2018-07-06 |
MARKET DATA |
No 128 (3411) |
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 |
610,00 |
611,37 |
14 |
920,00 |
952,80 |
7 |
1 530,00 |
1 564,17 |
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 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,64 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,98 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,88 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,18 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,75 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,91 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,30 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,87 |
112,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,21 |
100,25 |
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 |
100,59 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,25 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,91 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,90 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,94 |
94,89 |
94,920 |
95,030 |
94,920 |
95,010 |
95,009 |
155 000 |
150,98 |
8 |
WS0428 |
PL0000107611 |
96,31 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,95 |
124,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,84 |
141,53 |
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 |
100,36 |
100,38 |
100,380 |
100,380 |
100,380 |
100,380 |
100,380 |
450 000 |
455,45 |
5 |
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 |
100,02 |
100,14 |
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 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,15 |
98,20 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
5 000 |
4,95 |
1 |
WZ0528 |
PL0000110383 |
97,01 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
610 000 |
611,37 |
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 |
99,76 |
1,27 |
0,82 |
99,70 |
1,03 |
WZ0119 |
PL0000107603 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
98,95 |
99,06 |
1,34 |
1,20 |
99,01 |
1,26 |
PS0719 |
PL0000108148 |
101,86 |
102,00 |
1,44 |
1,30 |
101,93 |
1,37 |
DS1019 |
PL0000105441 |
105,13 |
105,29 |
1,46 |
1,34 |
105,21 |
1,40 |
WZ0120 |
PL0000108601 |
100,52 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,94 |
1,61 |
1,53 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,71 |
96,83 |
1,65 |
1,59 |
96,77 |
1,62 |
DS1020 |
PL0000106126 |
107,86 |
108,06 |
1,72 |
1,63 |
107,96 |
1,68 |
WZ0121 |
PL0000106068 |
100,52 |
100,70 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,24 |
100,41 |
1,91 |
1,85 |
100,33 |
1,87 |
PS0721 |
PL0000109153 |
99,26 |
99,45 |
2,00 |
1,94 |
99,36 |
1,97 |
DS1021 |
PL0000106670 |
111,81 |
112,07 |
2,00 |
1,93 |
111,94 |
1,96 |
PS0422 |
PL0000109492 |
100,04 |
100,28 |
2,24 |
2,17 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
113,71 |
114,01 |
2,29 |
2,22 |
113,86 |
2,25 |
WZ1122 |
PL0000109377 |
99,96 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,64 |
2,38 |
2,35 |
100,56 |
2,37 |
IZ0823 |
PL0000105359 |
112,48 |
113,26 |
--- |
--- |
112,87 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,39 |
2,54 |
2,49 |
107,25 |
2,52 |
WZ0124 |
PL0000107454 |
99,36 |
99,76 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,52 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,69 |
102,11 |
2,98 |
2,91 |
101,90 |
2,94 |
WZ0126 |
PL0000108817 |
97,99 |
98,34 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
95,62 |
96,00 |
3,12 |
3,07 |
95,81 |
3,09 |
DS0727 |
PL0000109427 |
94,75 |
94,99 |
3,18 |
3,14 |
94,87 |
3,16 |
WS0428 |
PL0000107611 |
96,19 |
96,55 |
3,21 |
3,16 |
96,37 |
3,18 |
WZ0528 |
PL0000110383 |
96,91 |
97,30 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,69 |
124,25 |
3,13 |
3,07 |
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 |
99,62 |
99,75 |
1,30 |
0,85 |
99,69 |
1,06 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,96 |
99,05 |
1,33 |
1,21 |
99,01 |
1,26 |
PS0719 |
PL0000108148 |
101,87 |
101,99 |
1,43 |
1,31 |
101,93 |
1,37 |
DS1019 |
PL0000105441 |
105,13 |
105,29 |
1,46 |
1,34 |
105,21 |
1,40 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,94 |
1,61 |
1,53 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,72 |
96,84 |
1,65 |
1,58 |
96,78 |
1,61 |
DS1020 |
PL0000106126 |
107,86 |
108,06 |
1,72 |
1,63 |
107,96 |
1,68 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,27 |
100,41 |
1,90 |
1,85 |
100,34 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,45 |
2,00 |
1,94 |
99,36 |
1,97 |
DS1021 |
PL0000106670 |
111,79 |
112,07 |
2,01 |
1,93 |
111,93 |
1,97 |
PS0422 |
PL0000109492 |
100,17 |
100,31 |
2,20 |
2,16 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
113,81 |
114,05 |
2,27 |
2,21 |
113,93 |
2,24 |
WZ1122 |
PL0000109377 |
99,97 |
100,17 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,68 |
2,38 |
2,34 |
100,60 |
2,36 |
IZ0823 |
PL0000105359 |
112,38 |
113,20 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
107,22 |
107,46 |
2,52 |
2,48 |
107,34 |
2,50 |
WZ0124 |
PL0000107454 |
99,35 |
99,71 |
--- |
--- |
99,53 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,53 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,15 |
2,95 |
2,91 |
102,01 |
2,93 |
WZ0126 |
PL0000108817 |
98,04 |
98,28 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
95,81 |
96,09 |
3,09 |
3,05 |
95,95 |
3,07 |
DS0727 |
PL0000109427 |
94,87 |
95,10 |
3,16 |
3,13 |
94,99 |
3,14 |
WS0428 |
PL0000107611 |
96,22 |
96,63 |
3,20 |
3,15 |
96,43 |
3,18 |
WZ0528 |
PL0000110383 |
96,91 |
97,30 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,88 |
124,46 |
3,11 |
3,05 |
124,17 |
3,08 |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
160 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
400 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
115 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
70 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,410 |
1,460 |
1,444 |
125 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.