2018-07-16 |
MARKET DATA |
No 134 (3417) |
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 |
265,00 |
265,36 |
7 |
940,00 |
963,36 |
11 |
1 205,00 |
1 228,72 |
18 |
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 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,71 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,03 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,87 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,12 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,81 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,86 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,39 |
100,39 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
200 000 |
201,72 |
2 |
PS0721 |
PL0000109153 |
99,36 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,99 |
112,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,23 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,75 |
113,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,60 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,28 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,02 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,05 |
94,96 |
95,000 |
95,030 |
95,000 |
95,030 |
95,003 |
55 000 |
53,60 |
4 |
WS0428 |
PL0000107611 |
96,70 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
124,22 |
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 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,64 |
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 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,66 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
10 000 |
10,04 |
1 |
WZ0524 |
PL0000110615 |
99,33 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,10 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
265,36 |
7 |
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 |
1,11 |
0,81 |
99,74 |
0,96 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,18 |
99,06 |
1,23 |
PS0719 |
PL0000108148 |
101,86 |
101,95 |
1,40 |
1,31 |
101,91 |
1,35 |
DS1019 |
PL0000105441 |
105,10 |
105,18 |
1,42 |
1,36 |
105,14 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,67 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,95 |
1,57 |
1,53 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,77 |
96,89 |
1,64 |
1,57 |
96,83 |
1,61 |
DS1020 |
PL0000106126 |
107,84 |
107,98 |
1,70 |
1,64 |
107,91 |
1,67 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,25 |
100,41 |
1,90 |
1,84 |
100,33 |
1,87 |
PS0721 |
PL0000109153 |
99,28 |
99,44 |
2,00 |
1,94 |
99,36 |
1,97 |
DS1021 |
PL0000106670 |
111,85 |
112,02 |
1,97 |
1,92 |
111,94 |
1,94 |
PS0422 |
PL0000109492 |
100,12 |
100,33 |
2,21 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,65 |
113,90 |
2,29 |
2,23 |
113,78 |
2,26 |
WZ1122 |
PL0000109377 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,64 |
2,39 |
2,35 |
100,56 |
2,36 |
IZ0823 |
PL0000105359 |
112,35 |
113,16 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,35 |
2,54 |
2,49 |
107,22 |
2,52 |
WZ0124 |
PL0000107454 |
99,44 |
99,71 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,51 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,81 |
102,17 |
2,96 |
2,90 |
101,99 |
2,93 |
WZ0126 |
PL0000108817 |
98,10 |
98,39 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
95,75 |
96,14 |
3,10 |
3,05 |
95,95 |
3,08 |
DS0727 |
PL0000109427 |
94,76 |
95,04 |
3,18 |
3,14 |
94,90 |
3,16 |
WS0428 |
PL0000107611 |
96,32 |
96,74 |
3,19 |
3,14 |
96,53 |
3,16 |
WZ0528 |
PL0000110383 |
96,96 |
97,30 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,73 |
124,31 |
3,12 |
3,06 |
124,02 |
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 |
99,77 |
1,11 |
0,85 |
99,74 |
0,96 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,18 |
99,06 |
1,23 |
PS0719 |
PL0000108148 |
101,86 |
101,95 |
1,40 |
1,31 |
101,91 |
1,35 |
DS1019 |
PL0000105441 |
105,09 |
105,16 |
1,43 |
1,37 |
105,13 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,95 |
1,57 |
1,53 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,78 |
96,90 |
1,63 |
1,57 |
96,84 |
1,60 |
DS1020 |
PL0000106126 |
107,85 |
107,98 |
1,69 |
1,64 |
107,92 |
1,66 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,43 |
1,87 |
1,84 |
100,38 |
1,86 |
PS0721 |
PL0000109153 |
99,32 |
99,47 |
1,98 |
1,93 |
99,40 |
1,95 |
DS1021 |
PL0000106670 |
111,90 |
112,04 |
1,95 |
1,91 |
111,97 |
1,93 |
PS0422 |
PL0000109492 |
100,19 |
100,32 |
2,19 |
2,16 |
100,26 |
2,17 |
WS0922 |
PL0000102646 |
113,70 |
113,93 |
2,28 |
2,22 |
113,82 |
2,25 |
WZ1122 |
PL0000109377 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,54 |
100,71 |
2,37 |
2,33 |
100,63 |
2,35 |
IZ0823 |
PL0000105359 |
112,35 |
113,16 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,22 |
107,45 |
2,52 |
2,47 |
107,34 |
2,49 |
WZ0124 |
PL0000107454 |
99,44 |
99,71 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,51 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,95 |
102,30 |
2,94 |
2,88 |
102,13 |
2,91 |
WZ0126 |
PL0000108817 |
98,15 |
98,39 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
95,86 |
96,12 |
3,09 |
3,05 |
95,99 |
3,07 |
DS0727 |
PL0000109427 |
94,93 |
95,17 |
3,15 |
3,12 |
95,05 |
3,14 |
WS0428 |
PL0000107611 |
96,57 |
96,87 |
3,16 |
3,12 |
96,72 |
3,14 |
WZ0528 |
PL0000110383 |
96,97 |
97,29 |
--- |
--- |
97,13 |
--- |
WS0429 |
PL0000105391 |
123,99 |
124,46 |
3,09 |
3,05 |
124,23 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
90 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
5 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
30 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
155 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
140 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
270 |
TOTAL |
940 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.