2018-07-11 |
MARKET DATA |
No 131 (3414) |
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 |
337,50 |
354,39 |
12 |
1 120,00 |
1 137,87 |
11 |
1 457,50 |
1 492,26 |
23 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,68 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,00 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,92 |
101,92 |
101,910 |
101,910 |
101,910 |
101,910 |
101,910 |
332 500 |
349,30 |
11 |
DS1019 |
PL0000105441 |
105,16 |
105,20 |
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 |
96,77 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,90 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,31 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,30 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,83 |
111,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,80 |
113,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,59 |
100,54 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
5 000 |
5,09 |
1 |
DS1023 |
PL0000107264 |
107,18 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,92 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,92 |
94,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,32 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
124,10 |
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 |
100,38 |
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 |
100,03 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,44 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,18 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,05 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
337 500 |
354,39 |
12 |
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 |
99,65 |
99,76 |
1,23 |
0,84 |
99,71 |
1,02 |
WZ0119 |
PL0000107603 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,97 |
99,07 |
1,33 |
1,20 |
99,02 |
1,26 |
PS0719 |
PL0000108148 |
101,88 |
101,97 |
1,40 |
1,32 |
101,93 |
1,36 |
DS1019 |
PL0000105441 |
105,11 |
105,21 |
1,45 |
1,38 |
105,16 |
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 |
96,83 |
1,66 |
1,60 |
96,77 |
1,63 |
DS1020 |
PL0000106126 |
107,82 |
108,00 |
1,72 |
1,65 |
107,91 |
1,69 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,23 |
100,39 |
1,91 |
1,85 |
100,31 |
1,88 |
PS0721 |
PL0000109153 |
99,25 |
99,42 |
2,01 |
1,95 |
99,34 |
1,97 |
DS1021 |
PL0000106670 |
111,73 |
111,99 |
2,02 |
1,94 |
111,86 |
1,98 |
PS0422 |
PL0000109492 |
100,06 |
100,29 |
2,23 |
2,17 |
100,18 |
2,20 |
WS0922 |
PL0000102646 |
113,65 |
113,94 |
2,30 |
2,23 |
113,80 |
2,26 |
WZ1122 |
PL0000109377 |
99,97 |
100,16 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,59 |
2,39 |
2,36 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
112,36 |
113,18 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,35 |
2,55 |
2,49 |
107,21 |
2,52 |
WZ0124 |
PL0000107454 |
99,37 |
99,71 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,46 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,12 |
2,97 |
2,91 |
101,92 |
2,94 |
WZ0126 |
PL0000108817 |
98,07 |
98,33 |
--- |
--- |
98,20 |
--- |
DS0726 |
PL0000108866 |
95,64 |
96,03 |
3,12 |
3,06 |
95,84 |
3,09 |
DS0727 |
PL0000109427 |
94,78 |
95,07 |
3,17 |
3,13 |
94,93 |
3,15 |
WS0428 |
PL0000107611 |
96,22 |
96,67 |
3,20 |
3,15 |
96,45 |
3,17 |
WZ0528 |
PL0000110383 |
96,88 |
97,27 |
--- |
--- |
97,08 |
--- |
WS0429 |
PL0000105391 |
123,74 |
124,27 |
3,12 |
3,07 |
124,01 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,67 |
99,76 |
1,16 |
0,84 |
99,72 |
0,99 |
WZ0119 |
PL0000107603 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,99 |
99,08 |
1,30 |
1,19 |
99,04 |
1,24 |
PS0719 |
PL0000108148 |
101,89 |
101,95 |
1,39 |
1,34 |
101,92 |
1,36 |
DS1019 |
PL0000105441 |
105,14 |
105,23 |
1,43 |
1,36 |
105,19 |
1,39 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,93 |
1,59 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,75 |
96,86 |
1,64 |
1,58 |
96,81 |
1,61 |
DS1020 |
PL0000106126 |
107,86 |
108,01 |
1,71 |
1,64 |
107,94 |
1,67 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,40 |
1,89 |
1,85 |
100,34 |
1,87 |
PS0721 |
PL0000109153 |
99,28 |
99,45 |
2,00 |
1,94 |
99,37 |
1,96 |
DS1021 |
PL0000106670 |
111,81 |
112,01 |
1,99 |
1,94 |
111,91 |
1,97 |
PS0422 |
PL0000109492 |
100,16 |
100,31 |
2,20 |
2,16 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
113,78 |
114,03 |
2,27 |
2,21 |
113,91 |
2,24 |
WZ1122 |
PL0000109377 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,67 |
2,38 |
2,34 |
100,59 |
2,36 |
IZ0823 |
PL0000105359 |
112,36 |
113,18 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,15 |
107,43 |
2,53 |
2,48 |
107,29 |
2,51 |
WZ0124 |
PL0000107454 |
99,38 |
99,71 |
--- |
--- |
99,55 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
101,93 |
102,24 |
2,94 |
2,89 |
102,09 |
2,91 |
WZ0126 |
PL0000108817 |
98,11 |
98,36 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
95,84 |
96,14 |
3,09 |
3,05 |
95,99 |
3,07 |
DS0727 |
PL0000109427 |
94,84 |
95,07 |
3,16 |
3,13 |
94,96 |
3,15 |
WS0428 |
PL0000107611 |
96,30 |
96,63 |
3,19 |
3,15 |
96,47 |
3,17 |
WZ0528 |
PL0000110383 |
96,93 |
97,28 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,89 |
124,52 |
3,10 |
3,04 |
124,21 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
95 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
140 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
400 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
45 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
30 |
WZ0524 |
PL0000110615 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
120 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,470 |
1,453 |
160 |
TOTAL |
1 120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.