2018-07-12 |
MARKET DATA |
No 132 (3415) |
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 |
250,00 |
250,89 |
13 |
2 505,00 |
2 519,69 |
20 |
2 755,00 |
2 770,58 |
33 |
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 |
99,71 |
99,74 |
99,740 |
99,750 |
99,740 |
99,750 |
99,749 |
130 000 |
129,67 |
3 |
OK0419 |
PL0000109633 |
99,00 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,91 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,15 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,78 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,86 |
107,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,31 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,83 |
111,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,16 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,79 |
113,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,59 |
100,56 |
100,590 |
100,590 |
100,530 |
100,530 |
100,572 |
90 000 |
91,58 |
6 |
DS1023 |
PL0000107264 |
107,20 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,90 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,85 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,93 |
94,91 |
94,910 |
94,910 |
94,900 |
94,900 |
94,905 |
10 000 |
9,73 |
2 |
WS0428 |
PL0000107611 |
96,40 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
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 |
100,38 |
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 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,48 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,32 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
20 000 |
19,91 |
2 |
WZ0126 |
PL0000108817 |
98,20 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,07 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
250 000 |
250,89 |
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 |
99,69 |
99,76 |
1,12 |
0,87 |
99,73 |
0,98 |
WZ0119 |
PL0000107603 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
OK0419 |
PL0000109633 |
98,99 |
99,08 |
1,32 |
1,20 |
99,04 |
1,25 |
PS0719 |
PL0000108148 |
101,88 |
101,96 |
1,39 |
1,31 |
101,92 |
1,35 |
DS1019 |
PL0000105441 |
105,13 |
105,22 |
1,41 |
1,34 |
105,18 |
1,37 |
WZ0120 |
PL0000108601 |
100,52 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,94 |
1,60 |
1,53 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,74 |
96,86 |
1,65 |
1,59 |
96,80 |
1,62 |
DS1020 |
PL0000106126 |
107,84 |
107,98 |
1,70 |
1,64 |
107,91 |
1,67 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,24 |
100,41 |
1,91 |
1,84 |
100,33 |
1,87 |
PS0721 |
PL0000109153 |
99,28 |
99,45 |
2,00 |
1,94 |
99,37 |
1,96 |
DS1021 |
PL0000106670 |
111,82 |
111,98 |
1,98 |
1,94 |
111,90 |
1,96 |
PS0422 |
PL0000109492 |
100,14 |
100,34 |
2,21 |
2,15 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
113,78 |
114,02 |
2,26 |
2,21 |
113,90 |
2,23 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
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 |
107,42 |
2,53 |
2,48 |
107,29 |
2,50 |
WZ0124 |
PL0000107454 |
99,39 |
99,72 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,46 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,23 |
2,96 |
2,89 |
102,02 |
2,93 |
WZ0126 |
PL0000108817 |
98,08 |
98,37 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
95,73 |
96,16 |
3,11 |
3,04 |
95,95 |
3,08 |
DS0727 |
PL0000109427 |
94,85 |
95,12 |
3,16 |
3,13 |
94,99 |
3,14 |
WS0428 |
PL0000107611 |
96,31 |
96,74 |
3,19 |
3,14 |
96,53 |
3,16 |
WZ0528 |
PL0000110383 |
96,93 |
97,29 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
123,86 |
124,45 |
3,11 |
3,05 |
124,16 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,69 |
99,78 |
1,12 |
0,80 |
99,74 |
0,94 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
98,99 |
99,08 |
1,32 |
1,20 |
99,04 |
1,25 |
PS0719 |
PL0000108148 |
101,88 |
101,96 |
1,39 |
1,31 |
101,92 |
1,35 |
DS1019 |
PL0000105441 |
105,13 |
105,22 |
1,41 |
1,34 |
105,18 |
1,37 |
WZ0120 |
PL0000108601 |
100,52 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,95 |
1,58 |
1,53 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,75 |
96,87 |
1,64 |
1,58 |
96,81 |
1,61 |
DS1020 |
PL0000106126 |
107,83 |
107,97 |
1,71 |
1,65 |
107,90 |
1,68 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,28 |
100,40 |
1,89 |
1,85 |
100,34 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,44 |
2,00 |
1,94 |
99,36 |
1,97 |
DS1021 |
PL0000106670 |
111,76 |
111,96 |
2,00 |
1,94 |
111,86 |
1,97 |
PS0422 |
PL0000109492 |
100,12 |
100,33 |
2,21 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,68 |
113,93 |
2,28 |
2,23 |
113,81 |
2,25 |
WZ1122 |
PL0000109377 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,62 |
2,38 |
2,35 |
100,56 |
2,36 |
IZ0823 |
PL0000105359 |
112,36 |
113,18 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,36 |
2,54 |
2,49 |
107,24 |
2,51 |
WZ0124 |
PL0000107454 |
99,41 |
99,66 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,24 |
99,53 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,17 |
2,95 |
2,90 |
102,01 |
2,93 |
WZ0126 |
PL0000108817 |
98,12 |
98,33 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
95,79 |
96,13 |
3,10 |
3,05 |
95,96 |
3,07 |
DS0727 |
PL0000109427 |
94,83 |
95,05 |
3,17 |
3,14 |
94,94 |
3,15 |
WS0428 |
PL0000107611 |
96,28 |
96,61 |
3,20 |
3,15 |
96,45 |
3,17 |
WZ0528 |
PL0000110383 |
96,96 |
97,36 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
123,85 |
124,43 |
3,11 |
3,05 |
124,14 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
30 |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,300 |
1,460 |
1,389 |
360 |
WS0428 |
PL0000107611 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
300 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
160 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
65 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
130 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,460 |
1,439 |
920 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
305 |
TOTAL |
2 505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.