2018-07-05 |
MARKET DATA |
No 127 (3410) |
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 |
197,50 |
202,60 |
14 |
1 145,00 |
1 153,81 |
7 |
1 342,50 |
1 356,41 |
21 |
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 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,64 |
99,73 |
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 |
101,91 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,25 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,72 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,93 |
107,96 |
107,960 |
107,960 |
107,960 |
107,960 |
107,960 |
50 000 |
55,83 |
2 |
PS0421 |
PL0000108916 |
100,28 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,32 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,88 |
111,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,13 |
100,10 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
7 500 |
7,55 |
1 |
WS0922 |
PL0000102646 |
113,83 |
113,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,52 |
100,32 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
5 000 |
5,09 |
1 |
DS1023 |
PL0000107264 |
107,23 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,85 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,72 |
95,48 |
95,710 |
95,710 |
95,710 |
95,710 |
95,710 |
10 000 |
9,81 |
1 |
DS0727 |
PL0000109427 |
94,80 |
94,41 |
94,410 |
94,410 |
94,410 |
94,410 |
94,410 |
5 000 |
4,84 |
1 |
WS0428 |
PL0000107611 |
96,28 |
96,06 |
96,170 |
96,420 |
96,170 |
96,420 |
96,210 |
85 000 |
82,26 |
6 |
WS0429 |
PL0000105391 |
123,80 |
123,48 |
123,620 |
123,620 |
123,620 |
123,620 |
123,620 |
10 000 |
12,48 |
1 |
WS0437 |
PL0000104857 |
101,71 |
140,67 |
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 |
113,00 |
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 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,19 |
98,24 |
98,190 |
98,190 |
98,190 |
98,190 |
98,190 |
25 000 |
24,75 |
1 |
WZ0528 |
PL0000110383 |
97,05 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
197 500 |
202,60 |
14 |
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 |
99,63 |
99,74 |
1,26 |
0,88 |
99,69 |
1,05 |
WZ0119 |
PL0000107603 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,94 |
99,04 |
1,35 |
1,22 |
98,99 |
1,28 |
PS0719 |
PL0000108148 |
101,90 |
102,01 |
1,40 |
1,30 |
101,96 |
1,35 |
DS1019 |
PL0000105441 |
105,18 |
105,29 |
1,43 |
1,35 |
105,24 |
1,39 |
WZ0120 |
PL0000108601 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,91 |
1,63 |
1,55 |
99,84 |
1,59 |
OK0720 |
PL0000110375 |
96,68 |
96,81 |
1,66 |
1,60 |
96,75 |
1,63 |
DS1020 |
PL0000106126 |
107,86 |
108,06 |
1,72 |
1,64 |
107,96 |
1,68 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,17 |
100,38 |
1,93 |
1,86 |
100,28 |
1,89 |
PS0721 |
PL0000109153 |
99,17 |
99,37 |
2,03 |
1,96 |
99,27 |
2,00 |
DS1021 |
PL0000106670 |
111,72 |
111,98 |
2,03 |
1,96 |
111,85 |
1,99 |
PS0422 |
PL0000109492 |
99,96 |
100,21 |
2,26 |
2,19 |
100,09 |
2,22 |
WS0922 |
PL0000102646 |
113,52 |
113,81 |
2,33 |
2,27 |
113,67 |
2,30 |
WZ1122 |
PL0000109377 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,45 |
2,44 |
2,39 |
100,36 |
2,41 |
IZ0823 |
PL0000105359 |
112,61 |
113,45 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
106,84 |
107,12 |
2,60 |
2,54 |
106,98 |
2,57 |
WZ0124 |
PL0000107454 |
99,35 |
99,74 |
--- |
--- |
99,55 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,54 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,38 |
101,79 |
3,03 |
2,96 |
101,59 |
2,99 |
WZ0126 |
PL0000108817 |
98,07 |
98,36 |
--- |
--- |
98,22 |
--- |
DS0726 |
PL0000108866 |
95,23 |
95,68 |
3,18 |
3,11 |
95,46 |
3,15 |
DS0727 |
PL0000109427 |
94,31 |
94,59 |
3,23 |
3,20 |
94,45 |
3,21 |
WS0428 |
PL0000107611 |
95,70 |
96,15 |
3,27 |
3,21 |
95,93 |
3,24 |
WZ0528 |
PL0000110383 |
96,94 |
97,31 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,13 |
123,70 |
3,18 |
3,13 |
123,42 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,63 |
99,75 |
1,26 |
0,85 |
99,69 |
1,05 |
WZ0119 |
PL0000107603 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,94 |
99,05 |
1,35 |
1,21 |
99,00 |
1,27 |
PS0719 |
PL0000108148 |
101,89 |
102,01 |
1,41 |
1,30 |
101,95 |
1,35 |
DS1019 |
PL0000105441 |
105,21 |
105,28 |
1,41 |
1,36 |
105,25 |
1,38 |
WZ0120 |
PL0000108601 |
100,52 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,91 |
1,60 |
1,55 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
96,69 |
96,82 |
1,66 |
1,59 |
96,76 |
1,62 |
DS1020 |
PL0000106126 |
107,90 |
107,99 |
1,71 |
1,67 |
107,95 |
1,68 |
WZ0121 |
PL0000106068 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,24 |
100,34 |
1,91 |
1,87 |
100,29 |
1,89 |
PS0721 |
PL0000109153 |
99,29 |
99,38 |
1,99 |
1,96 |
99,34 |
1,97 |
DS1021 |
PL0000106670 |
111,85 |
111,99 |
1,99 |
1,95 |
111,92 |
1,97 |
PS0422 |
PL0000109492 |
100,07 |
100,20 |
2,23 |
2,19 |
100,14 |
2,21 |
WS0922 |
PL0000102646 |
113,77 |
113,94 |
2,28 |
2,24 |
113,86 |
2,26 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,59 |
2,39 |
2,36 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
112,50 |
113,28 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,34 |
2,53 |
2,50 |
107,27 |
2,51 |
WZ0124 |
PL0000107454 |
99,35 |
99,76 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,52 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,77 |
101,95 |
2,97 |
2,94 |
101,86 |
2,95 |
WZ0126 |
PL0000108817 |
98,05 |
98,33 |
--- |
--- |
98,19 |
--- |
DS0726 |
PL0000108866 |
95,65 |
95,85 |
3,12 |
3,09 |
95,75 |
3,10 |
DS0727 |
PL0000109427 |
94,66 |
94,91 |
3,19 |
3,15 |
94,79 |
3,17 |
WS0428 |
PL0000107611 |
96,21 |
96,41 |
3,20 |
3,18 |
96,31 |
3,19 |
WZ0528 |
PL0000110383 |
96,91 |
97,31 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,67 |
124,17 |
3,13 |
3,08 |
123,92 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
85 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
500 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
245 |
TOTAL |
1 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.