2018-07-13 |
MARKET DATA |
No 133 (3416) |
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 |
397,50 |
433,26 |
12 |
1 520,00 |
1 561,08 |
10 |
1 917,50 |
1 994,34 |
22 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,71 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,02 |
99,08 |
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 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,79 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,89 |
107,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,29 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,36 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,90 |
111,93 |
111,930 |
111,940 |
111,930 |
111,940 |
111,935 |
240 000 |
278,66 |
5 |
PS0422 |
PL0000109492 |
100,23 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,74 |
113,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,59 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,18 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,96 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,90 |
96,03 |
95,840 |
95,840 |
95,830 |
95,830 |
95,831 |
137 500 |
135,13 |
5 |
DS0727 |
PL0000109427 |
94,97 |
94,93 |
94,850 |
94,920 |
94,850 |
94,920 |
94,885 |
20 000 |
19,47 |
2 |
WS0428 |
PL0000107611 |
96,48 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,03 |
124,03 |
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 |
112,60 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,63 |
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 |
99,50 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,19 |
98,29 |
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 |
397 500 |
433,26 |
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 |
99,70 |
99,78 |
1,10 |
0,80 |
99,74 |
0,95 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,01 |
99,09 |
1,29 |
1,19 |
99,05 |
1,24 |
PS0719 |
PL0000108148 |
101,87 |
101,96 |
1,39 |
1,31 |
101,92 |
1,34 |
DS1019 |
PL0000105441 |
105,12 |
105,19 |
1,41 |
1,36 |
105,16 |
1,38 |
WZ0120 |
PL0000108601 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,93 |
1,58 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,75 |
96,86 |
1,65 |
1,59 |
96,81 |
1,61 |
DS1020 |
PL0000106126 |
107,82 |
107,96 |
1,71 |
1,65 |
107,89 |
1,68 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,40 |
1,90 |
1,85 |
100,33 |
1,87 |
PS0721 |
PL0000109153 |
99,25 |
99,43 |
2,01 |
1,94 |
99,34 |
1,98 |
DS1021 |
PL0000106670 |
111,74 |
111,94 |
2,00 |
1,94 |
111,84 |
1,97 |
PS0422 |
PL0000109492 |
100,13 |
100,32 |
2,21 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,66 |
113,92 |
2,29 |
2,23 |
113,79 |
2,26 |
WZ1122 |
PL0000109377 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,62 |
2,39 |
2,35 |
100,55 |
2,37 |
IZ0823 |
PL0000105359 |
112,36 |
113,18 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,36 |
2,54 |
2,49 |
107,24 |
2,51 |
WZ0124 |
PL0000107454 |
99,39 |
99,68 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,25 |
99,52 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,77 |
102,18 |
2,96 |
2,90 |
101,98 |
2,93 |
WZ0126 |
PL0000108817 |
98,10 |
98,37 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
95,75 |
96,12 |
3,10 |
3,05 |
95,94 |
3,08 |
DS0727 |
PL0000109427 |
94,82 |
95,08 |
3,17 |
3,13 |
94,95 |
3,15 |
WS0428 |
PL0000107611 |
96,34 |
96,74 |
3,19 |
3,14 |
96,54 |
3,16 |
WZ0528 |
PL0000110383 |
96,97 |
97,37 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
123,75 |
124,33 |
3,12 |
3,06 |
124,04 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,70 |
99,78 |
1,10 |
0,80 |
99,74 |
0,95 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,01 |
99,09 |
1,29 |
1,19 |
99,05 |
1,24 |
PS0719 |
PL0000108148 |
101,86 |
101,96 |
1,40 |
1,31 |
101,91 |
1,35 |
DS1019 |
PL0000105441 |
105,11 |
105,19 |
1,42 |
1,36 |
105,15 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,94 |
1,58 |
1,53 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,76 |
96,88 |
1,64 |
1,58 |
96,82 |
1,61 |
DS1020 |
PL0000106126 |
107,85 |
107,99 |
1,70 |
1,64 |
107,92 |
1,67 |
WZ0121 |
PL0000106068 |
100,54 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,40 |
1,90 |
1,85 |
100,33 |
1,87 |
PS0721 |
PL0000109153 |
99,27 |
99,43 |
2,00 |
1,94 |
99,35 |
1,97 |
DS1021 |
PL0000106670 |
111,84 |
112,00 |
1,97 |
1,93 |
111,92 |
1,95 |
PS0422 |
PL0000109492 |
100,12 |
100,33 |
2,21 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,65 |
113,86 |
2,29 |
2,24 |
113,76 |
2,26 |
WZ1122 |
PL0000109377 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,49 |
100,64 |
2,38 |
2,35 |
100,57 |
2,36 |
IZ0823 |
PL0000105359 |
112,28 |
113,24 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,34 |
2,54 |
2,49 |
107,22 |
2,52 |
WZ0124 |
PL0000107454 |
99,43 |
99,69 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,54 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,76 |
102,10 |
2,97 |
2,91 |
101,93 |
2,94 |
WZ0126 |
PL0000108817 |
98,11 |
98,38 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,76 |
96,06 |
3,10 |
3,06 |
95,91 |
3,08 |
DS0727 |
PL0000109427 |
94,81 |
95,01 |
3,17 |
3,14 |
94,91 |
3,16 |
WS0428 |
PL0000107611 |
96,37 |
96,64 |
3,18 |
3,15 |
96,51 |
3,17 |
WZ0528 |
PL0000110383 |
96,96 |
97,30 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,69 |
124,26 |
3,12 |
3,07 |
123,98 |
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) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
140 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
320 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
170 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
100 |
OK0720 |
PL0000110375 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
260 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
25 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
25 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
125 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
300 |
TOTAL |
1 520 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.