2018-07-23 |
MARKET DATA |
No 139 (3422) |
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 |
405,00 |
417,76 |
24 |
350,00 |
355,90 |
3 |
755,00 |
773,66 |
27 |
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 |
99,78 |
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 |
101,88 |
101,89 |
101,890 |
101,890 |
101,890 |
101,890 |
101,890 |
150 000 |
152,84 |
2 |
DS1019 |
PL0000105441 |
105,07 |
105,08 |
105,080 |
105,080 |
105,080 |
105,080 |
105,080 |
100 000 |
109,19 |
1 |
PS0420 |
PL0000108510 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,80 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,75 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,41 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,93 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,26 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,68 |
113,69 |
113,690 |
113,740 |
113,690 |
113,740 |
113,717 |
30 000 |
35,56 |
3 |
PS0123 |
PL0000110151 |
100,60 |
100,54 |
100,570 |
100,570 |
100,570 |
100,570 |
100,570 |
10 000 |
10,18 |
1 |
DS1023 |
PL0000107264 |
107,17 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,89 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,89 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,96 |
94,90 |
94,950 |
95,020 |
94,870 |
94,900 |
94,951 |
90 000 |
85,46 |
16 |
WS0428 |
PL0000107611 |
96,54 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,09 |
124,14 |
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 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,56 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,64 |
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 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,16 |
98,15 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
25 000 |
24,54 |
1 |
WZ0528 |
PL0000110383 |
97,19 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
417,76 |
24 |
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 |
99,71 |
99,79 |
1,15 |
0,83 |
99,75 |
0,99 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,02 |
99,12 |
1,32 |
1,18 |
99,07 |
1,25 |
PS0719 |
PL0000108148 |
101,81 |
101,91 |
1,41 |
1,31 |
101,86 |
1,36 |
DS1019 |
PL0000105441 |
105,02 |
105,10 |
1,42 |
1,36 |
105,06 |
1,39 |
WZ0120 |
PL0000108601 |
100,54 |
100,65 |
--- |
--- |
100,60 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,91 |
1,60 |
1,55 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,78 |
96,91 |
1,65 |
1,58 |
96,85 |
1,61 |
DS1020 |
PL0000106126 |
107,72 |
107,86 |
1,72 |
1,66 |
107,79 |
1,69 |
WZ0121 |
PL0000106068 |
100,56 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,31 |
100,44 |
1,88 |
1,83 |
100,38 |
1,85 |
PS0721 |
PL0000109153 |
99,37 |
99,51 |
1,97 |
1,92 |
99,44 |
1,94 |
DS1021 |
PL0000106670 |
111,87 |
112,03 |
1,94 |
1,90 |
111,95 |
1,92 |
PS0422 |
PL0000109492 |
100,18 |
100,37 |
2,20 |
2,14 |
100,28 |
2,17 |
WS0922 |
PL0000102646 |
113,58 |
113,73 |
2,29 |
2,25 |
113,66 |
2,27 |
WZ1122 |
PL0000109377 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,61 |
2,39 |
2,35 |
100,54 |
2,37 |
IZ0823 |
PL0000105359 |
112,25 |
112,96 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,31 |
2,55 |
2,49 |
107,18 |
2,52 |
WZ0124 |
PL0000107454 |
99,45 |
99,72 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,30 |
99,52 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,74 |
102,16 |
2,97 |
2,90 |
101,95 |
2,94 |
WZ0126 |
PL0000108817 |
98,09 |
98,33 |
--- |
--- |
98,21 |
--- |
DS0726 |
PL0000108866 |
95,73 |
96,14 |
3,11 |
3,05 |
95,94 |
3,08 |
DS0727 |
PL0000109427 |
94,78 |
95,02 |
3,17 |
3,14 |
94,90 |
3,16 |
WS0428 |
PL0000107611 |
96,41 |
96,79 |
3,18 |
3,13 |
96,60 |
3,16 |
WZ0528 |
PL0000110383 |
97,09 |
97,41 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
123,75 |
124,26 |
3,11 |
3,06 |
124,01 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,71 |
99,79 |
1,15 |
0,83 |
99,75 |
0,99 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,04 |
99,13 |
1,29 |
1,17 |
99,09 |
1,22 |
PS0719 |
PL0000108148 |
101,86 |
101,92 |
1,36 |
1,30 |
101,89 |
1,33 |
DS1019 |
PL0000105441 |
105,05 |
105,11 |
1,40 |
1,35 |
105,08 |
1,37 |
WZ0120 |
PL0000108601 |
100,54 |
100,64 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,92 |
1,59 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,79 |
96,92 |
1,64 |
1,57 |
96,86 |
1,61 |
DS1020 |
PL0000106126 |
107,74 |
107,86 |
1,71 |
1,66 |
107,80 |
1,69 |
WZ0121 |
PL0000106068 |
100,56 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,35 |
100,46 |
1,86 |
1,82 |
100,41 |
1,84 |
PS0721 |
PL0000109153 |
99,39 |
99,52 |
1,96 |
1,91 |
99,46 |
1,94 |
DS1021 |
PL0000106670 |
111,89 |
112,05 |
1,94 |
1,89 |
111,97 |
1,91 |
PS0422 |
PL0000109492 |
100,20 |
100,35 |
2,19 |
2,15 |
100,28 |
2,17 |
WS0922 |
PL0000102646 |
113,63 |
113,81 |
2,28 |
2,24 |
113,72 |
2,26 |
WZ1122 |
PL0000109377 |
100,03 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,63 |
2,38 |
2,35 |
100,57 |
2,36 |
IZ0823 |
PL0000105359 |
112,25 |
112,96 |
--- |
--- |
112,61 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,29 |
2,54 |
2,50 |
107,18 |
2,52 |
WZ0124 |
PL0000107454 |
99,45 |
99,73 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,30 |
99,49 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,18 |
2,96 |
2,90 |
102,00 |
2,93 |
WZ0126 |
PL0000108817 |
98,11 |
98,35 |
--- |
--- |
98,23 |
--- |
DS0726 |
PL0000108866 |
95,81 |
96,13 |
3,10 |
3,05 |
95,97 |
3,07 |
DS0727 |
PL0000109427 |
94,82 |
95,00 |
3,17 |
3,14 |
94,91 |
3,16 |
WS0428 |
PL0000107611 |
96,38 |
96,68 |
3,18 |
3,15 |
96,53 |
3,17 |
WZ0528 |
PL0000110383 |
97,06 |
97,37 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
123,87 |
124,31 |
3,10 |
3,06 |
124,09 |
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) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
65 |
WZ0528 |
PL0000110383 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
10 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
275 |
TOTAL |
350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.