05 |
3,00 |
125,15 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0718 |
PL0000107595 |
100,28 |
100,37 |
1,33 |
0,98 |
100,33 |
1,13 |
OK1018 |
PL0000109062 |
99,38 |
99,46 |
1,25 |
1,09 |
99,42 |
1,17 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,67 |
98,73 |
1,35 |
1,29 |
98,70 |
1,32 |
PS0719 |
PL0000108148 |
102,34 |
102,41 |
1,34 |
1,29 |
102,38 |
1,31 |
DS1019 |
PL0000105441 |
106,08 |
106,21 |
1,37 |
1,28 |
106,15 |
1,32 |
WZ0120 |
PL0000108601 |
100,56 |
100,74 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,03 |
1,53 |
1,48 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
96,56 |
96,70 |
1,57 |
1,50 |
96,63 |
1,54 |
DS1020 |
PL0000106126 |
108,90 |
109,09 |
1,58 |
1,51 |
109,00 |
1,54 |
WZ0121 |
PL0000106068 |
100,58 |
100,76 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,68 |
1,84 |
1,76 |
100,57 |
1,80 |
PS0721 |
PL0000109153 |
99,57 |
99,73 |
1,89 |
1,83 |
99,65 |
1,86 |
DS1021 |
PL0000106670 |
112,76 |
113,06 |
1,94 |
1,85 |
112,91 |
1,90 |
PS0422 |
PL0000109492 |
100,28 |
100,49 |
2,17 |
2,12 |
100,39 |
2,15 |
WS0922 |
PL0000102646 |
114,52 |
114,73 |
2,25 |
2,20 |
114,63 |
2,23 |
WZ1122 |
PL0000109377 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,41 |
100,58 |
2,41 |
2,37 |
100,50 |
2,38 |
IZ0823 |
PL0000105359 |
111,47 |
112,28 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
107,38 |
107,60 |
2,54 |
2,50 |
107,49 |
2,52 |
WZ0124 |
PL0000107454 |
99,69 |
99,93 |
--- |
--- |
99,81 |
--- |
WZ0524 |
PL0000110615 |
99,54 |
99,90 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
102,28 |
102,65 |
2,89 |
2,84 |
102,47 |
2,86 |
WZ0126 |
PL0000108817 |
98,44 |
98,84 |
--- |
--- |
98,64 |
--- |
DS0726 |
PL0000108866 |
96,49 |
96,77 |
2,98 |
2,94 |
96,63 |
2,96 |
DS0727 |
PL0000109427 |
95,43 |
95,69 |
3,07 |
3,04 |
95,56 |
3,06 |
WS0428 |
PL0000107611 |
96,94 |
97,17 |
3,11 |
3,08 |
97,06 |
3,09 |
WZ0528 |
PL0000110383 |
97,42 |
97,84 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
124,63 |
125,25 |
3,07 |
3,02 |
124,94 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
250 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.