2018-05-30 |
MARKET DATA |
No 102 (3385) |
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 |
807,50 |
813,87 |
40 |
0,00 |
0,00 |
0 |
807,50 |
813,87 |
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 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,53 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,82 |
98,82 |
98,820 |
98,820 |
98,820 |
98,820 |
98,820 |
55 000 |
54,35 |
3 |
PS0719 |
PL0000108148 |
102,09 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,60 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,53 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,32 |
108,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,28 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,29 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,18 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,22 |
99,99 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
10 000 |
10,05 |
1 |
WS0922 |
PL0000102646 |
114,07 |
113,94 |
114,180 |
114,180 |
114,180 |
114,180 |
114,180 |
50 000 |
59,09 |
1 |
PS0123 |
PL0000110151 |
100,29 |
100,05 |
100,050 |
100,310 |
100,050 |
100,310 |
100,123 |
70 000 |
70,71 |
4 |
DS1023 |
PL0000107264 |
107,06 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,41 |
101,500 |
101,800 |
101,500 |
101,770 |
101,663 |
70 000 |
73,12 |
7 |
DS0726 |
PL0000108866 |
95,56 |
95,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,60 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,90 |
95,57 |
95,500 |
95,900 |
95,480 |
95,900 |
95,512 |
100 000 |
95,81 |
9 |
WS0429 |
PL0000105391 |
123,52 |
123,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,73 |
139,89 |
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 |
112,51 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,49 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
99,90 |
99,900 |
100,040 |
99,900 |
100,040 |
100,020 |
390 000 |
390,27 |
10 |
WZ0124 |
PL0000107454 |
99,26 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,88 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,75 |
96,66 |
96,750 |
96,750 |
96,700 |
96,700 |
96,707 |
62 500 |
60,47 |
5 |
TOTAL |
807 500 |
813,87 |
40 |
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 |
99,49 |
99,59 |
1,31 |
1,05 |
99,54 |
1,18 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,79 |
98,86 |
1,38 |
1,30 |
98,83 |
1,33 |
PS0719 |
PL0000108148 |
102,07 |
102,18 |
1,40 |
1,31 |
102,13 |
1,35 |
DS1019 |
PL0000105441 |
105,54 |
105,66 |
1,44 |
1,36 |
105,60 |
1,40 |
WZ0120 |
PL0000108601 |
100,42 |
100,63 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,97 |
1,58 |
1,51 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,48 |
96,63 |
1,69 |
1,61 |
96,56 |
1,65 |
DS1020 |
PL0000106126 |
108,21 |
108,41 |
1,71 |
1,63 |
108,31 |
1,67 |
WZ0121 |
PL0000106068 |
100,44 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,12 |
100,32 |
1,95 |
1,88 |
100,22 |
1,92 |
PS0721 |
PL0000109153 |
99,12 |
99,34 |
2,04 |
1,97 |
99,23 |
2,00 |
DS1021 |
PL0000106670 |
111,98 |
112,27 |
2,05 |
1,97 |
112,13 |
2,01 |
PS0422 |
PL0000109492 |
99,86 |
100,11 |
2,29 |
2,22 |
99,99 |
2,25 |
WS0922 |
PL0000102646 |
113,75 |
114,05 |
2,35 |
2,28 |
113,90 |
2,31 |
WZ1122 |
PL0000109377 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
99,95 |
100,20 |
2,51 |
2,45 |
100,08 |
2,48 |
IZ0823 |
PL0000105359 |
112,28 |
113,13 |
--- |
--- |
112,71 |
--- |
DS1023 |
PL0000107264 |
106,69 |
106,98 |
2,65 |
2,59 |
106,84 |
2,62 |
WZ0124 |
PL0000107454 |
99,09 |
99,36 |
--- |
--- |
99,23 |
--- |
WZ0524 |
PL0000110615 |
98,85 |
99,31 |
--- |
--- |
99,08 |
--- |
DS0725 |
PL0000108197 |
101,35 |
101,79 |
3,03 |
2,96 |
101,57 |
3,00 |
WZ0126 |
PL0000108817 |
97,74 |
98,14 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,60 |
3,18 |
3,12 |
95,38 |
3,15 |
DS0727 |
PL0000109427 |
94,18 |
94,55 |
3,24 |
3,19 |
94,37 |
3,22 |
WS0428 |
PL0000107611 |
95,51 |
95,96 |
3,29 |
3,23 |
95,74 |
3,26 |
WZ0528 |
PL0000110383 |
96,58 |
97,03 |
--- |
--- |
96,81 |
--- |
WS0429 |
PL0000105391 |
123,01 |
123,62 |
3,21 |
3,15 |
123,32 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,51 |
99,59 |
1,26 |
1,05 |
99,55 |
1,15 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,79 |
98,85 |
1,38 |
1,31 |
98,82 |
1,34 |
PS0719 |
PL0000108148 |
102,07 |
102,18 |
1,40 |
1,31 |
102,13 |
1,35 |
DS1019 |
PL0000105441 |
105,57 |
105,67 |
1,42 |
1,35 |
105,62 |
1,39 |
WZ0120 |
PL0000108601 |
100,42 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,95 |
1,57 |
1,52 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,51 |
96,66 |
1,67 |
1,60 |
96,59 |
1,63 |
DS1020 |
PL0000106126 |
108,28 |
108,41 |
1,68 |
1,63 |
108,35 |
1,65 |
WZ0121 |
PL0000106068 |
100,43 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,37 |
1,91 |
1,86 |
100,31 |
1,89 |
PS0721 |
PL0000109153 |
99,26 |
99,38 |
1,99 |
1,95 |
99,32 |
1,97 |
DS1021 |
PL0000106670 |
112,15 |
112,31 |
2,00 |
1,96 |
112,23 |
1,98 |
PS0422 |
PL0000109492 |
100,11 |
100,28 |
2,22 |
2,17 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
114,04 |
114,21 |
2,28 |
2,24 |
114,13 |
2,26 |
WZ1122 |
PL0000109377 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,23 |
100,43 |
2,44 |
2,40 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
112,14 |
113,08 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,16 |
2,59 |
2,56 |
107,08 |
2,57 |
WZ0124 |
PL0000107454 |
99,15 |
99,46 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
98,86 |
99,26 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
101,70 |
101,95 |
2,98 |
2,94 |
101,83 |
2,96 |
WZ0126 |
PL0000108817 |
97,79 |
98,08 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
95,49 |
95,76 |
3,13 |
3,09 |
95,63 |
3,11 |
DS0727 |
PL0000109427 |
94,53 |
94,79 |
3,20 |
3,16 |
94,66 |
3,18 |
WS0428 |
PL0000107611 |
95,80 |
96,05 |
3,25 |
3,22 |
95,93 |
3,23 |
WZ0528 |
PL0000110383 |
96,57 |
96,96 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
123,43 |
123,96 |
3,17 |
3,12 |
123,70 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.