2018-06-04 |
MARKET DATA |
No 104 (3387) |
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 |
285,00 |
286,08 |
24 |
440,00 |
462,03 |
12 |
725,00 |
748,11 |
36 |
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 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,54 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,84 |
98,86 |
98,860 |
98,860 |
98,860 |
98,860 |
98,860 |
10 000 |
9,89 |
2 |
PS0719 |
PL0000108148 |
102,09 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,59 |
105,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,87 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,58 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,33 |
108,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,33 |
100,36 |
100,330 |
100,330 |
100,310 |
100,310 |
100,318 |
125 000 |
125,69 |
5 |
PS0721 |
PL0000109153 |
99,35 |
99,37 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
10 000 |
10,08 |
1 |
DS1021 |
PL0000106670 |
112,22 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,22 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,17 |
114,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,49 |
100,44 |
100,490 |
100,490 |
100,410 |
100,410 |
100,439 |
105 000 |
106,41 |
11 |
DS1023 |
PL0000107264 |
107,22 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,91 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,75 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,95 |
94,83 |
95,010 |
95,020 |
95,010 |
95,020 |
95,017 |
35 000 |
34,01 |
5 |
WS0428 |
PL0000107611 |
96,28 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,91 |
123,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,85 |
113,25 |
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 |
100,47 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,02 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,02 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,90 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
286,08 |
24 |
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 |
99,52 |
99,60 |
1,25 |
1,04 |
99,56 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,89 |
1,36 |
1,27 |
98,85 |
1,31 |
PS0719 |
PL0000108148 |
102,07 |
102,18 |
1,40 |
1,30 |
102,13 |
1,34 |
DS1019 |
PL0000105441 |
105,56 |
105,68 |
1,42 |
1,33 |
105,62 |
1,37 |
WZ0120 |
PL0000108601 |
100,43 |
100,66 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,98 |
1,58 |
1,51 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,54 |
96,68 |
1,66 |
1,59 |
96,61 |
1,63 |
DS1020 |
PL0000106126 |
108,25 |
108,45 |
1,69 |
1,61 |
108,35 |
1,65 |
WZ0121 |
PL0000106068 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,44 |
1,90 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,26 |
99,45 |
1,99 |
1,93 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
112,09 |
112,38 |
2,01 |
1,93 |
112,24 |
1,97 |
PS0422 |
PL0000109492 |
100,08 |
100,33 |
2,23 |
2,16 |
100,21 |
2,19 |
WS0922 |
PL0000102646 |
114,03 |
114,31 |
2,28 |
2,22 |
114,17 |
2,25 |
WZ1122 |
PL0000109377 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,28 |
100,55 |
2,43 |
2,37 |
100,42 |
2,40 |
IZ0823 |
PL0000105359 |
112,54 |
113,51 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,47 |
2,55 |
2,50 |
107,32 |
2,53 |
WZ0124 |
PL0000107454 |
99,22 |
99,56 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
98,86 |
99,20 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,27 |
2,96 |
2,89 |
102,05 |
2,92 |
WZ0126 |
PL0000108817 |
97,83 |
98,21 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
95,64 |
96,08 |
3,11 |
3,05 |
95,86 |
3,08 |
DS0727 |
PL0000109427 |
94,67 |
95,10 |
3,18 |
3,12 |
94,89 |
3,15 |
WS0428 |
PL0000107611 |
96,06 |
96,49 |
3,22 |
3,17 |
96,28 |
3,19 |
WZ0528 |
PL0000110383 |
96,54 |
97,01 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
123,56 |
124,10 |
3,16 |
3,10 |
123,83 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,52 |
99,60 |
1,25 |
1,04 |
99,56 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,88 |
1,36 |
1,28 |
98,85 |
1,31 |
PS0719 |
PL0000108148 |
102,08 |
102,18 |
1,39 |
1,30 |
102,13 |
1,34 |
DS1019 |
PL0000105441 |
105,57 |
105,68 |
1,41 |
1,33 |
105,63 |
1,37 |
WZ0120 |
PL0000108601 |
100,43 |
100,66 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,95 |
1,58 |
1,52 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,55 |
96,67 |
1,66 |
1,60 |
96,61 |
1,63 |
DS1020 |
PL0000106126 |
108,29 |
108,42 |
1,67 |
1,62 |
108,36 |
1,64 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,29 |
100,42 |
1,89 |
1,85 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,31 |
99,44 |
1,98 |
1,93 |
99,38 |
1,95 |
DS1021 |
PL0000106670 |
112,17 |
112,36 |
1,99 |
1,94 |
112,27 |
1,96 |
PS0422 |
PL0000109492 |
100,17 |
100,31 |
2,20 |
2,16 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
114,11 |
114,35 |
2,26 |
2,21 |
114,23 |
2,24 |
WZ1122 |
PL0000109377 |
99,99 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,35 |
100,50 |
2,42 |
2,38 |
100,43 |
2,40 |
IZ0823 |
PL0000105359 |
112,59 |
113,51 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
107,15 |
107,34 |
2,56 |
2,52 |
107,25 |
2,54 |
WZ0124 |
PL0000107454 |
99,27 |
99,58 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
98,96 |
99,30 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,07 |
2,96 |
2,92 |
101,94 |
2,94 |
WZ0126 |
PL0000108817 |
97,92 |
98,26 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
95,64 |
96,04 |
3,11 |
3,05 |
95,84 |
3,08 |
DS0727 |
PL0000109427 |
94,66 |
94,92 |
3,18 |
3,15 |
94,79 |
3,16 |
WS0428 |
PL0000107611 |
96,08 |
96,37 |
3,22 |
3,18 |
96,23 |
3,20 |
WZ0528 |
PL0000110383 |
96,73 |
97,08 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
123,67 |
124,23 |
3,14 |
3,09 |
123,95 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
110 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
145 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
TOTAL |
440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.