2018-06-19 |
MARKET DATA |
No 115 (3398) |
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 |
690,00 |
697,94 |
17 |
705,00 |
708,75 |
17 |
1 395,00 |
1 406,69 |
34 |
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 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,89 |
98,91 |
98,910 |
98,910 |
98,910 |
98,910 |
98,910 |
100 000 |
98,91 |
1 |
PS0719 |
PL0000108148 |
102,02 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,43 |
105,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,87 |
99,86 |
99,860 |
99,860 |
99,850 |
99,850 |
99,851 |
495 000 |
495,42 |
7 |
OK0720 |
PL0000110375 |
96,67 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,19 |
108,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,34 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,34 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,02 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,17 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,95 |
114,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,49 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,19 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,90 |
101,97 |
101,900 |
101,900 |
101,840 |
101,840 |
101,880 |
75 000 |
78,62 |
6 |
DS0726 |
PL0000108866 |
95,85 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,98 |
94,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,37 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,06 |
124,03 |
124,030 |
124,050 |
124,030 |
124,050 |
124,045 |
20 000 |
24,99 |
3 |
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 |
112,80 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
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 |
99,37 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,23 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,18 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,08 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
697,94 |
17 |
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) |
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 |
1,28 |
1,02 |
99,61 |
1,13 |
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 |
1,39 |
1,27 |
102,07 |
1,33 |
DS1019 |
PL0000105441 |
105,41 |
105,53 |
1,41 |
1,32 |
105,47 |
1,36 |
WZ0120 |
PL0000108601 |
100,50 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,98 |
1,60 |
1,51 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,62 |
96,74 |
1,65 |
1,59 |
96,68 |
1,62 |
DS1020 |
PL0000106126 |
108,16 |
108,36 |
1,67 |
1,58 |
108,26 |
1,63 |
WZ0121 |
PL0000106068 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,31 |
100,49 |
1,88 |
1,82 |
100,40 |
1,85 |
PS0721 |
PL0000109153 |
99,32 |
99,51 |
1,98 |
1,91 |
99,42 |
1,94 |
DS1021 |
PL0000106670 |
112,01 |
112,31 |
2,00 |
1,91 |
112,16 |
1,95 |
PS0422 |
PL0000109492 |
100,06 |
100,30 |
2,23 |
2,17 |
100,18 |
2,20 |
WS0922 |
PL0000102646 |
113,85 |
114,12 |
2,29 |
2,23 |
113,99 |
2,26 |
WZ1122 |
PL0000109377 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,64 |
2,40 |
2,35 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
112,58 |
113,57 |
--- |
--- |
113,08 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,39 |
2,56 |
2,50 |
107,25 |
2,53 |
WZ0124 |
PL0000107454 |
99,30 |
99,62 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
99,14 |
99,52 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,23 |
2,95 |
2,89 |
102,05 |
2,92 |
WZ0126 |
PL0000108817 |
98,05 |
98,44 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,78 |
96,20 |
3,09 |
3,03 |
95,99 |
3,06 |
DS0727 |
PL0000109427 |
94,88 |
95,19 |
3,15 |
3,11 |
95,04 |
3,13 |
WS0428 |
PL0000107611 |
96,24 |
96,69 |
3,20 |
3,14 |
96,47 |
3,17 |
WZ0528 |
PL0000110383 |
96,95 |
97,37 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
123,69 |
124,50 |
3,14 |
3,06 |
124,10 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,56 |
99,65 |
1,28 |
1,02 |
99,61 |
1,13 |
WZ0119 |
PL0000107603 |
100,32 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,87 |
98,95 |
1,35 |
1,26 |
98,91 |
1,31 |
PS0719 |
PL0000108148 |
101,99 |
102,11 |
1,40 |
1,29 |
102,05 |
1,35 |
DS1019 |
PL0000105441 |
105,37 |
105,49 |
1,43 |
1,35 |
105,43 |
1,39 |
WZ0120 |
PL0000108601 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,91 |
1,60 |
1,55 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,60 |
96,72 |
1,66 |
1,60 |
96,66 |
1,63 |
DS1020 |
PL0000106126 |
108,11 |
108,30 |
1,69 |
1,61 |
108,21 |
1,65 |
WZ0121 |
PL0000106068 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,44 |
1,90 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,29 |
99,48 |
1,99 |
1,92 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
111,99 |
112,27 |
2,00 |
1,92 |
112,13 |
1,96 |
PS0422 |
PL0000109492 |
100,12 |
100,29 |
2,21 |
2,17 |
100,21 |
2,19 |
WS0922 |
PL0000102646 |
113,90 |
114,11 |
2,28 |
2,23 |
114,01 |
2,26 |
WZ1122 |
PL0000109377 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,39 |
100,55 |
2,41 |
2,37 |
100,47 |
2,39 |
IZ0823 |
PL0000105359 |
112,64 |
113,46 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,35 |
2,55 |
2,51 |
107,24 |
2,53 |
WZ0124 |
PL0000107454 |
99,31 |
99,61 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,45 |
--- |
--- |
99,31 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,04 |
2,96 |
2,92 |
101,93 |
2,94 |
WZ0126 |
PL0000108817 |
98,10 |
98,45 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
95,70 |
96,02 |
3,11 |
3,06 |
95,86 |
3,08 |
DS0727 |
PL0000109427 |
94,76 |
95,01 |
3,17 |
3,14 |
94,89 |
3,15 |
WS0428 |
PL0000107611 |
96,27 |
96,59 |
3,19 |
3,16 |
96,43 |
3,17 |
WZ0528 |
PL0000110383 |
96,98 |
97,37 |
--- |
--- |
97,18 |
--- |
WS0429 |
PL0000105391 |
123,77 |
124,22 |
3,13 |
3,08 |
124,00 |
3,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
55 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
55 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
45 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
205 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
165 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
45 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
TOTAL |
705 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.