2018-06-01 |
MARKET DATA |
No 103 (3386) |
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 |
315,00 |
321,25 |
21 |
695,00 |
763,98 |
11 |
1 010,00 |
1 085,23 |
32 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,55 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,83 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,13 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,59 |
105,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,59 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,27 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,21 |
112,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,24 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,19 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,32 |
107,20 |
107,300 |
107,320 |
107,300 |
107,320 |
107,310 |
60 000 |
65,85 |
3 |
DS0725 |
PL0000108197 |
102,02 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,89 |
95,82 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
20 000 |
19,61 |
1 |
DS0727 |
PL0000109427 |
95,08 |
94,72 |
94,720 |
95,080 |
94,720 |
94,860 |
94,972 |
190 000 |
184,55 |
11 |
WS0428 |
PL0000107611 |
96,27 |
96,17 |
96,200 |
96,360 |
96,200 |
96,360 |
96,294 |
25 000 |
24,15 |
3 |
WS0429 |
PL0000105391 |
124,17 |
123,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,04 |
141,16 |
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 |
112,98 |
112,90 |
112,900 |
112,900 |
112,900 |
112,900 |
112,900 |
20 000 |
27,09 |
3 |
WZ0119 |
PL0000107603 |
100,34 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,06 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,88 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,80 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
321,25 |
21 |
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 |
99,50 |
99,60 |
1,29 |
1,03 |
99,55 |
1,16 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,80 |
98,87 |
1,37 |
1,29 |
98,84 |
1,32 |
PS0719 |
PL0000108148 |
102,08 |
102,16 |
1,39 |
1,32 |
102,12 |
1,36 |
DS1019 |
PL0000105441 |
105,53 |
105,65 |
1,44 |
1,36 |
105,59 |
1,40 |
WZ0120 |
PL0000108601 |
100,42 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,97 |
1,58 |
1,51 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,50 |
96,66 |
1,68 |
1,60 |
96,58 |
1,64 |
DS1020 |
PL0000106126 |
108,24 |
108,44 |
1,69 |
1,61 |
108,34 |
1,65 |
WZ0121 |
PL0000106068 |
100,44 |
100,64 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,44 |
1,91 |
1,84 |
100,34 |
1,88 |
PS0721 |
PL0000109153 |
99,23 |
99,44 |
2,00 |
1,93 |
99,34 |
1,97 |
DS1021 |
PL0000106670 |
112,12 |
112,39 |
2,01 |
1,93 |
112,26 |
1,97 |
PS0422 |
PL0000109492 |
100,08 |
100,34 |
2,23 |
2,16 |
100,21 |
2,19 |
WS0922 |
PL0000102646 |
114,01 |
114,30 |
2,29 |
2,22 |
114,16 |
2,25 |
WZ1122 |
PL0000109377 |
99,93 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,24 |
100,47 |
2,44 |
2,39 |
100,36 |
2,41 |
IZ0823 |
PL0000105359 |
112,14 |
113,17 |
--- |
--- |
112,66 |
--- |
DS1023 |
PL0000107264 |
106,97 |
107,26 |
2,59 |
2,54 |
107,12 |
2,56 |
WZ0124 |
PL0000107454 |
99,18 |
99,49 |
--- |
--- |
99,34 |
--- |
WZ0524 |
PL0000110615 |
98,87 |
99,27 |
--- |
--- |
99,07 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,08 |
2,98 |
2,92 |
101,88 |
2,95 |
WZ0126 |
PL0000108817 |
97,80 |
98,17 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
95,42 |
95,85 |
3,14 |
3,08 |
95,64 |
3,11 |
DS0727 |
PL0000109427 |
94,46 |
94,88 |
3,21 |
3,15 |
94,67 |
3,18 |
WS0428 |
PL0000107611 |
95,83 |
96,25 |
3,25 |
3,20 |
96,04 |
3,22 |
WZ0528 |
PL0000110383 |
96,61 |
97,02 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,98 |
3,18 |
3,12 |
123,66 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,53 |
99,62 |
1,21 |
0,98 |
99,58 |
1,08 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,88 |
1,36 |
1,28 |
98,85 |
1,31 |
PS0719 |
PL0000108148 |
102,07 |
102,19 |
1,40 |
1,29 |
102,13 |
1,35 |
DS1019 |
PL0000105441 |
105,57 |
105,65 |
1,42 |
1,36 |
105,61 |
1,39 |
WZ0120 |
PL0000108601 |
100,43 |
100,67 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,95 |
1,58 |
1,52 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,52 |
96,67 |
1,67 |
1,60 |
96,60 |
1,63 |
DS1020 |
PL0000106126 |
108,25 |
108,45 |
1,69 |
1,61 |
108,35 |
1,65 |
WZ0121 |
PL0000106068 |
100,46 |
100,68 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,44 |
1,90 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,29 |
99,43 |
1,98 |
1,94 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
112,12 |
112,39 |
2,01 |
1,93 |
112,26 |
1,97 |
PS0422 |
PL0000109492 |
100,07 |
100,33 |
2,23 |
2,16 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
114,03 |
114,32 |
2,28 |
2,22 |
114,18 |
2,25 |
WZ1122 |
PL0000109377 |
99,98 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,45 |
2,44 |
2,39 |
100,36 |
2,41 |
IZ0823 |
PL0000105359 |
112,49 |
113,53 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,31 |
2,58 |
2,53 |
107,18 |
2,55 |
WZ0124 |
PL0000107454 |
99,21 |
99,56 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
98,85 |
99,27 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,19 |
2,96 |
2,90 |
102,00 |
2,93 |
WZ0126 |
PL0000108817 |
97,81 |
98,21 |
--- |
--- |
98,01 |
--- |
DS0726 |
PL0000108866 |
95,72 |
96,03 |
3,10 |
3,06 |
95,88 |
3,08 |
DS0727 |
PL0000109427 |
94,72 |
94,97 |
3,17 |
3,14 |
94,85 |
3,16 |
WS0428 |
PL0000107611 |
95,96 |
96,34 |
3,23 |
3,18 |
96,15 |
3,21 |
WZ0528 |
PL0000110383 |
96,52 |
97,01 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
123,53 |
124,18 |
3,16 |
3,10 |
123,86 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
65 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
40 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
5 |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
40 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
75 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
210 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
170 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.