2018-05-14 |
MARKET DATA |
No 90 (3373) |
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 |
310,00 |
306,32 |
25 |
1 245,00 |
1 280,92 |
12 |
1 555,00 |
1 587,24 |
37 |
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 |
100,24 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,45 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,78 |
98,80 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
10 000 |
9,88 |
1 |
PS0719 |
PL0000108148 |
102,21 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,84 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,99 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
95 000 |
95,00 |
1 |
OK0720 |
PL0000110375 |
96,58 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,54 |
108,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,93 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,35 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,59 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,32 |
114,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,05 |
99,99 |
100,020 |
100,040 |
100,020 |
100,040 |
100,036 |
85 000 |
85,68 |
5 |
DS1023 |
PL0000107264 |
106,83 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,51 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,41 |
95,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,56 |
94,39 |
94,550 |
94,590 |
94,320 |
94,560 |
94,525 |
95 000 |
91,72 |
15 |
WS0428 |
PL0000107611 |
95,91 |
95,87 |
96,010 |
96,040 |
96,010 |
96,040 |
96,030 |
25 000 |
24,05 |
3 |
WS0429 |
PL0000105391 |
123,58 |
123,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,20 |
140,66 |
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 |
112,31 |
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 |
100,52 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,47 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,37 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,34 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,27 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
306,32 |
25 |
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 |
1,29 |
1,06 |
99,48 |
1,18 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,76 |
98,82 |
1,33 |
1,27 |
98,79 |
1,30 |
PS0719 |
PL0000108148 |
102,19 |
102,30 |
1,38 |
1,29 |
102,25 |
1,33 |
DS1019 |
PL0000105441 |
105,81 |
105,93 |
1,40 |
1,32 |
105,87 |
1,36 |
WZ0120 |
PL0000108601 |
100,49 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,04 |
1,56 |
1,48 |
99,97 |
1,51 |
OK0720 |
PL0000110375 |
96,56 |
96,71 |
1,61 |
1,54 |
96,64 |
1,57 |
DS1020 |
PL0000106126 |
108,53 |
108,71 |
1,65 |
1,58 |
108,62 |
1,62 |
WZ0121 |
PL0000106068 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,42 |
1,92 |
1,85 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,22 |
99,43 |
2,00 |
1,93 |
99,33 |
1,97 |
DS1021 |
PL0000106670 |
112,21 |
112,49 |
2,04 |
1,96 |
112,35 |
2,00 |
PS0422 |
PL0000109492 |
99,88 |
100,14 |
2,28 |
2,21 |
100,01 |
2,25 |
WS0922 |
PL0000102646 |
113,89 |
114,17 |
2,35 |
2,29 |
114,03 |
2,32 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
99,89 |
100,11 |
2,52 |
2,47 |
100,00 |
2,50 |
IZ0823 |
PL0000105359 |
112,01 |
113,00 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,98 |
2,66 |
2,60 |
106,85 |
2,63 |
WZ0124 |
PL0000107454 |
99,38 |
99,71 |
--- |
--- |
99,55 |
--- |
WZ0524 |
PL0000110615 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,38 |
101,80 |
3,03 |
2,96 |
101,59 |
3,00 |
WZ0126 |
PL0000108817 |
98,19 |
98,48 |
--- |
--- |
98,34 |
--- |
DS0726 |
PL0000108866 |
95,30 |
95,74 |
3,16 |
3,09 |
95,52 |
3,13 |
DS0727 |
PL0000109427 |
94,36 |
94,65 |
3,22 |
3,18 |
94,51 |
3,20 |
WS0428 |
PL0000107611 |
95,61 |
96,07 |
3,27 |
3,22 |
95,84 |
3,24 |
WZ0528 |
PL0000110383 |
97,15 |
97,51 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
123,31 |
123,84 |
3,19 |
3,14 |
123,58 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,43 |
99,52 |
1,29 |
1,09 |
99,48 |
1,18 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,75 |
98,82 |
1,34 |
1,27 |
98,79 |
1,30 |
PS0719 |
PL0000108148 |
102,19 |
102,29 |
1,38 |
1,30 |
102,24 |
1,34 |
DS1019 |
PL0000105441 |
105,81 |
105,92 |
1,40 |
1,33 |
105,87 |
1,36 |
WZ0120 |
PL0000108601 |
100,49 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,89 |
100,02 |
1,56 |
1,49 |
99,96 |
1,52 |
OK0720 |
PL0000110375 |
96,54 |
96,69 |
1,62 |
1,55 |
96,62 |
1,58 |
DS1020 |
PL0000106126 |
108,51 |
108,71 |
1,66 |
1,58 |
108,61 |
1,62 |
WZ0121 |
PL0000106068 |
100,47 |
100,68 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,46 |
1,91 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,44 |
1,99 |
1,93 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
112,29 |
112,52 |
2,01 |
1,95 |
112,41 |
1,98 |
PS0422 |
PL0000109492 |
99,96 |
100,14 |
2,26 |
2,21 |
100,05 |
2,23 |
WS0922 |
PL0000102646 |
113,94 |
114,23 |
2,34 |
2,28 |
114,09 |
2,31 |
WZ1122 |
PL0000109377 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
99,97 |
100,19 |
2,50 |
2,45 |
100,08 |
2,48 |
IZ0823 |
PL0000105359 |
112,04 |
112,98 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,05 |
2,65 |
2,59 |
106,91 |
2,62 |
WZ0124 |
PL0000107454 |
99,40 |
99,71 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,44 |
101,79 |
3,02 |
2,97 |
101,62 |
2,99 |
WZ0126 |
PL0000108817 |
98,23 |
98,49 |
--- |
--- |
98,36 |
--- |
DS0726 |
PL0000108866 |
95,36 |
95,79 |
3,15 |
3,09 |
95,58 |
3,12 |
DS0727 |
PL0000109427 |
94,40 |
94,65 |
3,21 |
3,18 |
94,53 |
3,19 |
WS0428 |
PL0000107611 |
95,82 |
96,21 |
3,25 |
3,20 |
96,02 |
3,22 |
WZ0528 |
PL0000110383 |
97,16 |
97,51 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
123,26 |
123,86 |
3,19 |
3,14 |
123,56 |
3,17 |
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 |
1,380 |
1,380 |
1,380 |
100 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
40 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
140 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
120 |
DS0727 |
PL0000109427 |
2/7 |
5 |
1,380 |
1,380 |
1,380 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
35 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
TOTAL |
1 245 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.