2018-05-10 |
MARKET DATA |
No 88 (3371) |
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 |
622,50 |
620,59 |
43 |
1 120,00 |
1 138,83 |
11 |
1 742,50 |
1 759,42 |
54 |
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 |
100,26 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,48 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,77 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,22 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,86 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,94 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,57 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,56 |
108,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,34 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,37 |
99,35 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
15 000 |
15,12 |
2 |
DS1021 |
PL0000106670 |
112,38 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,05 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,15 |
114,17 |
114,130 |
114,130 |
114,130 |
114,130 |
114,130 |
7 500 |
8,84 |
2 |
PS0123 |
PL0000110151 |
100,12 |
100,03 |
99,980 |
100,150 |
99,970 |
100,100 |
100,054 |
75 000 |
75,60 |
8 |
DS1023 |
PL0000107264 |
106,95 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,59 |
101,55 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,42 |
1 |
DS0726 |
PL0000108866 |
95,62 |
95,50 |
95,510 |
95,600 |
95,510 |
95,600 |
95,580 |
55 000 |
53,67 |
5 |
DS0727 |
PL0000109427 |
94,67 |
94,48 |
94,500 |
94,730 |
94,480 |
94,600 |
94,629 |
90 000 |
86,97 |
14 |
WS0428 |
PL0000107611 |
95,95 |
95,96 |
96,000 |
96,040 |
96,000 |
96,040 |
96,033 |
40 000 |
38,47 |
5 |
WS0429 |
PL0000105391 |
123,53 |
123,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,25 |
140,90 |
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 |
112,30 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,39 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
10 000 |
10,09 |
1 |
WZ0120 |
PL0000108601 |
100,58 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,00 |
100,050 |
100,050 |
100,000 |
100,020 |
100,011 |
270 000 |
272,32 |
4 |
WZ0124 |
PL0000107454 |
99,53 |
99,65 |
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 |
98,33 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,42 |
97,30 |
97,330 |
97,330 |
97,330 |
97,330 |
97,330 |
50 000 |
49,09 |
1 |
TOTAL |
622 500 |
620,59 |
43 |
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 |
99,46 |
99,54 |
1,21 |
1,03 |
99,50 |
1,12 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,82 |
1,35 |
1,26 |
98,78 |
1,30 |
PS0719 |
PL0000108148 |
102,19 |
102,33 |
1,39 |
1,27 |
102,26 |
1,33 |
DS1019 |
PL0000105441 |
105,82 |
105,97 |
1,41 |
1,31 |
105,90 |
1,35 |
WZ0120 |
PL0000108601 |
100,43 |
100,68 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,98 |
1,60 |
1,51 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,52 |
96,68 |
1,62 |
1,55 |
96,60 |
1,58 |
DS1020 |
PL0000106126 |
108,55 |
108,74 |
1,65 |
1,58 |
108,65 |
1,61 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,46 |
1,91 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,33 |
99,49 |
1,97 |
1,91 |
99,41 |
1,94 |
DS1021 |
PL0000106670 |
112,28 |
112,53 |
2,02 |
1,95 |
112,41 |
1,99 |
PS0422 |
PL0000109492 |
99,94 |
100,15 |
2,26 |
2,21 |
100,05 |
2,23 |
WS0922 |
PL0000102646 |
113,96 |
114,24 |
2,34 |
2,28 |
114,10 |
2,31 |
WZ1122 |
PL0000109377 |
99,92 |
100,16 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
99,95 |
100,15 |
2,51 |
2,46 |
100,05 |
2,49 |
IZ0823 |
PL0000105359 |
111,91 |
112,97 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
106,77 |
107,06 |
2,65 |
2,59 |
106,92 |
2,62 |
WZ0124 |
PL0000107454 |
99,38 |
99,69 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,21 |
99,55 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,71 |
3,03 |
2,98 |
101,56 |
3,00 |
WZ0126 |
PL0000108817 |
98,05 |
98,45 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,31 |
95,61 |
3,16 |
3,11 |
95,46 |
3,13 |
DS0727 |
PL0000109427 |
94,33 |
94,67 |
3,22 |
3,17 |
94,50 |
3,20 |
WS0428 |
PL0000107611 |
95,67 |
96,06 |
3,26 |
3,22 |
95,87 |
3,24 |
WZ0528 |
PL0000110383 |
97,00 |
97,44 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
123,09 |
123,94 |
3,21 |
3,13 |
123,52 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,44 |
99,53 |
1,25 |
1,05 |
99,49 |
1,14 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,81 |
1,35 |
1,27 |
98,78 |
1,30 |
PS0719 |
PL0000108148 |
102,20 |
102,30 |
1,38 |
1,30 |
102,25 |
1,34 |
DS1019 |
PL0000105441 |
105,84 |
105,96 |
1,39 |
1,32 |
105,90 |
1,35 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,00 |
1,54 |
1,50 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,55 |
96,69 |
1,61 |
1,54 |
96,62 |
1,58 |
DS1020 |
PL0000106126 |
108,55 |
108,75 |
1,65 |
1,57 |
108,65 |
1,61 |
WZ0121 |
PL0000106068 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,43 |
1,90 |
1,85 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,32 |
99,45 |
1,97 |
1,93 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
112,32 |
112,56 |
2,01 |
1,94 |
112,44 |
1,98 |
PS0422 |
PL0000109492 |
100,00 |
100,18 |
2,25 |
2,20 |
100,09 |
2,22 |
WS0922 |
PL0000102646 |
114,08 |
114,27 |
2,31 |
2,27 |
114,18 |
2,29 |
WZ1122 |
PL0000109377 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,04 |
100,19 |
2,49 |
2,45 |
100,12 |
2,47 |
IZ0823 |
PL0000105359 |
112,09 |
112,98 |
--- |
--- |
112,54 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,11 |
2,62 |
2,58 |
107,01 |
2,60 |
WZ0124 |
PL0000107454 |
99,44 |
99,71 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
101,55 |
101,86 |
3,00 |
2,96 |
101,71 |
2,98 |
WZ0126 |
PL0000108817 |
98,21 |
98,53 |
--- |
--- |
98,37 |
--- |
DS0726 |
PL0000108866 |
95,54 |
95,80 |
3,12 |
3,08 |
95,67 |
3,10 |
DS0727 |
PL0000109427 |
94,59 |
94,80 |
3,19 |
3,16 |
94,70 |
3,17 |
WS0428 |
PL0000107611 |
95,82 |
96,21 |
3,25 |
3,20 |
96,02 |
3,22 |
WZ0528 |
PL0000110383 |
97,16 |
97,49 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
123,36 |
124,00 |
3,19 |
3,12 |
123,68 |
3,16 |
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 |
1,430 |
1,430 |
1,430 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
110 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
60 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,410 |
1,430 |
1,429 |
320 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
25 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
190 |
TOTAL |
1 120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.