2018-06-06 |
MARKET DATA |
No 106 (3389) |
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 |
240,00 |
236,18 |
18 |
740,00 |
756,91 |
17 |
980,00 |
993,08 |
35 |
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 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,83 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,08 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,56 |
105,61 |
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 |
96,60 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,23 |
108,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,30 |
100,32 |
100,300 |
100,330 |
100,300 |
100,330 |
100,324 |
60 000 |
60,34 |
3 |
PS0721 |
PL0000109153 |
99,31 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,15 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,18 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,05 |
114,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,37 |
100,33 |
100,360 |
100,360 |
100,360 |
100,360 |
100,360 |
5 000 |
5,06 |
1 |
DS1023 |
PL0000107264 |
107,08 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,65 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,50 |
95,60 |
95,600 |
95,660 |
95,600 |
95,660 |
95,628 |
140 000 |
136,93 |
9 |
DS0727 |
PL0000109427 |
94,59 |
94,50 |
94,520 |
94,580 |
94,450 |
94,580 |
94,520 |
35 000 |
33,84 |
5 |
WS0428 |
PL0000107611 |
95,89 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,49 |
123,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,31 |
140,82 |
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 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,32 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,06 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,06 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,00 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
240 000 |
236,18 |
18 |
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 |
99,61 |
1,27 |
1,03 |
99,57 |
1,13 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,89 |
1,37 |
1,28 |
98,85 |
1,32 |
PS0719 |
PL0000108148 |
102,07 |
102,17 |
1,39 |
1,30 |
102,12 |
1,34 |
DS1019 |
PL0000105441 |
105,53 |
105,64 |
1,42 |
1,34 |
105,59 |
1,38 |
WZ0120 |
PL0000108601 |
100,43 |
100,66 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,96 |
1,60 |
1,52 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,55 |
96,69 |
1,66 |
1,59 |
96,62 |
1,63 |
DS1020 |
PL0000106126 |
108,23 |
108,43 |
1,69 |
1,61 |
108,33 |
1,65 |
WZ0121 |
PL0000106068 |
100,46 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,45 |
1,91 |
1,84 |
100,35 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,41 |
1,99 |
1,94 |
99,34 |
1,97 |
DS1021 |
PL0000106670 |
112,06 |
112,36 |
2,02 |
1,93 |
112,21 |
1,98 |
PS0422 |
PL0000109492 |
100,13 |
100,30 |
2,21 |
2,17 |
100,22 |
2,19 |
WS0922 |
PL0000102646 |
114,01 |
114,31 |
2,28 |
2,21 |
114,16 |
2,25 |
WZ1122 |
PL0000109377 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,31 |
100,53 |
2,43 |
2,37 |
100,42 |
2,40 |
IZ0823 |
PL0000105359 |
112,69 |
113,53 |
--- |
--- |
113,11 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,35 |
2,57 |
2,52 |
107,21 |
2,55 |
WZ0124 |
PL0000107454 |
99,27 |
99,62 |
--- |
--- |
99,45 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,37 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,61 |
102,05 |
2,99 |
2,92 |
101,83 |
2,96 |
WZ0126 |
PL0000108817 |
97,96 |
98,36 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
95,46 |
95,88 |
3,14 |
3,08 |
95,67 |
3,11 |
DS0727 |
PL0000109427 |
94,48 |
94,78 |
3,20 |
3,16 |
94,63 |
3,18 |
WS0428 |
PL0000107611 |
95,83 |
96,29 |
3,25 |
3,19 |
96,06 |
3,22 |
WZ0528 |
PL0000110383 |
96,81 |
97,20 |
--- |
--- |
97,01 |
--- |
WS0429 |
PL0000105391 |
123,40 |
123,93 |
3,17 |
3,12 |
123,67 |
3,14 |
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 |
1,24 |
1,03 |
99,57 |
1,13 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,89 |
1,37 |
1,28 |
98,85 |
1,32 |
PS0719 |
PL0000108148 |
102,07 |
102,17 |
1,39 |
1,30 |
102,12 |
1,34 |
DS1019 |
PL0000105441 |
105,54 |
105,64 |
1,41 |
1,34 |
105,59 |
1,38 |
WZ0120 |
PL0000108601 |
100,44 |
100,66 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,96 |
1,58 |
1,52 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,57 |
96,66 |
1,65 |
1,61 |
96,62 |
1,63 |
DS1020 |
PL0000106126 |
108,22 |
108,41 |
1,69 |
1,61 |
108,32 |
1,65 |
WZ0121 |
PL0000106068 |
100,47 |
100,68 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,26 |
100,38 |
1,90 |
1,86 |
100,32 |
1,88 |
PS0721 |
PL0000109153 |
99,27 |
99,42 |
1,99 |
1,94 |
99,35 |
1,96 |
DS1021 |
PL0000106670 |
112,03 |
112,33 |
2,03 |
1,94 |
112,18 |
1,98 |
PS0422 |
PL0000109492 |
100,04 |
100,24 |
2,24 |
2,18 |
100,14 |
2,21 |
WS0922 |
PL0000102646 |
114,01 |
114,16 |
2,28 |
2,25 |
114,09 |
2,26 |
WZ1122 |
PL0000109377 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,25 |
100,41 |
2,44 |
2,40 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
112,70 |
113,49 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
106,96 |
107,23 |
2,59 |
2,54 |
107,10 |
2,57 |
WZ0124 |
PL0000107454 |
99,27 |
99,54 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,35 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,53 |
101,96 |
3,01 |
2,94 |
101,75 |
2,97 |
WZ0126 |
PL0000108817 |
97,99 |
98,32 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
95,35 |
95,73 |
3,15 |
3,10 |
95,54 |
3,13 |
DS0727 |
PL0000109427 |
94,46 |
94,69 |
3,21 |
3,18 |
94,58 |
3,19 |
WS0428 |
PL0000107611 |
95,75 |
96,07 |
3,26 |
3,22 |
95,91 |
3,24 |
WZ0528 |
PL0000110383 |
96,87 |
97,20 |
--- |
--- |
97,04 |
--- |
WS0429 |
PL0000105391 |
123,25 |
123,75 |
3,18 |
3,14 |
123,50 |
3,16 |
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 |
1,460 |
1,460 |
1,460 |
15 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
85 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
60 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
290 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
45 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
70 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
TOTAL |
740 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.