2018-06-07 |
MARKET DATA |
No 107 (3390) |
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 |
390,00 |
383,84 |
39 |
460,00 |
459,66 |
8 |
850,00 |
843,50 |
47 |
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 |
100,13 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,85 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,07 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,52 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,25 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,28 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,29 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,98 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,01 |
100,02 |
100,000 |
100,000 |
99,990 |
99,990 |
99,995 |
20 000 |
20,06 |
2 |
WS0922 |
PL0000102646 |
113,85 |
114,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,22 |
100,15 |
100,230 |
100,230 |
100,100 |
100,100 |
100,165 |
10 000 |
10,11 |
2 |
DS1023 |
PL0000107264 |
106,95 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,40 |
101,35 |
101,400 |
101,470 |
101,350 |
101,470 |
101,405 |
20 000 |
20,85 |
3 |
DS0726 |
PL0000108866 |
95,34 |
95,34 |
95,340 |
95,340 |
95,340 |
95,340 |
95,340 |
5 000 |
4,88 |
1 |
DS0727 |
PL0000109427 |
94,30 |
94,19 |
94,300 |
94,330 |
94,170 |
94,300 |
94,277 |
200 000 |
192,95 |
27 |
WS0428 |
PL0000107611 |
95,54 |
95,65 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
5 000 |
4,80 |
1 |
WS0429 |
PL0000105391 |
123,07 |
123,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,55 |
140,19 |
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 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,45 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,10 |
100,080 |
100,080 |
100,050 |
100,050 |
100,062 |
130 000 |
130,19 |
3 |
WZ0124 |
PL0000107454 |
99,32 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,07 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,01 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
383,84 |
39 |
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 |
99,62 |
1,29 |
1,02 |
99,57 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,90 |
1,38 |
1,28 |
98,86 |
1,32 |
PS0719 |
PL0000108148 |
102,05 |
102,15 |
1,39 |
1,30 |
102,10 |
1,35 |
DS1019 |
PL0000105441 |
105,48 |
105,60 |
1,43 |
1,35 |
105,54 |
1,39 |
WZ0120 |
PL0000108601 |
100,42 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,94 |
1,60 |
1,53 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,55 |
96,66 |
1,67 |
1,61 |
96,61 |
1,64 |
DS1020 |
PL0000106126 |
108,19 |
108,39 |
1,69 |
1,61 |
108,29 |
1,65 |
WZ0121 |
PL0000106068 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,20 |
100,36 |
1,92 |
1,87 |
100,28 |
1,90 |
PS0721 |
PL0000109153 |
99,16 |
99,37 |
2,03 |
1,96 |
99,27 |
1,99 |
DS1021 |
PL0000106670 |
111,93 |
112,23 |
2,05 |
1,96 |
112,08 |
2,00 |
PS0422 |
PL0000109492 |
99,91 |
100,16 |
2,27 |
2,20 |
100,04 |
2,24 |
WS0922 |
PL0000102646 |
113,79 |
114,06 |
2,33 |
2,26 |
113,93 |
2,29 |
WZ1122 |
PL0000109377 |
100,02 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
100,09 |
100,30 |
2,48 |
2,43 |
100,20 |
2,45 |
IZ0823 |
PL0000105359 |
112,63 |
113,55 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
106,81 |
107,11 |
2,62 |
2,56 |
106,96 |
2,59 |
WZ0124 |
PL0000107454 |
99,25 |
99,54 |
--- |
--- |
99,40 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,37 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,23 |
101,55 |
3,05 |
3,00 |
101,39 |
3,03 |
WZ0126 |
PL0000108817 |
97,95 |
98,30 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
95,05 |
95,47 |
3,20 |
3,14 |
95,26 |
3,17 |
DS0727 |
PL0000109427 |
94,00 |
94,43 |
3,27 |
3,21 |
94,22 |
3,24 |
WS0428 |
PL0000107611 |
95,35 |
95,83 |
3,31 |
3,25 |
95,59 |
3,28 |
WZ0528 |
PL0000110383 |
96,81 |
97,19 |
--- |
--- |
97,00 |
--- |
WS0429 |
PL0000105391 |
122,63 |
123,25 |
3,24 |
3,18 |
122,94 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,52 |
99,62 |
1,29 |
1,02 |
99,57 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,81 |
98,89 |
1,38 |
1,29 |
98,85 |
1,34 |
PS0719 |
PL0000108148 |
102,04 |
102,16 |
1,40 |
1,29 |
102,10 |
1,35 |
DS1019 |
PL0000105441 |
105,49 |
105,58 |
1,43 |
1,36 |
105,54 |
1,39 |
WZ0120 |
PL0000108601 |
100,42 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,93 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,56 |
96,67 |
1,66 |
1,61 |
96,62 |
1,63 |
DS1020 |
PL0000106126 |
108,18 |
108,37 |
1,70 |
1,62 |
108,28 |
1,66 |
WZ0121 |
PL0000106068 |
100,48 |
100,69 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,18 |
100,38 |
1,93 |
1,86 |
100,28 |
1,90 |
PS0721 |
PL0000109153 |
99,24 |
99,39 |
2,00 |
1,95 |
99,32 |
1,97 |
DS1021 |
PL0000106670 |
111,94 |
112,22 |
2,04 |
1,96 |
112,08 |
2,00 |
PS0422 |
PL0000109492 |
99,96 |
100,13 |
2,26 |
2,21 |
100,05 |
2,23 |
WS0922 |
PL0000102646 |
113,82 |
114,08 |
2,32 |
2,26 |
113,95 |
2,29 |
WZ1122 |
PL0000109377 |
99,99 |
100,19 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,14 |
100,28 |
2,46 |
2,43 |
100,21 |
2,45 |
IZ0823 |
PL0000105359 |
112,63 |
113,50 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
106,89 |
107,11 |
2,61 |
2,56 |
107,00 |
2,58 |
WZ0124 |
PL0000107454 |
99,25 |
99,52 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,36 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,30 |
101,56 |
3,04 |
3,00 |
101,43 |
3,02 |
WZ0126 |
PL0000108817 |
97,99 |
98,31 |
--- |
--- |
98,15 |
--- |
DS0726 |
PL0000108866 |
95,08 |
95,41 |
3,19 |
3,15 |
95,25 |
3,17 |
DS0727 |
PL0000109427 |
94,20 |
94,40 |
3,24 |
3,22 |
94,30 |
3,23 |
WS0428 |
PL0000107611 |
95,43 |
95,77 |
3,30 |
3,25 |
95,60 |
3,28 |
WZ0528 |
PL0000110383 |
96,90 |
97,26 |
--- |
--- |
97,08 |
--- |
WS0429 |
PL0000105391 |
122,87 |
123,45 |
3,22 |
3,16 |
123,16 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
80 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
135 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
TOTAL |
460 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.