2018-04-26 |
MARKET DATA |
No 80 (3363) |
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 |
437,50 |
439,90 |
30 |
600,00 |
603,37 |
5 |
1 037,50 |
1 043,27 |
35 |
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 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,73 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,43 |
102,41 |
102,410 |
102,410 |
102,410 |
102,410 |
102,410 |
5 000 |
5,24 |
1 |
DS1019 |
PL0000105441 |
106,12 |
106,12 |
106,120 |
106,120 |
106,110 |
106,110 |
106,115 |
20 000 |
21,79 |
2 |
PS0420 |
PL0000108510 |
100,01 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,67 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,01 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,65 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,84 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,44 |
100,37 |
100,350 |
100,450 |
100,350 |
100,450 |
100,387 |
75 000 |
75,31 |
6 |
WS0922 |
PL0000102646 |
114,60 |
114,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,60 |
100,57 |
100,520 |
100,600 |
100,520 |
100,590 |
100,582 |
85 000 |
86,05 |
5 |
DS1023 |
PL0000107264 |
107,65 |
107,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,71 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,85 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,85 |
95,69 |
95,710 |
95,790 |
95,590 |
95,760 |
95,744 |
97 500 |
95,21 |
11 |
WS0428 |
PL0000107611 |
97,36 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,34 |
125,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,27 |
143,73 |
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 |
111,90 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,36 |
100,370 |
100,370 |
100,360 |
100,360 |
100,361 |
155 000 |
156,30 |
5 |
WZ0120 |
PL0000108601 |
100,60 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,80 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,69 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,65 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,68 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
437 500 |
439,90 |
30 |
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 |
99,40 |
99,47 |
1,24 |
1,09 |
99,44 |
1,15 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,70 |
98,77 |
1,34 |
1,26 |
98,74 |
1,29 |
PS0719 |
PL0000108148 |
102,38 |
102,46 |
1,29 |
1,23 |
102,42 |
1,26 |
DS1019 |
PL0000105441 |
106,09 |
106,20 |
1,33 |
1,26 |
106,15 |
1,29 |
WZ0120 |
PL0000108601 |
100,51 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,08 |
1,54 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,60 |
96,75 |
1,56 |
1,49 |
96,68 |
1,52 |
DS1020 |
PL0000106126 |
108,89 |
109,06 |
1,57 |
1,51 |
108,98 |
1,54 |
WZ0121 |
PL0000106068 |
100,55 |
100,74 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,72 |
1,83 |
1,75 |
100,61 |
1,79 |
PS0721 |
PL0000109153 |
99,58 |
99,80 |
1,88 |
1,81 |
99,69 |
1,85 |
DS1021 |
PL0000106670 |
112,78 |
113,06 |
1,92 |
1,84 |
112,92 |
1,88 |
PS0422 |
PL0000109492 |
100,30 |
100,56 |
2,17 |
2,10 |
100,43 |
2,13 |
WS0922 |
PL0000102646 |
114,48 |
114,76 |
2,25 |
2,19 |
114,62 |
2,22 |
WZ1122 |
PL0000109377 |
100,07 |
100,35 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,69 |
2,39 |
2,34 |
100,58 |
2,37 |
IZ0823 |
PL0000105359 |
111,62 |
112,43 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,75 |
2,51 |
2,47 |
107,63 |
2,49 |
WZ0124 |
PL0000107454 |
99,65 |
100,00 |
--- |
--- |
99,83 |
--- |
WZ0524 |
PL0000110615 |
99,48 |
99,88 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
102,50 |
102,89 |
2,86 |
2,80 |
102,70 |
2,83 |
WZ0126 |
PL0000108817 |
98,44 |
98,85 |
--- |
--- |
98,65 |
--- |
DS0726 |
PL0000108866 |
96,56 |
96,97 |
2,97 |
2,92 |
96,77 |
2,94 |
DS0727 |
PL0000109427 |
95,60 |
95,89 |
3,05 |
3,01 |
95,75 |
3,03 |
WS0428 |
PL0000107611 |
97,19 |
97,55 |
3,08 |
3,04 |
97,37 |
3,06 |
WZ0528 |
PL0000110383 |
97,42 |
97,87 |
--- |
--- |
97,65 |
--- |
WS0429 |
PL0000105391 |
124,87 |
125,46 |
3,05 |
2,99 |
125,17 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,40 |
99,47 |
1,24 |
1,09 |
99,44 |
1,15 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,71 |
98,79 |
1,33 |
1,24 |
98,75 |
1,28 |
PS0719 |
PL0000108148 |
102,40 |
102,46 |
1,28 |
1,23 |
102,43 |
1,25 |
DS1019 |
PL0000105441 |
106,08 |
106,20 |
1,34 |
1,26 |
106,14 |
1,30 |
WZ0120 |
PL0000108601 |
100,55 |
100,76 |
--- |
--- |
100,66 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,12 |
1,50 |
1,44 |
100,06 |
1,47 |
OK0720 |
PL0000110375 |
96,64 |
96,77 |
1,54 |
1,48 |
96,71 |
1,51 |
DS1020 |
PL0000106126 |
108,95 |
109,08 |
1,55 |
1,50 |
109,02 |
1,52 |
WZ0121 |
PL0000106068 |
100,57 |
100,80 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,76 |
1,81 |
1,74 |
100,65 |
1,77 |
PS0721 |
PL0000109153 |
99,61 |
99,83 |
1,87 |
1,80 |
99,72 |
1,84 |
DS1021 |
PL0000106670 |
112,82 |
113,10 |
1,91 |
1,83 |
112,96 |
1,87 |
PS0422 |
PL0000109492 |
100,37 |
100,53 |
2,15 |
2,11 |
100,45 |
2,13 |
WS0922 |
PL0000102646 |
114,58 |
114,86 |
2,23 |
2,17 |
114,72 |
2,20 |
WZ1122 |
PL0000109377 |
100,14 |
100,36 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
100,54 |
100,75 |
2,38 |
2,33 |
100,65 |
2,35 |
IZ0823 |
PL0000105359 |
111,58 |
112,43 |
--- |
--- |
112,01 |
--- |
DS1023 |
PL0000107264 |
107,60 |
107,88 |
2,50 |
2,44 |
107,74 |
2,47 |
WZ0124 |
PL0000107454 |
99,72 |
100,06 |
--- |
--- |
99,89 |
--- |
WZ0524 |
PL0000110615 |
99,61 |
99,86 |
--- |
--- |
99,74 |
--- |
DS0725 |
PL0000108197 |
102,64 |
102,97 |
2,84 |
2,79 |
102,81 |
2,81 |
WZ0126 |
PL0000108817 |
98,57 |
98,92 |
--- |
--- |
98,75 |
--- |
DS0726 |
PL0000108866 |
96,78 |
97,09 |
2,94 |
2,90 |
96,94 |
2,92 |
DS0727 |
PL0000109427 |
95,77 |
96,00 |
3,03 |
3,00 |
95,89 |
3,01 |
WS0428 |
PL0000107611 |
97,32 |
97,67 |
3,06 |
3,02 |
97,50 |
3,04 |
WZ0528 |
PL0000110383 |
97,57 |
97,95 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
125,13 |
125,64 |
3,02 |
2,98 |
125,39 |
3,00 |
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 |
1,320 |
1,320 |
1,320 |
210 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
45 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
325 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.