2018-08-01 |
MARKET DATA |
No 146 (3429) |
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 |
1 305,00 |
1 332,71 |
40 |
4 135,00 |
4 195,55 |
29 |
5 440,00 |
5 528,25 |
69 |
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 |
99,75 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,12 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,82 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
105,01 |
105,06 |
105,035 |
105,035 |
105,035 |
105,035 |
105,035 |
10 000 |
10,93 |
2 |
PS0420 |
PL0000108510 |
99,89 |
99,91 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
30 000 |
30,09 |
1 |
OK0720 |
PL0000110375 |
96,89 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,81 |
107,78 |
107,800 |
107,810 |
107,800 |
107,810 |
107,806 |
235 000 |
262,88 |
4 |
PS0421 |
PL0000108916 |
100,47 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,59 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,03 |
112,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,38 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,74 |
113,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,66 |
100,59 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
20 000 |
20,38 |
2 |
DS1023 |
PL0000107264 |
107,25 |
107,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,22 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,15 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,17 |
94,96 |
95,210 |
95,210 |
94,910 |
95,080 |
95,008 |
105 000 |
99,82 |
15 |
WS0428 |
PL0000107611 |
96,65 |
96,60 |
96,640 |
96,650 |
96,640 |
96,650 |
96,643 |
15 000 |
14,61 |
2 |
WS0429 |
PL0000105391 |
124,19 |
124,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,42 |
141,76 |
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 |
112,36 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,33 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,10 |
100,100 |
100,130 |
100,100 |
100,110 |
100,111 |
890 000 |
894,00 |
14 |
WZ0124 |
PL0000107454 |
99,55 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,23 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,23 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 305 000 |
1 332,71 |
40 |
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) |
(%) |
WZ0119 |
PL0000107603 |
100,31 |
100,40 |
--- |
--- |
100,36 |
--- |
OK0419 |
PL0000109633 |
99,08 |
99,16 |
1,28 |
1,17 |
99,12 |
1,22 |
PS0719 |
PL0000108148 |
101,81 |
101,89 |
1,37 |
1,29 |
101,85 |
1,33 |
DS1019 |
PL0000105441 |
105,00 |
105,08 |
1,36 |
1,30 |
105,04 |
1,33 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,94 |
1,58 |
1,53 |
99,90 |
1,56 |
OK0720 |
PL0000110375 |
96,86 |
96,96 |
1,63 |
1,57 |
96,91 |
1,60 |
DS1020 |
PL0000106126 |
107,66 |
107,81 |
1,71 |
1,64 |
107,74 |
1,68 |
WZ0121 |
PL0000106068 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,39 |
100,51 |
1,85 |
1,80 |
100,45 |
1,83 |
PS0721 |
PL0000109153 |
99,51 |
99,68 |
1,92 |
1,86 |
99,60 |
1,89 |
DS1021 |
PL0000106670 |
111,94 |
112,12 |
1,90 |
1,84 |
112,03 |
1,87 |
PS0422 |
PL0000109492 |
100,31 |
100,50 |
2,16 |
2,11 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,67 |
113,88 |
2,25 |
2,20 |
113,78 |
2,23 |
WZ1122 |
PL0000109377 |
100,00 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,59 |
100,74 |
2,36 |
2,32 |
100,67 |
2,34 |
IZ0823 |
PL0000105359 |
112,18 |
112,92 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,40 |
2,52 |
2,47 |
107,27 |
2,50 |
WZ0124 |
PL0000107454 |
99,50 |
99,81 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,30 |
99,53 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,98 |
102,37 |
2,93 |
2,87 |
102,18 |
2,90 |
WZ0126 |
PL0000108817 |
98,12 |
98,40 |
--- |
--- |
98,26 |
--- |
DS0726 |
PL0000108866 |
95,96 |
96,33 |
3,08 |
3,02 |
96,15 |
3,05 |
DS0727 |
PL0000109427 |
95,00 |
95,27 |
3,15 |
3,11 |
95,14 |
3,13 |
WS0428 |
PL0000107611 |
96,54 |
96,93 |
3,17 |
3,12 |
96,74 |
3,14 |
WZ0528 |
PL0000110383 |
97,08 |
97,42 |
--- |
--- |
97,25 |
--- |
WS0429 |
PL0000105391 |
124,03 |
124,38 |
3,08 |
3,05 |
124,21 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,31 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
99,09 |
99,17 |
1,26 |
1,15 |
99,13 |
1,21 |
PS0719 |
PL0000108148 |
101,81 |
101,87 |
1,37 |
1,31 |
101,84 |
1,34 |
DS1019 |
PL0000105441 |
105,00 |
105,07 |
1,36 |
1,30 |
105,04 |
1,33 |
WZ0120 |
PL0000108601 |
100,53 |
100,63 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,93 |
1,58 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,87 |
96,95 |
1,62 |
1,58 |
96,91 |
1,60 |
DS1020 |
PL0000106126 |
107,73 |
107,87 |
1,68 |
1,62 |
107,80 |
1,65 |
WZ0121 |
PL0000106068 |
100,56 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,53 |
1,83 |
1,80 |
100,49 |
1,81 |
PS0721 |
PL0000109153 |
99,51 |
99,65 |
1,92 |
1,87 |
99,58 |
1,89 |
DS1021 |
PL0000106670 |
111,94 |
112,12 |
1,90 |
1,84 |
112,03 |
1,87 |
PS0422 |
PL0000109492 |
100,28 |
100,45 |
2,17 |
2,12 |
100,37 |
2,14 |
WS0922 |
PL0000102646 |
113,64 |
113,81 |
2,26 |
2,22 |
113,73 |
2,24 |
WZ1122 |
PL0000109377 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,67 |
2,36 |
2,34 |
100,62 |
2,35 |
IZ0823 |
PL0000105359 |
112,18 |
112,92 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,35 |
2,51 |
2,48 |
107,27 |
2,50 |
WZ0124 |
PL0000107454 |
99,51 |
99,81 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,35 |
99,57 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
102,03 |
102,28 |
2,92 |
2,88 |
102,16 |
2,90 |
WZ0126 |
PL0000108817 |
98,18 |
98,41 |
--- |
--- |
98,30 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,19 |
3,08 |
3,04 |
96,07 |
3,06 |
DS0727 |
PL0000109427 |
94,97 |
95,18 |
3,15 |
3,12 |
95,08 |
3,14 |
WS0428 |
PL0000107611 |
96,51 |
96,76 |
3,17 |
3,14 |
96,64 |
3,15 |
WZ0528 |
PL0000110383 |
97,14 |
97,45 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
123,82 |
124,43 |
3,10 |
3,04 |
124,13 |
3,07 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
120 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,420 |
1,430 |
1,422 |
265 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,420 |
1,405 |
80 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,400 |
1,420 |
1,400 |
485 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,430 |
1,416 |
190 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,400 |
1,420 |
1,403 |
130 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS0123 |
PL0000110151 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
200 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
380 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
840 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
TOTAL |
3 135 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.