2018-04-30 |
MARKET DATA |
No 82 (3365) |
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 |
635,00 |
648,14 |
28 |
0,00 |
0,00 |
0 |
635,00 |
648,14 |
28 |
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 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,36 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,06 |
106,12 |
106,060 |
106,060 |
106,060 |
106,060 |
106,060 |
10 000 |
10,89 |
1 |
PS0420 |
PL0000108510 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,68 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,91 |
108,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,64 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,68 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,82 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,45 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,60 |
114,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,64 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,66 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,77 |
102,73 |
102,770 |
102,770 |
102,710 |
102,710 |
102,732 |
250 000 |
263,13 |
9 |
DS0726 |
PL0000108866 |
96,79 |
96,80 |
96,780 |
96,780 |
96,780 |
96,780 |
96,780 |
5 000 |
4,94 |
1 |
DS0727 |
PL0000109427 |
95,86 |
95,73 |
95,840 |
95,840 |
95,730 |
95,730 |
95,803 |
295 000 |
288,34 |
10 |
WS0428 |
PL0000107611 |
97,35 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,29 |
125,18 |
125,100 |
125,100 |
125,070 |
125,070 |
125,080 |
25 000 |
31,31 |
3 |
WS0437 |
PL0000104857 |
103,90 |
143,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
111,00 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,90 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,20 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,74 |
100,01 |
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 |
98,60 |
98,66 |
98,600 |
98,600 |
98,570 |
98,570 |
98,575 |
50 000 |
49,54 |
4 |
WZ0528 |
PL0000110383 |
97,59 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
635 000 |
648,14 |
28 |
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 |
99,49 |
1,27 |
1,08 |
99,45 |
1,16 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,81 |
1,33 |
1,23 |
98,77 |
1,28 |
PS0719 |
PL0000108148 |
102,31 |
102,42 |
1,33 |
1,24 |
102,37 |
1,28 |
DS1019 |
PL0000105441 |
106,03 |
106,16 |
1,34 |
1,26 |
106,10 |
1,30 |
WZ0120 |
PL0000108601 |
100,51 |
100,76 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,10 |
1,53 |
1,45 |
100,02 |
1,49 |
OK0720 |
PL0000110375 |
96,64 |
96,78 |
1,55 |
1,48 |
96,71 |
1,51 |
DS1020 |
PL0000106126 |
108,85 |
109,04 |
1,57 |
1,50 |
108,95 |
1,53 |
WZ0121 |
PL0000106068 |
100,54 |
100,76 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,76 |
1,81 |
1,73 |
100,65 |
1,77 |
PS0721 |
PL0000109153 |
99,63 |
99,85 |
1,87 |
1,80 |
99,74 |
1,83 |
DS1021 |
PL0000106670 |
112,79 |
113,05 |
1,91 |
1,84 |
112,92 |
1,87 |
PS0422 |
PL0000109492 |
100,35 |
100,59 |
2,16 |
2,09 |
100,47 |
2,12 |
WS0922 |
PL0000102646 |
114,58 |
114,86 |
2,22 |
2,16 |
114,72 |
2,19 |
WZ1122 |
PL0000109377 |
100,11 |
100,38 |
--- |
--- |
100,25 |
--- |
PS0123 |
PL0000110151 |
100,58 |
100,79 |
2,37 |
2,32 |
100,69 |
2,34 |
IZ0823 |
PL0000105359 |
111,62 |
112,42 |
--- |
--- |
112,02 |
--- |
DS1023 |
PL0000107264 |
107,63 |
107,92 |
2,49 |
2,43 |
107,78 |
2,46 |
WZ0124 |
PL0000107454 |
99,69 |
100,06 |
--- |
--- |
99,88 |
--- |
WZ0524 |
PL0000110615 |
99,58 |
99,94 |
--- |
--- |
99,76 |
--- |
DS0725 |
PL0000108197 |
102,59 |
103,02 |
2,84 |
2,78 |
102,81 |
2,81 |
WZ0126 |
PL0000108817 |
98,53 |
98,87 |
--- |
--- |
98,70 |
--- |
DS0726 |
PL0000108866 |
96,75 |
97,18 |
2,95 |
2,89 |
96,97 |
2,92 |
DS0727 |
PL0000109427 |
95,78 |
96,07 |
3,03 |
2,99 |
95,93 |
3,01 |
WS0428 |
PL0000107611 |
97,31 |
97,73 |
3,06 |
3,01 |
97,52 |
3,04 |
WZ0528 |
PL0000110383 |
97,50 |
97,86 |
--- |
--- |
97,68 |
--- |
WS0429 |
PL0000105391 |
125,16 |
125,72 |
3,02 |
2,97 |
125,44 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,41 |
99,49 |
1,24 |
1,08 |
99,45 |
1,16 |
WZ0119 |
PL0000107603 |
100,35 |
100,42 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,33 |
1,25 |
98,76 |
1,29 |
PS0719 |
PL0000108148 |
102,33 |
102,42 |
1,32 |
1,24 |
102,38 |
1,28 |
DS1019 |
PL0000105441 |
106,02 |
106,14 |
1,35 |
1,27 |
106,08 |
1,31 |
WZ0120 |
PL0000108601 |
100,51 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,07 |
1,52 |
1,46 |
100,02 |
1,49 |
OK0720 |
PL0000110375 |
96,65 |
96,78 |
1,54 |
1,48 |
96,72 |
1,51 |
DS1020 |
PL0000106126 |
108,87 |
109,00 |
1,56 |
1,51 |
108,94 |
1,54 |
WZ0121 |
PL0000106068 |
100,55 |
100,75 |
--- |
--- |
100,65 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,71 |
1,80 |
1,75 |
100,65 |
1,77 |
PS0721 |
PL0000109153 |
99,64 |
99,79 |
1,86 |
1,82 |
99,72 |
1,84 |
DS1021 |
PL0000106670 |
112,77 |
112,95 |
1,91 |
1,86 |
112,86 |
1,89 |
PS0422 |
PL0000109492 |
100,33 |
100,52 |
2,16 |
2,11 |
100,43 |
2,13 |
WS0922 |
PL0000102646 |
114,56 |
114,75 |
2,23 |
2,18 |
114,66 |
2,20 |
WZ1122 |
PL0000109377 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,71 |
2,38 |
2,34 |
100,61 |
2,36 |
IZ0823 |
PL0000105359 |
111,61 |
112,37 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
107,58 |
107,79 |
2,50 |
2,46 |
107,69 |
2,48 |
WZ0124 |
PL0000107454 |
99,69 |
100,06 |
--- |
--- |
99,88 |
--- |
WZ0524 |
PL0000110615 |
99,55 |
99,88 |
--- |
--- |
99,72 |
--- |
DS0725 |
PL0000108197 |
102,52 |
102,78 |
2,86 |
2,82 |
102,65 |
2,84 |
WZ0126 |
PL0000108817 |
98,48 |
98,81 |
--- |
--- |
98,65 |
--- |
DS0726 |
PL0000108866 |
96,66 |
96,92 |
2,96 |
2,92 |
96,79 |
2,94 |
DS0727 |
PL0000109427 |
95,56 |
95,81 |
3,06 |
3,02 |
95,69 |
3,04 |
WS0428 |
PL0000107611 |
97,11 |
97,42 |
3,09 |
3,05 |
97,27 |
3,07 |
WZ0528 |
PL0000110383 |
97,39 |
97,77 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
124,73 |
125,30 |
3,06 |
3,01 |
125,02 |
3,03 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.