2018-06-26 |
MARKET DATA |
No 120 (3403) |
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 |
577,50 |
584,95 |
23 |
890,00 |
961,17 |
13 |
1 467,50 |
1 546,12 |
36 |
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 |
99,67 |
99,67 |
99,670 |
99,670 |
99,670 |
99,670 |
99,670 |
177 500 |
176,91 |
3 |
OK0419 |
PL0000109633 |
98,93 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,99 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,31 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,68 |
96,73 |
96,740 |
96,740 |
96,740 |
96,740 |
96,740 |
10 000 |
9,67 |
1 |
DS1020 |
PL0000106126 |
108,08 |
108,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,33 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,97 |
112,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,15 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,86 |
113,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,51 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,18 |
107,04 |
107,040 |
107,040 |
107,040 |
107,040 |
107,040 |
70 000 |
76,82 |
4 |
DS0725 |
PL0000108197 |
101,82 |
101,88 |
101,750 |
101,750 |
101,750 |
101,750 |
101,750 |
10 000 |
10,48 |
1 |
DS0726 |
PL0000108866 |
95,78 |
95,82 |
95,780 |
95,780 |
95,700 |
95,700 |
95,733 |
110 000 |
107,85 |
6 |
DS0727 |
PL0000109427 |
94,82 |
94,69 |
94,730 |
94,730 |
94,730 |
94,730 |
94,730 |
10 000 |
9,70 |
1 |
WS0428 |
PL0000107611 |
96,20 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,93 |
123,69 |
123,820 |
123,910 |
123,820 |
123,910 |
123,878 |
20 000 |
24,98 |
3 |
WS0437 |
PL0000104857 |
101,68 |
141,16 |
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 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,33 |
100,38 |
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 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,09 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
25 000 |
25,06 |
1 |
WZ0124 |
PL0000107454 |
99,42 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,45 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
10 000 |
9,95 |
1 |
WZ0126 |
PL0000108817 |
98,17 |
98,14 |
98,150 |
98,150 |
98,140 |
98,140 |
98,144 |
135 000 |
133,53 |
2 |
WZ0528 |
PL0000110383 |
97,09 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
577 500 |
584,95 |
23 |
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 |
99,60 |
99,70 |
1,23 |
0,92 |
99,65 |
1,08 |
WZ0119 |
PL0000107603 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,91 |
98,99 |
1,34 |
1,24 |
98,95 |
1,29 |
PS0719 |
PL0000108148 |
101,98 |
102,08 |
1,38 |
1,29 |
102,03 |
1,33 |
DS1019 |
PL0000105441 |
105,29 |
105,42 |
1,44 |
1,34 |
105,36 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,92 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,65 |
96,78 |
1,65 |
1,59 |
96,72 |
1,62 |
DS1020 |
PL0000106126 |
108,03 |
108,22 |
1,69 |
1,61 |
108,13 |
1,65 |
WZ0121 |
PL0000106068 |
100,52 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,43 |
1,89 |
1,84 |
100,36 |
1,87 |
PS0721 |
PL0000109153 |
99,29 |
99,48 |
1,99 |
1,92 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
111,91 |
112,19 |
2,01 |
1,93 |
112,05 |
1,97 |
PS0422 |
PL0000109492 |
100,11 |
100,36 |
2,22 |
2,15 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
113,83 |
114,11 |
2,28 |
2,22 |
113,97 |
2,25 |
WZ1122 |
PL0000109377 |
99,98 |
100,18 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,46 |
100,67 |
2,39 |
2,34 |
100,57 |
2,36 |
IZ0823 |
PL0000105359 |
112,59 |
113,51 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
107,16 |
107,45 |
2,54 |
2,49 |
107,31 |
2,51 |
WZ0124 |
PL0000107454 |
99,34 |
99,66 |
--- |
--- |
99,50 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,61 |
--- |
--- |
99,43 |
--- |
DS0725 |
PL0000108197 |
101,74 |
102,18 |
2,97 |
2,90 |
101,96 |
2,94 |
WZ0126 |
PL0000108817 |
98,11 |
98,51 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
95,72 |
96,13 |
3,10 |
3,05 |
95,93 |
3,07 |
DS0727 |
PL0000109427 |
94,76 |
95,07 |
3,17 |
3,13 |
94,92 |
3,15 |
WS0428 |
PL0000107611 |
96,12 |
96,56 |
3,21 |
3,16 |
96,34 |
3,19 |
WZ0528 |
PL0000110383 |
96,98 |
97,39 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
123,80 |
124,34 |
3,12 |
3,07 |
124,07 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,60 |
99,69 |
1,23 |
0,95 |
99,65 |
1,08 |
WZ0119 |
PL0000107603 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,92 |
99,00 |
1,32 |
1,22 |
98,96 |
1,27 |
PS0719 |
PL0000108148 |
101,98 |
102,09 |
1,38 |
1,28 |
102,04 |
1,32 |
DS1019 |
PL0000105441 |
105,29 |
105,41 |
1,44 |
1,35 |
105,35 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,69 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,92 |
1,61 |
1,54 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
96,66 |
96,78 |
1,65 |
1,59 |
96,72 |
1,62 |
DS1020 |
PL0000106126 |
108,03 |
108,19 |
1,69 |
1,63 |
108,11 |
1,66 |
WZ0121 |
PL0000106068 |
100,53 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,47 |
1,90 |
1,82 |
100,37 |
1,86 |
PS0721 |
PL0000109153 |
99,33 |
99,47 |
1,97 |
1,93 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
111,89 |
112,17 |
2,01 |
1,93 |
112,03 |
1,97 |
PS0422 |
PL0000109492 |
100,10 |
100,29 |
2,22 |
2,17 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
113,73 |
114,03 |
2,31 |
2,24 |
113,88 |
2,27 |
WZ1122 |
PL0000109377 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,40 |
100,51 |
2,40 |
2,38 |
100,46 |
2,39 |
IZ0823 |
PL0000105359 |
112,58 |
113,44 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,33 |
2,55 |
2,51 |
107,22 |
2,53 |
WZ0124 |
PL0000107454 |
99,33 |
99,69 |
--- |
--- |
99,51 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,51 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,72 |
101,99 |
2,97 |
2,93 |
101,86 |
2,95 |
WZ0126 |
PL0000108817 |
98,02 |
98,45 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
95,63 |
95,91 |
3,12 |
3,08 |
95,77 |
3,10 |
DS0727 |
PL0000109427 |
94,63 |
94,92 |
3,19 |
3,15 |
94,78 |
3,17 |
WS0428 |
PL0000107611 |
96,12 |
96,44 |
3,21 |
3,17 |
96,28 |
3,19 |
WZ0528 |
PL0000110383 |
96,95 |
97,37 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
123,58 |
124,22 |
3,14 |
3,08 |
123,90 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
320 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
100 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,150 |
1,200 |
1,188 |
200 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
30 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
15 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
45 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
100 |
TOTAL |
890 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.