2018-05-02 |
MARKET DATA |
No 83 (3366) |
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 |
287,50 |
294,18 |
35 |
610,00 |
668,63 |
4 |
897,50 |
962,81 |
39 |
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 |
100,27 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,44 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,74 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,34 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,03 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
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 |
108,82 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,54 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,62 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,68 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,31 |
100,22 |
100,250 |
100,260 |
100,180 |
100,220 |
100,226 |
62 500 |
62,69 |
7 |
WS0922 |
PL0000102646 |
114,55 |
114,32 |
114,320 |
114,320 |
114,320 |
114,320 |
114,320 |
5 000 |
5,89 |
1 |
PS0123 |
PL0000110151 |
100,50 |
100,25 |
100,500 |
100,500 |
100,240 |
100,250 |
100,367 |
120 000 |
121,28 |
13 |
DS1023 |
PL0000107264 |
107,47 |
107,30 |
107,300 |
107,300 |
107,300 |
107,300 |
107,300 |
25 000 |
27,36 |
1 |
DS0725 |
PL0000108197 |
102,32 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,45 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,50 |
95,01 |
95,350 |
95,350 |
94,960 |
95,020 |
95,146 |
60 000 |
58,26 |
11 |
WS0428 |
PL0000107611 |
97,10 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,52 |
124,23 |
124,520 |
124,520 |
124,480 |
124,480 |
124,507 |
15 000 |
18,70 |
2 |
WS0437 |
PL0000104857 |
103,28 |
142,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,55 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,35 |
112,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,38 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,72 |
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 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,72 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,65 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,54 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,47 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
287 500 |
294,18 |
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 |
99,42 |
99,51 |
1,25 |
1,05 |
99,47 |
1,14 |
WZ0119 |
PL0000107603 |
100,34 |
100,44 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,84 |
1,34 |
1,21 |
98,78 |
1,28 |
PS0719 |
PL0000108148 |
102,28 |
102,42 |
1,34 |
1,23 |
102,35 |
1,29 |
DS1019 |
PL0000105441 |
105,99 |
106,15 |
1,35 |
1,24 |
106,07 |
1,29 |
WZ0120 |
PL0000108601 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,10 |
1,54 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
96,63 |
96,80 |
1,56 |
1,48 |
96,72 |
1,51 |
DS1020 |
PL0000106126 |
108,81 |
109,01 |
1,58 |
1,50 |
108,91 |
1,54 |
WZ0121 |
PL0000106068 |
100,52 |
100,74 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,73 |
1,82 |
1,74 |
100,62 |
1,78 |
PS0721 |
PL0000109153 |
99,53 |
99,82 |
1,90 |
1,81 |
99,68 |
1,85 |
DS1021 |
PL0000106670 |
112,67 |
112,97 |
1,93 |
1,85 |
112,82 |
1,89 |
PS0422 |
PL0000109492 |
100,23 |
100,53 |
2,19 |
2,11 |
100,38 |
2,15 |
WS0922 |
PL0000102646 |
114,42 |
114,74 |
2,25 |
2,18 |
114,58 |
2,22 |
WZ1122 |
PL0000109377 |
100,11 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,74 |
2,40 |
2,33 |
100,58 |
2,37 |
IZ0823 |
PL0000105359 |
111,36 |
112,57 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,75 |
2,52 |
2,46 |
107,59 |
2,49 |
WZ0124 |
PL0000107454 |
99,67 |
100,01 |
--- |
--- |
99,84 |
--- |
WZ0524 |
PL0000110615 |
99,58 |
99,84 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
102,22 |
102,66 |
2,90 |
2,83 |
102,44 |
2,87 |
WZ0126 |
PL0000108817 |
98,48 |
98,92 |
--- |
--- |
98,70 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,73 |
3,01 |
2,95 |
96,51 |
2,98 |
DS0727 |
PL0000109427 |
95,36 |
95,74 |
3,08 |
3,03 |
95,55 |
3,06 |
WS0428 |
PL0000107611 |
97,01 |
97,42 |
3,10 |
3,05 |
97,22 |
3,08 |
WZ0528 |
PL0000110383 |
97,39 |
97,80 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
124,27 |
125,71 |
3,10 |
2,97 |
124,99 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,43 |
99,53 |
1,22 |
1,01 |
99,48 |
1,12 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,83 |
1,34 |
1,22 |
98,78 |
1,28 |
PS0719 |
PL0000108148 |
102,29 |
102,41 |
1,34 |
1,24 |
102,35 |
1,29 |
DS1019 |
PL0000105441 |
105,97 |
106,13 |
1,36 |
1,26 |
106,05 |
1,31 |
WZ0120 |
PL0000108601 |
100,49 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,07 |
1,53 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,62 |
96,75 |
1,56 |
1,50 |
96,69 |
1,53 |
DS1020 |
PL0000106126 |
108,76 |
108,91 |
1,60 |
1,54 |
108,84 |
1,57 |
WZ0121 |
PL0000106068 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,58 |
1,83 |
1,80 |
100,53 |
1,81 |
PS0721 |
PL0000109153 |
99,41 |
99,71 |
1,94 |
1,84 |
99,56 |
1,89 |
DS1021 |
PL0000106670 |
112,54 |
112,85 |
1,97 |
1,88 |
112,70 |
1,92 |
PS0422 |
PL0000109492 |
100,06 |
100,26 |
2,23 |
2,18 |
100,16 |
2,21 |
WS0922 |
PL0000102646 |
114,18 |
114,38 |
2,30 |
2,26 |
114,28 |
2,28 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,10 |
100,32 |
2,47 |
2,42 |
100,21 |
2,45 |
IZ0823 |
PL0000105359 |
111,45 |
114,02 |
--- |
--- |
112,74 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,43 |
2,57 |
2,52 |
107,30 |
2,55 |
WZ0124 |
PL0000107454 |
99,64 |
100,00 |
--- |
--- |
99,82 |
--- |
WZ0524 |
PL0000110615 |
99,57 |
99,82 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,31 |
2,96 |
2,89 |
102,09 |
2,92 |
WZ0126 |
PL0000108817 |
98,37 |
98,84 |
--- |
--- |
98,61 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,23 |
3,06 |
3,02 |
96,09 |
3,04 |
DS0727 |
PL0000109427 |
94,85 |
95,14 |
3,15 |
3,11 |
95,00 |
3,13 |
WS0428 |
PL0000107611 |
96,22 |
96,66 |
3,20 |
3,14 |
96,44 |
3,17 |
WZ0528 |
PL0000110383 |
97,36 |
97,79 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
123,15 |
124,61 |
3,21 |
3,07 |
123,88 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
2/5 |
3 |
1,350 |
1,350 |
1,350 |
80 |
PS0721 |
PL0000109153 |
2/5 |
3 |
1,350 |
1,350 |
1,350 |
90 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,300 |
1,300 |
1,300 |
210 |
DS1021 |
PL0000106670 |
2/9 |
7 |
1,300 |
1,300 |
1,300 |
230 |
TOTAL |
610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.