2018-06-14 |
MARKET DATA |
No 112 (3395) |
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 |
45,00 |
46,35 |
6 |
970,00 |
971,22 |
10 |
1 015,00 |
1 017,57 |
16 |
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 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,57 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,86 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,02 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,46 |
105,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,60 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,22 |
108,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,34 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,02 |
112,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,08 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,80 |
113,88 |
113,880 |
113,880 |
113,880 |
113,880 |
113,880 |
5 000 |
5,91 |
1 |
PS0123 |
PL0000110151 |
100,36 |
100,25 |
100,300 |
100,380 |
100,300 |
100,380 |
100,340 |
20 000 |
20,27 |
2 |
DS1023 |
PL0000107264 |
107,08 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,72 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
10 000 |
10,48 |
1 |
DS0726 |
PL0000108866 |
95,70 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,74 |
94,49 |
94,740 |
94,790 |
94,740 |
94,790 |
94,765 |
10 000 |
9,70 |
2 |
WS0428 |
PL0000107611 |
96,10 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,55 |
123,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
140,87 |
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 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,12 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,12 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
45 000 |
46,35 |
6 |
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 |
99,56 |
99,65 |
1,25 |
0,99 |
99,61 |
1,11 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,94 |
1,38 |
1,26 |
98,89 |
1,32 |
PS0719 |
PL0000108148 |
101,99 |
102,13 |
1,41 |
1,29 |
102,06 |
1,35 |
DS1019 |
PL0000105441 |
105,43 |
105,54 |
1,41 |
1,34 |
105,49 |
1,37 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,95 |
1,62 |
1,52 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,58 |
96,72 |
1,67 |
1,60 |
96,65 |
1,63 |
DS1020 |
PL0000106126 |
108,19 |
108,36 |
1,67 |
1,60 |
108,28 |
1,63 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,42 |
1,91 |
1,84 |
100,33 |
1,88 |
PS0721 |
PL0000109153 |
99,21 |
99,41 |
2,01 |
1,95 |
99,31 |
1,98 |
DS1021 |
PL0000106670 |
111,97 |
112,22 |
2,02 |
1,94 |
112,10 |
1,98 |
PS0422 |
PL0000109492 |
99,88 |
100,12 |
2,28 |
2,21 |
100,00 |
2,25 |
WS0922 |
PL0000102646 |
113,69 |
113,97 |
2,34 |
2,27 |
113,83 |
2,30 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,15 |
100,35 |
2,46 |
2,42 |
100,25 |
2,44 |
IZ0823 |
PL0000105359 |
112,55 |
113,59 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,08 |
2,62 |
2,56 |
106,94 |
2,59 |
WZ0124 |
PL0000107454 |
99,29 |
99,57 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,34 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,35 |
101,77 |
3,03 |
2,97 |
101,56 |
3,00 |
WZ0126 |
PL0000108817 |
98,07 |
98,43 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,69 |
3,17 |
3,11 |
95,48 |
3,14 |
DS0727 |
PL0000109427 |
94,33 |
94,62 |
3,23 |
3,19 |
94,48 |
3,21 |
WS0428 |
PL0000107611 |
95,75 |
96,13 |
3,26 |
3,21 |
95,94 |
3,23 |
WZ0528 |
PL0000110383 |
96,95 |
97,34 |
--- |
--- |
97,15 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,73 |
3,20 |
3,13 |
123,40 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,56 |
99,67 |
1,25 |
0,94 |
99,62 |
1,08 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,94 |
1,38 |
1,26 |
98,89 |
1,32 |
PS0719 |
PL0000108148 |
102,00 |
102,14 |
1,40 |
1,28 |
102,07 |
1,34 |
DS1019 |
PL0000105441 |
105,44 |
105,59 |
1,41 |
1,30 |
105,52 |
1,35 |
WZ0120 |
PL0000108601 |
100,48 |
100,66 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,97 |
1,60 |
1,51 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,59 |
96,73 |
1,66 |
1,59 |
96,66 |
1,63 |
DS1020 |
PL0000106126 |
108,20 |
108,38 |
1,66 |
1,59 |
108,29 |
1,62 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,30 |
100,44 |
1,89 |
1,84 |
100,37 |
1,86 |
PS0721 |
PL0000109153 |
99,29 |
99,43 |
1,99 |
1,94 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
112,01 |
112,25 |
2,01 |
1,94 |
112,13 |
1,97 |
PS0422 |
PL0000109492 |
100,03 |
100,18 |
2,24 |
2,20 |
100,11 |
2,22 |
WS0922 |
PL0000102646 |
113,77 |
114,07 |
2,32 |
2,25 |
113,92 |
2,28 |
WZ1122 |
PL0000109377 |
99,98 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,30 |
100,47 |
2,43 |
2,39 |
100,39 |
2,41 |
IZ0823 |
PL0000105359 |
112,55 |
113,59 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,24 |
2,58 |
2,53 |
107,13 |
2,55 |
WZ0124 |
PL0000107454 |
99,29 |
99,55 |
--- |
--- |
99,42 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,33 |
--- |
--- |
99,23 |
--- |
DS0725 |
PL0000108197 |
101,67 |
101,96 |
2,98 |
2,94 |
101,82 |
2,96 |
WZ0126 |
PL0000108817 |
98,08 |
98,43 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
95,64 |
95,93 |
3,11 |
3,07 |
95,79 |
3,09 |
DS0727 |
PL0000109427 |
94,64 |
94,88 |
3,19 |
3,15 |
94,76 |
3,17 |
WS0428 |
PL0000107611 |
95,99 |
96,39 |
3,23 |
3,18 |
96,19 |
3,20 |
WZ0528 |
PL0000110383 |
96,99 |
97,32 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
123,38 |
124,09 |
3,17 |
3,10 |
123,74 |
3,13 |
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 |
60 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
145 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
450 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.