2018-06-25 |
MARKET DATA |
No 119 (3402) |
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 |
225,00 |
224,72 |
5 |
1 155,00 |
1 177,31 |
13 |
1 380,00 |
1 402,03 |
18 |
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 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,65 |
99,65 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
100 000 |
99,65 |
1 |
OK0419 |
PL0000109633 |
98,91 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,01 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,33 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,86 |
99,90 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
105 000 |
105,17 |
2 |
OK0720 |
PL0000110375 |
96,67 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,10 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,38 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,37 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,97 |
112,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,21 |
100,31 |
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 |
100,63 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,39 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,02 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,14 |
95,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,49 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
124,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,45 |
99,350 |
99,350 |
99,330 |
99,330 |
99,340 |
20 000 |
19,90 |
2 |
WZ0126 |
PL0000108817 |
98,18 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,11 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
224,72 |
5 |
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 |
99,59 |
99,67 |
1,25 |
1,01 |
99,63 |
1,13 |
WZ0119 |
PL0000107603 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,89 |
98,97 |
1,36 |
1,26 |
98,93 |
1,31 |
PS0719 |
PL0000108148 |
101,99 |
102,09 |
1,37 |
1,28 |
102,04 |
1,33 |
DS1019 |
PL0000105441 |
105,31 |
105,43 |
1,43 |
1,34 |
105,37 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,93 |
1,59 |
1,54 |
99,88 |
1,56 |
OK0720 |
PL0000110375 |
96,65 |
96,78 |
1,65 |
1,59 |
96,72 |
1,62 |
DS1020 |
PL0000106126 |
108,06 |
108,25 |
1,69 |
1,61 |
108,16 |
1,64 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,34 |
100,52 |
1,87 |
1,81 |
100,43 |
1,84 |
PS0721 |
PL0000109153 |
99,33 |
99,53 |
1,97 |
1,91 |
99,43 |
1,94 |
DS1021 |
PL0000106670 |
111,95 |
112,25 |
2,00 |
1,91 |
112,10 |
1,95 |
PS0422 |
PL0000109492 |
100,18 |
100,43 |
2,20 |
2,13 |
100,31 |
2,16 |
WS0922 |
PL0000102646 |
113,98 |
114,27 |
2,25 |
2,19 |
114,13 |
2,22 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,59 |
100,79 |
2,36 |
2,31 |
100,69 |
2,34 |
IZ0823 |
PL0000105359 |
112,59 |
113,51 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,60 |
2,52 |
2,46 |
107,45 |
2,49 |
WZ0124 |
PL0000107454 |
99,33 |
99,65 |
--- |
--- |
99,49 |
--- |
WZ0524 |
PL0000110615 |
99,26 |
99,57 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,41 |
2,93 |
2,87 |
102,20 |
2,90 |
WZ0126 |
PL0000108817 |
98,11 |
98,50 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
95,98 |
96,42 |
3,07 |
3,00 |
96,20 |
3,04 |
DS0727 |
PL0000109427 |
95,06 |
95,35 |
3,13 |
3,09 |
95,21 |
3,11 |
WS0428 |
PL0000107611 |
96,41 |
96,86 |
3,18 |
3,12 |
96,64 |
3,15 |
WZ0528 |
PL0000110383 |
97,02 |
97,47 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
123,99 |
124,55 |
3,10 |
3,05 |
124,27 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,61 |
99,69 |
1,19 |
0,95 |
99,65 |
1,07 |
WZ0119 |
PL0000107603 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,90 |
98,99 |
1,34 |
1,23 |
98,95 |
1,28 |
PS0719 |
PL0000108148 |
101,99 |
102,09 |
1,37 |
1,28 |
102,04 |
1,33 |
DS1019 |
PL0000105441 |
105,31 |
105,44 |
1,43 |
1,34 |
105,38 |
1,38 |
WZ0120 |
PL0000108601 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,66 |
96,79 |
1,65 |
1,58 |
96,73 |
1,61 |
DS1020 |
PL0000106126 |
108,08 |
108,25 |
1,68 |
1,61 |
108,17 |
1,64 |
WZ0121 |
PL0000106068 |
100,53 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,51 |
1,88 |
1,81 |
100,42 |
1,84 |
PS0721 |
PL0000109153 |
99,35 |
99,52 |
1,97 |
1,91 |
99,44 |
1,94 |
DS1021 |
PL0000106670 |
111,94 |
112,23 |
2,00 |
1,92 |
112,09 |
1,96 |
PS0422 |
PL0000109492 |
100,16 |
100,35 |
2,20 |
2,15 |
100,26 |
2,18 |
WS0922 |
PL0000102646 |
113,89 |
114,19 |
2,27 |
2,20 |
114,04 |
2,24 |
WZ1122 |
PL0000109377 |
99,99 |
100,17 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,53 |
100,68 |
2,37 |
2,34 |
100,61 |
2,35 |
IZ0823 |
PL0000105359 |
112,59 |
113,61 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,52 |
2,51 |
2,47 |
107,42 |
2,49 |
WZ0124 |
PL0000107454 |
99,34 |
99,67 |
--- |
--- |
99,51 |
--- |
WZ0524 |
PL0000110615 |
99,25 |
99,59 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,92 |
102,22 |
2,94 |
2,90 |
102,07 |
2,92 |
WZ0126 |
PL0000108817 |
98,12 |
98,51 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,17 |
3,09 |
3,04 |
96,01 |
3,06 |
DS0727 |
PL0000109427 |
94,88 |
95,12 |
3,16 |
3,12 |
95,00 |
3,14 |
WS0428 |
PL0000107611 |
96,39 |
96,70 |
3,18 |
3,14 |
96,55 |
3,16 |
WZ0528 |
PL0000110383 |
97,00 |
97,51 |
--- |
--- |
97,26 |
--- |
WS0429 |
PL0000105391 |
123,89 |
124,53 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
150 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
40 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
160 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
375 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
85 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
55 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
90 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
20 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
100 |
TOTAL |
1 155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.