2018-06-12 |
MARKET DATA |
No 110 (3393) |
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 |
155,00 |
151,16 |
18 |
1 615,00 |
1 631,63 |
12 |
1 770,00 |
1 782,79 |
30 |
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 |
100,18 |
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 |
98,86 |
98,89 |
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 |
105,53 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,61 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,26 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,30 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,32 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,08 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,90 |
113,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,30 |
100,16 |
100,160 |
100,320 |
100,160 |
100,320 |
100,267 |
15 000 |
15,18 |
2 |
DS1023 |
PL0000107264 |
106,95 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,55 |
101,52 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
10 000 |
10,44 |
1 |
DS0726 |
PL0000108866 |
95,46 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,54 |
94,24 |
94,240 |
94,550 |
94,240 |
94,550 |
94,370 |
125 000 |
120,74 |
14 |
WS0428 |
PL0000107611 |
95,90 |
95,66 |
95,660 |
95,660 |
95,660 |
95,660 |
95,660 |
5 000 |
4,80 |
1 |
WS0429 |
PL0000105391 |
123,23 |
123,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,10 |
140,75 |
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 |
100,52 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,08 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,13 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,13 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
155 000 |
151,16 |
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 |
99,54 |
99,62 |
1,27 |
1,05 |
99,58 |
1,16 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,91 |
1,37 |
1,28 |
98,87 |
1,32 |
PS0719 |
PL0000108148 |
102,03 |
102,13 |
1,40 |
1,31 |
102,08 |
1,35 |
DS1019 |
PL0000105441 |
105,45 |
105,56 |
1,43 |
1,35 |
105,51 |
1,39 |
WZ0120 |
PL0000108601 |
100,44 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,93 |
1,61 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,58 |
96,70 |
1,66 |
1,60 |
96,64 |
1,63 |
DS1020 |
PL0000106126 |
108,21 |
108,36 |
1,67 |
1,61 |
108,29 |
1,64 |
WZ0121 |
PL0000106068 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,21 |
100,40 |
1,92 |
1,85 |
100,31 |
1,89 |
PS0721 |
PL0000109153 |
99,22 |
99,41 |
2,01 |
1,95 |
99,32 |
1,98 |
DS1021 |
PL0000106670 |
111,95 |
112,22 |
2,03 |
1,96 |
112,09 |
1,99 |
PS0422 |
PL0000109492 |
99,88 |
100,13 |
2,28 |
2,21 |
100,01 |
2,24 |
WS0922 |
PL0000102646 |
113,70 |
113,99 |
2,34 |
2,28 |
113,85 |
2,31 |
WZ1122 |
PL0000109377 |
99,96 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,05 |
100,25 |
2,49 |
2,44 |
100,15 |
2,46 |
IZ0823 |
PL0000105359 |
112,49 |
113,50 |
--- |
--- |
113,00 |
--- |
DS1023 |
PL0000107264 |
106,72 |
107,00 |
2,64 |
2,58 |
106,86 |
2,61 |
WZ0124 |
PL0000107454 |
99,26 |
99,59 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,35 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,19 |
101,60 |
3,06 |
2,99 |
101,40 |
3,03 |
WZ0126 |
PL0000108817 |
98,04 |
98,39 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,50 |
3,20 |
3,13 |
95,29 |
3,16 |
DS0727 |
PL0000109427 |
94,12 |
94,34 |
3,25 |
3,22 |
94,23 |
3,24 |
WS0428 |
PL0000107611 |
95,41 |
95,76 |
3,30 |
3,26 |
95,59 |
3,28 |
WZ0528 |
PL0000110383 |
96,93 |
97,33 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
122,70 |
123,31 |
3,23 |
3,18 |
123,01 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,55 |
99,62 |
1,24 |
1,05 |
99,59 |
1,13 |
WZ0119 |
PL0000107603 |
100,33 |
100,38 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,90 |
1,36 |
1,29 |
98,87 |
1,32 |
PS0719 |
PL0000108148 |
102,03 |
102,13 |
1,40 |
1,31 |
102,08 |
1,35 |
DS1019 |
PL0000105441 |
105,51 |
105,57 |
1,39 |
1,35 |
105,54 |
1,37 |
WZ0120 |
PL0000108601 |
100,45 |
100,66 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,93 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,59 |
96,72 |
1,65 |
1,59 |
96,66 |
1,62 |
DS1020 |
PL0000106126 |
108,24 |
108,38 |
1,66 |
1,60 |
108,31 |
1,63 |
WZ0121 |
PL0000106068 |
100,48 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,26 |
100,43 |
1,90 |
1,84 |
100,35 |
1,87 |
PS0721 |
PL0000109153 |
99,29 |
99,42 |
1,99 |
1,94 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
112,02 |
112,31 |
2,01 |
1,93 |
112,17 |
1,97 |
PS0422 |
PL0000109492 |
100,01 |
100,22 |
2,24 |
2,19 |
100,12 |
2,21 |
WS0922 |
PL0000102646 |
113,87 |
114,03 |
2,30 |
2,27 |
113,95 |
2,28 |
WZ1122 |
PL0000109377 |
100,01 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,21 |
100,34 |
2,45 |
2,42 |
100,28 |
2,43 |
IZ0823 |
PL0000105359 |
112,63 |
113,43 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,16 |
2,60 |
2,55 |
107,05 |
2,57 |
WZ0124 |
PL0000107454 |
99,28 |
99,59 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,49 |
101,68 |
3,01 |
2,98 |
101,59 |
3,00 |
WZ0126 |
PL0000108817 |
98,07 |
98,38 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,73 |
3,16 |
3,10 |
95,53 |
3,13 |
DS0727 |
PL0000109427 |
94,44 |
94,61 |
3,21 |
3,19 |
94,53 |
3,20 |
WS0428 |
PL0000107611 |
95,70 |
96,06 |
3,26 |
3,22 |
95,88 |
3,24 |
WZ0528 |
PL0000110383 |
97,01 |
97,35 |
--- |
--- |
97,18 |
--- |
WS0429 |
PL0000105391 |
123,07 |
123,59 |
3,20 |
3,15 |
123,33 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
10 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
200 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
200 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,430 |
1,450 |
1,442 |
1 095 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
TOTAL |
1 615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.