2018-07-17 |
MARKET DATA |
No 135 (3418) |
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 |
475,00 |
480,53 |
17 |
785,00 |
797,01 |
11 |
1 260,00 |
1 277,55 |
28 |
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 |
100,04 |
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 |
99,05 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,87 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,14 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,89 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,85 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,88 |
107,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,42 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,45 |
99,45 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
200 000 |
202,36 |
2 |
DS1021 |
PL0000106670 |
112,03 |
112,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,43 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,95 |
113,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,82 |
100,70 |
100,720 |
100,890 |
100,720 |
100,890 |
100,805 |
210 000 |
214,21 |
8 |
DS1023 |
PL0000107264 |
107,56 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,42 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,45 |
96,16 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
30 000 |
29,67 |
1 |
DS0727 |
PL0000109427 |
95,57 |
95,21 |
95,450 |
95,570 |
95,450 |
95,570 |
95,514 |
35 000 |
34,29 |
6 |
WS0428 |
PL0000107611 |
97,23 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,94 |
124,40 |
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 |
112,95 |
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 |
100,58 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
97,15 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
475 000 |
480,53 |
17 |
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 |
1,12 |
0,82 |
99,74 |
0,97 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,18 |
99,06 |
1,24 |
PS0719 |
PL0000108148 |
101,85 |
101,95 |
1,40 |
1,31 |
101,90 |
1,35 |
DS1019 |
PL0000105441 |
105,09 |
105,18 |
1,42 |
1,35 |
105,14 |
1,38 |
WZ0120 |
PL0000108601 |
100,52 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,94 |
1,57 |
1,53 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,79 |
96,90 |
1,63 |
1,57 |
96,85 |
1,60 |
DS1020 |
PL0000106126 |
107,84 |
107,98 |
1,69 |
1,63 |
107,91 |
1,66 |
WZ0121 |
PL0000106068 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,34 |
100,44 |
1,87 |
1,83 |
100,39 |
1,85 |
PS0721 |
PL0000109153 |
99,33 |
99,48 |
1,98 |
1,93 |
99,41 |
1,95 |
DS1021 |
PL0000106670 |
111,95 |
112,11 |
1,94 |
1,89 |
112,03 |
1,91 |
PS0422 |
PL0000109492 |
100,20 |
100,41 |
2,19 |
2,13 |
100,31 |
2,16 |
WS0922 |
PL0000102646 |
113,75 |
114,01 |
2,26 |
2,20 |
113,88 |
2,23 |
WZ1122 |
PL0000109377 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,76 |
2,36 |
2,32 |
100,68 |
2,34 |
IZ0823 |
PL0000105359 |
112,36 |
113,16 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,50 |
2,51 |
2,46 |
107,38 |
2,48 |
WZ0124 |
PL0000107454 |
99,43 |
99,71 |
--- |
--- |
99,57 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,97 |
102,38 |
2,93 |
2,87 |
102,18 |
2,90 |
WZ0126 |
PL0000108817 |
98,14 |
98,40 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
95,89 |
96,32 |
3,08 |
3,02 |
96,11 |
3,05 |
DS0727 |
PL0000109427 |
95,06 |
95,35 |
3,14 |
3,10 |
95,21 |
3,12 |
WS0428 |
PL0000107611 |
96,62 |
97,05 |
3,15 |
3,10 |
96,84 |
3,13 |
WZ0528 |
PL0000110383 |
96,98 |
97,29 |
--- |
--- |
97,14 |
--- |
WS0429 |
PL0000105391 |
124,11 |
124,61 |
3,08 |
3,03 |
124,36 |
3,06 |
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 |
1,12 |
0,82 |
99,74 |
0,97 |
WZ0119 |
PL0000107603 |
100,35 |
100,44 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,18 |
99,06 |
1,24 |
PS0719 |
PL0000108148 |
101,86 |
101,95 |
1,39 |
1,31 |
101,91 |
1,34 |
DS1019 |
PL0000105441 |
105,12 |
105,18 |
1,39 |
1,35 |
105,15 |
1,37 |
WZ0120 |
PL0000108601 |
100,53 |
100,63 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,88 |
99,94 |
1,57 |
1,53 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,81 |
96,92 |
1,62 |
1,56 |
96,87 |
1,59 |
DS1020 |
PL0000106126 |
107,87 |
107,99 |
1,68 |
1,63 |
107,93 |
1,65 |
WZ0121 |
PL0000106068 |
100,55 |
100,66 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,39 |
100,50 |
1,85 |
1,81 |
100,45 |
1,83 |
PS0721 |
PL0000109153 |
99,42 |
99,56 |
1,95 |
1,90 |
99,49 |
1,92 |
DS1021 |
PL0000106670 |
112,00 |
112,14 |
1,92 |
1,88 |
112,07 |
1,90 |
PS0422 |
PL0000109492 |
100,36 |
100,50 |
2,15 |
2,11 |
100,43 |
2,13 |
WS0922 |
PL0000102646 |
113,92 |
114,08 |
2,22 |
2,19 |
114,00 |
2,20 |
WZ1122 |
PL0000109377 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,74 |
100,89 |
2,32 |
2,29 |
100,82 |
2,30 |
IZ0823 |
PL0000105359 |
112,34 |
113,13 |
--- |
--- |
112,74 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,68 |
2,46 |
2,43 |
107,60 |
2,44 |
WZ0124 |
PL0000107454 |
99,48 |
99,73 |
--- |
--- |
99,61 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,50 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,53 |
2,88 |
2,84 |
102,41 |
2,86 |
WZ0126 |
PL0000108817 |
98,13 |
98,43 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
96,35 |
96,59 |
3,02 |
2,98 |
96,47 |
3,00 |
DS0727 |
PL0000109427 |
95,40 |
95,65 |
3,09 |
3,06 |
95,53 |
3,07 |
WS0428 |
PL0000107611 |
97,04 |
97,36 |
3,10 |
3,06 |
97,20 |
3,08 |
WZ0528 |
PL0000110383 |
97,03 |
97,33 |
--- |
--- |
97,18 |
--- |
WS0429 |
PL0000105391 |
124,54 |
125,08 |
3,04 |
2,99 |
124,81 |
3,01 |
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 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
55 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
125 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
250 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,450 |
1,419 |
180 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
90 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.