2018-07-04 |
MARKET DATA |
No 126 (3409) |
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 |
470,00 |
485,89 |
18 |
550,00 |
560,97 |
8 |
1 020,00 |
1 046,86 |
26 |
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 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,63 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,94 |
101,98 |
101,930 |
101,930 |
101,920 |
101,920 |
101,924 |
280 000 |
294,01 |
3 |
DS1019 |
PL0000105441 |
105,21 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,70 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,87 |
108,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,19 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,25 |
99,28 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
10 000 |
10,09 |
1 |
DS1021 |
PL0000106670 |
111,75 |
111,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,04 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,70 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,39 |
100,26 |
100,260 |
100,410 |
100,260 |
100,410 |
100,284 |
85 000 |
86,19 |
5 |
DS1023 |
PL0000107264 |
107,08 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,60 |
101,25 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,47 |
1 |
DS0726 |
PL0000108866 |
95,54 |
95,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,56 |
94,25 |
94,160 |
94,600 |
94,160 |
94,550 |
94,512 |
75 000 |
72,66 |
7 |
WS0428 |
PL0000107611 |
95,97 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,64 |
123,17 |
123,620 |
123,620 |
123,620 |
123,620 |
123,620 |
10 000 |
12,48 |
1 |
WS0437 |
PL0000104857 |
100,57 |
140,26 |
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 |
112,84 |
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 |
100,57 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,19 |
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 |
470 000 |
485,89 |
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 |
99,60 |
99,74 |
1,32 |
0,86 |
99,67 |
1,09 |
WZ0119 |
PL0000107603 |
100,29 |
100,40 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,93 |
99,03 |
1,35 |
1,22 |
98,98 |
1,28 |
PS0719 |
PL0000108148 |
101,85 |
102,00 |
1,46 |
1,32 |
101,93 |
1,39 |
DS1019 |
PL0000105441 |
105,15 |
105,33 |
1,48 |
1,34 |
105,24 |
1,41 |
WZ0120 |
PL0000108601 |
100,51 |
100,67 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,73 |
99,92 |
1,65 |
1,54 |
99,83 |
1,59 |
OK0720 |
PL0000110375 |
96,63 |
96,79 |
1,68 |
1,60 |
96,71 |
1,64 |
DS1020 |
PL0000106126 |
107,85 |
108,04 |
1,74 |
1,66 |
107,95 |
1,70 |
WZ0121 |
PL0000106068 |
100,52 |
100,71 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,11 |
100,32 |
1,96 |
1,88 |
100,22 |
1,92 |
PS0721 |
PL0000109153 |
99,11 |
99,31 |
2,05 |
1,98 |
99,21 |
2,02 |
DS1021 |
PL0000106670 |
111,65 |
111,94 |
2,06 |
1,98 |
111,80 |
2,02 |
PS0422 |
PL0000109492 |
99,86 |
100,06 |
2,29 |
2,23 |
99,96 |
2,26 |
WS0922 |
PL0000102646 |
113,45 |
113,73 |
2,36 |
2,29 |
113,59 |
2,32 |
WZ1122 |
PL0000109377 |
99,91 |
100,15 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,08 |
100,31 |
2,48 |
2,42 |
100,20 |
2,45 |
IZ0823 |
PL0000105359 |
112,53 |
113,56 |
--- |
--- |
113,05 |
--- |
DS1023 |
PL0000107264 |
106,70 |
106,98 |
2,63 |
2,57 |
106,84 |
2,60 |
WZ0124 |
PL0000107454 |
99,29 |
99,72 |
--- |
--- |
99,51 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,50 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,54 |
3,07 |
3,00 |
101,33 |
3,03 |
WZ0126 |
PL0000108817 |
98,03 |
98,35 |
--- |
--- |
98,19 |
--- |
DS0726 |
PL0000108866 |
94,95 |
95,33 |
3,22 |
3,16 |
95,14 |
3,19 |
DS0727 |
PL0000109427 |
94,00 |
94,31 |
3,27 |
3,23 |
94,16 |
3,25 |
WS0428 |
PL0000107611 |
95,44 |
95,86 |
3,30 |
3,25 |
95,65 |
3,27 |
WZ0528 |
PL0000110383 |
96,93 |
97,29 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
122,59 |
123,28 |
3,23 |
3,17 |
122,94 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,62 |
99,74 |
1,25 |
0,86 |
99,68 |
1,06 |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,94 |
99,04 |
1,33 |
1,21 |
98,99 |
1,27 |
PS0719 |
PL0000108148 |
101,91 |
102,00 |
1,41 |
1,32 |
101,96 |
1,36 |
DS1019 |
PL0000105441 |
105,19 |
105,30 |
1,45 |
1,37 |
105,25 |
1,40 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,89 |
1,63 |
1,56 |
99,83 |
1,59 |
OK0720 |
PL0000110375 |
96,66 |
96,79 |
1,67 |
1,60 |
96,73 |
1,63 |
DS1020 |
PL0000106126 |
107,86 |
108,06 |
1,73 |
1,65 |
107,96 |
1,69 |
WZ0121 |
PL0000106068 |
100,52 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,38 |
1,93 |
1,86 |
100,28 |
1,89 |
PS0721 |
PL0000109153 |
99,21 |
99,37 |
2,02 |
1,96 |
99,29 |
1,99 |
DS1021 |
PL0000106670 |
111,73 |
111,99 |
2,04 |
1,96 |
111,86 |
2,00 |
PS0422 |
PL0000109492 |
100,01 |
100,23 |
2,24 |
2,18 |
100,12 |
2,21 |
WS0922 |
PL0000102646 |
113,67 |
113,89 |
2,31 |
2,26 |
113,78 |
2,28 |
WZ1122 |
PL0000109377 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,30 |
100,48 |
2,43 |
2,38 |
100,39 |
2,41 |
IZ0823 |
PL0000105359 |
112,59 |
113,44 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,19 |
2,56 |
2,53 |
107,12 |
2,54 |
WZ0124 |
PL0000107454 |
99,35 |
99,68 |
--- |
--- |
99,52 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,46 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,53 |
101,85 |
3,00 |
2,95 |
101,69 |
2,98 |
WZ0126 |
PL0000108817 |
98,06 |
98,35 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
95,46 |
95,71 |
3,14 |
3,11 |
95,59 |
3,13 |
DS0727 |
PL0000109427 |
94,46 |
94,67 |
3,21 |
3,18 |
94,57 |
3,20 |
WS0428 |
PL0000107611 |
95,84 |
96,18 |
3,25 |
3,21 |
96,01 |
3,23 |
WZ0528 |
PL0000110383 |
96,96 |
97,30 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,33 |
123,90 |
3,16 |
3,11 |
123,62 |
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) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
200 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,440 |
1,470 |
1,460 |
120 |
TOTAL |
550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.