2018-07-03 |
MARKET DATA |
No 125 (3408) |
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 |
220,00 |
225,27 |
13 |
1 035,00 |
1 067,68 |
11 |
1 255,00 |
1 292,95 |
24 |
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 |
100,05 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,62 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,94 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,91 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,24 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,70 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,94 |
108,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,24 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,84 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,00 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,61 |
113,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,30 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,43 |
101,09 |
101,150 |
101,150 |
101,090 |
101,090 |
101,116 |
150 000 |
156,28 |
8 |
DS0726 |
PL0000108866 |
95,29 |
95,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,42 |
93,95 |
94,250 |
94,250 |
94,040 |
94,040 |
94,190 |
35 000 |
33,79 |
2 |
WS0428 |
PL0000107611 |
95,85 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,25 |
122,92 |
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 |
112,75 |
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 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,62 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
10 000 |
10,14 |
1 |
WZ1122 |
PL0000109377 |
100,04 |
100,12 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
25 000 |
25,06 |
2 |
WZ0124 |
PL0000107454 |
99,40 |
99,67 |
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 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,08 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
220 000 |
225,27 |
13 |
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 |
1,28 |
0,85 |
99,68 |
1,05 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,93 |
99,03 |
1,34 |
1,22 |
98,98 |
1,28 |
PS0719 |
PL0000108148 |
101,89 |
102,01 |
1,43 |
1,32 |
101,95 |
1,37 |
DS1019 |
PL0000105441 |
105,20 |
105,36 |
1,45 |
1,33 |
105,28 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,91 |
1,63 |
1,55 |
99,84 |
1,59 |
OK0720 |
PL0000110375 |
96,68 |
96,81 |
1,65 |
1,59 |
96,75 |
1,62 |
DS1020 |
PL0000106126 |
107,91 |
108,11 |
1,72 |
1,63 |
108,01 |
1,68 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,19 |
100,40 |
1,93 |
1,85 |
100,30 |
1,89 |
PS0721 |
PL0000109153 |
99,19 |
99,38 |
2,02 |
1,96 |
99,29 |
1,99 |
DS1021 |
PL0000106670 |
111,75 |
112,03 |
2,03 |
1,95 |
111,89 |
1,99 |
PS0422 |
PL0000109492 |
99,93 |
100,18 |
2,27 |
2,20 |
100,06 |
2,23 |
WS0922 |
PL0000102646 |
113,57 |
113,86 |
2,33 |
2,26 |
113,72 |
2,30 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,20 |
100,40 |
2,45 |
2,40 |
100,30 |
2,43 |
IZ0823 |
PL0000105359 |
112,50 |
113,51 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,11 |
2,60 |
2,55 |
106,97 |
2,57 |
WZ0124 |
PL0000107454 |
99,34 |
99,72 |
--- |
--- |
99,53 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,49 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
101,32 |
101,75 |
3,04 |
2,97 |
101,54 |
3,00 |
WZ0126 |
PL0000108817 |
98,05 |
98,35 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,61 |
3,19 |
3,12 |
95,39 |
3,15 |
DS0727 |
PL0000109427 |
94,26 |
94,55 |
3,24 |
3,20 |
94,41 |
3,22 |
WS0428 |
PL0000107611 |
95,68 |
96,11 |
3,27 |
3,22 |
95,90 |
3,24 |
WZ0528 |
PL0000110383 |
96,87 |
97,30 |
--- |
--- |
97,09 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,63 |
3,19 |
3,13 |
123,35 |
3,16 |
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 |
1,28 |
0,85 |
99,68 |
1,05 |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
98,92 |
99,02 |
1,36 |
1,23 |
98,97 |
1,29 |
PS0719 |
PL0000108148 |
101,87 |
102,00 |
1,45 |
1,33 |
101,94 |
1,38 |
DS1019 |
PL0000105441 |
105,21 |
105,35 |
1,44 |
1,34 |
105,28 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,74 |
99,89 |
1,64 |
1,56 |
99,82 |
1,60 |
OK0720 |
PL0000110375 |
96,64 |
96,78 |
1,67 |
1,60 |
96,71 |
1,64 |
DS1020 |
PL0000106126 |
107,87 |
108,06 |
1,73 |
1,65 |
107,97 |
1,69 |
WZ0121 |
PL0000106068 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,12 |
100,32 |
1,95 |
1,88 |
100,22 |
1,92 |
PS0721 |
PL0000109153 |
99,19 |
99,31 |
2,02 |
1,98 |
99,25 |
2,00 |
DS1021 |
PL0000106670 |
111,65 |
111,92 |
2,06 |
1,98 |
111,79 |
2,02 |
PS0422 |
PL0000109492 |
99,94 |
100,10 |
2,26 |
2,22 |
100,02 |
2,24 |
WS0922 |
PL0000102646 |
113,50 |
113,71 |
2,35 |
2,30 |
113,61 |
2,32 |
WZ1122 |
PL0000109377 |
99,95 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,10 |
100,26 |
2,47 |
2,44 |
100,18 |
2,45 |
IZ0823 |
PL0000105359 |
112,61 |
113,45 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
106,74 |
106,95 |
2,62 |
2,58 |
106,85 |
2,60 |
WZ0124 |
PL0000107454 |
99,31 |
99,72 |
--- |
--- |
99,52 |
--- |
WZ0524 |
PL0000110615 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,13 |
101,39 |
3,07 |
3,03 |
101,26 |
3,05 |
WZ0126 |
PL0000108817 |
98,07 |
98,34 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
95,10 |
95,40 |
3,20 |
3,15 |
95,25 |
3,18 |
DS0727 |
PL0000109427 |
94,10 |
94,34 |
3,26 |
3,23 |
94,22 |
3,24 |
WS0428 |
PL0000107611 |
95,40 |
95,73 |
3,30 |
3,26 |
95,57 |
3,28 |
WZ0528 |
PL0000110383 |
96,95 |
97,28 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
122,75 |
123,33 |
3,22 |
3,16 |
123,04 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
35 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
245 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
60 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
190 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
125 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
TOTAL |
1 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.