2018-04-27 |
MARKET DATA |
No 81 (3364) |
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 |
240,00 |
240,76 |
35 |
0,00 |
0,00 |
0 |
240,00 |
240,76 |
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 |
100,28 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,42 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,75 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,40 |
102,41 |
102,400 |
102,400 |
102,390 |
102,390 |
102,398 |
25 000 |
26,23 |
3 |
DS1019 |
PL0000105441 |
106,09 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,68 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,01 |
99,82 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
10 000 |
10,13 |
1 |
DS1021 |
PL0000106670 |
112,89 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,48 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,72 |
114,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,77 |
100,72 |
100,790 |
100,790 |
100,790 |
100,790 |
100,790 |
5 000 |
5,07 |
1 |
DS1023 |
PL0000107264 |
107,81 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,94 |
102,84 |
102,840 |
102,840 |
102,840 |
102,840 |
102,840 |
10 000 |
10,53 |
1 |
DS0726 |
PL0000108866 |
97,02 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,12 |
95,90 |
96,100 |
96,120 |
95,850 |
96,010 |
96,010 |
150 000 |
146,90 |
24 |
WS0428 |
PL0000107611 |
97,66 |
97,57 |
97,660 |
97,660 |
97,660 |
97,660 |
97,660 |
30 000 |
29,31 |
3 |
WS0429 |
PL0000105391 |
125,71 |
125,53 |
125,710 |
125,710 |
125,540 |
125,540 |
125,625 |
10 000 |
12,57 |
2 |
WS0437 |
PL0000104857 |
104,82 |
144,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
111,00 |
112,75 |
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 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,63 |
100,71 |
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 |
99,81 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,70 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,65 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,67 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
240,76 |
35 |
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 |
99,48 |
1,25 |
1,08 |
99,44 |
1,17 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,32 |
1,24 |
98,76 |
1,28 |
PS0719 |
PL0000108148 |
102,34 |
102,44 |
1,32 |
1,24 |
102,39 |
1,28 |
DS1019 |
PL0000105441 |
106,06 |
106,18 |
1,34 |
1,26 |
106,12 |
1,30 |
WZ0120 |
PL0000108601 |
100,51 |
100,76 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,12 |
1,52 |
1,44 |
100,04 |
1,48 |
OK0720 |
PL0000110375 |
96,64 |
96,79 |
1,54 |
1,47 |
96,72 |
1,50 |
DS1020 |
PL0000106126 |
108,91 |
109,09 |
1,56 |
1,49 |
109,00 |
1,52 |
WZ0121 |
PL0000106068 |
100,57 |
100,80 |
--- |
--- |
100,69 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,80 |
1,80 |
1,72 |
100,69 |
1,76 |
PS0721 |
PL0000109153 |
99,65 |
99,87 |
1,86 |
1,79 |
99,76 |
1,82 |
DS1021 |
PL0000106670 |
112,85 |
113,13 |
1,90 |
1,82 |
112,99 |
1,86 |
PS0422 |
PL0000109492 |
100,43 |
100,65 |
2,13 |
2,08 |
100,54 |
2,11 |
WS0922 |
PL0000102646 |
114,66 |
114,94 |
2,21 |
2,15 |
114,80 |
2,18 |
WZ1122 |
PL0000109377 |
100,10 |
100,36 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,66 |
100,86 |
2,35 |
2,30 |
100,76 |
2,33 |
IZ0823 |
PL0000105359 |
111,62 |
112,42 |
--- |
--- |
112,02 |
--- |
DS1023 |
PL0000107264 |
107,74 |
108,01 |
2,47 |
2,42 |
107,88 |
2,44 |
WZ0124 |
PL0000107454 |
99,73 |
100,05 |
--- |
--- |
99,89 |
--- |
WZ0524 |
PL0000110615 |
99,62 |
99,93 |
--- |
--- |
99,78 |
--- |
DS0725 |
PL0000108197 |
102,67 |
103,10 |
2,83 |
2,77 |
102,89 |
2,80 |
WZ0126 |
PL0000108817 |
98,57 |
98,92 |
--- |
--- |
98,75 |
--- |
DS0726 |
PL0000108866 |
96,81 |
97,24 |
2,94 |
2,88 |
97,03 |
2,91 |
DS0727 |
PL0000109427 |
95,87 |
96,15 |
3,02 |
2,98 |
96,01 |
3,00 |
WS0428 |
PL0000107611 |
97,51 |
97,96 |
3,04 |
2,99 |
97,74 |
3,01 |
WZ0528 |
PL0000110383 |
97,53 |
97,91 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
125,30 |
125,95 |
3,01 |
2,95 |
125,63 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,40 |
99,48 |
1,25 |
1,08 |
99,44 |
1,17 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,79 |
1,31 |
1,25 |
98,76 |
1,28 |
PS0719 |
PL0000108148 |
102,36 |
102,43 |
1,30 |
1,24 |
102,40 |
1,27 |
DS1019 |
PL0000105441 |
106,06 |
106,15 |
1,34 |
1,28 |
106,11 |
1,30 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,10 |
1,52 |
1,45 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
96,65 |
96,79 |
1,54 |
1,47 |
96,72 |
1,50 |
DS1020 |
PL0000106126 |
108,92 |
109,08 |
1,55 |
1,49 |
109,00 |
1,52 |
WZ0121 |
PL0000106068 |
100,57 |
100,76 |
--- |
--- |
100,67 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,80 |
1,80 |
1,72 |
100,69 |
1,76 |
PS0721 |
PL0000109153 |
99,66 |
99,87 |
1,86 |
1,79 |
99,77 |
1,82 |
DS1021 |
PL0000106670 |
112,84 |
113,11 |
1,90 |
1,82 |
112,98 |
1,86 |
PS0422 |
PL0000109492 |
100,41 |
100,62 |
2,14 |
2,08 |
100,52 |
2,11 |
WS0922 |
PL0000102646 |
114,62 |
114,90 |
2,22 |
2,15 |
114,76 |
2,19 |
WZ1122 |
PL0000109377 |
100,11 |
100,38 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
100,62 |
100,79 |
2,36 |
2,32 |
100,71 |
2,34 |
IZ0823 |
PL0000105359 |
111,62 |
112,43 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
107,68 |
107,91 |
2,48 |
2,44 |
107,80 |
2,46 |
WZ0124 |
PL0000107454 |
99,69 |
100,07 |
--- |
--- |
99,88 |
--- |
WZ0524 |
PL0000110615 |
99,61 |
99,86 |
--- |
--- |
99,74 |
--- |
DS0725 |
PL0000108197 |
102,77 |
102,99 |
2,82 |
2,78 |
102,88 |
2,80 |
WZ0126 |
PL0000108817 |
98,53 |
98,92 |
--- |
--- |
98,73 |
--- |
DS0726 |
PL0000108866 |
96,86 |
97,25 |
2,93 |
2,88 |
97,06 |
2,90 |
DS0727 |
PL0000109427 |
95,89 |
96,11 |
3,01 |
2,99 |
96,00 |
3,00 |
WS0428 |
PL0000107611 |
97,39 |
97,75 |
3,05 |
3,01 |
97,57 |
3,03 |
WZ0528 |
PL0000110383 |
97,52 |
97,91 |
--- |
--- |
97,72 |
--- |
WS0429 |
PL0000105391 |
125,29 |
125,86 |
3,01 |
2,96 |
125,58 |
2,98 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.