2018-06-22 |
MARKET DATA |
No 118 (3401) |
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 |
125,00 |
122,88 |
4 |
1 135,00 |
1 145,43 |
10 |
1 260,00 |
1 268,31 |
14 |
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 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,59 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,94 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,00 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,35 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,87 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,68 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,15 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,42 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,40 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,01 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,25 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
114,00 |
114,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,65 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,40 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,15 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,15 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,15 |
95,16 |
95,070 |
95,070 |
95,070 |
95,070 |
95,070 |
10 000 |
9,74 |
1 |
WS0428 |
PL0000107611 |
96,50 |
96,49 |
96,500 |
96,500 |
96,490 |
96,490 |
96,496 |
65 000 |
63,03 |
2 |
WS0429 |
PL0000105391 |
124,27 |
124,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,37 |
142,04 |
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 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,65 |
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 |
100,07 |
100,14 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
50 000 |
50,11 |
1 |
WZ0124 |
PL0000107454 |
99,35 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,37 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,25 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
125 000 |
122,88 |
4 |
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 |
99,58 |
99,67 |
1,27 |
1,00 |
99,63 |
1,12 |
WZ0119 |
PL0000107603 |
100,29 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,90 |
98,99 |
1,34 |
1,23 |
98,95 |
1,28 |
PS0719 |
PL0000108148 |
101,98 |
102,10 |
1,39 |
1,28 |
102,04 |
1,33 |
DS1019 |
PL0000105441 |
105,33 |
105,45 |
1,42 |
1,34 |
105,39 |
1,38 |
WZ0120 |
PL0000108601 |
100,50 |
100,68 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,95 |
1,60 |
1,52 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,66 |
96,79 |
1,64 |
1,58 |
96,73 |
1,61 |
DS1020 |
PL0000106126 |
108,10 |
108,29 |
1,67 |
1,59 |
108,20 |
1,63 |
WZ0121 |
PL0000106068 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,31 |
100,52 |
1,88 |
1,81 |
100,42 |
1,84 |
PS0721 |
PL0000109153 |
99,35 |
99,51 |
1,97 |
1,91 |
99,43 |
1,94 |
DS1021 |
PL0000106670 |
112,00 |
112,28 |
1,99 |
1,91 |
112,14 |
1,95 |
PS0422 |
PL0000109492 |
100,18 |
100,43 |
2,20 |
2,13 |
100,31 |
2,16 |
WS0922 |
PL0000102646 |
113,94 |
114,19 |
2,26 |
2,21 |
114,07 |
2,23 |
WZ1122 |
PL0000109377 |
100,01 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,59 |
100,78 |
2,36 |
2,32 |
100,69 |
2,34 |
IZ0823 |
PL0000105359 |
112,57 |
113,51 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,57 |
2,51 |
2,46 |
107,44 |
2,49 |
WZ0124 |
PL0000107454 |
99,30 |
99,65 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,25 |
99,51 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
102,02 |
102,42 |
2,93 |
2,86 |
102,22 |
2,90 |
WZ0126 |
PL0000108817 |
98,12 |
98,51 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,99 |
96,41 |
3,07 |
3,00 |
96,20 |
3,04 |
DS0727 |
PL0000109427 |
95,08 |
95,38 |
3,13 |
3,09 |
95,23 |
3,11 |
WS0428 |
PL0000107611 |
96,46 |
96,91 |
3,17 |
3,12 |
96,69 |
3,14 |
WZ0528 |
PL0000110383 |
97,05 |
97,47 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
124,06 |
124,69 |
3,10 |
3,04 |
124,38 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,58 |
99,67 |
1,27 |
1,00 |
99,63 |
1,12 |
WZ0119 |
PL0000107603 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,89 |
98,97 |
1,35 |
1,25 |
98,93 |
1,30 |
PS0719 |
PL0000108148 |
101,98 |
102,09 |
1,39 |
1,29 |
102,04 |
1,33 |
DS1019 |
PL0000105441 |
105,31 |
105,43 |
1,44 |
1,35 |
105,37 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,93 |
1,59 |
1,54 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,65 |
96,78 |
1,65 |
1,58 |
96,72 |
1,61 |
DS1020 |
PL0000106126 |
108,12 |
108,25 |
1,66 |
1,61 |
108,19 |
1,63 |
WZ0121 |
PL0000106068 |
100,53 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,51 |
1,86 |
1,81 |
100,44 |
1,84 |
PS0721 |
PL0000109153 |
99,37 |
99,49 |
1,96 |
1,92 |
99,43 |
1,94 |
DS1021 |
PL0000106670 |
111,97 |
112,25 |
1,99 |
1,91 |
112,11 |
1,95 |
PS0422 |
PL0000109492 |
100,20 |
100,32 |
2,19 |
2,16 |
100,26 |
2,18 |
WS0922 |
PL0000102646 |
113,96 |
114,21 |
2,26 |
2,20 |
114,09 |
2,23 |
WZ1122 |
PL0000109377 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,54 |
100,68 |
2,37 |
2,34 |
100,61 |
2,35 |
IZ0823 |
PL0000105359 |
112,58 |
113,49 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,53 |
2,51 |
2,47 |
107,42 |
2,49 |
WZ0124 |
PL0000107454 |
99,31 |
99,64 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,98 |
102,22 |
2,93 |
2,90 |
102,10 |
2,91 |
WZ0126 |
PL0000108817 |
98,13 |
98,50 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,36 |
3,05 |
3,01 |
96,22 |
3,03 |
DS0727 |
PL0000109427 |
94,98 |
95,22 |
3,14 |
3,11 |
95,10 |
3,13 |
WS0428 |
PL0000107611 |
96,34 |
96,71 |
3,19 |
3,14 |
96,53 |
3,16 |
WZ0528 |
PL0000110383 |
97,09 |
97,45 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
123,90 |
124,52 |
3,11 |
3,05 |
124,21 |
3,08 |
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 |
1,430 |
1,430 |
1,430 |
10 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
100 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
400 |
OK0419 |
PL0000109633 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
310 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,430 |
1,440 |
1,436 |
195 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
20 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
80 |
TOTAL |
1 135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.