2018-07-18 |
MARKET DATA |
No 136 (3419) |
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 |
100,00 |
98,51 |
7 |
800,00 |
859,31 |
12 |
900,00 |
957,82 |
19 |
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 |
100,01 |
100,05 |
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 |
99,03 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,86 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,11 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,89 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,83 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,87 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,40 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,44 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,04 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,35 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,89 |
113,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,78 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,44 |
107,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,33 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,35 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,54 |
95,39 |
95,400 |
95,530 |
95,310 |
95,310 |
95,425 |
40 000 |
39,16 |
4 |
WS0428 |
PL0000107611 |
97,20 |
97,00 |
97,200 |
97,200 |
97,190 |
97,190 |
97,193 |
35 000 |
34,24 |
2 |
WS0429 |
PL0000105391 |
124,73 |
124,78 |
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 |
112,50 |
112,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,57 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,67 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
25 000 |
25,11 |
1 |
WZ0524 |
PL0000110615 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,18 |
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 |
100 000 |
98,51 |
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 |
1,13 |
0,83 |
99,74 |
0,98 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,19 |
99,06 |
1,24 |
PS0719 |
PL0000108148 |
101,84 |
101,93 |
1,41 |
1,32 |
101,89 |
1,36 |
DS1019 |
PL0000105441 |
105,08 |
105,16 |
1,42 |
1,36 |
105,12 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,63 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,94 |
1,58 |
1,53 |
99,90 |
1,55 |
OK0720 |
PL0000110375 |
96,80 |
96,92 |
1,63 |
1,56 |
96,86 |
1,59 |
DS1020 |
PL0000106126 |
107,85 |
107,99 |
1,68 |
1,62 |
107,92 |
1,65 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,50 |
1,85 |
1,81 |
100,44 |
1,83 |
PS0721 |
PL0000109153 |
99,40 |
99,54 |
1,96 |
1,91 |
99,47 |
1,93 |
DS1021 |
PL0000106670 |
111,95 |
112,13 |
1,93 |
1,88 |
112,04 |
1,91 |
PS0422 |
PL0000109492 |
100,30 |
100,52 |
2,16 |
2,10 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,85 |
114,10 |
2,24 |
2,18 |
113,98 |
2,21 |
WZ1122 |
PL0000109377 |
100,02 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,72 |
100,89 |
2,33 |
2,29 |
100,81 |
2,31 |
IZ0823 |
PL0000105359 |
112,28 |
113,23 |
--- |
--- |
112,76 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,65 |
2,48 |
2,43 |
107,52 |
2,46 |
WZ0124 |
PL0000107454 |
99,48 |
99,74 |
--- |
--- |
99,61 |
--- |
WZ0524 |
PL0000110615 |
99,28 |
99,52 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
102,25 |
102,66 |
2,89 |
2,82 |
102,46 |
2,86 |
WZ0126 |
PL0000108817 |
98,10 |
98,46 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
96,25 |
96,68 |
3,03 |
2,97 |
96,47 |
3,00 |
DS0727 |
PL0000109427 |
95,44 |
95,72 |
3,09 |
3,05 |
95,58 |
3,07 |
WS0428 |
PL0000107611 |
97,09 |
97,48 |
3,10 |
3,05 |
97,29 |
3,07 |
WZ0528 |
PL0000110383 |
97,02 |
97,38 |
--- |
--- |
97,20 |
--- |
WS0429 |
PL0000105391 |
124,59 |
125,16 |
3,03 |
2,98 |
124,88 |
3,01 |
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 |
1,13 |
0,83 |
99,74 |
0,98 |
WZ0119 |
PL0000107603 |
100,35 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,10 |
1,29 |
1,19 |
99,06 |
1,24 |
PS0719 |
PL0000108148 |
101,84 |
101,92 |
1,41 |
1,33 |
101,88 |
1,37 |
DS1019 |
PL0000105441 |
105,09 |
105,14 |
1,41 |
1,37 |
105,12 |
1,39 |
WZ0120 |
PL0000108601 |
100,54 |
100,63 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,92 |
1,58 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,80 |
96,92 |
1,63 |
1,56 |
96,86 |
1,59 |
DS1020 |
PL0000106126 |
107,83 |
107,95 |
1,69 |
1,64 |
107,89 |
1,67 |
WZ0121 |
PL0000106068 |
100,56 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,36 |
100,48 |
1,86 |
1,82 |
100,42 |
1,84 |
PS0721 |
PL0000109153 |
99,39 |
99,53 |
1,96 |
1,91 |
99,46 |
1,93 |
DS1021 |
PL0000106670 |
112,00 |
112,08 |
1,92 |
1,90 |
112,04 |
1,91 |
PS0422 |
PL0000109492 |
100,32 |
100,49 |
2,16 |
2,11 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,78 |
114,01 |
2,25 |
2,20 |
113,90 |
2,23 |
WZ1122 |
PL0000109377 |
100,01 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,67 |
100,79 |
2,34 |
2,31 |
100,73 |
2,32 |
IZ0823 |
PL0000105359 |
112,31 |
113,08 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
107,29 |
107,57 |
2,50 |
2,45 |
107,43 |
2,47 |
WZ0124 |
PL0000107454 |
99,45 |
99,70 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,35 |
2,91 |
2,87 |
102,22 |
2,89 |
WZ0126 |
PL0000108817 |
98,12 |
98,43 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
96,26 |
96,48 |
3,03 |
3,00 |
96,37 |
3,01 |
DS0727 |
PL0000109427 |
95,29 |
95,49 |
3,11 |
3,08 |
95,39 |
3,09 |
WS0428 |
PL0000107611 |
96,79 |
97,08 |
3,13 |
3,10 |
96,94 |
3,11 |
WZ0528 |
PL0000110383 |
97,01 |
97,32 |
--- |
--- |
97,17 |
--- |
WS0429 |
PL0000105391 |
124,43 |
124,92 |
3,05 |
3,00 |
124,68 |
3,03 |
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 |
140 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
125 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,480 |
1,416 |
50 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
180 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.