2018-06-21 |
MARKET DATA |
No 117 (3400) |
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 |
385,00 |
382,41 |
18 |
800,00 |
798,49 |
10 |
1 185,00 |
1 180,89 |
28 |
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 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,58 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,94 |
98,93 |
98,940 |
98,940 |
98,940 |
98,940 |
98,940 |
200 000 |
197,88 |
2 |
PS0719 |
PL0000108148 |
102,01 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,39 |
105,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,67 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,14 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,41 |
100,42 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
10 000 |
10,08 |
1 |
PS0721 |
PL0000109153 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,10 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,30 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,10 |
114,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,75 |
100,60 |
100,580 |
100,750 |
100,580 |
100,700 |
100,708 |
70 000 |
71,22 |
7 |
DS1023 |
PL0000107264 |
107,46 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,30 |
102,23 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
10 000 |
10,53 |
1 |
DS0726 |
PL0000108866 |
96,25 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,34 |
95,18 |
95,400 |
95,400 |
95,400 |
95,400 |
95,400 |
75 000 |
73,27 |
5 |
WS0428 |
PL0000107611 |
96,75 |
96,58 |
96,580 |
96,800 |
96,580 |
96,800 |
96,690 |
20 000 |
19,43 |
2 |
WS0429 |
PL0000105391 |
124,60 |
124,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,69 |
142,40 |
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 |
100,33 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,65 |
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 |
99,40 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,25 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,15 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
385 000 |
382,41 |
18 |
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 |
99,66 |
1,32 |
1,02 |
99,61 |
1,17 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,87 |
98,95 |
1,37 |
1,27 |
98,91 |
1,32 |
PS0719 |
PL0000108148 |
101,98 |
102,09 |
1,39 |
1,29 |
102,04 |
1,34 |
DS1019 |
PL0000105441 |
105,34 |
105,46 |
1,42 |
1,34 |
105,40 |
1,38 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,93 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,63 |
96,74 |
1,66 |
1,60 |
96,69 |
1,63 |
DS1020 |
PL0000106126 |
108,08 |
108,26 |
1,68 |
1,61 |
108,17 |
1,65 |
WZ0121 |
PL0000106068 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,29 |
100,45 |
1,89 |
1,83 |
100,37 |
1,86 |
PS0721 |
PL0000109153 |
99,30 |
99,49 |
1,98 |
1,92 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
111,95 |
112,25 |
2,00 |
1,92 |
112,10 |
1,96 |
PS0422 |
PL0000109492 |
100,07 |
100,32 |
2,23 |
2,16 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
113,84 |
114,14 |
2,29 |
2,22 |
113,99 |
2,25 |
WZ1122 |
PL0000109377 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,65 |
2,39 |
2,35 |
100,55 |
2,37 |
IZ0823 |
PL0000105359 |
112,58 |
113,50 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,44 |
2,55 |
2,49 |
107,29 |
2,52 |
WZ0124 |
PL0000107454 |
99,33 |
99,63 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,25 |
99,52 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,29 |
2,95 |
2,89 |
102,07 |
2,92 |
WZ0126 |
PL0000108817 |
98,09 |
98,45 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,29 |
3,07 |
3,02 |
96,12 |
3,05 |
DS0727 |
PL0000109427 |
94,96 |
95,25 |
3,14 |
3,11 |
95,11 |
3,12 |
WS0428 |
PL0000107611 |
96,34 |
96,79 |
3,19 |
3,13 |
96,57 |
3,16 |
WZ0528 |
PL0000110383 |
97,05 |
97,45 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
123,88 |
124,50 |
3,11 |
3,06 |
124,19 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,57 |
99,66 |
1,29 |
1,02 |
99,62 |
1,14 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,89 |
98,98 |
1,35 |
1,24 |
98,94 |
1,29 |
PS0719 |
PL0000108148 |
101,99 |
102,10 |
1,38 |
1,28 |
102,05 |
1,33 |
DS1019 |
PL0000105441 |
105,35 |
105,45 |
1,42 |
1,34 |
105,40 |
1,38 |
WZ0120 |
PL0000108601 |
100,50 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,95 |
1,58 |
1,52 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,66 |
96,79 |
1,64 |
1,58 |
96,73 |
1,61 |
DS1020 |
PL0000106126 |
108,12 |
108,28 |
1,67 |
1,60 |
108,20 |
1,63 |
WZ0121 |
PL0000106068 |
100,52 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,49 |
1,86 |
1,82 |
100,44 |
1,84 |
PS0721 |
PL0000109153 |
99,39 |
99,51 |
1,95 |
1,91 |
99,45 |
1,93 |
DS1021 |
PL0000106670 |
112,08 |
112,28 |
1,97 |
1,91 |
112,18 |
1,94 |
PS0422 |
PL0000109492 |
100,26 |
100,42 |
2,18 |
2,13 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
114,06 |
114,25 |
2,24 |
2,19 |
114,16 |
2,22 |
WZ1122 |
PL0000109377 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,82 |
2,34 |
2,31 |
100,76 |
2,32 |
IZ0823 |
PL0000105359 |
112,58 |
113,57 |
--- |
--- |
113,08 |
--- |
DS1023 |
PL0000107264 |
107,42 |
107,68 |
2,49 |
2,44 |
107,55 |
2,47 |
WZ0124 |
PL0000107454 |
99,33 |
99,64 |
--- |
--- |
99,49 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,51 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
102,19 |
102,43 |
2,90 |
2,86 |
102,31 |
2,88 |
WZ0126 |
PL0000108817 |
98,16 |
98,50 |
--- |
--- |
98,33 |
--- |
DS0726 |
PL0000108866 |
96,13 |
96,57 |
3,04 |
2,98 |
96,35 |
3,01 |
DS0727 |
PL0000109427 |
95,25 |
95,51 |
3,11 |
3,07 |
95,38 |
3,09 |
WS0428 |
PL0000107611 |
96,71 |
97,09 |
3,14 |
3,09 |
96,90 |
3,12 |
WZ0528 |
PL0000110383 |
97,06 |
97,46 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
124,30 |
124,92 |
3,07 |
3,02 |
124,61 |
3,04 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
265 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
5 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
60 |
WZ0126 |
PL0000108817 |
0/4 |
4 |
1,460 |
1,460 |
1,460 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
240 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
170 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.