2018-06-27 |
MARKET DATA |
No 121 (3404) |
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 |
850,00 |
855,17 |
25 |
75,00 |
74,62 |
2 |
925,00 |
929,79 |
27 |
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 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,63 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,00 |
98,99 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
100 000 |
99,00 |
1 |
PS0719 |
PL0000108148 |
102,00 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,34 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,73 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,12 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,34 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,95 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,17 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,85 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,53 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,28 |
107,20 |
107,200 |
107,200 |
107,190 |
107,190 |
107,198 |
130 000 |
142,88 |
2 |
DS0725 |
PL0000108197 |
101,93 |
102,05 |
102,180 |
102,180 |
102,180 |
102,180 |
102,180 |
10 000 |
10,52 |
1 |
DS0726 |
PL0000108866 |
95,88 |
95,95 |
95,880 |
95,880 |
95,840 |
95,840 |
95,867 |
190 000 |
186,56 |
7 |
DS0727 |
PL0000109427 |
95,02 |
94,84 |
95,050 |
95,050 |
95,050 |
95,050 |
95,050 |
25 000 |
24,34 |
1 |
WS0428 |
PL0000107611 |
96,41 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,26 |
124,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,65 |
141,57 |
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 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,34 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,60 |
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 |
100,09 |
100,10 |
100,070 |
100,070 |
100,060 |
100,060 |
100,063 |
35 000 |
35,08 |
3 |
WZ0124 |
PL0000107454 |
99,52 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,33 |
99,320 |
99,320 |
99,270 |
99,270 |
99,285 |
180 000 |
179,02 |
5 |
WZ0126 |
PL0000108817 |
98,18 |
98,25 |
98,180 |
98,180 |
98,160 |
98,160 |
98,168 |
160 000 |
158,31 |
3 |
WZ0528 |
PL0000110383 |
97,15 |
97,20 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
20 000 |
19,46 |
2 |
TOTAL |
850 000 |
855,17 |
25 |
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 |
99,62 |
99,71 |
1,18 |
0,90 |
99,67 |
1,02 |
WZ0119 |
PL0000107603 |
100,30 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,92 |
99,00 |
1,33 |
1,23 |
98,96 |
1,28 |
PS0719 |
PL0000108148 |
101,98 |
102,08 |
1,37 |
1,28 |
102,03 |
1,33 |
DS1019 |
PL0000105441 |
105,28 |
105,40 |
1,44 |
1,35 |
105,34 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,92 |
1,61 |
1,54 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
96,67 |
96,78 |
1,65 |
1,59 |
96,73 |
1,62 |
DS1020 |
PL0000106126 |
108,03 |
108,22 |
1,69 |
1,61 |
108,13 |
1,65 |
WZ0121 |
PL0000106068 |
100,53 |
100,70 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,49 |
1,90 |
1,82 |
100,38 |
1,86 |
PS0721 |
PL0000109153 |
99,28 |
99,49 |
1,99 |
1,92 |
99,39 |
1,95 |
DS1021 |
PL0000106670 |
111,91 |
112,18 |
2,00 |
1,93 |
112,05 |
1,96 |
PS0422 |
PL0000109492 |
100,06 |
100,31 |
2,23 |
2,16 |
100,19 |
2,19 |
WS0922 |
PL0000102646 |
113,78 |
114,07 |
2,29 |
2,23 |
113,93 |
2,26 |
WZ1122 |
PL0000109377 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,63 |
2,40 |
2,35 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
112,56 |
113,52 |
--- |
--- |
113,04 |
--- |
DS1023 |
PL0000107264 |
107,18 |
107,44 |
2,54 |
2,49 |
107,31 |
2,51 |
WZ0124 |
PL0000107454 |
99,34 |
99,70 |
--- |
--- |
99,52 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,56 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,74 |
102,17 |
2,97 |
2,90 |
101,96 |
2,94 |
WZ0126 |
PL0000108817 |
98,04 |
98,45 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,76 |
96,16 |
3,10 |
3,04 |
95,96 |
3,07 |
DS0727 |
PL0000109427 |
94,80 |
95,22 |
3,17 |
3,11 |
95,01 |
3,14 |
WS0428 |
PL0000107611 |
96,19 |
96,62 |
3,20 |
3,15 |
96,41 |
3,18 |
WZ0528 |
PL0000110383 |
96,93 |
97,37 |
--- |
--- |
97,15 |
--- |
WS0429 |
PL0000105391 |
123,68 |
124,26 |
3,13 |
3,08 |
123,97 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,61 |
99,72 |
1,21 |
0,87 |
99,67 |
1,02 |
WZ0119 |
PL0000107603 |
100,31 |
100,42 |
--- |
--- |
100,37 |
--- |
OK0419 |
PL0000109633 |
98,93 |
99,04 |
1,32 |
1,18 |
98,99 |
1,24 |
PS0719 |
PL0000108148 |
101,97 |
102,09 |
1,38 |
1,27 |
102,03 |
1,33 |
DS1019 |
PL0000105441 |
105,31 |
105,44 |
1,41 |
1,32 |
105,38 |
1,36 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,92 |
1,60 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,68 |
96,82 |
1,64 |
1,57 |
96,75 |
1,61 |
DS1020 |
PL0000106126 |
108,07 |
108,21 |
1,67 |
1,61 |
108,14 |
1,64 |
WZ0121 |
PL0000106068 |
100,52 |
100,72 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,30 |
100,48 |
1,89 |
1,82 |
100,39 |
1,85 |
PS0721 |
PL0000109153 |
99,32 |
99,48 |
1,98 |
1,92 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
111,88 |
112,17 |
2,01 |
1,93 |
112,03 |
1,97 |
PS0422 |
PL0000109492 |
100,12 |
100,30 |
2,21 |
2,16 |
100,21 |
2,19 |
WS0922 |
PL0000102646 |
113,80 |
114,03 |
2,29 |
2,24 |
113,92 |
2,26 |
WZ1122 |
PL0000109377 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,59 |
2,40 |
2,36 |
100,51 |
2,38 |
IZ0823 |
PL0000105359 |
112,56 |
113,48 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,42 |
2,53 |
2,49 |
107,31 |
2,51 |
WZ0124 |
PL0000107454 |
99,29 |
99,64 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
99,19 |
99,40 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
101,74 |
102,18 |
2,97 |
2,90 |
101,96 |
2,94 |
WZ0126 |
PL0000108817 |
98,05 |
98,38 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,71 |
96,06 |
3,11 |
3,06 |
95,89 |
3,08 |
DS0727 |
PL0000109427 |
94,76 |
95,00 |
3,17 |
3,14 |
94,88 |
3,16 |
WS0428 |
PL0000107611 |
96,07 |
96,41 |
3,22 |
3,18 |
96,24 |
3,20 |
WZ0528 |
PL0000110383 |
96,97 |
97,35 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
123,75 |
124,38 |
3,13 |
3,06 |
124,07 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
45 |
TOTAL |
75 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.