2018-07-02 |
MARKET DATA |
No 124 (3407) |
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 |
235,00 |
229,64 |
18 |
3 505,00 |
3 641,20 |
28 |
3 740,00 |
3 870,83 |
46 |
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 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,62 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,95 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,95 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,25 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,81 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,72 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,97 |
108,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,30 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,33 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,91 |
112,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,79 |
113,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,49 |
100,45 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
15 000 |
15,23 |
2 |
DS1023 |
PL0000107264 |
107,19 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,76 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,72 |
95,58 |
95,550 |
95,550 |
95,470 |
95,470 |
95,520 |
115 000 |
112,56 |
7 |
DS0727 |
PL0000109427 |
94,79 |
94,60 |
94,740 |
94,740 |
94,560 |
94,560 |
94,640 |
105 000 |
101,85 |
9 |
WS0428 |
PL0000107611 |
96,13 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,80 |
123,54 |
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 |
100,33 |
100,38 |
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 |
100,59 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,96 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
229,64 |
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 |
99,61 |
99,74 |
1,26 |
0,84 |
99,68 |
1,04 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,92 |
99,03 |
1,35 |
1,21 |
98,98 |
1,28 |
PS0719 |
PL0000108148 |
101,90 |
102,03 |
1,43 |
1,30 |
101,97 |
1,36 |
DS1019 |
PL0000105441 |
105,21 |
105,38 |
1,45 |
1,32 |
105,30 |
1,38 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,92 |
1,62 |
1,54 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,69 |
96,83 |
1,65 |
1,58 |
96,76 |
1,61 |
DS1020 |
PL0000106126 |
107,93 |
108,12 |
1,71 |
1,63 |
108,03 |
1,67 |
WZ0121 |
PL0000106068 |
100,54 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,21 |
100,43 |
1,92 |
1,84 |
100,32 |
1,88 |
PS0721 |
PL0000109153 |
99,22 |
99,42 |
2,01 |
1,95 |
99,32 |
1,98 |
DS1021 |
PL0000106670 |
111,82 |
112,10 |
2,02 |
1,93 |
111,96 |
1,98 |
PS0422 |
PL0000109492 |
100,04 |
100,28 |
2,24 |
2,17 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
113,68 |
113,96 |
2,31 |
2,24 |
113,82 |
2,28 |
WZ1122 |
PL0000109377 |
99,96 |
100,15 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,35 |
100,55 |
2,41 |
2,37 |
100,45 |
2,39 |
IZ0823 |
PL0000105359 |
112,53 |
113,47 |
--- |
--- |
113,00 |
--- |
DS1023 |
PL0000107264 |
107,03 |
107,30 |
2,56 |
2,51 |
107,17 |
2,54 |
WZ0124 |
PL0000107454 |
99,31 |
99,73 |
--- |
--- |
99,52 |
--- |
WZ0524 |
PL0000110615 |
99,21 |
99,49 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,93 |
3,00 |
2,94 |
101,75 |
2,97 |
WZ0126 |
PL0000108817 |
98,01 |
98,36 |
--- |
--- |
98,19 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,89 |
3,14 |
3,08 |
95,68 |
3,11 |
DS0727 |
PL0000109427 |
94,52 |
94,81 |
3,20 |
3,17 |
94,67 |
3,18 |
WS0428 |
PL0000107611 |
95,94 |
96,37 |
3,24 |
3,18 |
96,16 |
3,21 |
WZ0528 |
PL0000110383 |
96,87 |
97,30 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
123,37 |
123,95 |
3,16 |
3,10 |
123,66 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,61 |
99,74 |
1,26 |
0,84 |
99,68 |
1,04 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,94 |
99,03 |
1,33 |
1,21 |
98,99 |
1,26 |
PS0719 |
PL0000108148 |
101,93 |
102,03 |
1,40 |
1,30 |
101,98 |
1,35 |
DS1019 |
PL0000105441 |
105,23 |
105,36 |
1,43 |
1,34 |
105,30 |
1,38 |
WZ0120 |
PL0000108601 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,92 |
1,62 |
1,54 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,68 |
96,82 |
1,65 |
1,58 |
96,75 |
1,62 |
DS1020 |
PL0000106126 |
107,94 |
108,13 |
1,71 |
1,63 |
108,04 |
1,67 |
WZ0121 |
PL0000106068 |
100,54 |
100,72 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,24 |
100,43 |
1,91 |
1,84 |
100,34 |
1,87 |
PS0721 |
PL0000109153 |
99,28 |
99,43 |
1,99 |
1,94 |
99,36 |
1,97 |
DS1021 |
PL0000106670 |
111,87 |
112,10 |
2,00 |
1,93 |
111,99 |
1,97 |
PS0422 |
PL0000109492 |
100,09 |
100,27 |
2,22 |
2,17 |
100,18 |
2,20 |
WS0922 |
PL0000102646 |
113,73 |
113,99 |
2,30 |
2,24 |
113,86 |
2,27 |
WZ1122 |
PL0000109377 |
99,96 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,53 |
2,41 |
2,37 |
100,46 |
2,39 |
IZ0823 |
PL0000105359 |
112,53 |
113,49 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,28 |
2,56 |
2,51 |
107,17 |
2,54 |
WZ0124 |
PL0000107454 |
99,37 |
99,72 |
--- |
--- |
99,55 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,49 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,85 |
2,99 |
2,95 |
101,73 |
2,97 |
WZ0126 |
PL0000108817 |
98,09 |
98,35 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,57 |
95,79 |
3,13 |
3,10 |
95,68 |
3,11 |
DS0727 |
PL0000109427 |
94,58 |
94,85 |
3,20 |
3,16 |
94,72 |
3,18 |
WS0428 |
PL0000107611 |
95,94 |
96,25 |
3,24 |
3,20 |
96,10 |
3,22 |
WZ0528 |
PL0000110383 |
96,87 |
97,30 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
123,38 |
123,97 |
3,16 |
3,10 |
123,68 |
3,13 |
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 |
1,430 |
1,430 |
1,430 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
300 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
420 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
140 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,400 |
1,430 |
1,415 |
100 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
175 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
105 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
190 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
390 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
280 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
340 |
TOTAL |
3 505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.