2018-05-09 |
MARKET DATA |
No 87 (3370) |
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 |
695,00 |
693,46 |
71 |
965,00 |
994,94 |
6 |
1 660,00 |
1 688,40 |
77 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,47 |
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 |
102,24 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,89 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,52 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,59 |
108,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,27 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,31 |
99,34 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
25 000 |
25,18 |
1 |
DS1021 |
PL0000106670 |
112,32 |
112,32 |
112,350 |
112,350 |
112,350 |
112,350 |
112,350 |
5 000 |
5,77 |
1 |
PS0422 |
PL0000109492 |
100,01 |
99,85 |
99,850 |
100,010 |
99,850 |
100,000 |
99,947 |
160 000 |
160,07 |
6 |
WS0922 |
PL0000102646 |
113,99 |
113,87 |
113,940 |
113,940 |
113,940 |
113,940 |
113,940 |
5 000 |
5,88 |
1 |
PS0123 |
PL0000110151 |
99,93 |
98,72 |
99,670 |
99,950 |
99,670 |
99,950 |
99,782 |
85 000 |
85,43 |
7 |
DS1023 |
PL0000107264 |
106,81 |
106,69 |
106,810 |
106,810 |
106,800 |
106,800 |
106,801 |
35 000 |
38,14 |
3 |
DS0725 |
PL0000108197 |
101,50 |
101,25 |
101,250 |
101,500 |
101,250 |
101,500 |
101,438 |
20 000 |
20,80 |
4 |
DS0726 |
PL0000108866 |
95,43 |
94,48 |
95,350 |
95,430 |
95,210 |
95,430 |
95,383 |
35 000 |
34,08 |
7 |
DS0727 |
PL0000109427 |
94,40 |
94,05 |
94,150 |
94,460 |
94,020 |
94,430 |
94,225 |
305 000 |
293,44 |
39 |
WS0428 |
PL0000107611 |
95,73 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,14 |
122,94 |
123,050 |
123,050 |
122,990 |
122,990 |
123,035 |
20 000 |
24,66 |
2 |
WS0437 |
PL0000104857 |
100,93 |
140,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
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 |
100,37 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,58 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,58 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,29 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,33 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
695 000 |
693,46 |
71 |
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 |
1,23 |
1,08 |
99,48 |
1,14 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,36 |
1,27 |
98,76 |
1,31 |
PS0719 |
PL0000108148 |
102,21 |
102,32 |
1,39 |
1,30 |
102,27 |
1,34 |
DS1019 |
PL0000105441 |
105,86 |
105,98 |
1,40 |
1,32 |
105,92 |
1,36 |
WZ0120 |
PL0000108601 |
100,45 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,98 |
1,59 |
1,51 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,50 |
96,65 |
1,63 |
1,56 |
96,58 |
1,59 |
DS1020 |
PL0000106126 |
108,52 |
108,71 |
1,68 |
1,60 |
108,62 |
1,64 |
WZ0121 |
PL0000106068 |
100,50 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,15 |
100,39 |
1,95 |
1,86 |
100,27 |
1,90 |
PS0721 |
PL0000109153 |
99,20 |
99,38 |
2,01 |
1,95 |
99,29 |
1,98 |
DS1021 |
PL0000106670 |
112,13 |
112,43 |
2,07 |
1,99 |
112,28 |
2,03 |
PS0422 |
PL0000109492 |
99,72 |
99,98 |
2,32 |
2,25 |
99,85 |
2,29 |
WS0922 |
PL0000102646 |
113,62 |
113,91 |
2,42 |
2,36 |
113,77 |
2,39 |
WZ1122 |
PL0000109377 |
99,93 |
100,16 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,83 |
2,59 |
2,54 |
99,72 |
2,56 |
IZ0823 |
PL0000105359 |
111,97 |
112,86 |
--- |
--- |
112,42 |
--- |
DS1023 |
PL0000107264 |
106,44 |
106,73 |
2,71 |
2,66 |
106,59 |
2,68 |
WZ0124 |
PL0000107454 |
99,36 |
99,72 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,26 |
99,60 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
101,07 |
101,37 |
3,08 |
3,03 |
101,22 |
3,06 |
WZ0126 |
PL0000108817 |
98,09 |
98,47 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,46 |
3,19 |
3,13 |
95,25 |
3,16 |
DS0727 |
PL0000109427 |
93,95 |
94,22 |
3,27 |
3,23 |
94,09 |
3,25 |
WS0428 |
PL0000107611 |
95,25 |
95,70 |
3,31 |
3,26 |
95,48 |
3,29 |
WZ0528 |
PL0000110383 |
97,08 |
97,52 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
122,56 |
123,17 |
3,26 |
3,21 |
122,87 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,45 |
99,52 |
1,21 |
1,05 |
99,49 |
1,12 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,80 |
1,35 |
1,27 |
98,77 |
1,30 |
PS0719 |
PL0000108148 |
102,22 |
102,30 |
1,38 |
1,31 |
102,26 |
1,34 |
DS1019 |
PL0000105441 |
105,87 |
105,99 |
1,40 |
1,32 |
105,93 |
1,36 |
WZ0120 |
PL0000108601 |
100,45 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,98 |
1,59 |
1,51 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,49 |
96,65 |
1,63 |
1,56 |
96,57 |
1,59 |
DS1020 |
PL0000106126 |
108,56 |
108,74 |
1,66 |
1,59 |
108,65 |
1,62 |
WZ0121 |
PL0000106068 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,20 |
100,37 |
1,93 |
1,87 |
100,29 |
1,90 |
PS0721 |
PL0000109153 |
99,20 |
99,40 |
2,01 |
1,94 |
99,30 |
1,98 |
DS1021 |
PL0000106670 |
112,21 |
112,49 |
2,05 |
1,97 |
112,35 |
2,01 |
PS0422 |
PL0000109492 |
99,87 |
100,05 |
2,28 |
2,23 |
99,96 |
2,26 |
WS0922 |
PL0000102646 |
113,89 |
114,13 |
2,36 |
2,31 |
114,01 |
2,34 |
WZ1122 |
PL0000109377 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
99,84 |
100,02 |
2,53 |
2,49 |
99,93 |
2,51 |
IZ0823 |
PL0000105359 |
112,00 |
112,86 |
--- |
--- |
112,43 |
--- |
DS1023 |
PL0000107264 |
106,65 |
106,88 |
2,67 |
2,63 |
106,77 |
2,65 |
WZ0124 |
PL0000107454 |
99,34 |
99,68 |
--- |
--- |
99,51 |
--- |
WZ0524 |
PL0000110615 |
99,22 |
99,55 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,36 |
101,58 |
3,03 |
3,00 |
101,47 |
3,02 |
WZ0126 |
PL0000108817 |
98,03 |
98,43 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
95,10 |
95,48 |
3,19 |
3,13 |
95,29 |
3,16 |
DS0727 |
PL0000109427 |
94,30 |
94,48 |
3,22 |
3,20 |
94,39 |
3,21 |
WS0428 |
PL0000107611 |
95,60 |
95,93 |
3,27 |
3,23 |
95,77 |
3,25 |
WZ0528 |
PL0000110383 |
97,11 |
97,44 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
122,92 |
123,56 |
3,23 |
3,17 |
123,24 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
200 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
110 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,410 |
1,430 |
1,420 |
315 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
140 |
TOTAL |
965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.