2018-05-22 |
MARKET DATA |
No 96 (3379) |
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 |
532,34 |
43 |
190,00 |
203,42 |
4 |
725,00 |
735,76 |
47 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,48 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,76 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,11 |
102,17 |
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 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,49 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,33 |
108,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,29 |
99,25 |
99,250 |
99,290 |
99,250 |
99,270 |
99,270 |
130 000 |
130,94 |
5 |
DS1021 |
PL0000106670 |
112,13 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,90 |
99,88 |
99,940 |
99,950 |
99,940 |
99,950 |
99,946 |
25 000 |
25,03 |
2 |
WS0922 |
PL0000102646 |
113,89 |
113,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,00 |
99,85 |
99,870 |
100,000 |
99,870 |
100,000 |
99,949 |
75 000 |
75,57 |
10 |
DS1023 |
PL0000107264 |
106,76 |
106,62 |
106,800 |
106,810 |
106,800 |
106,810 |
106,805 |
40 000 |
43,65 |
3 |
DS0725 |
PL0000108197 |
101,60 |
101,31 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,43 |
1 |
DS0726 |
PL0000108866 |
95,55 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,55 |
94,19 |
94,200 |
94,620 |
94,170 |
94,600 |
94,358 |
170 000 |
163,94 |
18 |
WS0428 |
PL0000107611 |
95,79 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,37 |
123,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,40 |
112,80 |
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 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,47 |
99,390 |
99,390 |
99,390 |
99,390 |
99,390 |
10 000 |
10,00 |
1 |
WZ0524 |
PL0000110615 |
99,22 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,06 |
97,06 |
97,060 |
97,060 |
97,020 |
97,020 |
97,047 |
75 000 |
72,79 |
3 |
TOTAL |
535 000 |
532,34 |
43 |
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 |
99,47 |
99,55 |
1,26 |
1,07 |
99,51 |
1,17 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,81 |
1,39 |
1,31 |
98,78 |
1,34 |
PS0719 |
PL0000108148 |
102,09 |
102,20 |
1,43 |
1,34 |
102,15 |
1,38 |
DS1019 |
PL0000105441 |
105,63 |
105,76 |
1,46 |
1,38 |
105,70 |
1,42 |
WZ0120 |
PL0000108601 |
100,44 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,76 |
99,88 |
1,63 |
1,56 |
99,82 |
1,59 |
OK0720 |
PL0000110375 |
96,44 |
96,57 |
1,68 |
1,62 |
96,51 |
1,65 |
DS1020 |
PL0000106126 |
108,30 |
108,49 |
1,72 |
1,64 |
108,40 |
1,68 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,12 |
100,33 |
1,95 |
1,88 |
100,23 |
1,92 |
PS0721 |
PL0000109153 |
99,08 |
99,30 |
2,05 |
1,98 |
99,19 |
2,01 |
DS1021 |
PL0000106670 |
111,98 |
112,26 |
2,08 |
2,00 |
112,12 |
2,04 |
PS0422 |
PL0000109492 |
99,67 |
99,91 |
2,34 |
2,27 |
99,79 |
2,30 |
WS0922 |
PL0000102646 |
113,64 |
113,89 |
2,39 |
2,34 |
113,77 |
2,36 |
WZ1122 |
PL0000109377 |
99,84 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
99,67 |
99,89 |
2,57 |
2,52 |
99,78 |
2,55 |
IZ0823 |
PL0000105359 |
112,13 |
113,16 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
106,43 |
106,72 |
2,71 |
2,65 |
106,58 |
2,68 |
WZ0124 |
PL0000107454 |
99,22 |
99,52 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,36 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,43 |
3,09 |
3,02 |
101,22 |
3,05 |
WZ0126 |
PL0000108817 |
97,90 |
98,19 |
--- |
--- |
98,05 |
--- |
DS0726 |
PL0000108866 |
94,95 |
95,38 |
3,21 |
3,15 |
95,17 |
3,18 |
DS0727 |
PL0000109427 |
93,92 |
94,28 |
3,28 |
3,23 |
94,10 |
3,25 |
WS0428 |
PL0000107611 |
95,23 |
95,69 |
3,32 |
3,26 |
95,46 |
3,29 |
WZ0528 |
PL0000110383 |
96,83 |
97,17 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
122,68 |
123,22 |
3,25 |
3,19 |
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 |
99,47 |
99,55 |
1,26 |
1,07 |
99,51 |
1,17 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,82 |
1,39 |
1,30 |
98,78 |
1,34 |
PS0719 |
PL0000108148 |
102,09 |
102,19 |
1,43 |
1,35 |
102,14 |
1,39 |
DS1019 |
PL0000105441 |
105,65 |
105,77 |
1,45 |
1,37 |
105,71 |
1,41 |
WZ0120 |
PL0000108601 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,91 |
1,61 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,46 |
96,61 |
1,67 |
1,60 |
96,54 |
1,63 |
DS1020 |
PL0000106126 |
108,31 |
108,49 |
1,71 |
1,64 |
108,40 |
1,68 |
WZ0121 |
PL0000106068 |
100,49 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,22 |
100,36 |
1,92 |
1,87 |
100,29 |
1,89 |
PS0721 |
PL0000109153 |
99,22 |
99,35 |
2,00 |
1,96 |
99,29 |
1,98 |
DS1021 |
PL0000106670 |
112,09 |
112,36 |
2,05 |
1,97 |
112,23 |
2,01 |
PS0422 |
PL0000109492 |
99,85 |
100,02 |
2,29 |
2,24 |
99,94 |
2,26 |
WS0922 |
PL0000102646 |
113,85 |
114,09 |
2,35 |
2,29 |
113,97 |
2,32 |
WZ1122 |
PL0000109377 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
99,92 |
100,09 |
2,52 |
2,48 |
100,01 |
2,49 |
IZ0823 |
PL0000105359 |
112,14 |
113,14 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,95 |
2,65 |
2,61 |
106,83 |
2,63 |
WZ0124 |
PL0000107454 |
99,32 |
99,64 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,51 |
--- |
--- |
99,34 |
--- |
DS0725 |
PL0000108197 |
101,46 |
101,82 |
3,02 |
2,96 |
101,64 |
2,99 |
WZ0126 |
PL0000108817 |
98,02 |
98,33 |
--- |
--- |
98,18 |
--- |
DS0726 |
PL0000108866 |
95,48 |
95,73 |
3,13 |
3,10 |
95,61 |
3,11 |
DS0727 |
PL0000109427 |
94,40 |
94,68 |
3,21 |
3,18 |
94,54 |
3,19 |
WS0428 |
PL0000107611 |
95,66 |
96,08 |
3,27 |
3,21 |
95,87 |
3,24 |
WZ0528 |
PL0000110383 |
96,95 |
97,24 |
--- |
--- |
97,10 |
--- |
WS0429 |
PL0000105391 |
123,28 |
123,88 |
3,19 |
3,13 |
123,58 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
100 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
70 |
TOTAL |
190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.