2018-05-15 |
MARKET DATA |
No 91 (3374) |
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 |
670,00 |
661,48 |
45 |
235,00 |
234,92 |
3 |
905,00 |
896,40 |
48 |
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 |
99,46 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,77 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,21 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,83 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,56 |
96,53 |
96,530 |
96,530 |
96,530 |
96,530 |
96,530 |
100 000 |
96,53 |
1 |
DS1020 |
PL0000106126 |
108,51 |
108,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,24 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,23 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,22 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,95 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,89 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,00 |
99,81 |
99,960 |
99,960 |
99,810 |
99,830 |
99,869 |
35 000 |
35,22 |
4 |
DS1023 |
PL0000107264 |
106,73 |
106,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,38 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,31 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,47 |
94,05 |
94,460 |
94,510 |
93,980 |
94,150 |
94,298 |
195 000 |
187,83 |
27 |
WS0428 |
PL0000107611 |
95,74 |
95,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,30 |
123,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,50 |
139,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
109,50 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,25 |
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 |
100,56 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,03 |
100,020 |
100,020 |
99,950 |
99,950 |
99,971 |
300 000 |
302,51 |
10 |
WZ0124 |
PL0000107454 |
99,49 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,50 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,36 |
98,38 |
98,360 |
98,360 |
98,320 |
98,320 |
98,347 |
15 000 |
14,84 |
2 |
WZ0528 |
PL0000110383 |
97,98 |
97,41 |
97,330 |
97,330 |
97,330 |
97,330 |
97,330 |
25 000 |
24,55 |
1 |
TOTAL |
670 000 |
661,48 |
45 |
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 |
99,53 |
1,28 |
1,07 |
99,49 |
1,16 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,75 |
98,82 |
1,35 |
1,27 |
98,79 |
1,30 |
PS0719 |
PL0000108148 |
102,18 |
102,29 |
1,39 |
1,29 |
102,24 |
1,34 |
DS1019 |
PL0000105441 |
105,80 |
105,92 |
1,40 |
1,32 |
105,86 |
1,36 |
WZ0120 |
PL0000108601 |
100,49 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,84 |
100,01 |
1,58 |
1,49 |
99,93 |
1,53 |
OK0720 |
PL0000110375 |
96,54 |
96,70 |
1,62 |
1,54 |
96,62 |
1,58 |
DS1020 |
PL0000106126 |
108,49 |
108,70 |
1,67 |
1,58 |
108,60 |
1,62 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,22 |
100,44 |
1,92 |
1,84 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,21 |
99,41 |
2,01 |
1,94 |
99,31 |
1,97 |
DS1021 |
PL0000106670 |
112,20 |
112,49 |
2,04 |
1,96 |
112,35 |
1,99 |
PS0422 |
PL0000109492 |
99,88 |
100,12 |
2,28 |
2,22 |
100,00 |
2,25 |
WS0922 |
PL0000102646 |
113,86 |
114,14 |
2,36 |
2,29 |
114,00 |
2,33 |
WZ1122 |
PL0000109377 |
99,98 |
100,15 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
99,96 |
100,12 |
2,51 |
2,47 |
100,04 |
2,49 |
IZ0823 |
PL0000105359 |
112,09 |
112,93 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
106,68 |
106,98 |
2,66 |
2,60 |
106,83 |
2,63 |
WZ0124 |
PL0000107454 |
99,40 |
99,68 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,32 |
101,74 |
3,04 |
2,97 |
101,53 |
3,01 |
WZ0126 |
PL0000108817 |
98,25 |
98,58 |
--- |
--- |
98,42 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,71 |
3,16 |
3,10 |
95,49 |
3,13 |
DS0727 |
PL0000109427 |
94,32 |
94,58 |
3,22 |
3,19 |
94,45 |
3,20 |
WS0428 |
PL0000107611 |
95,65 |
96,09 |
3,27 |
3,21 |
95,87 |
3,24 |
WZ0528 |
PL0000110383 |
97,16 |
97,50 |
--- |
--- |
97,33 |
--- |
WS0429 |
PL0000105391 |
123,09 |
123,73 |
3,21 |
3,15 |
123,41 |
3,18 |
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 |
1,28 |
1,07 |
99,49 |
1,16 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,38 |
1,29 |
98,76 |
1,34 |
PS0719 |
PL0000108148 |
102,14 |
102,26 |
1,42 |
1,32 |
102,20 |
1,37 |
DS1019 |
PL0000105441 |
105,74 |
105,85 |
1,44 |
1,37 |
105,80 |
1,40 |
WZ0120 |
PL0000108601 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,90 |
1,60 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,46 |
96,58 |
1,66 |
1,60 |
96,52 |
1,63 |
DS1020 |
PL0000106126 |
108,43 |
108,61 |
1,69 |
1,62 |
108,52 |
1,65 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,12 |
100,28 |
1,96 |
1,90 |
100,20 |
1,93 |
PS0721 |
PL0000109153 |
99,11 |
99,29 |
2,04 |
1,98 |
99,20 |
2,01 |
DS1021 |
PL0000106670 |
112,10 |
112,35 |
2,06 |
1,99 |
112,23 |
2,03 |
PS0422 |
PL0000109492 |
99,76 |
99,94 |
2,31 |
2,26 |
99,85 |
2,29 |
WS0922 |
PL0000102646 |
113,76 |
114,00 |
2,38 |
2,33 |
113,88 |
2,35 |
WZ1122 |
PL0000109377 |
99,88 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
99,77 |
99,94 |
2,55 |
2,51 |
99,86 |
2,53 |
IZ0823 |
PL0000105359 |
112,03 |
112,98 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
106,54 |
106,75 |
2,69 |
2,65 |
106,65 |
2,67 |
WZ0124 |
PL0000107454 |
99,21 |
99,55 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,20 |
99,48 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
101,05 |
101,43 |
3,08 |
3,02 |
101,24 |
3,05 |
WZ0126 |
PL0000108817 |
98,14 |
98,50 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,39 |
3,18 |
3,14 |
95,26 |
3,16 |
DS0727 |
PL0000109427 |
93,99 |
94,25 |
3,26 |
3,23 |
94,12 |
3,25 |
WS0428 |
PL0000107611 |
95,35 |
95,69 |
3,30 |
3,26 |
95,52 |
3,28 |
WZ0528 |
PL0000110383 |
97,09 |
97,45 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
122,64 |
123,27 |
3,25 |
3,19 |
122,96 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
55 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
160 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
TOTAL |
235 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.