2018-08-02 |
MARKET DATA |
No 147 (3430) |
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 |
837,50 |
861,52 |
27 |
690,00 |
711,06 |
11 |
1 527,50 |
1 572,58 |
38 |
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 |
99,77 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,10 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,81 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,98 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,94 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,80 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,53 |
100,530 |
100,580 |
100,530 |
100,580 |
100,560 |
647 500 |
654,78 |
13 |
PS0721 |
PL0000109153 |
99,68 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,11 |
112,07 |
112,140 |
112,150 |
112,140 |
112,150 |
112,141 |
115 000 |
134,13 |
2 |
PS0422 |
PL0000109492 |
100,48 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,79 |
113,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,75 |
100,68 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
5,10 |
1 |
DS1023 |
PL0000107264 |
107,32 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,26 |
102,28 |
102,260 |
102,260 |
102,260 |
102,260 |
102,260 |
10 000 |
10,24 |
1 |
DS0726 |
PL0000108866 |
96,19 |
96,22 |
96,190 |
96,190 |
96,190 |
96,190 |
96,190 |
10 000 |
9,63 |
1 |
DS0727 |
PL0000109427 |
95,23 |
95,14 |
95,140 |
95,300 |
95,140 |
95,200 |
95,221 |
50 000 |
47,65 |
9 |
WS0428 |
PL0000107611 |
96,69 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,20 |
124,26 |
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 |
112,36 |
112,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,61 |
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 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,44 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,20 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,25 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
837 500 |
861,52 |
27 |
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 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
99,09 |
99,17 |
1,28 |
1,17 |
99,13 |
1,22 |
PS0719 |
PL0000108148 |
101,80 |
101,87 |
1,36 |
1,29 |
101,84 |
1,32 |
DS1019 |
PL0000105441 |
104,97 |
105,06 |
1,36 |
1,29 |
105,02 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,64 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,95 |
1,57 |
1,53 |
99,91 |
1,55 |
OK0720 |
PL0000110375 |
96,90 |
96,99 |
1,61 |
1,56 |
96,95 |
1,58 |
DS1020 |
PL0000106126 |
107,73 |
107,86 |
1,67 |
1,61 |
107,80 |
1,64 |
WZ0121 |
PL0000106068 |
100,55 |
100,69 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,56 |
1,83 |
1,78 |
100,50 |
1,81 |
PS0721 |
PL0000109153 |
99,56 |
99,72 |
1,90 |
1,85 |
99,64 |
1,87 |
DS1021 |
PL0000106670 |
111,94 |
112,10 |
1,89 |
1,84 |
112,02 |
1,86 |
PS0422 |
PL0000109492 |
100,35 |
100,53 |
2,15 |
2,10 |
100,44 |
2,12 |
WS0922 |
PL0000102646 |
113,66 |
113,87 |
2,25 |
2,20 |
113,77 |
2,22 |
WZ1122 |
PL0000109377 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,72 |
2,36 |
2,33 |
100,64 |
2,34 |
IZ0823 |
PL0000105359 |
112,17 |
112,93 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,40 |
2,51 |
2,47 |
107,29 |
2,49 |
WZ0124 |
PL0000107454 |
99,51 |
99,80 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,32 |
99,55 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,33 |
2,93 |
2,87 |
102,16 |
2,90 |
WZ0126 |
PL0000108817 |
98,13 |
98,45 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
95,92 |
96,29 |
3,08 |
3,03 |
96,11 |
3,06 |
DS0727 |
PL0000109427 |
94,95 |
95,26 |
3,15 |
3,11 |
95,11 |
3,13 |
WS0428 |
PL0000107611 |
96,49 |
96,91 |
3,17 |
3,12 |
96,70 |
3,15 |
WZ0528 |
PL0000110383 |
97,11 |
97,45 |
--- |
--- |
97,28 |
--- |
WS0429 |
PL0000105391 |
123,89 |
124,39 |
3,09 |
3,04 |
124,14 |
3,07 |
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 |
1,28 |
1,17 |
99,13 |
1,22 |
PS0719 |
PL0000108148 |
101,80 |
101,87 |
1,36 |
1,29 |
101,84 |
1,32 |
DS1019 |
PL0000105441 |
104,97 |
105,06 |
1,36 |
1,29 |
105,02 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,89 |
99,99 |
1,56 |
1,50 |
99,94 |
1,53 |
OK0720 |
PL0000110375 |
96,92 |
97,01 |
1,60 |
1,55 |
96,97 |
1,57 |
DS1020 |
PL0000106126 |
107,78 |
107,92 |
1,65 |
1,58 |
107,85 |
1,62 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,69 |
1,79 |
1,73 |
100,62 |
1,76 |
PS0721 |
PL0000109153 |
99,65 |
99,79 |
1,87 |
1,82 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
112,03 |
112,18 |
1,86 |
1,82 |
112,11 |
1,84 |
PS0422 |
PL0000109492 |
100,42 |
100,58 |
2,13 |
2,08 |
100,50 |
2,11 |
WS0922 |
PL0000102646 |
113,72 |
113,89 |
2,23 |
2,19 |
113,81 |
2,21 |
WZ1122 |
PL0000109377 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
100,63 |
100,77 |
2,35 |
2,31 |
100,70 |
2,33 |
IZ0823 |
PL0000105359 |
112,17 |
112,92 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,44 |
2,50 |
2,46 |
107,34 |
2,48 |
WZ0124 |
PL0000107454 |
99,52 |
99,81 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,56 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,36 |
2,90 |
2,87 |
102,25 |
2,89 |
WZ0126 |
PL0000108817 |
98,15 |
98,42 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
96,09 |
96,29 |
3,06 |
3,03 |
96,19 |
3,04 |
DS0727 |
PL0000109427 |
95,10 |
95,33 |
3,13 |
3,10 |
95,22 |
3,12 |
WS0428 |
PL0000107611 |
96,57 |
97,00 |
3,16 |
3,11 |
96,79 |
3,13 |
WZ0528 |
PL0000110383 |
97,16 |
97,47 |
--- |
--- |
97,32 |
--- |
WS0429 |
PL0000105391 |
124,00 |
124,54 |
3,08 |
3,03 |
124,27 |
3,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
20 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
45 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
110 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
105 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.