2018-05-11 |
MARKET DATA |
No 89 (3372) |
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 |
262,50 |
261,32 |
32 |
1 390,00 |
1 422,70 |
10 |
1 652,50 |
1 684,02 |
42 |
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 |
100,25 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,78 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,23 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,86 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,57 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,58 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,32 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,35 |
99,33 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
10 000 |
10,07 |
2 |
DS1021 |
PL0000106670 |
112,38 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,10 |
100,10 |
100,100 |
100,120 |
100,100 |
100,120 |
100,105 |
20 000 |
20,05 |
4 |
WS0922 |
PL0000102646 |
114,20 |
114,21 |
114,200 |
114,200 |
114,200 |
114,200 |
114,200 |
20 000 |
23,58 |
3 |
PS0123 |
PL0000110151 |
100,15 |
100,12 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
25 000 |
25,23 |
3 |
DS1023 |
PL0000107264 |
106,96 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,74 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,80 |
94,73 |
94,750 |
94,840 |
94,660 |
94,730 |
94,764 |
117 500 |
113,71 |
17 |
WS0428 |
PL0000107611 |
96,04 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,81 |
123,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,55 |
141,51 |
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 |
112,35 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,66 |
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 |
100,04 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,35 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,33 |
97,45 |
97,330 |
97,330 |
97,250 |
97,250 |
97,266 |
70 000 |
68,68 |
3 |
TOTAL |
262 500 |
261,32 |
32 |
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 |
99,53 |
1,28 |
1,06 |
99,48 |
1,17 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,75 |
98,82 |
1,34 |
1,26 |
98,79 |
1,30 |
PS0719 |
PL0000108148 |
102,19 |
102,31 |
1,39 |
1,29 |
102,25 |
1,34 |
DS1019 |
PL0000105441 |
105,83 |
105,95 |
1,39 |
1,31 |
105,89 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,02 |
1,56 |
1,49 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,53 |
96,69 |
1,62 |
1,54 |
96,61 |
1,58 |
DS1020 |
PL0000106126 |
108,56 |
108,74 |
1,65 |
1,57 |
108,65 |
1,61 |
WZ0121 |
PL0000106068 |
100,46 |
100,66 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,47 |
1,90 |
1,83 |
100,37 |
1,87 |
PS0721 |
PL0000109153 |
99,26 |
99,44 |
1,99 |
1,93 |
99,35 |
1,96 |
DS1021 |
PL0000106670 |
112,26 |
112,55 |
2,03 |
1,94 |
112,41 |
1,98 |
PS0422 |
PL0000109492 |
99,95 |
100,16 |
2,26 |
2,21 |
100,06 |
2,23 |
WS0922 |
PL0000102646 |
114,07 |
114,30 |
2,31 |
2,26 |
114,19 |
2,29 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,06 |
100,26 |
2,48 |
2,44 |
100,16 |
2,46 |
IZ0823 |
PL0000105359 |
112,12 |
113,00 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,16 |
2,63 |
2,57 |
107,02 |
2,60 |
WZ0124 |
PL0000107454 |
99,40 |
99,72 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,32 |
99,60 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
101,52 |
101,88 |
3,01 |
2,95 |
101,70 |
2,98 |
WZ0126 |
PL0000108817 |
98,24 |
98,54 |
--- |
--- |
98,39 |
--- |
DS0726 |
PL0000108866 |
95,49 |
95,85 |
3,13 |
3,08 |
95,67 |
3,10 |
DS0727 |
PL0000109427 |
94,58 |
94,84 |
3,19 |
3,15 |
94,71 |
3,17 |
WS0428 |
PL0000107611 |
95,88 |
96,26 |
3,24 |
3,19 |
96,07 |
3,22 |
WZ0528 |
PL0000110383 |
97,21 |
97,59 |
--- |
--- |
97,40 |
--- |
WS0429 |
PL0000105391 |
123,35 |
123,98 |
3,19 |
3,13 |
123,67 |
3,16 |
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 |
1,26 |
1,06 |
99,49 |
1,15 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,76 |
98,82 |
1,33 |
1,26 |
98,79 |
1,30 |
PS0719 |
PL0000108148 |
102,19 |
102,30 |
1,39 |
1,29 |
102,25 |
1,34 |
DS1019 |
PL0000105441 |
105,82 |
105,94 |
1,40 |
1,32 |
105,88 |
1,36 |
WZ0120 |
PL0000108601 |
100,53 |
100,68 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,04 |
1,54 |
1,48 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
96,55 |
96,70 |
1,61 |
1,54 |
96,63 |
1,57 |
DS1020 |
PL0000106126 |
108,54 |
108,74 |
1,65 |
1,57 |
108,64 |
1,61 |
WZ0121 |
PL0000106068 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,40 |
1,90 |
1,86 |
100,34 |
1,88 |
PS0721 |
PL0000109153 |
99,27 |
99,40 |
1,99 |
1,94 |
99,34 |
1,96 |
DS1021 |
PL0000106670 |
112,33 |
112,53 |
2,01 |
1,95 |
112,43 |
1,98 |
PS0422 |
PL0000109492 |
100,01 |
100,16 |
2,25 |
2,21 |
100,09 |
2,22 |
WS0922 |
PL0000102646 |
114,10 |
114,29 |
2,31 |
2,27 |
114,20 |
2,29 |
WZ1122 |
PL0000109377 |
99,97 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,03 |
100,19 |
2,49 |
2,45 |
100,11 |
2,47 |
IZ0823 |
PL0000105359 |
112,13 |
113,00 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,14 |
2,62 |
2,57 |
107,02 |
2,60 |
WZ0124 |
PL0000107454 |
99,42 |
99,70 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,86 |
2,99 |
2,96 |
101,74 |
2,97 |
WZ0126 |
PL0000108817 |
98,21 |
98,49 |
--- |
--- |
98,35 |
--- |
DS0726 |
PL0000108866 |
95,59 |
95,84 |
3,12 |
3,08 |
95,72 |
3,10 |
DS0727 |
PL0000109427 |
94,61 |
94,83 |
3,18 |
3,15 |
94,72 |
3,17 |
WS0428 |
PL0000107611 |
95,88 |
96,22 |
3,24 |
3,20 |
96,05 |
3,22 |
WZ0528 |
PL0000110383 |
97,16 |
97,51 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
123,50 |
124,12 |
3,17 |
3,11 |
123,81 |
3,14 |
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 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
100 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
70 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
230 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
200 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
375 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
100 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
75 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
200 |
TOTAL |
1 390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.