2018-06-18 |
MARKET DATA |
No 114 (3397) |
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 |
5,00 |
4,86 |
1 |
1 795,00 |
1 859,69 |
20 |
1 800,00 |
1 864,55 |
21 |
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 |
100,12 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,60 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,86 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,02 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,45 |
105,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,67 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,17 |
108,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,31 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,33 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,08 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,85 |
113,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,43 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,13 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,70 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,77 |
94,64 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
5 000 |
4,86 |
1 |
WS0428 |
PL0000107611 |
96,10 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,75 |
123,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
150,00 |
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 |
112,76 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,21 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,08 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
5 000 |
4,86 |
1 |
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 |
1,30 |
1,07 |
99,59 |
1,18 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,84 |
98,94 |
1,39 |
1,27 |
98,89 |
1,33 |
PS0719 |
PL0000108148 |
102,00 |
102,14 |
1,40 |
1,27 |
102,07 |
1,33 |
DS1019 |
PL0000105441 |
105,40 |
105,57 |
1,42 |
1,30 |
105,49 |
1,36 |
WZ0120 |
PL0000108601 |
100,49 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,97 |
1,61 |
1,51 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,59 |
96,74 |
1,67 |
1,59 |
96,67 |
1,63 |
DS1020 |
PL0000106126 |
108,16 |
108,35 |
1,67 |
1,59 |
108,26 |
1,63 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,44 |
1,91 |
1,84 |
100,35 |
1,87 |
PS0721 |
PL0000109153 |
99,26 |
99,45 |
2,00 |
1,93 |
99,36 |
1,96 |
DS1021 |
PL0000106670 |
111,97 |
112,20 |
2,01 |
1,95 |
112,09 |
1,98 |
PS0422 |
PL0000109492 |
99,93 |
100,17 |
2,27 |
2,20 |
100,05 |
2,23 |
WS0922 |
PL0000102646 |
113,71 |
114,01 |
2,33 |
2,26 |
113,86 |
2,29 |
WZ1122 |
PL0000109377 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,25 |
100,45 |
2,44 |
2,39 |
100,35 |
2,42 |
IZ0823 |
PL0000105359 |
112,47 |
113,67 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,17 |
2,60 |
2,55 |
107,02 |
2,57 |
WZ0124 |
PL0000107454 |
99,27 |
99,61 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,48 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,86 |
3,02 |
2,95 |
101,64 |
2,99 |
WZ0126 |
PL0000108817 |
98,03 |
98,41 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,33 |
95,76 |
3,16 |
3,10 |
95,55 |
3,13 |
DS0727 |
PL0000109427 |
94,41 |
94,70 |
3,22 |
3,18 |
94,56 |
3,20 |
WS0428 |
PL0000107611 |
95,72 |
96,17 |
3,26 |
3,21 |
95,95 |
3,23 |
WZ0528 |
PL0000110383 |
96,88 |
97,36 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
123,18 |
123,89 |
3,18 |
3,12 |
123,54 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,55 |
99,63 |
1,30 |
1,07 |
99,59 |
1,18 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,85 |
98,93 |
1,37 |
1,28 |
98,89 |
1,33 |
PS0719 |
PL0000108148 |
102,01 |
102,12 |
1,39 |
1,29 |
102,07 |
1,33 |
DS1019 |
PL0000105441 |
105,42 |
105,51 |
1,41 |
1,34 |
105,47 |
1,37 |
WZ0120 |
PL0000108601 |
100,50 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,93 |
1,59 |
1,54 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,63 |
96,73 |
1,65 |
1,60 |
96,68 |
1,62 |
DS1020 |
PL0000106126 |
108,16 |
108,36 |
1,67 |
1,59 |
108,26 |
1,63 |
WZ0121 |
PL0000106068 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,29 |
100,45 |
1,89 |
1,83 |
100,37 |
1,86 |
PS0721 |
PL0000109153 |
99,31 |
99,47 |
1,98 |
1,93 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
112,05 |
112,25 |
1,99 |
1,93 |
112,15 |
1,96 |
PS0422 |
PL0000109492 |
100,08 |
100,24 |
2,23 |
2,18 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
113,83 |
114,10 |
2,30 |
2,24 |
113,97 |
2,27 |
WZ1122 |
PL0000109377 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,53 |
2,41 |
2,37 |
100,46 |
2,39 |
IZ0823 |
PL0000105359 |
112,56 |
113,49 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,33 |
2,56 |
2,51 |
107,21 |
2,54 |
WZ0124 |
PL0000107454 |
99,30 |
99,60 |
--- |
--- |
99,45 |
--- |
WZ0524 |
PL0000110615 |
99,15 |
99,51 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,07 |
2,97 |
2,92 |
101,90 |
2,95 |
WZ0126 |
PL0000108817 |
98,08 |
98,44 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
95,67 |
96,03 |
3,11 |
3,06 |
95,85 |
3,08 |
DS0727 |
PL0000109427 |
94,69 |
94,95 |
3,18 |
3,14 |
94,82 |
3,16 |
WS0428 |
PL0000107611 |
96,06 |
96,47 |
3,22 |
3,17 |
96,27 |
3,19 |
WZ0528 |
PL0000110383 |
96,98 |
97,36 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
123,56 |
124,17 |
3,15 |
3,09 |
123,87 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
55 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
145 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
100 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
55 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
50 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
55 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
PS0123 |
PL0000110151 |
0/2 |
2 |
1,440 |
1,440 |
1,440 |
185 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
320 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
235 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
TOTAL |
1 795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.