2018-05-23 |
MARKET DATA |
No 97 (3380) |
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 |
840,00 |
825,16 |
46 |
615,00 |
642,41 |
5 |
1 455,00 |
1 467,57 |
51 |
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 |
100,20 |
100,25 |
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 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,11 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,70 |
105,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,48 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,33 |
108,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,26 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,23 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,19 |
112,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,97 |
99,93 |
100,000 |
100,010 |
100,000 |
100,010 |
100,002 |
30 000 |
30,06 |
2 |
WS0922 |
PL0000102646 |
113,97 |
114,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,01 |
99,93 |
100,050 |
100,050 |
99,960 |
99,970 |
99,982 |
30 000 |
30,24 |
4 |
DS1023 |
PL0000107264 |
106,79 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,56 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,60 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,70 |
94,51 |
94,750 |
94,760 |
94,500 |
94,700 |
94,604 |
385 000 |
372,24 |
23 |
WS0428 |
PL0000107611 |
95,92 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,70 |
123,75 |
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 |
112,41 |
112,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,07 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
20 000 |
20,00 |
2 |
WZ0124 |
PL0000107454 |
99,40 |
99,37 |
99,400 |
99,400 |
99,300 |
99,300 |
99,327 |
300 000 |
299,78 |
10 |
WZ0524 |
PL0000110615 |
99,22 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,10 |
98,140 |
98,140 |
98,140 |
98,140 |
98,140 |
5 000 |
4,94 |
1 |
WZ0528 |
PL0000110383 |
97,02 |
97,01 |
97,010 |
97,020 |
97,000 |
97,000 |
97,010 |
70 000 |
67,91 |
4 |
TOTAL |
840 000 |
825,16 |
46 |
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 |
1,27 |
1,08 |
99,51 |
1,17 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,82 |
1,39 |
1,30 |
98,78 |
1,35 |
PS0719 |
PL0000108148 |
102,09 |
102,20 |
1,43 |
1,34 |
102,15 |
1,38 |
DS1019 |
PL0000105441 |
105,64 |
105,76 |
1,45 |
1,37 |
105,70 |
1,41 |
WZ0120 |
PL0000108601 |
100,48 |
100,65 |
--- |
--- |
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 |
1,64 |
DS1020 |
PL0000106126 |
108,32 |
108,50 |
1,70 |
1,63 |
108,41 |
1,67 |
WZ0121 |
PL0000106068 |
100,47 |
100,68 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,18 |
100,39 |
1,93 |
1,86 |
100,29 |
1,89 |
PS0721 |
PL0000109153 |
99,19 |
99,36 |
2,01 |
1,96 |
99,28 |
1,98 |
DS1021 |
PL0000106670 |
112,08 |
112,35 |
2,05 |
1,97 |
112,22 |
2,01 |
PS0422 |
PL0000109492 |
99,85 |
100,06 |
2,29 |
2,23 |
99,96 |
2,26 |
WS0922 |
PL0000102646 |
113,80 |
114,09 |
2,36 |
2,29 |
113,95 |
2,32 |
WZ1122 |
PL0000109377 |
99,93 |
100,13 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
99,90 |
100,11 |
2,52 |
2,47 |
100,01 |
2,49 |
IZ0823 |
PL0000105359 |
112,18 |
113,16 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,97 |
2,65 |
2,60 |
106,84 |
2,63 |
WZ0124 |
PL0000107454 |
99,32 |
99,62 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
99,13 |
99,51 |
--- |
--- |
99,32 |
--- |
DS0725 |
PL0000108197 |
101,46 |
101,86 |
3,02 |
2,95 |
101,66 |
2,99 |
WZ0126 |
PL0000108817 |
98,02 |
98,32 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
95,40 |
95,83 |
3,14 |
3,08 |
95,62 |
3,11 |
DS0727 |
PL0000109427 |
94,47 |
94,78 |
3,20 |
3,16 |
94,63 |
3,18 |
WS0428 |
PL0000107611 |
95,76 |
96,20 |
3,25 |
3,20 |
95,98 |
3,23 |
WZ0528 |
PL0000110383 |
96,92 |
97,26 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
123,39 |
124,01 |
3,18 |
3,12 |
123,70 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,46 |
99,55 |
1,30 |
1,08 |
99,51 |
1,17 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,74 |
98,82 |
1,39 |
1,30 |
98,78 |
1,35 |
PS0719 |
PL0000108148 |
102,10 |
102,20 |
1,42 |
1,34 |
102,15 |
1,38 |
DS1019 |
PL0000105441 |
105,65 |
105,76 |
1,44 |
1,37 |
105,71 |
1,40 |
WZ0120 |
PL0000108601 |
100,48 |
100,65 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,91 |
1,61 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,46 |
96,61 |
1,67 |
1,60 |
96,54 |
1,64 |
DS1020 |
PL0000106126 |
108,30 |
108,49 |
1,71 |
1,64 |
108,40 |
1,67 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,38 |
1,92 |
1,86 |
100,31 |
1,89 |
PS0721 |
PL0000109153 |
99,19 |
99,37 |
2,01 |
1,95 |
99,28 |
1,98 |
DS1021 |
PL0000106670 |
112,08 |
112,37 |
2,05 |
1,97 |
112,23 |
2,01 |
PS0422 |
PL0000109492 |
99,93 |
100,10 |
2,27 |
2,22 |
100,02 |
2,24 |
WS0922 |
PL0000102646 |
113,89 |
114,15 |
2,34 |
2,28 |
114,02 |
2,31 |
WZ1122 |
PL0000109377 |
99,90 |
100,10 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
99,96 |
100,16 |
2,51 |
2,46 |
100,06 |
2,48 |
IZ0823 |
PL0000105359 |
112,21 |
113,12 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,99 |
2,65 |
2,60 |
106,85 |
2,62 |
WZ0124 |
PL0000107454 |
99,19 |
99,44 |
--- |
--- |
99,32 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,44 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
101,48 |
101,91 |
3,01 |
2,95 |
101,70 |
2,98 |
WZ0126 |
PL0000108817 |
97,93 |
98,19 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
95,52 |
95,85 |
3,13 |
3,08 |
95,69 |
3,10 |
DS0727 |
PL0000109427 |
94,52 |
94,83 |
3,20 |
3,16 |
94,68 |
3,18 |
WS0428 |
PL0000107611 |
95,82 |
96,23 |
3,25 |
3,20 |
96,03 |
3,22 |
WZ0528 |
PL0000110383 |
96,84 |
97,16 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
123,50 |
124,09 |
3,17 |
3,11 |
123,80 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
45 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
110 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
275 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
100 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
85 |
TOTAL |
615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.