2018-07-19 |
MARKET DATA |
No 137 (3420) |
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 |
320,00 |
326,43 |
14 |
2 105,00 |
2 180,55 |
15 |
2 425,00 |
2 506,99 |
29 |
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 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
99,71 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,82 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,04 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,86 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,84 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,82 |
107,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,42 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,49 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,01 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,85 |
113,88 |
113,900 |
113,900 |
113,900 |
113,900 |
113,900 |
10 000 |
11,87 |
1 |
PS0123 |
PL0000110151 |
100,75 |
100,67 |
100,680 |
100,760 |
100,680 |
100,760 |
100,726 |
275 000 |
280,37 |
8 |
DS1023 |
PL0000107264 |
107,40 |
107,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,15 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,14 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,27 |
95,18 |
95,150 |
95,350 |
95,150 |
95,350 |
95,224 |
35 000 |
34,20 |
5 |
WS0428 |
PL0000107611 |
96,84 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,40 |
124,29 |
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 |
100,40 |
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 |
100,59 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,53 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,33 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,14 |
98,34 |
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 |
320 000 |
326,43 |
14 |
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 |
1,17 |
0,86 |
99,74 |
1,01 |
WZ0119 |
PL0000107603 |
100,35 |
100,42 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
99,03 |
99,11 |
1,30 |
1,19 |
99,07 |
1,24 |
PS0719 |
PL0000108148 |
101,81 |
101,91 |
1,42 |
1,33 |
101,86 |
1,37 |
DS1019 |
PL0000105441 |
105,03 |
105,12 |
1,43 |
1,36 |
105,08 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,81 |
96,92 |
1,63 |
1,57 |
96,87 |
1,60 |
DS1020 |
PL0000106126 |
107,78 |
107,91 |
1,70 |
1,65 |
107,85 |
1,67 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,32 |
100,46 |
1,88 |
1,82 |
100,39 |
1,85 |
PS0721 |
PL0000109153 |
99,33 |
99,50 |
1,98 |
1,92 |
99,42 |
1,95 |
DS1021 |
PL0000106670 |
111,87 |
112,01 |
1,95 |
1,91 |
111,94 |
1,93 |
PS0422 |
PL0000109492 |
100,24 |
100,44 |
2,18 |
2,12 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
113,69 |
113,90 |
2,27 |
2,22 |
113,80 |
2,24 |
WZ1122 |
PL0000109377 |
100,02 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,55 |
100,71 |
2,37 |
2,33 |
100,63 |
2,35 |
IZ0823 |
PL0000105359 |
112,31 |
113,08 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,46 |
2,52 |
2,47 |
107,33 |
2,49 |
WZ0124 |
PL0000107454 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,51 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
101,95 |
102,37 |
2,94 |
2,87 |
102,16 |
2,90 |
WZ0126 |
PL0000108817 |
98,08 |
98,40 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
95,89 |
96,33 |
3,09 |
3,02 |
96,11 |
3,05 |
DS0727 |
PL0000109427 |
95,03 |
95,28 |
3,14 |
3,11 |
95,16 |
3,12 |
WS0428 |
PL0000107611 |
96,58 |
97,03 |
3,16 |
3,10 |
96,81 |
3,13 |
WZ0528 |
PL0000110383 |
97,00 |
97,31 |
--- |
--- |
97,16 |
--- |
WS0429 |
PL0000105391 |
124,18 |
124,49 |
3,07 |
3,04 |
124,34 |
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 |
1,17 |
0,86 |
99,74 |
1,01 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,03 |
99,11 |
1,30 |
1,19 |
99,07 |
1,24 |
PS0719 |
PL0000108148 |
101,81 |
101,91 |
1,42 |
1,33 |
101,86 |
1,37 |
DS1019 |
PL0000105441 |
105,03 |
105,12 |
1,43 |
1,36 |
105,08 |
1,39 |
WZ0120 |
PL0000108601 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,93 |
1,58 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,82 |
96,93 |
1,62 |
1,56 |
96,88 |
1,59 |
DS1020 |
PL0000106126 |
107,80 |
107,94 |
1,69 |
1,63 |
107,87 |
1,66 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,39 |
100,53 |
1,85 |
1,80 |
100,46 |
1,82 |
PS0721 |
PL0000109153 |
99,46 |
99,60 |
1,94 |
1,89 |
99,53 |
1,91 |
DS1021 |
PL0000106670 |
111,98 |
112,15 |
1,92 |
1,87 |
112,07 |
1,89 |
PS0422 |
PL0000109492 |
100,33 |
100,52 |
2,15 |
2,10 |
100,43 |
2,13 |
WS0922 |
PL0000102646 |
113,79 |
113,98 |
2,24 |
2,20 |
113,89 |
2,22 |
WZ1122 |
PL0000109377 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,67 |
100,83 |
2,34 |
2,30 |
100,75 |
2,32 |
IZ0823 |
PL0000105359 |
112,31 |
113,08 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
107,33 |
107,59 |
2,49 |
2,44 |
107,46 |
2,47 |
WZ0124 |
PL0000107454 |
99,47 |
99,73 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,50 |
--- |
--- |
99,39 |
--- |
DS0725 |
PL0000108197 |
102,08 |
102,49 |
2,92 |
2,85 |
102,29 |
2,88 |
WZ0126 |
PL0000108817 |
98,08 |
98,40 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
96,09 |
96,47 |
3,06 |
3,00 |
96,28 |
3,03 |
DS0727 |
PL0000109427 |
95,14 |
95,39 |
3,13 |
3,09 |
95,27 |
3,11 |
WS0428 |
PL0000107611 |
96,72 |
97,10 |
3,14 |
3,10 |
96,91 |
3,12 |
WZ0528 |
PL0000110383 |
97,01 |
97,37 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
124,21 |
124,70 |
3,07 |
3,02 |
124,46 |
3,04 |
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 |
1,460 |
1,460 |
1,460 |
30 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
85 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
125 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
50 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
155 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
110 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
130 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
155 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,460 |
1,453 |
960 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0422 |
PL0000109492 |
4/11 |
7 |
1,460 |
1,460 |
1,460 |
155 |
TOTAL |
2 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.