2018-06-15 |
MARKET DATA |
No 113 (3396) |
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 |
435,00 |
429,56 |
15 |
1 370,00 |
1 417,48 |
16 |
1 805,00 |
1 847,04 |
31 |
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 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,60 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,85 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,03 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,46 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,61 |
96,70 |
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 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,33 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,12 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,95 |
113,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,40 |
100,31 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
20 000 |
20,27 |
1 |
DS1023 |
PL0000107264 |
107,06 |
107,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,74 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,74 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,82 |
94,57 |
94,610 |
94,610 |
94,520 |
94,520 |
94,543 |
220 000 |
212,95 |
9 |
WS0428 |
PL0000107611 |
96,24 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,65 |
123,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
140,81 |
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 |
112,76 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,36 |
100,370 |
100,370 |
100,370 |
100,370 |
100,370 |
150 000 |
151,64 |
2 |
WZ0120 |
PL0000108601 |
100,53 |
100,65 |
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 |
100,06 |
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 |
99,22 |
99,20 |
99,200 |
99,220 |
99,200 |
99,220 |
99,210 |
45 000 |
44,70 |
3 |
WZ0126 |
PL0000108817 |
98,12 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,08 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
435 000 |
429,56 |
15 |
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 |
99,68 |
1,26 |
0,92 |
99,62 |
1,09 |
WZ0119 |
PL0000107603 |
100,32 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,94 |
1,38 |
1,26 |
98,89 |
1,32 |
PS0719 |
PL0000108148 |
102,02 |
102,16 |
1,38 |
1,26 |
102,09 |
1,32 |
DS1019 |
PL0000105441 |
105,43 |
105,60 |
1,41 |
1,29 |
105,52 |
1,34 |
WZ0120 |
PL0000108601 |
100,44 |
100,67 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,98 |
1,60 |
1,51 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,60 |
96,74 |
1,66 |
1,59 |
96,67 |
1,62 |
DS1020 |
PL0000106126 |
108,20 |
108,39 |
1,66 |
1,58 |
108,30 |
1,62 |
WZ0121 |
PL0000106068 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,32 |
100,47 |
1,88 |
1,83 |
100,40 |
1,85 |
PS0721 |
PL0000109153 |
99,31 |
99,48 |
1,98 |
1,92 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
112,01 |
112,31 |
2,00 |
1,92 |
112,16 |
1,96 |
PS0422 |
PL0000109492 |
100,04 |
100,27 |
2,24 |
2,17 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
113,87 |
114,15 |
2,29 |
2,23 |
114,01 |
2,26 |
WZ1122 |
PL0000109377 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,36 |
100,56 |
2,41 |
2,37 |
100,46 |
2,39 |
IZ0823 |
PL0000105359 |
112,55 |
113,59 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,34 |
2,57 |
2,51 |
107,20 |
2,54 |
WZ0124 |
PL0000107454 |
99,29 |
99,53 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,29 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,13 |
2,98 |
2,91 |
101,92 |
2,94 |
WZ0126 |
PL0000108817 |
98,06 |
98,44 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,69 |
96,10 |
3,11 |
3,05 |
95,90 |
3,08 |
DS0727 |
PL0000109427 |
94,76 |
95,05 |
3,17 |
3,13 |
94,91 |
3,15 |
WS0428 |
PL0000107611 |
96,11 |
96,54 |
3,21 |
3,16 |
96,33 |
3,19 |
WZ0528 |
PL0000110383 |
96,91 |
97,31 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,31 |
124,24 |
3,17 |
3,08 |
123,78 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,58 |
99,64 |
1,20 |
1,03 |
99,61 |
1,12 |
WZ0119 |
PL0000107603 |
100,33 |
100,39 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,94 |
1,38 |
1,26 |
98,89 |
1,32 |
PS0719 |
PL0000108148 |
102,02 |
102,16 |
1,38 |
1,26 |
102,09 |
1,32 |
DS1019 |
PL0000105441 |
105,44 |
105,59 |
1,40 |
1,29 |
105,52 |
1,34 |
WZ0120 |
PL0000108601 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,97 |
1,61 |
1,51 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,60 |
96,72 |
1,66 |
1,60 |
96,66 |
1,63 |
DS1020 |
PL0000106126 |
108,16 |
108,37 |
1,67 |
1,59 |
108,27 |
1,63 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,26 |
100,45 |
1,90 |
1,83 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,46 |
1,99 |
1,93 |
99,37 |
1,96 |
DS1021 |
PL0000106670 |
111,97 |
112,25 |
2,01 |
1,93 |
112,11 |
1,97 |
PS0422 |
PL0000109492 |
99,95 |
100,16 |
2,26 |
2,20 |
100,06 |
2,23 |
WS0922 |
PL0000102646 |
113,79 |
114,03 |
2,31 |
2,26 |
113,91 |
2,28 |
WZ1122 |
PL0000109377 |
100,00 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,23 |
100,38 |
2,44 |
2,41 |
100,31 |
2,42 |
IZ0823 |
PL0000105359 |
112,51 |
113,62 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
106,95 |
107,15 |
2,59 |
2,55 |
107,05 |
2,57 |
WZ0124 |
PL0000107454 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,45 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
101,49 |
101,72 |
3,01 |
2,97 |
101,61 |
2,99 |
WZ0126 |
PL0000108817 |
98,07 |
98,45 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
95,42 |
95,70 |
3,15 |
3,11 |
95,56 |
3,13 |
DS0727 |
PL0000109427 |
94,43 |
94,67 |
3,21 |
3,18 |
94,55 |
3,20 |
WS0428 |
PL0000107611 |
95,70 |
96,14 |
3,26 |
3,21 |
95,92 |
3,24 |
WZ0528 |
PL0000110383 |
96,94 |
97,35 |
--- |
--- |
97,15 |
--- |
WS0429 |
PL0000105391 |
123,15 |
123,86 |
3,19 |
3,12 |
123,51 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
15 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
45 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
305 |
WZ0524 |
PL0000110615 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
40 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,450 |
1,470 |
1,469 |
210 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,440 |
1,450 |
1,442 |
480 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
25 |
TOTAL |
1 370 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.