2018-06-13 |
MARKET DATA |
No 111 (3394) |
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 |
345,00 |
343,26 |
26 |
4 570,00 |
4 659,20 |
18 |
4 915,00 |
5 002,45 |
44 |
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 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,84 |
98,91 |
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 |
105,51 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,81 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,66 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,26 |
108,26 |
108,260 |
108,260 |
108,250 |
108,250 |
108,258 |
40 000 |
44,64 |
4 |
PS0421 |
PL0000108916 |
100,31 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,32 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,03 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,88 |
113,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,30 |
100,24 |
100,300 |
100,300 |
100,270 |
100,280 |
100,286 |
80 000 |
81,00 |
3 |
DS1023 |
PL0000107264 |
107,02 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,66 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,58 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,70 |
94,54 |
94,700 |
94,700 |
94,500 |
94,500 |
94,594 |
155 000 |
150,07 |
14 |
WS0428 |
PL0000107611 |
95,98 |
95,90 |
96,050 |
96,120 |
96,050 |
96,120 |
96,104 |
70 000 |
67,54 |
5 |
WS0429 |
PL0000105391 |
123,46 |
123,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
140,89 |
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 |
113,34 |
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 |
100,54 |
100,61 |
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 |
99,35 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,14 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,14 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
343,26 |
26 |
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 |
99,55 |
99,63 |
1,25 |
1,03 |
99,59 |
1,14 |
WZ0119 |
PL0000107603 |
100,32 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,92 |
1,38 |
1,27 |
98,88 |
1,32 |
PS0719 |
PL0000108148 |
102,04 |
102,16 |
1,38 |
1,28 |
102,10 |
1,33 |
DS1019 |
PL0000105441 |
105,48 |
105,60 |
1,40 |
1,32 |
105,54 |
1,36 |
WZ0120 |
PL0000108601 |
100,47 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,95 |
1,61 |
1,52 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,59 |
96,73 |
1,66 |
1,59 |
96,66 |
1,62 |
DS1020 |
PL0000106126 |
108,23 |
108,39 |
1,66 |
1,60 |
108,31 |
1,63 |
WZ0121 |
PL0000106068 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,29 |
100,45 |
1,89 |
1,83 |
100,37 |
1,86 |
PS0721 |
PL0000109153 |
99,29 |
99,44 |
1,99 |
1,94 |
99,37 |
1,96 |
DS1021 |
PL0000106670 |
112,02 |
112,30 |
2,01 |
1,93 |
112,16 |
1,97 |
PS0422 |
PL0000109492 |
99,99 |
100,23 |
2,25 |
2,18 |
100,11 |
2,22 |
WS0922 |
PL0000102646 |
113,85 |
114,15 |
2,31 |
2,24 |
114,00 |
2,27 |
WZ1122 |
PL0000109377 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,23 |
100,45 |
2,44 |
2,39 |
100,34 |
2,42 |
IZ0823 |
PL0000105359 |
112,54 |
113,61 |
--- |
--- |
113,08 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,22 |
2,60 |
2,54 |
107,07 |
2,57 |
WZ0124 |
PL0000107454 |
99,25 |
99,59 |
--- |
--- |
99,42 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,37 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,48 |
101,90 |
3,01 |
2,95 |
101,69 |
2,98 |
WZ0126 |
PL0000108817 |
98,03 |
98,39 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,82 |
3,15 |
3,09 |
95,60 |
3,12 |
DS0727 |
PL0000109427 |
94,46 |
94,74 |
3,21 |
3,17 |
94,60 |
3,19 |
WS0428 |
PL0000107611 |
95,78 |
96,20 |
3,25 |
3,20 |
95,99 |
3,23 |
WZ0528 |
PL0000110383 |
96,94 |
97,34 |
--- |
--- |
97,14 |
--- |
WS0429 |
PL0000105391 |
123,04 |
123,74 |
3,20 |
3,13 |
123,39 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,55 |
99,64 |
1,25 |
1,00 |
99,60 |
1,11 |
WZ0119 |
PL0000107603 |
100,32 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,83 |
98,93 |
1,38 |
1,26 |
98,88 |
1,32 |
PS0719 |
PL0000108148 |
102,01 |
102,15 |
1,41 |
1,28 |
102,08 |
1,35 |
DS1019 |
PL0000105441 |
105,46 |
105,58 |
1,42 |
1,33 |
105,52 |
1,37 |
WZ0120 |
PL0000108601 |
100,47 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,95 |
1,61 |
1,52 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,57 |
96,70 |
1,67 |
1,60 |
96,64 |
1,63 |
DS1020 |
PL0000106126 |
108,21 |
108,37 |
1,67 |
1,60 |
108,29 |
1,64 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,26 |
100,40 |
1,90 |
1,85 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,22 |
99,42 |
2,01 |
1,94 |
99,32 |
1,98 |
DS1021 |
PL0000106670 |
111,98 |
112,26 |
2,02 |
1,94 |
112,12 |
1,98 |
PS0422 |
PL0000109492 |
99,97 |
100,14 |
2,26 |
2,21 |
100,06 |
2,23 |
WS0922 |
PL0000102646 |
113,80 |
114,04 |
2,32 |
2,26 |
113,92 |
2,29 |
WZ1122 |
PL0000109377 |
100,00 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,16 |
100,34 |
2,46 |
2,42 |
100,25 |
2,44 |
IZ0823 |
PL0000105359 |
112,58 |
113,58 |
--- |
--- |
113,08 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,11 |
2,61 |
2,56 |
106,99 |
2,58 |
WZ0124 |
PL0000107454 |
99,29 |
99,58 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,34 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,51 |
101,83 |
3,01 |
2,96 |
101,67 |
2,98 |
WZ0126 |
PL0000108817 |
98,09 |
98,43 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
95,37 |
95,78 |
3,15 |
3,09 |
95,58 |
3,12 |
DS0727 |
PL0000109427 |
94,45 |
94,68 |
3,21 |
3,18 |
94,57 |
3,19 |
WS0428 |
PL0000107611 |
95,83 |
96,13 |
3,25 |
3,21 |
95,98 |
3,23 |
WZ0528 |
PL0000110383 |
97,00 |
97,34 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
123,20 |
123,91 |
3,19 |
3,12 |
123,56 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
200 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,440 |
1,450 |
1,449 |
925 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
40 |
WS0428 |
PL0000107611 |
0/2 |
2 |
1,350 |
1,350 |
1,350 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,600 |
1,488 |
330 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
240 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
400 |
TOTAL |
4 570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.