2018-05-18 |
MARKET DATA |
No 94 (3377) |
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 |
511,74 |
39 |
625,00 |
613,59 |
7 |
1 140,00 |
1 125,33 |
46 |
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 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,48 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,75 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,14 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,72 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,77 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,46 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,40 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,37 |
100,23 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
50 000 |
50,18 |
1 |
PS0721 |
PL0000109153 |
99,19 |
99,22 |
99,180 |
99,180 |
99,170 |
99,170 |
99,175 |
100 000 |
100,62 |
2 |
DS1021 |
PL0000106670 |
112,15 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,85 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,85 |
113,84 |
113,850 |
113,850 |
113,830 |
113,830 |
113,842 |
25 000 |
29,41 |
3 |
PS0123 |
PL0000110151 |
99,90 |
99,76 |
99,900 |
99,900 |
99,760 |
99,760 |
99,830 |
20 000 |
20,13 |
3 |
DS1023 |
PL0000107264 |
106,60 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,22 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,15 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,30 |
93,88 |
94,200 |
94,300 |
93,880 |
93,880 |
94,103 |
115 000 |
110,59 |
21 |
WS0428 |
PL0000107611 |
95,49 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,13 |
122,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,51 |
139,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
108,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,40 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,38 |
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 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,17 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,18 |
97,00 |
97,180 |
97,180 |
97,000 |
97,000 |
97,069 |
205 000 |
200,82 |
9 |
TOTAL |
515 000 |
511,74 |
39 |
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 |
99,46 |
99,54 |
1,27 |
1,08 |
99,50 |
1,18 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,81 |
1,39 |
1,30 |
98,77 |
1,34 |
PS0719 |
PL0000108148 |
102,11 |
102,22 |
1,42 |
1,33 |
102,17 |
1,37 |
DS1019 |
PL0000105441 |
105,68 |
105,79 |
1,44 |
1,37 |
105,74 |
1,40 |
WZ0120 |
PL0000108601 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,76 |
99,89 |
1,62 |
1,56 |
99,83 |
1,59 |
OK0720 |
PL0000110375 |
96,43 |
96,58 |
1,68 |
1,61 |
96,51 |
1,64 |
DS1020 |
PL0000106126 |
108,30 |
108,51 |
1,72 |
1,64 |
108,41 |
1,68 |
WZ0121 |
PL0000106068 |
100,46 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,16 |
100,30 |
1,94 |
1,89 |
100,23 |
1,92 |
PS0721 |
PL0000109153 |
99,15 |
99,30 |
2,03 |
1,98 |
99,23 |
2,00 |
DS1021 |
PL0000106670 |
112,02 |
112,29 |
2,07 |
2,00 |
112,16 |
2,04 |
PS0422 |
PL0000109492 |
99,73 |
99,96 |
2,32 |
2,26 |
99,85 |
2,29 |
WS0922 |
PL0000102646 |
113,74 |
113,96 |
2,38 |
2,33 |
113,85 |
2,35 |
WZ1122 |
PL0000109377 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
99,78 |
99,96 |
2,55 |
2,51 |
99,87 |
2,53 |
IZ0823 |
PL0000105359 |
112,06 |
113,06 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,76 |
2,70 |
2,64 |
106,62 |
2,67 |
WZ0124 |
PL0000107454 |
99,23 |
99,59 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,44 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
101,07 |
101,50 |
3,08 |
3,01 |
101,29 |
3,04 |
WZ0126 |
PL0000108817 |
98,10 |
98,49 |
--- |
--- |
98,30 |
--- |
DS0726 |
PL0000108866 |
95,00 |
95,43 |
3,20 |
3,14 |
95,22 |
3,17 |
DS0727 |
PL0000109427 |
94,00 |
94,27 |
3,26 |
3,23 |
94,14 |
3,25 |
WS0428 |
PL0000107611 |
95,30 |
95,74 |
3,31 |
3,26 |
95,52 |
3,28 |
WZ0528 |
PL0000110383 |
97,04 |
97,41 |
--- |
--- |
97,23 |
--- |
WS0429 |
PL0000105391 |
122,70 |
123,19 |
3,25 |
3,20 |
122,95 |
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 |
1,08 |
99,50 |
1,18 |
WZ0119 |
PL0000107603 |
100,33 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,80 |
1,39 |
1,31 |
98,77 |
1,34 |
PS0719 |
PL0000108148 |
102,09 |
102,20 |
1,44 |
1,35 |
102,15 |
1,39 |
DS1019 |
PL0000105441 |
105,69 |
105,78 |
1,44 |
1,38 |
105,74 |
1,40 |
WZ0120 |
PL0000108601 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,72 |
99,87 |
1,65 |
1,57 |
99,80 |
1,60 |
OK0720 |
PL0000110375 |
96,38 |
96,55 |
1,71 |
1,62 |
96,47 |
1,66 |
DS1020 |
PL0000106126 |
108,32 |
108,46 |
1,71 |
1,66 |
108,39 |
1,69 |
WZ0121 |
PL0000106068 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,28 |
1,94 |
1,90 |
100,23 |
1,92 |
PS0721 |
PL0000109153 |
99,13 |
99,27 |
2,03 |
1,99 |
99,20 |
2,01 |
DS1021 |
PL0000106670 |
111,98 |
112,22 |
2,09 |
2,02 |
112,10 |
2,05 |
PS0422 |
PL0000109492 |
99,66 |
99,81 |
2,34 |
2,30 |
99,74 |
2,32 |
WS0922 |
PL0000102646 |
113,61 |
113,86 |
2,40 |
2,35 |
113,74 |
2,38 |
WZ1122 |
PL0000109377 |
99,83 |
100,05 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,69 |
99,84 |
2,57 |
2,53 |
99,77 |
2,55 |
IZ0823 |
PL0000105359 |
112,12 |
113,09 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,62 |
2,71 |
2,67 |
106,53 |
2,69 |
WZ0124 |
PL0000107454 |
99,18 |
99,56 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,05 |
99,39 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
100,86 |
101,29 |
3,11 |
3,04 |
101,08 |
3,08 |
WZ0126 |
PL0000108817 |
97,92 |
98,25 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
94,87 |
95,15 |
3,22 |
3,18 |
95,01 |
3,20 |
DS0727 |
PL0000109427 |
93,74 |
93,98 |
3,30 |
3,27 |
93,86 |
3,28 |
WS0428 |
PL0000107611 |
94,98 |
95,43 |
3,35 |
3,29 |
95,21 |
3,32 |
WZ0528 |
PL0000110383 |
96,86 |
97,17 |
--- |
--- |
97,02 |
--- |
WS0429 |
PL0000105391 |
122,31 |
122,93 |
3,28 |
3,22 |
122,62 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
180 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
240 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
35 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
35 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,320 |
1,320 |
1,320 |
105 |
TOTAL |
625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.