2018-06-05 |
MARKET DATA |
No 105 (3388) |
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 |
292,50 |
290,86 |
19 |
1 195,00 |
1 206,39 |
14 |
1 487,50 |
1 497,25 |
33 |
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 |
100,15 |
100,20 |
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 |
98,83 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,09 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,58 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,59 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,27 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,33 |
100,35 |
100,330 |
100,330 |
100,330 |
100,330 |
100,330 |
10 000 |
10,06 |
1 |
PS0721 |
PL0000109153 |
99,33 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,15 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,25 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
10 000 |
10,05 |
1 |
WS0922 |
PL0000102646 |
114,15 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,42 |
100,500 |
100,500 |
100,420 |
100,420 |
100,449 |
107 500 |
108,96 |
9 |
DS1023 |
PL0000107264 |
107,23 |
107,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,84 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,78 |
95,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,90 |
94,70 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
100 000 |
97,07 |
1 |
WS0428 |
PL0000107611 |
96,18 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,80 |
123,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,61 |
141,20 |
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 |
112,90 |
113,33 |
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 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,54 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
10 000 |
10,12 |
1 |
WZ1122 |
PL0000109377 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,26 |
99,24 |
99,260 |
99,260 |
99,250 |
99,250 |
99,256 |
50 000 |
49,66 |
5 |
WZ0126 |
PL0000108817 |
98,03 |
98,12 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
5 000 |
4,94 |
1 |
WZ0528 |
PL0000110383 |
96,95 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
292 500 |
290,86 |
19 |
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 |
1,26 |
1,05 |
99,56 |
1,15 |
WZ0119 |
PL0000107603 |
100,31 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,89 |
1,37 |
1,27 |
98,85 |
1,32 |
PS0719 |
PL0000108148 |
102,07 |
102,18 |
1,39 |
1,29 |
102,13 |
1,34 |
DS1019 |
PL0000105441 |
105,55 |
105,67 |
1,41 |
1,33 |
105,61 |
1,37 |
WZ0120 |
PL0000108601 |
100,43 |
100,67 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,96 |
1,59 |
1,52 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,57 |
96,68 |
1,65 |
1,59 |
96,63 |
1,62 |
DS1020 |
PL0000106126 |
108,26 |
108,45 |
1,68 |
1,60 |
108,36 |
1,64 |
WZ0121 |
PL0000106068 |
100,46 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,47 |
1,90 |
1,83 |
100,38 |
1,86 |
PS0721 |
PL0000109153 |
99,31 |
99,48 |
1,98 |
1,92 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
112,14 |
112,42 |
2,00 |
1,92 |
112,28 |
1,96 |
PS0422 |
PL0000109492 |
100,21 |
100,43 |
2,19 |
2,13 |
100,32 |
2,16 |
WS0922 |
PL0000102646 |
114,13 |
114,42 |
2,26 |
2,19 |
114,28 |
2,22 |
WZ1122 |
PL0000109377 |
99,99 |
100,20 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,61 |
2,39 |
2,36 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
112,58 |
113,62 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,47 |
2,55 |
2,50 |
107,34 |
2,52 |
WZ0124 |
PL0000107454 |
99,29 |
99,59 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,23 |
2,96 |
2,90 |
102,02 |
2,93 |
WZ0126 |
PL0000108817 |
97,91 |
98,22 |
--- |
--- |
98,07 |
--- |
DS0726 |
PL0000108866 |
95,74 |
96,14 |
3,10 |
3,04 |
95,94 |
3,07 |
DS0727 |
PL0000109427 |
94,82 |
95,06 |
3,16 |
3,13 |
94,94 |
3,14 |
WS0428 |
PL0000107611 |
96,14 |
96,57 |
3,21 |
3,16 |
96,36 |
3,18 |
WZ0528 |
PL0000110383 |
96,71 |
97,12 |
--- |
--- |
96,92 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,25 |
3,14 |
3,09 |
123,99 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,53 |
99,61 |
1,23 |
1,02 |
99,57 |
1,13 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,82 |
98,88 |
1,35 |
1,28 |
98,85 |
1,32 |
PS0719 |
PL0000108148 |
102,08 |
102,16 |
1,38 |
1,31 |
102,12 |
1,35 |
DS1019 |
PL0000105441 |
105,56 |
105,65 |
1,41 |
1,34 |
105,61 |
1,37 |
WZ0120 |
PL0000108601 |
100,43 |
100,66 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,93 |
1,59 |
1,53 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,56 |
96,68 |
1,65 |
1,59 |
96,62 |
1,62 |
DS1020 |
PL0000106126 |
108,25 |
108,43 |
1,68 |
1,61 |
108,34 |
1,65 |
WZ0121 |
PL0000106068 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,40 |
1,90 |
1,85 |
100,34 |
1,88 |
PS0721 |
PL0000109153 |
99,27 |
99,41 |
1,99 |
1,94 |
99,34 |
1,97 |
DS1021 |
PL0000106670 |
112,09 |
112,36 |
2,01 |
1,94 |
112,23 |
1,97 |
PS0422 |
PL0000109492 |
100,13 |
100,29 |
2,21 |
2,17 |
100,21 |
2,19 |
WS0922 |
PL0000102646 |
114,08 |
114,28 |
2,27 |
2,22 |
114,18 |
2,25 |
WZ1122 |
PL0000109377 |
100,02 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,35 |
100,49 |
2,42 |
2,38 |
100,42 |
2,40 |
IZ0823 |
PL0000105359 |
112,65 |
113,64 |
--- |
--- |
113,15 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,36 |
2,56 |
2,52 |
107,25 |
2,54 |
WZ0124 |
PL0000107454 |
99,25 |
99,55 |
--- |
--- |
99,40 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,35 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,63 |
102,05 |
2,99 |
2,92 |
101,84 |
2,96 |
WZ0126 |
PL0000108817 |
97,96 |
98,32 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
95,56 |
95,91 |
3,12 |
3,07 |
95,74 |
3,10 |
DS0727 |
PL0000109427 |
94,56 |
94,79 |
3,19 |
3,16 |
94,68 |
3,18 |
WS0428 |
PL0000107611 |
95,95 |
96,20 |
3,23 |
3,20 |
96,08 |
3,22 |
WZ0528 |
PL0000110383 |
96,83 |
97,19 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
123,42 |
123,98 |
3,17 |
3,11 |
123,70 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
110 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
80 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
230 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
60 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
310 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
75 |
TOTAL |
1 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.