2018-05-08 |
MARKET DATA |
No 86 (3369) |
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 |
887,50 |
883,45 |
69 |
665,00 |
678,62 |
11 |
1 552,50 |
1 562,07 |
80 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,46 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,74 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,29 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,94 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,93 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,59 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,69 |
108,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,44 |
100,31 |
100,350 |
100,350 |
100,310 |
100,310 |
100,341 |
45 000 |
45,19 |
4 |
PS0721 |
PL0000109153 |
99,48 |
99,38 |
99,400 |
99,400 |
99,380 |
99,380 |
99,384 |
80 000 |
80,62 |
5 |
DS1021 |
PL0000106670 |
112,55 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,20 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,20 |
114,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,27 |
99,96 |
100,260 |
100,260 |
99,850 |
99,850 |
100,053 |
45 000 |
45,35 |
7 |
DS1023 |
PL0000107264 |
107,24 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,14 |
101,60 |
101,550 |
101,600 |
101,550 |
101,600 |
101,567 |
15 000 |
15,62 |
3 |
DS0726 |
PL0000108866 |
96,18 |
95,58 |
96,180 |
96,180 |
96,180 |
96,180 |
96,180 |
25 000 |
24,54 |
1 |
DS0727 |
PL0000109427 |
95,18 |
94,45 |
95,180 |
95,180 |
94,410 |
94,450 |
94,849 |
260 000 |
251,75 |
37 |
WS0428 |
PL0000107611 |
96,55 |
95,85 |
95,850 |
95,900 |
95,850 |
95,900 |
95,875 |
10 000 |
9,60 |
2 |
WS0429 |
PL0000105391 |
124,13 |
123,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,66 |
140,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
110,50 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,25 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,39 |
100,38 |
100,390 |
100,390 |
100,380 |
100,380 |
100,380 |
310 000 |
312,81 |
4 |
WZ0120 |
PL0000108601 |
100,55 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,15 |
100,13 |
100,150 |
100,150 |
100,140 |
100,140 |
100,143 |
57 500 |
58,06 |
2 |
WZ0124 |
PL0000107454 |
99,75 |
99,70 |
99,740 |
99,740 |
99,740 |
99,740 |
99,740 |
25 000 |
25,07 |
1 |
WZ0524 |
PL0000110615 |
99,67 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,50 |
98,43 |
98,500 |
98,500 |
98,430 |
98,430 |
98,467 |
15 000 |
14,85 |
3 |
WZ0528 |
PL0000110383 |
97,48 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
887 500 |
883,45 |
69 |
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 |
99,44 |
99,51 |
1,22 |
1,07 |
99,48 |
1,14 |
WZ0119 |
PL0000107603 |
100,36 |
100,42 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,71 |
98,80 |
1,36 |
1,27 |
98,76 |
1,31 |
PS0719 |
PL0000108148 |
102,25 |
102,36 |
1,36 |
1,27 |
102,31 |
1,31 |
DS1019 |
PL0000105441 |
105,91 |
106,05 |
1,38 |
1,29 |
105,98 |
1,33 |
WZ0120 |
PL0000108601 |
100,49 |
100,72 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,88 |
100,05 |
1,56 |
1,47 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,56 |
96,70 |
1,60 |
1,53 |
96,63 |
1,56 |
DS1020 |
PL0000106126 |
108,64 |
108,83 |
1,63 |
1,56 |
108,74 |
1,59 |
WZ0121 |
PL0000106068 |
100,54 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,58 |
1,87 |
1,80 |
100,48 |
1,83 |
