2018-05-21 |
MARKET DATA |
No 95 (3378) |
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 |
445,00 |
444,33 |
36 |
330,00 |
339,64 |
4 |
775,00 |
783,97 |
40 |
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 |
100,21 |
100,24 |
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 |
102,11 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,68 |
105,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,45 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,35 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,16 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
112,14 |
112,140 |
112,140 |
112,140 |
112,140 |
112,140 |
20 000 |
23,09 |
2 |
PS0422 |
PL0000109492 |
99,72 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,67 |
113,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,76 |
99,73 |
99,760 |
99,760 |
99,730 |
99,730 |
99,750 |
15 000 |
15,08 |
3 |
DS1023 |
PL0000107264 |
106,48 |
106,50 |
106,500 |
106,520 |
106,500 |
106,520 |
106,516 |
100 000 |
108,82 |
4 |
DS0725 |
PL0000108197 |
101,05 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,05 |
95,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
93,95 |
93,78 |
93,780 |
94,020 |
93,750 |
94,020 |
93,903 |
280 000 |
268,72 |
21 |
WS0428 |
PL0000107611 |
95,26 |
94,32 |
94,970 |
95,330 |
94,970 |
95,330 |
95,205 |
30 000 |
28,62 |
6 |
WS0429 |
PL0000105391 |
122,63 |
122,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
139,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
107,50 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,41 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,13 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,03 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,95 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
445 000 |
444,33 |
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 |
99,45 |
99,55 |
1,30 |
1,06 |
99,50 |
1,18 |
WZ0119 |
PL0000107603 |
100,32 |
100,41 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,80 |
1,39 |
1,32 |
98,77 |
1,35 |
PS0719 |
PL0000108148 |
102,08 |
102,20 |
1,45 |
1,34 |
102,14 |
1,39 |
DS1019 |
PL0000105441 |
105,66 |
105,75 |
1,45 |
1,39 |
105,71 |
1,42 |
WZ0120 |
PL0000108601 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,72 |
99,85 |
1,65 |
1,58 |
99,79 |
1,61 |
OK0720 |
PL0000110375 |
96,41 |
96,54 |
1,69 |
1,63 |
96,48 |
1,66 |
DS1020 |
PL0000106126 |
108,26 |
108,45 |
1,73 |
1,66 |
108,36 |
1,69 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,13 |
100,27 |
1,95 |
1,90 |
100,20 |
1,93 |
PS0721 |
PL0000109153 |
99,04 |
99,25 |
2,06 |
1,99 |
99,15 |
2,03 |
DS1021 |
PL0000106670 |
111,96 |
112,20 |
2,09 |
2,02 |
112,08 |
2,05 |
PS0422 |
PL0000109492 |
99,65 |
99,83 |
2,34 |
2,29 |
99,74 |
2,32 |
WS0922 |
PL0000102646 |
113,56 |
113,83 |
2,41 |
2,35 |
113,70 |
2,38 |
WZ1122 |
PL0000109377 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,60 |
99,79 |
2,59 |
2,55 |
99,70 |
2,57 |
IZ0823 |
PL0000105359 |
112,25 |
113,08 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
106,29 |
106,57 |
2,73 |
2,68 |
106,43 |
2,71 |
WZ0124 |
PL0000107454 |
99,23 |
99,53 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,37 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,24 |
3,12 |
3,05 |
101,03 |
3,08 |
WZ0126 |
PL0000108817 |
97,91 |
98,22 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
94,73 |
95,16 |
3,24 |
3,18 |
94,95 |
3,21 |
DS0727 |
PL0000109427 |
93,67 |
93,92 |
3,31 |
3,28 |
93,80 |
3,29 |
WS0428 |
PL0000107611 |
95,06 |
95,37 |
3,34 |
3,30 |
95,22 |
3,32 |
WZ0528 |
PL0000110383 |
96,80 |
97,13 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
122,32 |
122,80 |
3,28 |
3,24 |
122,56 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,47 |
99,55 |
1,25 |
1,06 |
99,51 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,73 |
98,81 |
1,39 |
1,30 |
98,77 |
1,35 |
PS0719 |
PL0000108148 |
102,09 |
102,19 |
1,44 |
1,35 |
102,14 |
1,39 |
DS1019 |
PL0000105441 |
105,64 |
105,76 |
1,46 |
1,38 |
105,70 |
1,42 |
WZ0120 |
PL0000108601 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,87 |
1,62 |
1,57 |
99,82 |
1,59 |
OK0720 |
PL0000110375 |
96,43 |
96,57 |
1,69 |
1,62 |
96,50 |
1,65 |
DS1020 |
PL0000106126 |
108,29 |
108,49 |
1,72 |
1,64 |
108,39 |
1,68 |
WZ0121 |
PL0000106068 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,30 |
1,94 |
1,89 |
100,24 |
1,91 |
PS0721 |
PL0000109153 |
99,12 |
99,29 |
2,04 |
1,98 |
99,21 |
2,01 |
DS1021 |
PL0000106670 |
111,98 |
112,24 |
2,08 |
2,01 |
112,11 |
2,05 |
PS0422 |
PL0000109492 |
99,65 |
99,82 |
2,34 |
2,30 |
99,74 |
2,32 |
WS0922 |
PL0000102646 |
113,63 |
113,89 |
2,40 |
2,34 |
113,76 |
2,37 |
WZ1122 |
PL0000109377 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
99,66 |
99,84 |
2,58 |
2,53 |
99,75 |
2,55 |
IZ0823 |
PL0000105359 |
112,25 |
113,08 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,68 |
2,71 |
2,66 |
106,54 |
2,68 |
WZ0124 |
PL0000107454 |
99,17 |
99,52 |
--- |
--- |
99,35 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,35 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
100,97 |
101,40 |
3,09 |
3,03 |
101,19 |
3,06 |
WZ0126 |
PL0000108817 |
97,90 |
98,17 |
--- |
--- |
98,04 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,18 |
3,20 |
3,18 |
95,09 |
3,19 |
DS0727 |
PL0000109427 |
93,89 |
94,12 |
3,28 |
3,25 |
94,01 |
3,26 |
WS0428 |
PL0000107611 |
95,17 |
95,44 |
3,33 |
3,29 |
95,31 |
3,31 |
WZ0528 |
PL0000110383 |
96,79 |
97,15 |
--- |
--- |
96,97 |
--- |
WS0429 |
PL0000105391 |
122,54 |
123,15 |
3,26 |
3,20 |
122,85 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
185 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
30 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
TOTAL |
330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.