2018-05-24 |
MARKET DATA |
No 98 (3381) |
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 |
380,00 |
373,30 |
30 |
1 020,00 |
1 087,09 |
11 |
1 400,00 |
1 460,39 |
41 |
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 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,49 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,77 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,10 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,64 |
105,70 |
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 |
96,50 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,35 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,26 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,17 |
112,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,03 |
100,03 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
30 000 |
30,07 |
3 |
WS0922 |
PL0000102646 |
114,00 |
114,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,08 |
100,08 |
100,080 |
100,100 |
100,080 |
100,100 |
100,087 |
30 000 |
30,28 |
3 |
DS1023 |
PL0000107264 |
106,83 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,70 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,80 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,90 |
94,72 |
94,780 |
94,900 |
94,740 |
94,740 |
94,849 |
70 000 |
67,87 |
11 |
WS0428 |
PL0000107611 |
96,22 |
96,21 |
96,350 |
96,360 |
96,350 |
96,360 |
96,358 |
75 000 |
72,46 |
6 |
WS0429 |
PL0000105391 |
124,01 |
124,03 |
123,930 |
123,930 |
123,930 |
123,930 |
123,930 |
5 000 |
6,22 |
1 |
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 |
112,49 |
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 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,37 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
25 000 |
25,00 |
2 |
WZ0524 |
PL0000110615 |
99,20 |
99,30 |
99,300 |
99,310 |
99,300 |
99,310 |
99,307 |
35 000 |
34,76 |
2 |
WZ0126 |
PL0000108817 |
98,09 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,00 |
96,93 |
96,980 |
96,980 |
96,930 |
96,930 |
96,935 |
110 000 |
106,64 |
2 |
TOTAL |
380 000 |
373,30 |
30 |
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 |
99,57 |
1,30 |
1,05 |
99,52 |
1,17 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,75 |
98,83 |
1,39 |
1,30 |
98,79 |
1,35 |
PS0719 |
PL0000108148 |
102,08 |
102,20 |
1,42 |
1,32 |
102,14 |
1,37 |
DS1019 |
PL0000105441 |
105,61 |
105,73 |
1,45 |
1,37 |
105,67 |
1,41 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,92 |
1,62 |
1,54 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,48 |
96,64 |
1,67 |
1,59 |
96,56 |
1,63 |
DS1020 |
PL0000106126 |
108,30 |
108,49 |
1,70 |
1,62 |
108,40 |
1,66 |
WZ0121 |
PL0000106068 |
100,47 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,22 |
100,43 |
1,92 |
1,84 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,25 |
99,44 |
1,99 |
1,93 |
99,35 |
1,96 |
DS1021 |
PL0000106670 |
112,12 |
112,40 |
2,03 |
1,95 |
112,26 |
1,99 |
PS0422 |
PL0000109492 |
99,95 |
100,15 |
2,26 |
2,21 |
100,05 |
2,23 |
WS0922 |
PL0000102646 |
113,95 |
114,20 |
2,32 |
2,26 |
114,08 |
2,29 |
WZ1122 |
PL0000109377 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,02 |
100,26 |
2,49 |
2,44 |
100,14 |
2,46 |
IZ0823 |
PL0000105359 |
112,16 |
113,15 |
--- |
--- |
112,66 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,10 |
2,63 |
2,57 |
106,95 |
2,60 |
WZ0124 |
PL0000107454 |
99,21 |
99,44 |
--- |
--- |
99,33 |
--- |
WZ0524 |
PL0000110615 |
99,05 |
99,38 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
101,65 |
102,09 |
2,99 |
2,92 |
101,87 |
2,95 |
WZ0126 |
PL0000108817 |
97,97 |
98,30 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
95,59 |
96,02 |
3,12 |
3,06 |
95,81 |
3,09 |
DS0727 |
PL0000109427 |
94,70 |
94,98 |
3,17 |
3,14 |
94,84 |
3,15 |
WS0428 |
PL0000107611 |
96,04 |
96,48 |
3,22 |
3,17 |
96,26 |
3,19 |
WZ0528 |
PL0000110383 |
96,76 |
97,12 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
123,65 |
124,26 |
3,15 |
3,09 |
123,96 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,47 |
99,56 |
1,30 |
1,08 |
99,52 |
1,17 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,75 |
98,83 |
1,39 |
1,30 |
98,79 |
1,35 |
PS0719 |
PL0000108148 |
102,08 |
102,19 |
1,42 |
1,33 |
102,14 |
1,37 |
DS1019 |
PL0000105441 |
105,61 |
105,73 |
1,45 |
1,37 |
105,67 |
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 |
96,47 |
96,62 |
1,68 |
1,60 |
96,55 |
1,64 |
DS1020 |
PL0000106126 |
108,29 |
108,46 |
1,70 |
1,64 |
108,38 |
1,67 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,20 |
100,39 |
1,93 |
1,86 |
100,30 |
1,89 |
PS0721 |
PL0000109153 |
99,22 |
99,41 |
2,00 |
1,94 |
99,32 |
1,97 |
DS1021 |
PL0000106670 |
112,07 |
112,35 |
2,04 |
1,97 |
112,21 |
2,00 |
PS0422 |
PL0000109492 |
99,93 |
100,12 |
2,27 |
2,22 |
100,03 |
2,24 |
WS0922 |
PL0000102646 |
113,89 |
114,14 |
2,33 |
2,27 |
114,02 |
2,30 |
WZ1122 |
PL0000109377 |
99,94 |
100,14 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,03 |
100,18 |
2,49 |
2,46 |
100,11 |
2,47 |
IZ0823 |
PL0000105359 |
112,24 |
113,15 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,05 |
2,64 |
2,58 |
106,91 |
2,61 |
WZ0124 |
PL0000107454 |
99,24 |
99,48 |
--- |
--- |
99,36 |
--- |
WZ0524 |
PL0000110615 |
99,05 |
99,41 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,05 |
2,98 |
2,93 |
101,86 |
2,95 |
WZ0126 |
PL0000108817 |
97,95 |
98,28 |
--- |
--- |
98,12 |
--- |
DS0726 |
PL0000108866 |
95,64 |
95,94 |
3,11 |
3,07 |
95,79 |
3,09 |
DS0727 |
PL0000109427 |
94,67 |
94,89 |
3,18 |
3,15 |
94,78 |
3,16 |
WS0428 |
PL0000107611 |
96,04 |
96,32 |
3,22 |
3,19 |
96,18 |
3,20 |
WZ0528 |
PL0000110383 |
96,81 |
97,21 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
123,76 |
124,23 |
3,14 |
3,10 |
124,00 |
3,12 |
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 |
1,250 |
1,250 |
1,250 |
10 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
10 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
210 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
330 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,250 |
1,300 |
1,290 |
100 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,250 |
1,300 |
1,260 |
260 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.