2018-04-25 |
MARKET DATA |
No 79 (3362) |
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 |
940,00 |
938,51 |
84 |
1 985,00 |
2 111,21 |
12 |
2 925,00 |
3 049,72 |
96 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,71 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,41 |
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 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,63 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,92 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,53 |
100,55 |
100,550 |
100,580 |
100,550 |
100,580 |
100,570 |
45 000 |
45,26 |
3 |
PS0721 |
PL0000109153 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,77 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,28 |
100,25 |
100,280 |
100,280 |
100,200 |
100,200 |
100,207 |
60 000 |
60,13 |
5 |
WS0922 |
PL0000102646 |
114,45 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,39 |
100,26 |
100,420 |
100,430 |
100,200 |
100,380 |
100,255 |
335 000 |
337,96 |
20 |
DS1023 |
PL0000107264 |
107,35 |
107,28 |
107,350 |
107,350 |
107,330 |
107,330 |
107,340 |
50 000 |
54,68 |
5 |
DS0725 |
PL0000108197 |
102,38 |
102,30 |
102,300 |
102,300 |
102,290 |
102,290 |
102,291 |
45 000 |
47,14 |
3 |
DS0726 |
PL0000108866 |
96,43 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,43 |
95,15 |
95,480 |
95,510 |
95,060 |
95,390 |
95,327 |
195 000 |
189,57 |
33 |
WS0428 |
PL0000107611 |
97,03 |
96,80 |
96,980 |
97,050 |
96,980 |
97,050 |
97,014 |
210 000 |
203,76 |
15 |
WS0429 |
PL0000105391 |
124,79 |
124,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
107,90 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,90 |
112,10 |
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 |
100,55 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,63 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,77 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,63 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,56 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,69 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
940 000 |
938,51 |
84 |
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) |
(%) |
OK1018 |
PL0000109062 |
99,39 |
99,46 |
1,24 |
1,09 |
99,43 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,68 |
98,74 |
1,35 |
1,28 |
98,71 |
1,31 |
PS0719 |
PL0000108148 |
102,33 |
102,43 |
1,34 |
1,27 |
102,38 |
1,30 |
DS1019 |
PL0000105441 |
106,08 |
106,20 |
1,36 |
1,28 |
106,14 |
1,32 |
WZ0120 |
PL0000108601 |
100,52 |
100,75 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,07 |
1,55 |
1,46 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,56 |
96,71 |
1,57 |
1,50 |
96,64 |
1,53 |
DS1020 |
PL0000106126 |
108,87 |
109,03 |
1,59 |
1,53 |
108,95 |
1,56 |
WZ0121 |
PL0000106068 |
100,59 |
100,79 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,68 |
1,83 |
1,76 |
100,58 |
1,80 |
PS0721 |
PL0000109153 |
99,49 |
99,71 |
1,91 |
1,84 |
99,60 |
1,88 |
DS1021 |
PL0000106670 |
112,72 |
112,99 |
1,95 |
1,87 |
112,86 |
1,91 |
PS0422 |
PL0000109492 |
100,20 |
100,46 |
2,20 |
2,13 |
100,33 |
2,16 |
WS0922 |
PL0000102646 |
114,38 |
114,65 |
2,28 |
2,22 |
114,52 |
2,25 |
WZ1122 |
PL0000109377 |
100,09 |
100,37 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,33 |
100,54 |
2,42 |
2,38 |
100,44 |
2,40 |
IZ0823 |
PL0000105359 |
111,48 |
112,32 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,54 |
2,55 |
2,51 |
107,43 |
2,53 |
WZ0124 |
PL0000107454 |
99,70 |
100,00 |
--- |
--- |
99,85 |
--- |
WZ0524 |
PL0000110615 |
99,54 |
99,89 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
102,27 |
102,64 |
2,89 |
2,84 |
102,46 |
2,87 |
WZ0126 |
PL0000108817 |
98,43 |
98,84 |
--- |
--- |
98,64 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,68 |
3,01 |
2,96 |
96,50 |
2,98 |
DS0727 |
PL0000109427 |
95,31 |
95,58 |
3,09 |
3,05 |
95,45 |
3,07 |
WS0428 |
PL0000107611 |
96,76 |
97,18 |
3,13 |
3,08 |
96,97 |
3,10 |
WZ0528 |
PL0000110383 |
97,42 |
97,85 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
124,50 |
125,06 |
3,09 |
3,03 |
124,78 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,39 |
99,46 |
1,24 |
1,09 |
99,43 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,69 |
98,75 |
1,33 |
1,27 |
98,72 |
1,30 |
PS0719 |
PL0000108148 |
102,37 |
102,44 |
1,31 |
1,26 |
102,41 |
1,28 |
DS1019 |
PL0000105441 |
106,10 |
106,17 |
1,35 |
1,30 |
106,14 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,04 |
1,55 |
1,48 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,60 |
96,72 |
1,55 |
1,50 |
96,66 |
1,52 |
DS1020 |
PL0000106126 |
108,89 |
109,05 |
1,58 |
1,52 |
108,97 |
1,55 |
WZ0121 |
PL0000106068 |
100,58 |
100,74 |
--- |
--- |
100,66 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,64 |
1,83 |
1,78 |
100,57 |
1,80 |
PS0721 |
PL0000109153 |
99,54 |
99,70 |
1,90 |
1,84 |
99,62 |
1,87 |
DS1021 |
PL0000106670 |
112,72 |
112,98 |
1,95 |
1,87 |
112,85 |
1,91 |
PS0422 |
PL0000109492 |
100,19 |
100,35 |
2,20 |
2,16 |
100,27 |
2,18 |
WS0922 |
PL0000102646 |
114,40 |
114,62 |
2,27 |
2,23 |
114,51 |
2,25 |
WZ1122 |
PL0000109377 |
100,11 |
100,36 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,32 |
100,47 |
2,43 |
2,39 |
100,40 |
2,41 |
IZ0823 |
PL0000105359 |
111,63 |
112,42 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,49 |
2,56 |
2,52 |
107,40 |
2,54 |
WZ0124 |
PL0000107454 |
99,66 |
99,98 |
--- |
--- |
99,82 |
--- |
WZ0524 |
PL0000110615 |
99,55 |
99,89 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,55 |
2,89 |
2,85 |
102,42 |
2,87 |
WZ0126 |
PL0000108817 |
98,50 |
98,88 |
--- |
--- |
98,69 |
--- |
DS0726 |
PL0000108866 |
96,38 |
96,71 |
3,00 |
2,95 |
96,55 |
2,98 |
DS0727 |
PL0000109427 |
95,30 |
95,55 |
3,09 |
3,06 |
95,43 |
3,07 |
WS0428 |
PL0000107611 |
96,86 |
97,18 |
3,12 |
3,08 |
97,02 |
3,10 |
WZ0528 |
PL0000110383 |
97,41 |
97,87 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
124,46 |
125,10 |
3,09 |
3,03 |
124,78 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
400 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
25 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
120 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
160 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
270 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,250 |
1,300 |
1,271 |
700 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
190 |
TOTAL |
1 985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.