2018-05-17 |
MARKET DATA |
No 93 (3376) |
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 |
515,00 |
508,19 |
27 |
845,00 |
906,32 |
7 |
1 360,00 |
1 414,51 |
34 |
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 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,47 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,15 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,72 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,78 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,50 |
96,49 |
96,500 |
96,500 |
96,490 |
96,490 |
96,496 |
165 000 |
159,22 |
2 |
DS1020 |
PL0000106126 |
108,43 |
108,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,23 |
100,22 |
100,210 |
100,250 |
100,210 |
100,250 |
100,230 |
215 000 |
215,80 |
8 |
PS0721 |
PL0000109153 |
99,25 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,20 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,89 |
99,86 |
99,820 |
99,820 |
99,820 |
99,820 |
99,820 |
10 000 |
10,00 |
1 |
WS0922 |
PL0000102646 |
113,85 |
113,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,93 |
99,80 |
99,800 |
99,820 |
99,790 |
99,790 |
99,800 |
65 000 |
65,39 |
9 |
DS1023 |
PL0000107264 |
106,62 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,24 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,16 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,26 |
94,08 |
94,190 |
94,190 |
94,080 |
94,080 |
94,110 |
40 000 |
38,47 |
4 |
WS0428 |
PL0000107611 |
95,63 |
95,52 |
95,630 |
95,630 |
95,630 |
95,630 |
95,630 |
15 000 |
14,37 |
2 |
WS0429 |
PL0000105391 |
122,96 |
123,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
109,00 |
114,50 |
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 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,62 |
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 |
99,33 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,28 |
98,35 |
98,280 |
98,280 |
98,280 |
98,280 |
98,280 |
5 000 |
4,94 |
1 |
WZ0528 |
PL0000110383 |
97,20 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
515 000 |
508,19 |
27 |
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 |
99,54 |
1,33 |
1,07 |
99,49 |
1,19 |
WZ0119 |
PL0000107603 |
100,33 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,72 |
98,81 |
1,40 |
1,30 |
98,77 |
1,34 |
PS0719 |
PL0000108148 |
102,08 |
102,25 |
1,45 |
1,31 |
102,17 |
1,38 |
DS1019 |
PL0000105441 |
105,69 |
105,84 |
1,44 |
1,34 |
105,77 |
1,39 |
WZ0120 |
PL0000108601 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,76 |
99,91 |
1,62 |
1,55 |
99,84 |
1,58 |
OK0720 |
PL0000110375 |
96,47 |
96,62 |
1,66 |
1,59 |
96,55 |
1,62 |
DS1020 |
PL0000106126 |
108,35 |
108,54 |
1,71 |
1,63 |
108,45 |
1,67 |
WZ0121 |
PL0000106068 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,15 |
100,35 |
1,94 |
1,87 |
100,25 |
1,91 |
PS0721 |
PL0000109153 |
99,15 |
99,32 |
2,03 |
1,97 |
99,24 |
2,00 |
DS1021 |
PL0000106670 |
112,07 |
112,33 |
2,06 |
1,99 |
112,20 |
2,03 |
PS0422 |
PL0000109492 |
99,81 |
100,04 |
2,30 |
2,24 |
99,93 |
2,27 |
WS0922 |
PL0000102646 |
113,76 |
114,03 |
2,37 |
2,31 |
113,90 |
2,34 |
WZ1122 |
PL0000109377 |
99,91 |
100,11 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
99,84 |
100,05 |
2,53 |
2,49 |
99,95 |
2,51 |
IZ0823 |
PL0000105359 |
112,03 |
113,09 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,83 |
2,68 |
2,63 |
106,70 |
2,65 |
WZ0124 |
PL0000107454 |
99,25 |
99,63 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,14 |
99,49 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,55 |
3,07 |
3,00 |
101,35 |
3,03 |
WZ0126 |
PL0000108817 |
98,15 |
98,56 |
--- |
--- |
98,36 |
--- |
DS0726 |
PL0000108866 |
95,06 |
95,48 |
3,19 |
3,13 |
95,27 |
3,16 |
DS0727 |
PL0000109427 |
94,04 |
94,30 |
3,26 |
3,22 |
94,17 |
3,24 |
WS0428 |
PL0000107611 |
95,38 |
95,84 |
3,30 |
3,24 |
95,61 |
3,27 |
WZ0528 |
PL0000110383 |
97,07 |
97,48 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
122,63 |
123,38 |
3,25 |
3,18 |
123,01 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,45 |
99,54 |
1,29 |
1,07 |
99,50 |
1,17 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,80 |
1,38 |
1,31 |
98,77 |
1,34 |
PS0719 |
PL0000108148 |
102,13 |
102,22 |
1,41 |
1,34 |
102,18 |
1,37 |
DS1019 |
PL0000105441 |
105,70 |
105,81 |
1,44 |
1,36 |
105,76 |
1,40 |
WZ0120 |
PL0000108601 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,76 |
99,89 |
1,62 |
1,56 |
99,83 |
1,59 |
OK0720 |
PL0000110375 |
96,47 |
96,61 |
1,66 |
1,59 |
96,54 |
1,63 |
DS1020 |
PL0000106126 |
108,38 |
108,53 |
1,69 |
1,63 |
108,46 |
1,66 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,29 |
1,94 |
1,90 |
100,23 |
1,92 |
PS0721 |
PL0000109153 |
99,15 |
99,30 |
2,03 |
1,98 |
99,23 |
2,00 |
DS1021 |
PL0000106670 |
112,09 |
112,29 |
2,06 |
2,00 |
112,19 |
2,03 |
PS0422 |
PL0000109492 |
99,73 |
99,90 |
2,32 |
2,27 |
99,82 |
2,30 |
WS0922 |
PL0000102646 |
113,76 |
113,96 |
2,37 |
2,33 |
113,86 |
2,35 |
WZ1122 |
PL0000109377 |
99,89 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
99,77 |
99,93 |
2,55 |
2,51 |
99,85 |
2,53 |
IZ0823 |
PL0000105359 |
112,10 |
113,01 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,73 |
2,69 |
2,65 |
106,63 |
2,67 |
WZ0124 |
PL0000107454 |
99,23 |
99,59 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,43 |
--- |
--- |
99,28 |
--- |
DS0725 |
PL0000108197 |
101,02 |
101,46 |
3,09 |
3,02 |
101,24 |
3,05 |
WZ0126 |
PL0000108817 |
98,10 |
98,48 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
94,96 |
95,40 |
3,21 |
3,14 |
95,18 |
3,18 |
DS0727 |
PL0000109427 |
93,99 |
94,22 |
3,27 |
3,24 |
94,11 |
3,25 |
WS0428 |
PL0000107611 |
95,32 |
95,64 |
3,31 |
3,27 |
95,48 |
3,29 |
WZ0528 |
PL0000110383 |
97,03 |
97,40 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
122,72 |
123,26 |
3,24 |
3,19 |
122,99 |
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 |
1,390 |
1,390 |
1,390 |
135 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
230 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
55 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,360 |
1,380 |
1,373 |
75 |
TOTAL |
845 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.