2018-07-20 |
MARKET DATA |
No 138 (3421) |
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 |
817,50 |
840,18 |
34 |
335,00 |
385,01 |
3 |
1 152,50 |
1 225,20 |
37 |
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) |
OK1018 |
PL0000109062 |
99,72 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,04 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,82 |
101,89 |
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 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,83 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,88 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,42 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,51 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,99 |
110,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,35 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,81 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,72 |
100,55 |
100,640 |
100,640 |
100,550 |
100,560 |
100,577 |
470 000 |
478,51 |
13 |
DS1023 |
PL0000107264 |
107,36 |
107,28 |
107,310 |
107,310 |
107,290 |
107,290 |
107,306 |
200 000 |
220,57 |
5 |
DS0725 |
PL0000108197 |
102,31 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,11 |
96,10 |
96,070 |
96,070 |
96,070 |
96,070 |
96,070 |
47 500 |
45,63 |
3 |
DS0727 |
PL0000109427 |
95,17 |
94,98 |
95,050 |
95,050 |
94,900 |
94,900 |
94,990 |
80 000 |
75,99 |
11 |
WS0428 |
PL0000107611 |
96,75 |
96,67 |
96,700 |
96,710 |
96,700 |
96,710 |
96,705 |
20 000 |
19,48 |
2 |
WS0429 |
PL0000105391 |
124,32 |
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 |
112,50 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,22 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,14 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
817 500 |
840,18 |
34 |
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 |
99,80 |
1,18 |
0,79 |
99,75 |
0,98 |
WZ0119 |
PL0000107603 |
100,34 |
100,43 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,11 |
1,31 |
1,19 |
99,07 |
1,25 |
PS0719 |
PL0000108148 |
101,81 |
101,91 |
1,41 |
1,31 |
101,86 |
1,36 |
DS1019 |
PL0000105441 |
105,03 |
105,13 |
1,42 |
1,34 |
105,08 |
1,38 |
WZ0120 |
PL0000108601 |
100,53 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,81 |
96,94 |
1,63 |
1,56 |
96,88 |
1,59 |
DS1020 |
PL0000106126 |
107,80 |
107,94 |
1,69 |
1,63 |
107,87 |
1,66 |
WZ0121 |
PL0000106068 |
100,56 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,39 |
100,53 |
1,85 |
1,80 |
100,46 |
1,82 |
PS0721 |
PL0000109153 |
99,46 |
99,59 |
1,93 |
1,89 |
99,53 |
1,91 |
DS1021 |
PL0000106670 |
111,98 |
112,15 |
1,91 |
1,86 |
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 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,85 |
2,33 |
2,30 |
100,77 |
2,31 |
IZ0823 |
PL0000105359 |
112,29 |
112,99 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,34 |
107,61 |
2,49 |
2,44 |
107,48 |
2,46 |
WZ0124 |
PL0000107454 |
99,43 |
99,73 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
102,10 |
102,51 |
2,91 |
2,85 |
102,31 |
2,88 |
WZ0126 |
PL0000108817 |
98,08 |
98,41 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,49 |
3,06 |
3,00 |
96,29 |
3,03 |
DS0727 |
PL0000109427 |
95,14 |
95,46 |
3,12 |
3,08 |
95,30 |
3,10 |
WS0428 |
PL0000107611 |
96,73 |
97,18 |
3,14 |
3,09 |
96,96 |
3,11 |
WZ0528 |
PL0000110383 |
97,02 |
97,37 |
--- |
--- |
97,20 |
--- |
WS0429 |
PL0000105391 |
124,25 |
124,78 |
3,06 |
3,01 |
124,52 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,70 |
99,80 |
1,18 |
0,79 |
99,75 |
0,98 |
WZ0119 |
PL0000107603 |
100,34 |
100,42 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,11 |
1,31 |
1,19 |
99,07 |
1,25 |
PS0719 |
PL0000108148 |
101,81 |
101,91 |
1,41 |
1,31 |
101,86 |
1,36 |
DS1019 |
PL0000105441 |
105,03 |
105,12 |
1,42 |
1,35 |
105,08 |
1,38 |
WZ0120 |
PL0000108601 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,79 |
96,92 |
1,64 |
1,57 |
96,86 |
1,60 |
DS1020 |
PL0000106126 |
107,76 |
107,90 |
1,71 |
1,65 |
107,83 |
1,68 |
WZ0121 |
PL0000106068 |
100,56 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,47 |
1,87 |
1,82 |
100,40 |
1,85 |
PS0721 |
PL0000109153 |
99,36 |
99,54 |
1,97 |
1,91 |
99,45 |
1,94 |
DS1021 |
PL0000106670 |
111,88 |
112,06 |
1,94 |
1,89 |
111,97 |
1,92 |
PS0422 |
PL0000109492 |
100,19 |
100,39 |
2,19 |
2,14 |
100,29 |
2,17 |
WS0922 |
PL0000102646 |
113,59 |
113,81 |
2,29 |
2,24 |
113,70 |
2,26 |
WZ1122 |
PL0000109377 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,63 |
2,38 |
2,35 |
100,56 |
2,36 |
IZ0823 |
PL0000105359 |
112,28 |
113,00 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,33 |
2,54 |
2,49 |
107,21 |
2,51 |
WZ0124 |
PL0000107454 |
99,42 |
99,73 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,29 |
99,52 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,76 |
102,18 |
2,96 |
2,90 |
101,97 |
2,93 |
WZ0126 |
PL0000108817 |
98,12 |
98,41 |
--- |
--- |
98,27 |
--- |
DS0726 |
PL0000108866 |
95,77 |
96,16 |
3,10 |
3,04 |
95,97 |
3,07 |
DS0727 |
PL0000109427 |
94,85 |
95,07 |
3,16 |
3,13 |
94,96 |
3,15 |
WS0428 |
PL0000107611 |
96,44 |
96,77 |
3,18 |
3,14 |
96,61 |
3,16 |
WZ0528 |
PL0000110383 |
97,04 |
97,38 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
123,79 |
124,31 |
3,11 |
3,06 |
124,05 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,000 |
1,000 |
1,000 |
130 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
175 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
30 |
TOTAL |
335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.