2018-07-10 |
MARKET DATA |
No 130 (3413) |
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 |
147,50 |
147,13 |
13 |
1 985,00 |
2 018,03 |
11 |
2 132,50 |
2 165,15 |
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 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,65 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,98 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,88 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,13 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,73 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,83 |
107,99 |
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 |
99,25 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,81 |
111,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,69 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,48 |
100,45 |
100,460 |
100,460 |
100,440 |
100,440 |
100,450 |
40 000 |
40,64 |
4 |
DS1023 |
PL0000107264 |
107,11 |
107,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,76 |
95,80 |
95,720 |
95,720 |
95,720 |
95,720 |
95,720 |
5 000 |
4,91 |
1 |
DS0727 |
PL0000109427 |
94,79 |
94,76 |
94,790 |
94,790 |
94,760 |
94,760 |
94,778 |
20 000 |
19,44 |
3 |
WS0428 |
PL0000107611 |
96,25 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,89 |
123,99 |
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 |
112,50 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,41 |
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 |
100,02 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,36 |
99,42 |
99,360 |
99,360 |
99,330 |
99,330 |
99,338 |
82 500 |
82,14 |
5 |
WZ0126 |
PL0000108817 |
98,18 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,01 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
147 500 |
147,13 |
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 |
99,64 |
99,75 |
1,26 |
0,87 |
99,70 |
1,05 |
WZ0119 |
PL0000107603 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,97 |
99,06 |
1,32 |
1,21 |
99,02 |
1,26 |
PS0719 |
PL0000108148 |
101,86 |
101,97 |
1,43 |
1,32 |
101,92 |
1,37 |
DS1019 |
PL0000105441 |
105,11 |
105,23 |
1,46 |
1,37 |
105,17 |
1,41 |
WZ0120 |
PL0000108601 |
100,52 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,91 |
1,62 |
1,55 |
99,85 |
1,58 |
OK0720 |
PL0000110375 |
96,71 |
96,82 |
1,65 |
1,60 |
96,77 |
1,62 |
DS1020 |
PL0000106126 |
107,82 |
108,01 |
1,73 |
1,65 |
107,92 |
1,69 |
WZ0121 |
PL0000106068 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,38 |
1,91 |
1,86 |
100,31 |
1,88 |
PS0721 |
PL0000109153 |
99,24 |
99,42 |
2,01 |
1,95 |
99,33 |
1,98 |
DS1021 |
PL0000106670 |
111,80 |
112,01 |
2,00 |
1,94 |
111,91 |
1,97 |
PS0422 |
PL0000109492 |
100,07 |
100,31 |
2,23 |
2,16 |
100,19 |
2,19 |
WS0922 |
PL0000102646 |
113,67 |
113,96 |
2,29 |
2,23 |
113,82 |
2,26 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,62 |
2,39 |
2,35 |
100,54 |
2,37 |
IZ0823 |
PL0000105359 |
112,35 |
113,19 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,33 |
2,55 |
2,50 |
107,20 |
2,52 |
WZ0124 |
PL0000107454 |
99,37 |
99,70 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,26 |
99,49 |
--- |
--- |
99,38 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,11 |
2,96 |
2,91 |
101,95 |
2,94 |
WZ0126 |
PL0000108817 |
98,08 |
98,26 |
--- |
--- |
98,17 |
--- |
DS0726 |
PL0000108866 |
95,70 |
96,05 |
3,11 |
3,06 |
95,88 |
3,08 |
DS0727 |
PL0000109427 |
94,74 |
95,00 |
3,18 |
3,14 |
94,87 |
3,16 |
WS0428 |
PL0000107611 |
96,22 |
96,63 |
3,20 |
3,15 |
96,43 |
3,18 |
WZ0528 |
PL0000110383 |
96,93 |
97,28 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,82 |
124,39 |
3,11 |
3,06 |
124,11 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,64 |
99,76 |
1,26 |
0,84 |
99,70 |
1,05 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,96 |
99,06 |
1,34 |
1,21 |
99,01 |
1,27 |
PS0719 |
PL0000108148 |
101,87 |
101,98 |
1,42 |
1,31 |
101,93 |
1,36 |
DS1019 |
PL0000105441 |
105,12 |
105,22 |
1,45 |
1,38 |
105,17 |
1,41 |
WZ0120 |
PL0000108601 |
100,52 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,91 |
1,60 |
1,55 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,70 |
96,81 |
1,66 |
1,60 |
96,76 |
1,63 |
DS1020 |
PL0000106126 |
107,81 |
108,00 |
1,73 |
1,65 |
107,91 |
1,69 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,37 |
1,91 |
1,86 |
100,30 |
1,89 |
PS0721 |
PL0000109153 |
99,21 |
99,39 |
2,02 |
1,96 |
99,30 |
1,99 |
DS1021 |
PL0000106670 |
111,71 |
111,97 |
2,03 |
1,95 |
111,84 |
1,99 |
PS0422 |
PL0000109492 |
100,05 |
100,21 |
2,23 |
2,19 |
100,13 |
2,21 |
WS0922 |
PL0000102646 |
113,60 |
113,87 |
2,31 |
2,25 |
113,74 |
2,28 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,40 |
100,53 |
2,40 |
2,37 |
100,47 |
2,39 |
IZ0823 |
PL0000105359 |
112,35 |
113,19 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,25 |
2,55 |
2,52 |
107,15 |
2,53 |
WZ0124 |
PL0000107454 |
99,37 |
99,70 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
101,73 |
102,00 |
2,97 |
2,93 |
101,87 |
2,95 |
WZ0126 |
PL0000108817 |
98,07 |
98,29 |
--- |
--- |
98,18 |
--- |
DS0726 |
PL0000108866 |
95,67 |
95,89 |
3,12 |
3,08 |
95,78 |
3,10 |
DS0727 |
PL0000109427 |
94,68 |
94,92 |
3,18 |
3,15 |
94,80 |
3,17 |
WS0428 |
PL0000107611 |
96,05 |
96,42 |
3,22 |
3,18 |
96,24 |
3,20 |
WZ0528 |
PL0000110383 |
96,91 |
97,24 |
--- |
--- |
97,08 |
--- |
WS0429 |
PL0000105391 |
123,61 |
124,19 |
3,13 |
3,08 |
123,90 |
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) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
10 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
335 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,460 |
1,447 |
760 |
PS0123 |
PL0000110151 |
2/3 |
1 |
1,460 |
1,460 |
1,460 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
125 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
145 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
350 |
TOTAL |
1 985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.