2018-05-29 |
MARKET DATA |
No 101 (3384) |
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 |
905,00 |
923,93 |
51 |
0,00 |
0,00 |
0 |
905,00 |
923,93 |
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 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,50 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,81 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,60 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,86 |
99,90 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
7 500 |
7,50 |
1 |
OK0720 |
PL0000110375 |
96,51 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,30 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,24 |
100,20 |
100,240 |
100,240 |
100,220 |
100,220 |
100,230 |
25 000 |
25,11 |
3 |
PS0721 |
PL0000109153 |
99,26 |
99,17 |
99,180 |
99,200 |
99,180 |
99,190 |
99,190 |
70 000 |
70,48 |
5 |
DS1021 |
PL0000106670 |
112,20 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,13 |
99,95 |
100,080 |
100,080 |
99,970 |
99,990 |
99,994 |
157 500 |
157,85 |
12 |
WS0922 |
PL0000102646 |
114,08 |
113,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,30 |
99,95 |
100,220 |
100,220 |
99,950 |
99,950 |
100,119 |
75 000 |
75,74 |
3 |
DS1023 |
PL0000107264 |
107,11 |
106,75 |
107,110 |
107,110 |
107,090 |
107,090 |
107,099 |
170 000 |
186,15 |
7 |
DS0725 |
PL0000108197 |
101,88 |
101,53 |
101,860 |
101,860 |
101,500 |
101,500 |
101,820 |
90 000 |
94,13 |
5 |
DS0726 |
PL0000108866 |
95,80 |
95,43 |
95,400 |
95,400 |
95,390 |
95,400 |
95,395 |
20 000 |
19,51 |
3 |
DS0727 |
PL0000109427 |
94,82 |
94,40 |
94,520 |
94,550 |
94,320 |
94,400 |
94,438 |
65 000 |
62,77 |
7 |
WS0428 |
PL0000107611 |
96,13 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,75 |
123,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,01 |
140,57 |
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 |
112,95 |
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 |
100,51 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
99,97 |
100,020 |
100,020 |
99,970 |
99,970 |
99,977 |
215 000 |
215,02 |
4 |
WZ0124 |
PL0000107454 |
99,27 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,05 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,95 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,72 |
96,720 |
96,720 |
96,720 |
96,720 |
96,720 |
10 000 |
9,68 |
1 |
TOTAL |
905 000 |
923,93 |
51 |
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 |
99,58 |
1,33 |
1,05 |
99,53 |
1,18 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,78 |
98,85 |
1,37 |
1,29 |
98,82 |
1,33 |
PS0719 |
PL0000108148 |
102,06 |
102,20 |
1,43 |
1,30 |
102,13 |
1,37 |
DS1019 |
PL0000105441 |
105,58 |
105,73 |
1,44 |
1,34 |
105,66 |
1,38 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,84 |
100,00 |
1,58 |
1,50 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,50 |
96,64 |
1,67 |
1,60 |
96,57 |
1,64 |
DS1020 |
PL0000106126 |
108,30 |
108,50 |
1,69 |
1,61 |
108,40 |
1,65 |
WZ0121 |
PL0000106068 |
100,46 |
100,66 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,22 |
100,44 |
1,92 |
1,84 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,24 |
99,45 |
2,00 |
1,93 |
99,35 |
1,96 |
DS1021 |
PL0000106670 |
112,18 |
112,44 |
2,00 |
1,93 |
112,31 |
1,97 |
PS0422 |
PL0000109492 |
100,10 |
100,29 |
2,22 |
2,17 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
114,07 |
114,36 |
2,28 |
2,22 |
114,22 |
2,25 |
WZ1122 |
PL0000109377 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,50 |
2,44 |
2,38 |
100,38 |
2,41 |
IZ0823 |
PL0000105359 |
112,27 |
113,20 |
--- |
--- |
112,74 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,37 |
2,57 |
2,52 |
107,23 |
2,55 |
WZ0124 |
PL0000107454 |
99,18 |
99,49 |
--- |
--- |
99,34 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,38 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,30 |
2,95 |
2,89 |
102,08 |
2,92 |
WZ0126 |
PL0000108817 |
97,86 |
98,28 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
95,73 |
96,16 |
3,10 |
3,04 |
95,95 |
3,07 |
DS0727 |
PL0000109427 |
94,72 |
95,05 |
3,17 |
3,13 |
94,89 |
3,15 |
WS0428 |
PL0000107611 |
96,11 |
96,55 |
3,21 |
3,16 |
96,33 |
3,19 |
WZ0528 |
PL0000110383 |
96,66 |
97,22 |
--- |
--- |
96,94 |
--- |
WS0429 |
PL0000105391 |
123,70 |
124,37 |
3,14 |
3,08 |
124,04 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,48 |
99,59 |
1,31 |
1,03 |
99,54 |
1,16 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,78 |
98,86 |
1,37 |
1,28 |
98,82 |
1,33 |
PS0719 |
PL0000108148 |
102,08 |
102,18 |
1,41 |
1,32 |
102,13 |
1,37 |
DS1019 |
PL0000105441 |
105,59 |
105,73 |
1,43 |
1,34 |
105,66 |
1,38 |
WZ0120 |
PL0000108601 |
100,41 |
100,65 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,94 |
1,59 |
1,53 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,47 |
96,63 |
1,69 |
1,61 |
96,55 |
1,65 |
DS1020 |
PL0000106126 |
108,24 |
108,43 |
1,71 |
1,63 |
108,34 |
1,67 |
WZ0121 |
PL0000106068 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,18 |
100,32 |
1,93 |
1,88 |
100,25 |
1,91 |
PS0721 |
PL0000109153 |
99,18 |
99,35 |
2,02 |
1,96 |
99,27 |
1,99 |
DS1021 |
PL0000106670 |
112,07 |
112,32 |
2,03 |
1,96 |
112,20 |
2,00 |
PS0422 |
PL0000109492 |
99,90 |
100,08 |
2,27 |
2,23 |
99,99 |
2,25 |
WS0922 |
PL0000102646 |
113,88 |
114,07 |
2,32 |
2,28 |
113,98 |
2,30 |
WZ1122 |
PL0000109377 |
99,86 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,04 |
100,23 |
2,49 |
2,44 |
100,14 |
2,46 |
IZ0823 |
PL0000105359 |
112,26 |
113,26 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
106,81 |
107,03 |
2,63 |
2,58 |
106,92 |
2,61 |
WZ0124 |
PL0000107454 |
99,11 |
99,38 |
--- |
--- |
99,25 |
--- |
WZ0524 |
PL0000110615 |
98,82 |
99,27 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
101,45 |
101,83 |
3,02 |
2,96 |
101,64 |
2,99 |
WZ0126 |
PL0000108817 |
97,65 |
98,18 |
--- |
--- |
97,92 |
--- |
DS0726 |
PL0000108866 |
95,37 |
95,69 |
3,15 |
3,10 |
95,53 |
3,13 |
DS0727 |
PL0000109427 |
94,40 |
94,65 |
3,21 |
3,18 |
94,53 |
3,20 |
WS0428 |
PL0000107611 |
95,65 |
95,95 |
3,27 |
3,23 |
95,80 |
3,25 |
WZ0528 |
PL0000110383 |
96,43 |
97,02 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
123,14 |
123,78 |
3,20 |
3,14 |
123,46 |
3,17 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.