2018-05-16 |
MARKET DATA |
No 92 (3375) |
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 |
535,00 |
525,74 |
36 |
630,00 |
620,65 |
5 |
1 165,00 |
1 146,39 |
41 |
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 |
98,74 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,15 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,75 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,48 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,49 |
108,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,25 |
100,25 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
10 000 |
10,03 |
1 |
PS0721 |
PL0000109153 |
99,22 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,23 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,95 |
99,90 |
99,940 |
99,950 |
99,940 |
99,950 |
99,941 |
110 000 |
110,09 |
2 |
WS0922 |
PL0000102646 |
113,96 |
113,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,99 |
99,94 |
99,950 |
100,000 |
99,950 |
100,000 |
99,981 |
135 000 |
136,02 |
8 |
DS1023 |
PL0000107264 |
106,70 |
106,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,32 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,25 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,30 |
94,15 |
94,300 |
94,330 |
94,200 |
94,300 |
94,249 |
280 000 |
269,59 |
25 |
WS0428 |
PL0000107611 |
95,66 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,08 |
123,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,61 |
140,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
109,10 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,36 |
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 |
100,53 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,27 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,20 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
535 000 |
525,74 |
36 |
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 |
1,08 |
99,49 |
1,17 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,38 |
1,30 |
98,76 |
1,34 |
PS0719 |
PL0000108148 |
102,13 |
102,25 |
1,42 |
1,32 |
102,19 |
1,37 |
DS1019 |
PL0000105441 |
105,72 |
105,84 |
1,45 |
1,37 |
105,78 |
1,41 |
WZ0120 |
PL0000108601 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,90 |
1,60 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,46 |
96,60 |
1,66 |
1,59 |
96,53 |
1,63 |
DS1020 |
PL0000106126 |
108,40 |
108,59 |
1,70 |
1,62 |
108,50 |
1,66 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,19 |
100,37 |
1,93 |
1,87 |
100,28 |
1,90 |
PS0721 |
PL0000109153 |
99,12 |
99,34 |
2,04 |
1,96 |
99,23 |
2,00 |
DS1021 |
PL0000106670 |
112,12 |
112,40 |
2,06 |
1,98 |
112,26 |
2,02 |
PS0422 |
PL0000109492 |
99,81 |
100,07 |
2,30 |
2,23 |
99,94 |
2,26 |
WS0922 |
PL0000102646 |
113,81 |
114,11 |
2,37 |
2,30 |
113,96 |
2,33 |
WZ1122 |
PL0000109377 |
99,88 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,88 |
100,08 |
2,52 |
2,48 |
99,98 |
2,50 |
IZ0823 |
PL0000105359 |
112,00 |
113,00 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
106,66 |
106,93 |
2,66 |
2,61 |
106,80 |
2,64 |
WZ0124 |
PL0000107454 |
99,26 |
99,61 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,18 |
99,51 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,29 |
101,71 |
3,04 |
2,98 |
101,50 |
3,01 |
WZ0126 |
PL0000108817 |
98,15 |
98,48 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,22 |
95,66 |
3,17 |
3,11 |
95,44 |
3,14 |
DS0727 |
PL0000109427 |
94,22 |
94,48 |
3,23 |
3,20 |
94,35 |
3,22 |
WS0428 |
PL0000107611 |
95,63 |
96,07 |
3,27 |
3,22 |
95,85 |
3,24 |
WZ0528 |
PL0000110383 |
97,07 |
97,39 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
122,98 |
123,61 |
3,22 |
3,16 |
123,30 |
3,19 |
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 |
1,08 |
99,49 |
1,17 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,80 |
1,38 |
1,30 |
98,76 |
1,34 |
PS0719 |
PL0000108148 |
102,13 |
102,25 |
1,42 |
1,32 |
102,19 |
1,37 |
DS1019 |
PL0000105441 |
105,73 |
105,84 |
1,44 |
1,37 |
105,79 |
1,40 |
WZ0120 |
PL0000108601 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,89 |
1,61 |
1,56 |
99,84 |
1,58 |
OK0720 |
PL0000110375 |
96,45 |
96,59 |
1,66 |
1,60 |
96,52 |
1,63 |
DS1020 |
PL0000106126 |
108,44 |
108,60 |
1,68 |
1,62 |
108,52 |
1,65 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,20 |
100,34 |
1,93 |
1,88 |
100,27 |
1,90 |
PS0721 |
PL0000109153 |
99,17 |
99,35 |
2,02 |
1,96 |
99,26 |
1,99 |
DS1021 |
PL0000106670 |
112,19 |
112,44 |
2,04 |
1,97 |
112,32 |
2,00 |
PS0422 |
PL0000109492 |
99,89 |
100,04 |
2,28 |
2,24 |
99,97 |
2,26 |
WS0922 |
PL0000102646 |
113,90 |
114,16 |
2,35 |
2,29 |
114,03 |
2,32 |
WZ1122 |
PL0000109377 |
99,91 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
99,93 |
100,13 |
2,51 |
2,47 |
100,03 |
2,49 |
IZ0823 |
PL0000105359 |
112,07 |
113,03 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,96 |
2,66 |
2,61 |
106,82 |
2,63 |
WZ0124 |
PL0000107454 |
99,26 |
99,61 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,49 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
101,26 |
101,70 |
3,05 |
2,98 |
101,48 |
3,01 |
WZ0126 |
PL0000108817 |
98,15 |
98,46 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,56 |
3,17 |
3,12 |
95,38 |
3,15 |
DS0727 |
PL0000109427 |
94,14 |
94,42 |
3,25 |
3,21 |
94,28 |
3,23 |
WS0428 |
PL0000107611 |
95,49 |
95,94 |
3,29 |
3,23 |
95,72 |
3,26 |
WZ0528 |
PL0000110383 |
97,07 |
97,39 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
122,88 |
123,51 |
3,23 |
3,17 |
123,20 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
30 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
55 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
370 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
40 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
135 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.