2018-06-11 |
MARKET DATA |
No 109 (3392) |
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 |
295,00 |
292,93 |
27 |
1 430,00 |
1 454,80 |
12 |
1 725,00 |
1 747,72 |
39 |
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 |
100,14 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,56 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,84 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,05 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,52 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,27 |
108,32 |
108,270 |
108,270 |
108,270 |
108,270 |
108,270 |
10 000 |
11,16 |
1 |
PS0421 |
PL0000108916 |
100,30 |
100,30 |
100,280 |
100,310 |
100,280 |
100,300 |
100,299 |
40 000 |
40,23 |
4 |
PS0721 |
PL0000109153 |
99,28 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,00 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,96 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,80 |
113,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,14 |
100,08 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
10 000 |
10,11 |
1 |
DS1023 |
PL0000107264 |
106,88 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,36 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,23 |
95,21 |
95,210 |
95,210 |
95,210 |
95,210 |
95,210 |
5 000 |
4,87 |
1 |
DS0727 |
PL0000109427 |
94,28 |
94,15 |
94,150 |
94,330 |
94,100 |
94,210 |
94,240 |
115 000 |
110,92 |
17 |
WS0428 |
PL0000107611 |
95,55 |
95,55 |
95,570 |
95,600 |
95,570 |
95,600 |
95,590 |
15 000 |
14,39 |
2 |
WS0429 |
PL0000105391 |
122,90 |
123,18 |
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 |
112,80 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,54 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
100 000 |
101,25 |
1 |
WZ1122 |
PL0000109377 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,08 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,07 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
295 000 |
292,93 |
27 |
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 |
99,54 |
99,62 |
1,26 |
1,04 |
99,58 |
1,15 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,91 |
1,37 |
1,27 |
98,87 |
1,32 |
PS0719 |
PL0000108148 |
102,04 |
102,14 |
1,39 |
1,30 |
102,09 |
1,35 |
DS1019 |
PL0000105441 |
105,45 |
105,57 |
1,44 |
1,35 |
105,51 |
1,40 |
WZ0120 |
PL0000108601 |
100,46 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,92 |
1,61 |
1,54 |
99,86 |
1,57 |
OK0720 |
PL0000110375 |
96,58 |
96,70 |
1,66 |
1,60 |
96,64 |
1,63 |
DS1020 |
PL0000106126 |
108,19 |
108,40 |
1,68 |
1,60 |
108,30 |
1,64 |
WZ0121 |
PL0000106068 |
100,47 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,40 |
1,91 |
1,85 |
100,32 |
1,88 |
PS0721 |
PL0000109153 |
99,21 |
99,41 |
2,01 |
1,94 |
99,31 |
1,98 |
DS1021 |
PL0000106670 |
111,97 |
112,21 |
2,03 |
1,96 |
112,09 |
2,00 |
PS0422 |
PL0000109492 |
99,88 |
100,12 |
2,28 |
2,21 |
100,00 |
2,25 |
WS0922 |
PL0000102646 |
113,75 |
114,03 |
2,33 |
2,27 |
113,89 |
2,30 |
WZ1122 |
PL0000109377 |
99,96 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,03 |
100,24 |
2,49 |
2,44 |
100,14 |
2,46 |
IZ0823 |
PL0000105359 |
112,55 |
113,48 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
106,71 |
107,00 |
2,64 |
2,58 |
106,86 |
2,61 |
WZ0124 |
PL0000107454 |
99,28 |
99,55 |
--- |
--- |
99,42 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,33 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,58 |
3,06 |
3,00 |
101,37 |
3,03 |
WZ0126 |
PL0000108817 |
98,02 |
98,31 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,48 |
3,20 |
3,14 |
95,28 |
3,17 |
DS0727 |
PL0000109427 |
94,06 |
94,29 |
3,26 |
3,23 |
94,18 |
3,25 |
WS0428 |
PL0000107611 |
95,45 |
95,75 |
3,29 |
3,26 |
95,60 |
3,28 |
WZ0528 |
PL0000110383 |
96,91 |
97,26 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
122,66 |
123,30 |
3,24 |
3,18 |
122,98 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,54 |
99,63 |
1,26 |
1,01 |
99,59 |
1,12 |
WZ0119 |
PL0000107603 |
100,33 |
100,38 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,91 |
1,37 |
1,27 |
98,87 |
1,32 |
PS0719 |
PL0000108148 |
102,04 |
102,14 |
1,39 |
1,30 |
102,09 |
1,35 |
DS1019 |
PL0000105441 |
105,49 |
105,57 |
1,41 |
1,35 |
105,53 |
1,38 |
WZ0120 |
PL0000108601 |
100,44 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,92 |
1,61 |
1,54 |
99,86 |
1,57 |
OK0720 |
PL0000110375 |
96,57 |
96,69 |
1,66 |
1,60 |
96,63 |
1,63 |
DS1020 |
PL0000106126 |
108,22 |
108,35 |
1,67 |
1,62 |
108,29 |
1,64 |
WZ0121 |
PL0000106068 |
100,48 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,22 |
100,34 |
1,92 |
1,87 |
100,28 |
1,90 |
PS0721 |
PL0000109153 |
99,22 |
99,38 |
2,01 |
1,95 |
99,30 |
1,98 |
DS1021 |
PL0000106670 |
111,95 |
112,20 |
2,04 |
1,96 |
112,08 |
2,00 |
PS0422 |
PL0000109492 |
99,90 |
100,11 |
2,27 |
2,22 |
100,01 |
2,24 |
WS0922 |
PL0000102646 |
113,69 |
113,98 |
2,35 |
2,28 |
113,84 |
2,31 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
99,99 |
100,17 |
2,50 |
2,46 |
100,08 |
2,48 |
IZ0823 |
PL0000105359 |
112,56 |
113,47 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,97 |
2,64 |
2,59 |
106,84 |
2,61 |
WZ0124 |
PL0000107454 |
99,26 |
99,56 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,19 |
101,55 |
3,06 |
3,00 |
101,37 |
3,03 |
WZ0126 |
PL0000108817 |
98,07 |
98,36 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,03 |
95,41 |
3,20 |
3,15 |
95,22 |
3,17 |
DS0727 |
PL0000109427 |
94,07 |
94,30 |
3,26 |
3,23 |
94,19 |
3,24 |
WS0428 |
PL0000107611 |
95,41 |
95,71 |
3,30 |
3,26 |
95,56 |
3,28 |
WZ0528 |
PL0000110383 |
96,96 |
97,30 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
122,69 |
123,32 |
3,24 |
3,17 |
123,01 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
120 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
680 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
120 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
65 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
15 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
250 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
TOTAL |
1 430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.