PS0721 |
PL0000109153 |
99,43 |
99,64 |
1,93 |
1,86 |
99,54 |
1,90 |
DS1021 |
PL0000106670 |
112,44 |
112,72 |
1,99 |
1,91 |
112,58 |
1,95 |
PS0422 |
PL0000109492 |
100,12 |
100,36 |
2,22 |
2,15 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
114,14 |
114,39 |
2,31 |
2,25 |
114,27 |
2,28 |
WZ1122 |
PL0000109377 |
100,10 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0123 |
PL0000110151 |
100,19 |
100,38 |
2,45 |
2,41 |
100,29 |
2,43 |
IZ0823 |
PL0000105359 |
111,96 |
112,93 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,40 |
2,58 |
2,53 |
107,26 |
2,55 |
WZ0124 |
PL0000107454 |
99,65 |
100,01 |
--- |
--- |
99,83 |
--- |
WZ0524 |
PL0000110615 |
99,50 |
99,85 |
--- |
--- |
99,68 |
--- |
DS0725 |
PL0000108197 |
101,97 |
102,37 |
2,94 |
2,88 |
102,17 |
2,91 |
WZ0126 |
PL0000108817 |
98,41 |
98,77 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
95,99 |
96,41 |
3,06 |
3,00 |
96,20 |
3,03 |
DS0727 |
PL0000109427 |
95,03 |
95,30 |
3,13 |
3,09 |
95,17 |
3,11 |
WS0428 |
PL0000107611 |
96,41 |
96,77 |
3,17 |
3,13 |
96,59 |
3,15 |
WZ0528 |
PL0000110383 |
97,29 |
97,76 |
--- |
--- |
97,53 |
--- |
WS0429 |
PL0000105391 |
123,96 |
124,63 |
3,13 |
3,07 |
124,30 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,44 |
99,51 |
1,22 |
1,07 |
99,48 |
1,14 |
WZ0119 |
PL0000107603 |
100,35 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,35 |
1,27 |
98,76 |
1,31 |
PS0719 |
PL0000108148 |
102,23 |
102,34 |
1,37 |
1,28 |
102,29 |
1,32 |
DS1019 |
PL0000105441 |
105,89 |
106,01 |
1,39 |
1,31 |
105,95 |
1,35 |
WZ0120 |
PL0000108601 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,99 |
1,59 |
1,50 |
99,91 |
1,54 |
OK0720 |
PL0000110375 |
96,53 |
96,67 |
1,61 |
1,54 |
96,60 |
1,58 |
DS1020 |
PL0000106126 |
108,56 |
108,75 |
1,66 |
1,59 |
108,66 |
1,62 |
WZ0121 |
PL0000106068 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,38 |
1,91 |
1,86 |
100,32 |
1,89 |
PS0721 |
PL0000109153 |
99,32 |
99,45 |
1,97 |
1,93 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
112,25 |
112,51 |
2,04 |
1,97 |
112,38 |
2,01 |
PS0422 |
PL0000109492 |
99,87 |
100,07 |
2,28 |
2,23 |
99,97 |
2,26 |
WS0922 |
PL0000102646 |
113,81 |
114,08 |
2,38 |
2,32 |
113,95 |
2,35 |
WZ1122 |
PL0000109377 |
99,96 |
100,18 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
99,87 |
100,04 |
2,53 |
2,49 |
99,96 |
2,51 |
IZ0823 |
PL0000105359 |
112,01 |
112,89 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
106,72 |
107,00 |
2,66 |
2,60 |
106,86 |
2,63 |
WZ0124 |
PL0000107454 |
99,52 |
99,79 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,69 |
3,02 |
2,98 |
101,56 |
3,00 |
WZ0126 |
PL0000108817 |
98,28 |
98,59 |
--- |
--- |
98,44 |
--- |
DS0726 |
PL0000108866 |
95,36 |
95,78 |
3,15 |
3,09 |
95,57 |
3,12 |
DS0727 |
PL0000109427 |
94,33 |
94,61 |
3,22 |
3,18 |
94,47 |
3,20 |
WS0428 |
PL0000107611 |
95,61 |
95,99 |
3,27 |
3,22 |
95,80 |
3,25 |
WZ0528 |
PL0000110383 |
97,25 |
97,63 |
--- |
--- |
97,44 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,71 |
3,22 |
3,15 |
123,39 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,370 |
1,400 |
1,381 |
80 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
25 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,370 |
1,400 |
1,395 |
300 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.