2018-05-04 |
MARKET DATA |
No 84 (3367) |
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 |
215,00 |
214,80 |
25 |
0,00 |
0,00 |
0 |
215,00 |
214,80 |
25 |
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 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,42 |
99,49 |
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 |
102,27 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,96 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,65 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,78 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,48 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,56 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,59 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,26 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
10 000 |
10,03 |
1 |
WS0922 |
PL0000102646 |
114,30 |
114,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,36 |
100,27 |
100,350 |
100,350 |
100,220 |
100,220 |
100,331 |
70 000 |
70,73 |
5 |
DS1023 |
PL0000107264 |
107,28 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,15 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,29 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,30 |
95,07 |
95,350 |
95,390 |
95,010 |
95,080 |
95,294 |
125 000 |
121,58 |
18 |
WS0428 |
PL0000107611 |
96,79 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,26 |
124,30 |
124,500 |
124,500 |
124,500 |
124,500 |
124,500 |
10 000 |
12,47 |
1 |
WS0437 |
PL0000104857 |
102,51 |
142,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,20 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,70 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,60 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,52 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,40 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
215 000 |
214,80 |
25 |
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 |
99,53 |
1,30 |
1,01 |
99,47 |
1,14 |
WZ0119 |
PL0000107603 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,82 |
1,33 |
1,24 |
98,78 |
1,28 |
PS0719 |
PL0000108148 |
102,25 |
102,38 |
1,37 |
1,26 |
102,32 |
1,31 |
DS1019 |
PL0000105441 |
105,94 |
106,11 |
1,37 |
1,26 |
106,03 |
1,31 |
WZ0120 |
PL0000108601 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,07 |
1,54 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,63 |
96,77 |
1,56 |
1,49 |
96,70 |
1,53 |
DS1020 |
PL0000106126 |
108,76 |
108,94 |
1,59 |
1,52 |
108,85 |
1,56 |
WZ0121 |
PL0000106068 |
100,50 |
100,75 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,67 |
1,84 |
1,76 |
100,57 |
1,80 |
PS0721 |
PL0000109153 |
99,52 |
99,74 |
1,90 |
1,83 |
99,63 |
1,87 |
DS1021 |
PL0000106670 |
112,55 |
112,84 |
1,96 |
1,88 |
112,70 |
1,92 |
PS0422 |
PL0000109492 |
100,18 |
100,40 |
2,20 |
2,14 |
100,29 |
2,17 |
WS0922 |
PL0000102646 |
114,26 |
114,53 |
2,28 |
2,23 |
114,40 |
2,25 |
WZ1122 |
PL0000109377 |
100,10 |
100,37 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,29 |
100,50 |
2,43 |
2,38 |
100,40 |
2,41 |
IZ0823 |
PL0000105359 |
111,88 |
113,09 |
--- |
--- |
112,49 |
--- |
DS1023 |
PL0000107264 |
107,26 |
107,55 |
2,56 |
2,50 |
107,41 |
2,53 |
WZ0124 |
PL0000107454 |
99,63 |
100,04 |
--- |
--- |
99,84 |
--- |
WZ0524 |
PL0000110615 |
99,49 |
99,87 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
102,13 |
102,56 |
2,91 |
2,85 |
102,35 |
2,88 |
WZ0126 |
PL0000108817 |
98,36 |
98,76 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
96,26 |
96,63 |
3,02 |
2,97 |
96,45 |
2,99 |
DS0727 |
PL0000109427 |
95,21 |
95,49 |
3,10 |
3,07 |
95,35 |
3,08 |
WS0428 |
PL0000107611 |
96,71 |
97,09 |
3,14 |
3,09 |
96,90 |
3,11 |
WZ0528 |
PL0000110383 |
97,31 |
97,80 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
124,04 |
124,66 |
3,12 |
3,06 |
124,35 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,41 |
99,52 |
1,27 |
1,04 |
99,47 |
1,14 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,34 |
1,26 |
98,76 |
1,30 |
PS0719 |
PL0000108148 |
102,25 |
102,40 |
1,37 |
1,24 |
102,33 |
1,30 |
DS1019 |
PL0000105441 |
105,94 |
106,10 |
1,37 |
1,27 |
106,02 |
1,32 |
WZ0120 |
PL0000108601 |
100,49 |
100,73 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,07 |
1,53 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,63 |
96,76 |
1,56 |
1,50 |
96,70 |
1,53 |
DS1020 |
PL0000106126 |
108,75 |
108,91 |
1,60 |
1,53 |
108,83 |
1,57 |
WZ0121 |
PL0000106068 |
100,50 |
100,74 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,64 |
1,85 |
1,77 |
100,54 |
1,81 |
PS0721 |
PL0000109153 |
99,48 |
99,70 |
1,92 |
1,84 |
99,59 |
1,88 |
DS1021 |
PL0000106670 |
112,50 |
112,77 |
1,98 |
1,90 |
112,64 |
1,94 |
PS0422 |
PL0000109492 |
100,12 |
100,32 |
2,22 |
2,16 |
100,22 |
2,19 |
WS0922 |
PL0000102646 |
114,14 |
114,43 |
2,31 |
2,25 |
114,29 |
2,28 |
WZ1122 |
PL0000109377 |
100,12 |
100,35 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,14 |
100,33 |
2,47 |
2,42 |
100,24 |
2,44 |
IZ0823 |
PL0000105359 |
111,91 |
113,02 |
--- |
--- |
112,47 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,39 |
2,58 |
2,53 |
107,25 |
2,56 |
WZ0124 |
PL0000107454 |
99,64 |
100,02 |
--- |
--- |
99,83 |
--- |
WZ0524 |
PL0000110615 |
99,51 |
99,81 |
--- |
--- |
99,66 |
--- |
DS0725 |
PL0000108197 |
101,95 |
102,32 |
2,94 |
2,89 |
102,14 |
2,91 |
WZ0126 |
PL0000108817 |
98,30 |
98,70 |
--- |
--- |
98,50 |
--- |
DS0726 |
PL0000108866 |
95,96 |
96,37 |
3,06 |
3,00 |
96,17 |
3,03 |
DS0727 |
PL0000109427 |
94,95 |
95,18 |
3,14 |
3,11 |
95,07 |
3,12 |
WS0428 |
PL0000107611 |
96,38 |
96,79 |
3,18 |
3,13 |
96,59 |
3,15 |
WZ0528 |
PL0000110383 |
97,33 |
97,79 |
--- |
--- |
97,56 |
--- |
WS0429 |
PL0000105391 |
123,77 |
124,49 |
3,15 |
3,08 |
124,13 |
3,12 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.