2018-05-07 |
MARKET DATA |
No 85 (3368) |
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 |
365,00 |
361,30 |
12 |
1 445,00 |
1 499,18 |
12 |
1 810,00 |
1 860,48 |
24 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,45 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,75 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,30 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,98 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,95 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,64 |
96,64 |
96,640 |
96,640 |
96,640 |
96,640 |
96,640 |
200 000 |
193,28 |
2 |
DS1020 |
PL0000106126 |
108,73 |
108,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,54 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,60 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,27 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,27 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,36 |
100,36 |
100,420 |
100,430 |
100,420 |
100,430 |
100,427 |
30 000 |
30,34 |
3 |
DS1023 |
PL0000107264 |
107,30 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,23 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,25 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,30 |
95,26 |
95,270 |
95,300 |
95,270 |
95,300 |
95,294 |
25 000 |
24,32 |
4 |
WS0428 |
PL0000107611 |
96,68 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,43 |
124,22 |
124,330 |
124,340 |
124,330 |
124,340 |
124,335 |
10 000 |
12,46 |
2 |
WS0437 |
PL0000104857 |
102,91 |
142,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,25 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,39 |
100,39 |
100,390 |
100,390 |
100,390 |
100,390 |
100,390 |
100 000 |
100,91 |
1 |
WZ0120 |
PL0000108601 |
100,52 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,16 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,75 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,67 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,52 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,41 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
365 000 |
361,30 |
12 |
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 |
99,43 |
99,50 |
1,24 |
1,09 |
99,47 |
1,15 |
WZ0119 |
PL0000107603 |
100,36 |
100,43 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,82 |
1,33 |
1,24 |
98,78 |
1,28 |
PS0719 |
PL0000108148 |
102,28 |
102,36 |
1,34 |
1,27 |
102,32 |
1,30 |
DS1019 |
PL0000105441 |
105,97 |
106,07 |
1,35 |
1,28 |
106,02 |
1,31 |
WZ0120 |
PL0000108601 |
100,50 |
100,73 |
--- |
--- |
100,62 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,07 |
1,53 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
96,63 |
96,75 |
1,56 |
1,50 |
96,69 |
1,53 |
DS1020 |
PL0000106126 |
108,72 |
108,91 |
1,60 |
1,53 |
108,82 |
1,57 |
WZ0121 |
PL0000106068 |
100,53 |
100,73 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,66 |
1,84 |
1,77 |
100,56 |
1,80 |
PS0721 |
PL0000109153 |
99,51 |
99,72 |
1,91 |
1,84 |
99,62 |
1,87 |
DS1021 |
PL0000106670 |
112,52 |
112,76 |
1,97 |
1,90 |
112,64 |
1,94 |
PS0422 |
PL0000109492 |
100,13 |
100,37 |
2,21 |
2,15 |
100,25 |
2,18 |
WS0922 |
PL0000102646 |
114,22 |
114,49 |
2,29 |
2,23 |
114,36 |
2,26 |
WZ1122 |
PL0000109377 |
100,13 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
100,22 |
100,44 |
2,45 |
2,40 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
112,04 |
112,85 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,45 |
2,57 |
2,52 |
107,33 |
2,54 |
WZ0124 |
PL0000107454 |
99,70 |
99,98 |
--- |
--- |
99,84 |
--- |
WZ0524 |
PL0000110615 |
99,59 |
99,81 |
--- |
--- |
99,70 |
--- |
DS0725 |
PL0000108197 |
102,03 |
102,42 |
2,93 |
2,87 |
102,23 |
2,90 |
WZ0126 |
PL0000108817 |
98,41 |
98,75 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
96,03 |
96,43 |
3,05 |
2,99 |
96,23 |
3,02 |
DS0727 |
PL0000109427 |
95,00 |
95,33 |
3,13 |
3,09 |
95,17 |
3,11 |
WS0428 |
PL0000107611 |
96,48 |
96,88 |
3,16 |
3,12 |
96,68 |
3,14 |
WZ0528 |
PL0000110383 |
97,35 |
97,75 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
123,88 |
124,44 |
3,14 |
3,09 |
124,16 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,44 |
99,50 |
1,22 |
1,09 |
99,47 |
1,15 |
WZ0119 |
PL0000107603 |
100,37 |
100,42 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,79 |
1,34 |
1,27 |
98,76 |
1,31 |
PS0719 |
PL0000108148 |
102,27 |
102,36 |
1,34 |
1,27 |
102,32 |
1,30 |
DS1019 |
PL0000105441 |
105,95 |
106,04 |
1,36 |
1,30 |
106,00 |
1,33 |
WZ0120 |
PL0000108601 |
100,50 |
100,72 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,04 |
1,54 |
1,48 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,59 |
96,70 |
1,58 |
1,53 |
96,65 |
1,55 |
DS1020 |
PL0000106126 |
108,68 |
108,86 |
1,62 |
1,55 |
108,77 |
1,59 |
WZ0121 |
PL0000106068 |
100,54 |
100,74 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,41 |
100,59 |
1,85 |
1,79 |
100,50 |
1,82 |
PS0721 |
PL0000109153 |
99,49 |
99,68 |
1,91 |
1,85 |
99,59 |
1,88 |
DS1021 |
PL0000106670 |
112,55 |
112,78 |
1,96 |
1,90 |
112,67 |
1,93 |
PS0422 |
PL0000109492 |
100,18 |
100,38 |
2,20 |
2,15 |
100,28 |
2,17 |
WS0922 |
PL0000102646 |
114,21 |
114,48 |
2,29 |
2,23 |
114,35 |
2,26 |
WZ1122 |
PL0000109377 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,45 |
2,44 |
2,40 |
100,36 |
2,42 |
IZ0823 |
PL0000105359 |
112,04 |
112,85 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,51 |
2,56 |
2,51 |
107,38 |
2,53 |
WZ0124 |
PL0000107454 |
99,71 |
99,98 |
--- |
--- |
99,85 |
--- |
WZ0524 |
PL0000110615 |
99,60 |
99,81 |
--- |
--- |
99,71 |
--- |
DS0725 |
PL0000108197 |
102,10 |
102,47 |
2,92 |
2,86 |
102,29 |
2,89 |
WZ0126 |
PL0000108817 |
98,42 |
98,73 |
--- |
--- |
98,58 |
--- |
DS0726 |
PL0000108866 |
96,14 |
96,52 |
3,04 |
2,98 |
96,33 |
3,01 |
DS0727 |
PL0000109427 |
95,16 |
95,38 |
3,11 |
3,08 |
95,27 |
3,10 |
WS0428 |
PL0000107611 |
96,57 |
96,96 |
3,15 |
3,11 |
96,77 |
3,13 |
WZ0528 |
PL0000110383 |
97,35 |
97,75 |
--- |
--- |
97,55 |
--- |
WS0429 |
PL0000105391 |
124,21 |
124,77 |
3,11 |
3,05 |
124,49 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
120 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
150 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
150 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
215 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
260 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
105 |
TOTAL |
1 445 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.