2018-06-08 |
MARKET DATA |
No 108 (3391) |
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 |
550,00 |
541,23 |
51 |
1 670,00 |
1 726,25 |
13 |
2 220,00 |
2 267,48 |
64 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,55 |
99,61 |
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 |
102,05 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,54 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,24 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,26 |
99,29 |
99,250 |
99,250 |
99,240 |
99,240 |
99,245 |
50 000 |
50,39 |
2 |
DS1021 |
PL0000106670 |
112,01 |
112,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,97 |
99,92 |
99,970 |
99,970 |
99,940 |
99,960 |
99,953 |
45 000 |
45,11 |
5 |
WS0922 |
PL0000102646 |
113,77 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,05 |
100,00 |
100,100 |
100,100 |
100,000 |
100,050 |
100,030 |
25 000 |
25,24 |
4 |
DS1023 |
PL0000107264 |
106,75 |
106,78 |
106,800 |
106,800 |
106,800 |
106,800 |
106,800 |
10 000 |
10,93 |
1 |
DS0725 |
PL0000108197 |
101,26 |
101,20 |
101,200 |
101,250 |
101,200 |
101,250 |
101,213 |
20 000 |
20,82 |
3 |
DS0726 |
PL0000108866 |
95,14 |
95,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,09 |
93,90 |
93,900 |
94,100 |
93,900 |
94,090 |
93,983 |
297 500 |
286,16 |
34 |
WS0428 |
PL0000107611 |
95,35 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,95 |
122,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,08 |
139,59 |
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 |
113,08 |
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 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,13 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
100 000 |
100,15 |
1 |
WZ0124 |
PL0000107454 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,07 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,08 |
97,16 |
97,070 |
97,070 |
97,070 |
97,070 |
97,070 |
2 500 |
2,43 |
1 |
TOTAL |
550 000 |
541,23 |
51 |
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 |
99,53 |
99,62 |
1,28 |
1,03 |
99,58 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,91 |
1,36 |
1,27 |
98,87 |
1,32 |
PS0719 |
PL0000108148 |
102,03 |
102,14 |
1,40 |
1,31 |
102,09 |
1,35 |
DS1019 |
PL0000105441 |
105,47 |
105,58 |
1,43 |
1,35 |
105,53 |
1,39 |
WZ0120 |
PL0000108601 |
100,41 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,93 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,57 |
96,67 |
1,66 |
1,61 |
96,62 |
1,63 |
DS1020 |
PL0000106126 |
108,21 |
108,36 |
1,68 |
1,62 |
108,29 |
1,65 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,19 |
100,36 |
1,93 |
1,87 |
100,28 |
1,90 |
PS0721 |
PL0000109153 |
99,20 |
99,36 |
2,01 |
1,96 |
99,28 |
1,99 |
DS1021 |
PL0000106670 |
111,96 |
112,15 |
2,04 |
1,98 |
112,06 |
2,01 |
PS0422 |
PL0000109492 |
99,86 |
100,03 |
2,29 |
2,24 |
99,95 |
2,26 |
WS0922 |
PL0000102646 |
113,72 |
113,91 |
2,34 |
2,30 |
113,82 |
2,32 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
99,95 |
100,17 |
2,51 |
2,46 |
100,06 |
2,48 |
IZ0823 |
PL0000105359 |
112,66 |
113,44 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,86 |
2,65 |
2,61 |
106,77 |
2,63 |
WZ0124 |
PL0000107454 |
99,26 |
99,52 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,35 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,43 |
3,06 |
3,02 |
101,30 |
3,04 |
WZ0126 |
PL0000108817 |
98,00 |
98,28 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
94,93 |
95,16 |
3,22 |
3,18 |
95,05 |
3,20 |
DS0727 |
PL0000109427 |
93,86 |
94,10 |
3,29 |
3,26 |
93,98 |
3,27 |
WS0428 |
PL0000107611 |
95,15 |
95,57 |
3,33 |
3,28 |
95,36 |
3,31 |
WZ0528 |
PL0000110383 |
96,87 |
97,24 |
--- |
--- |
97,06 |
--- |
WS0429 |
PL0000105391 |
122,66 |
123,19 |
3,24 |
3,19 |
122,93 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,53 |
99,62 |
1,28 |
1,03 |
99,58 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,82 |
98,89 |
1,37 |
1,29 |
98,86 |
1,33 |
PS0719 |
PL0000108148 |
102,03 |
102,14 |
1,40 |
1,31 |
102,09 |
1,35 |
DS1019 |
PL0000105441 |
105,51 |
105,58 |
1,40 |
1,35 |
105,55 |
1,38 |
WZ0120 |
PL0000108601 |
100,41 |
100,66 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,90 |
1,61 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,58 |
96,68 |
1,65 |
1,60 |
96,63 |
1,63 |
DS1020 |
PL0000106126 |
108,21 |
108,35 |
1,68 |
1,62 |
108,28 |
1,65 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,21 |
100,37 |
1,92 |
1,86 |
100,29 |
1,89 |
PS0721 |
PL0000109153 |
99,23 |
99,37 |
2,00 |
1,96 |
99,30 |
1,98 |
DS1021 |
PL0000106670 |
111,97 |
112,19 |
2,03 |
1,97 |
112,08 |
2,00 |
PS0422 |
PL0000109492 |
99,91 |
100,09 |
2,27 |
2,22 |
100,00 |
2,25 |
WS0922 |
PL0000102646 |
113,68 |
113,90 |
2,35 |
2,30 |
113,79 |
2,32 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
99,99 |
100,14 |
2,50 |
2,46 |
100,07 |
2,48 |
IZ0823 |
PL0000105359 |
112,57 |
113,48 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,94 |
2,64 |
2,59 |
106,83 |
2,62 |
WZ0124 |
PL0000107454 |
99,24 |
99,53 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,33 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
101,05 |
101,35 |
3,08 |
3,03 |
101,20 |
3,06 |
WZ0126 |
PL0000108817 |
98,01 |
98,33 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
94,97 |
95,34 |
3,21 |
3,16 |
95,16 |
3,18 |
DS0727 |
PL0000109427 |
94,00 |
94,18 |
3,27 |
3,25 |
94,09 |
3,26 |
WS0428 |
PL0000107611 |
95,28 |
95,60 |
3,32 |
3,28 |
95,44 |
3,30 |
WZ0528 |
PL0000110383 |
96,93 |
97,28 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
122,65 |
123,14 |
3,24 |
3,19 |
122,90 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
100 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
65 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
45 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,420 |
1,450 |
1,426 |
500 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
40 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,420 |
1,450 |
1,425 |
440 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
60 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
20 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
TOTAL |
1 670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.