2018-07-09 |
MARKET DATA |
No 129 (3412) |
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 |
35,00 |
35,80 |
4 |
2 060,00 |
2 081,41 |
12 |
2 095,00 |
2 117,20 |
16 |
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 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,97 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,87 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,12 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,75 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,85 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,27 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,27 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,88 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,18 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,78 |
113,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,53 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,29 |
107,28 |
107,290 |
107,290 |
107,290 |
107,290 |
107,290 |
10 000 |
11,01 |
1 |
DS0725 |
PL0000108197 |
101,92 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,83 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,88 |
94,91 |
94,920 |
94,920 |
94,920 |
94,920 |
94,920 |
5 000 |
4,87 |
1 |
WS0428 |
PL0000107611 |
96,42 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,07 |
124,13 |
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 |
112,55 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,57 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,01 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,44 |
99,360 |
99,360 |
99,350 |
99,350 |
99,355 |
20 000 |
19,92 |
2 |
WZ0126 |
PL0000108817 |
98,15 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,02 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
35,80 |
4 |
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 |
99,62 |
99,75 |
1,31 |
0,86 |
99,69 |
1,07 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
98,96 |
99,07 |
1,33 |
1,19 |
99,02 |
1,25 |
PS0719 |
PL0000108148 |
101,86 |
101,99 |
1,43 |
1,31 |
101,93 |
1,36 |
DS1019 |
PL0000105441 |
105,11 |
105,28 |
1,47 |
1,34 |
105,20 |
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 |
96,71 |
96,82 |
1,65 |
1,60 |
96,77 |
1,62 |
DS1020 |
PL0000106126 |
107,83 |
108,03 |
1,73 |
1,64 |
107,93 |
1,69 |
WZ0121 |
PL0000106068 |
100,52 |
100,69 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,20 |
100,38 |
1,92 |
1,86 |
100,29 |
1,89 |
PS0721 |
PL0000109153 |
99,23 |
99,43 |
2,01 |
1,94 |
99,33 |
1,98 |
DS1021 |
PL0000106670 |
111,75 |
112,03 |
2,02 |
1,94 |
111,89 |
1,98 |
PS0422 |
PL0000109492 |
100,08 |
100,32 |
2,22 |
2,16 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
113,69 |
113,99 |
2,29 |
2,22 |
113,84 |
2,26 |
WZ1122 |
PL0000109377 |
99,93 |
100,17 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,64 |
2,39 |
2,35 |
100,56 |
2,37 |
IZ0823 |
PL0000105359 |
112,30 |
113,27 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,38 |
2,55 |
2,49 |
107,24 |
2,52 |
WZ0124 |
PL0000107454 |
99,35 |
99,71 |
--- |
--- |
99,53 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,53 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,12 |
2,98 |
2,91 |
101,91 |
2,94 |
WZ0126 |
PL0000108817 |
98,01 |
98,27 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
95,62 |
96,04 |
3,12 |
3,06 |
95,83 |
3,09 |
DS0727 |
PL0000109427 |
94,78 |
95,05 |
3,17 |
3,14 |
94,92 |
3,15 |
WS0428 |
PL0000107611 |
96,15 |
96,60 |
3,21 |
3,16 |
96,38 |
3,18 |
WZ0528 |
PL0000110383 |
96,91 |
97,35 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,84 |
124,40 |
3,11 |
3,06 |
124,12 |
3,08 |
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 |
1,31 |
0,86 |
99,69 |
1,07 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,96 |
99,07 |
1,33 |
1,19 |
99,02 |
1,25 |
PS0719 |
PL0000108148 |
101,86 |
101,99 |
1,43 |
1,31 |
101,93 |
1,36 |
DS1019 |
PL0000105441 |
105,11 |
105,28 |
1,47 |
1,34 |
105,20 |
1,40 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,92 |
1,62 |
1,54 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,71 |
96,81 |
1,65 |
1,60 |
96,76 |
1,63 |
DS1020 |
PL0000106126 |
107,83 |
108,01 |
1,73 |
1,65 |
107,92 |
1,69 |
WZ0121 |
PL0000106068 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,38 |
1,91 |
1,86 |
100,31 |
1,88 |
PS0721 |
PL0000109153 |
99,26 |
99,43 |
2,00 |
1,94 |
99,35 |
1,97 |
DS1021 |
PL0000106670 |
111,82 |
112,01 |
2,00 |
1,94 |
111,92 |
1,97 |
PS0422 |
PL0000109492 |
100,12 |
100,31 |
2,21 |
2,16 |
100,22 |
2,19 |
WS0922 |
PL0000102646 |
113,68 |
113,94 |
2,29 |
2,23 |
113,81 |
2,26 |
WZ1122 |
PL0000109377 |
99,96 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,62 |
2,39 |
2,35 |
100,55 |
2,37 |
IZ0823 |
PL0000105359 |
112,35 |
113,19 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,38 |
2,53 |
2,49 |
107,29 |
2,51 |
WZ0124 |
PL0000107454 |
99,37 |
99,70 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,13 |
2,95 |
2,91 |
102,00 |
2,93 |
WZ0126 |
PL0000108817 |
98,02 |
98,26 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
95,78 |
96,07 |
3,10 |
3,06 |
95,93 |
3,08 |
DS0727 |
PL0000109427 |
94,79 |
95,01 |
3,17 |
3,14 |
94,90 |
3,16 |
WS0428 |
PL0000107611 |
96,33 |
96,58 |
3,19 |
3,16 |
96,46 |
3,17 |
WZ0528 |
PL0000110383 |
96,93 |
97,28 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,82 |
124,38 |
3,11 |
3,06 |
124,10 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
160 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
160 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
175 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
305 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
360 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,430 |
1,423 |
515 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
350 |
TOTAL |
2 060 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.