2018-06-20 |
MARKET DATA |
No 116 (3399) |
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 |
95,00 |
92,83 |
10 |
145,00 |
149,52 |
5 |
240,00 |
242,35 |
15 |
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 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,61 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,89 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,04 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,39 |
105,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,86 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,64 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,16 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,31 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,40 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
10 000 |
10,10 |
1 |
DS1021 |
PL0000106670 |
112,12 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,00 |
114,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,54 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,24 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,98 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,11 |
94,97 |
95,000 |
95,110 |
95,000 |
95,110 |
95,056 |
85 000 |
82,73 |
9 |
WS0428 |
PL0000107611 |
96,55 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,99 |
124,05 |
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 |
112,75 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,33 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,64 |
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 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,19 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,20 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
92,83 |
10 |
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 |
1,29 |
1,03 |
99,61 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,87 |
98,95 |
1,36 |
1,26 |
98,91 |
1,31 |
PS0719 |
PL0000108148 |
101,99 |
102,11 |
1,40 |
1,29 |
102,05 |
1,34 |
DS1019 |
PL0000105441 |
105,37 |
105,49 |
1,43 |
1,34 |
105,43 |
1,38 |
WZ0120 |
PL0000108601 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,92 |
1,61 |
1,54 |
99,86 |
1,57 |
OK0720 |
PL0000110375 |
96,61 |
96,74 |
1,66 |
1,60 |
96,68 |
1,63 |
DS1020 |
PL0000106126 |
108,10 |
108,30 |
1,69 |
1,61 |
108,20 |
1,65 |
WZ0121 |
PL0000106068 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,45 |
1,91 |
1,83 |
100,34 |
1,87 |
PS0721 |
PL0000109153 |
99,29 |
99,48 |
1,99 |
1,92 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
111,97 |
112,27 |
2,01 |
1,92 |
112,12 |
1,96 |
PS0422 |
PL0000109492 |
100,05 |
100,29 |
2,23 |
2,17 |
100,17 |
2,20 |
WS0922 |
PL0000102646 |
113,81 |
114,11 |
2,30 |
2,23 |
113,96 |
2,27 |
WZ1122 |
PL0000109377 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,40 |
100,62 |
2,40 |
2,35 |
100,51 |
2,38 |
IZ0823 |
PL0000105359 |
112,49 |
113,54 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,38 |
2,56 |
2,50 |
107,25 |
2,53 |
WZ0124 |
PL0000107454 |
99,31 |
99,61 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,50 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,14 |
2,96 |
2,91 |
101,98 |
2,93 |
WZ0126 |
PL0000108817 |
98,10 |
98,45 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
95,65 |
96,08 |
3,11 |
3,05 |
95,87 |
3,08 |
DS0727 |
PL0000109427 |
94,78 |
95,06 |
3,17 |
3,13 |
94,92 |
3,15 |
WS0428 |
PL0000107611 |
96,16 |
96,59 |
3,21 |
3,16 |
96,38 |
3,18 |
WZ0528 |
PL0000110383 |
96,98 |
97,38 |
--- |
--- |
97,18 |
--- |
WS0429 |
PL0000105391 |
123,69 |
124,30 |
3,13 |
3,08 |
124,00 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,59 |
99,64 |
1,20 |
1,05 |
99,62 |
1,11 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,87 |
98,95 |
1,36 |
1,26 |
98,91 |
1,31 |
PS0719 |
PL0000108148 |
102,01 |
102,08 |
1,38 |
1,31 |
102,05 |
1,34 |
DS1019 |
PL0000105441 |
105,37 |
105,49 |
1,43 |
1,34 |
105,43 |
1,38 |
WZ0120 |
PL0000108601 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,59 |
1,54 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,62 |
96,74 |
1,66 |
1,60 |
96,68 |
1,63 |
DS1020 |
PL0000106126 |
108,12 |
108,27 |
1,68 |
1,62 |
108,20 |
1,65 |
WZ0121 |
PL0000106068 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,29 |
100,41 |
1,89 |
1,85 |
100,35 |
1,87 |
PS0721 |
PL0000109153 |
99,34 |
99,45 |
1,97 |
1,93 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
112,06 |
112,26 |
1,98 |
1,92 |
112,16 |
1,95 |
PS0422 |
PL0000109492 |
100,14 |
100,29 |
2,21 |
2,17 |
100,22 |
2,19 |
WS0922 |
PL0000102646 |
113,94 |
114,17 |
2,27 |
2,22 |
114,06 |
2,24 |
WZ1122 |
PL0000109377 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,64 |
2,39 |
2,35 |
100,56 |
2,37 |
IZ0823 |
PL0000105359 |
112,48 |
113,54 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,46 |
2,54 |
2,49 |
107,34 |
2,51 |
WZ0124 |
PL0000107454 |
99,31 |
99,61 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,51 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,93 |
102,21 |
2,94 |
2,90 |
102,07 |
2,92 |
WZ0126 |
PL0000108817 |
98,12 |
98,45 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
95,93 |
96,24 |
3,07 |
3,03 |
96,09 |
3,05 |
DS0727 |
PL0000109427 |
94,96 |
95,19 |
3,14 |
3,11 |
95,08 |
3,13 |
WS0428 |
PL0000107611 |
96,45 |
96,75 |
3,17 |
3,14 |
96,60 |
3,15 |
WZ0528 |
PL0000110383 |
97,05 |
97,43 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
123,78 |
124,40 |
3,13 |
3,07 |
124,09 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
5 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
55 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
65 |
TOTAL |
145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.