2018-08-03 |
MARKET DATA |
No 148 (3431) |
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 |
340,00 |
348,83 |
16 |
500,00 |
537,60 |
3 |
840,00 |
886,43 |
19 |
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 |
99,76 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,12 |
99,16 |
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 |
104,97 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,95 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,79 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,57 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,67 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,09 |
112,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,47 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,81 |
113,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,78 |
100,74 |
100,750 |
100,750 |
100,740 |
100,740 |
100,745 |
200 000 |
204,15 |
2 |
DS1023 |
PL0000107264 |
107,37 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,30 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,36 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,38 |
95,30 |
95,260 |
95,380 |
95,260 |
95,380 |
95,315 |
30 000 |
28,62 |
5 |
WS0428 |
PL0000107611 |
97,10 |
96,92 |
96,950 |
97,100 |
96,950 |
97,100 |
97,000 |
80 000 |
78,23 |
8 |
WS0429 |
PL0000105391 |
124,46 |
124,36 |
124,460 |
124,460 |
124,460 |
124,460 |
124,460 |
30 000 |
37,83 |
1 |
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 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,13 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,55 |
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 |
97,30 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
340 000 |
348,83 |
16 |
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 |
99,18 |
1,28 |
1,16 |
99,14 |
1,21 |
PS0719 |
PL0000108148 |
101,79 |
101,87 |
1,37 |
1,29 |
101,83 |
1,33 |
DS1019 |
PL0000105441 |
104,96 |
105,06 |
1,36 |
1,28 |
105,01 |
1,32 |
WZ0120 |
PL0000108601 |
100,52 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,00 |
1,56 |
1,50 |
99,95 |
1,53 |
OK0720 |
PL0000110375 |
96,93 |
97,03 |
1,60 |
1,54 |
96,98 |
1,57 |
DS1020 |
PL0000106126 |
107,78 |
107,92 |
1,64 |
1,58 |
107,85 |
1,61 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,72 |
1,79 |
1,72 |
100,63 |
1,76 |
PS0721 |
PL0000109153 |
99,64 |
99,84 |
1,87 |
1,80 |
99,74 |
1,84 |
DS1021 |
PL0000106670 |
112,03 |
112,21 |
1,86 |
1,80 |
112,12 |
1,83 |
PS0422 |
PL0000109492 |
100,41 |
100,62 |
2,13 |
2,07 |
100,52 |
2,10 |
WS0922 |
PL0000102646 |
113,71 |
113,95 |
2,23 |
2,18 |
113,83 |
2,21 |
WZ1122 |
PL0000109377 |
100,08 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,65 |
100,81 |
2,34 |
2,30 |
100,73 |
2,32 |
IZ0823 |
PL0000105359 |
112,11 |
112,98 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,49 |
2,51 |
2,45 |
107,35 |
2,48 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,33 |
99,58 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,51 |
2,90 |
2,85 |
102,33 |
2,87 |
WZ0126 |
PL0000108817 |
98,12 |
98,47 |
--- |
--- |
98,30 |
--- |
DS0726 |
PL0000108866 |
96,11 |
96,44 |
3,06 |
3,01 |
96,28 |
3,03 |
DS0727 |
PL0000109427 |
95,11 |
95,37 |
3,13 |
3,10 |
95,24 |
3,11 |
WS0428 |
PL0000107611 |
96,62 |
97,08 |
3,16 |
3,10 |
96,85 |
3,13 |
WZ0528 |
PL0000110383 |
97,12 |
97,48 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
123,96 |
124,51 |
3,09 |
3,03 |
124,24 |
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 |
99,11 |
99,18 |
1,26 |
1,16 |
99,15 |
1,20 |
PS0719 |
PL0000108148 |
101,80 |
101,87 |
1,36 |
1,29 |
101,84 |
1,32 |
DS1019 |
PL0000105441 |
104,96 |
105,06 |
1,36 |
1,28 |
105,01 |
1,32 |
WZ0120 |
PL0000108601 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,90 |
99,95 |
1,56 |
1,53 |
99,93 |
1,54 |
OK0720 |
PL0000110375 |
96,93 |
97,04 |
1,60 |
1,54 |
96,99 |
1,57 |
DS1020 |
PL0000106126 |
107,78 |
107,93 |
1,64 |
1,58 |
107,86 |
1,61 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,69 |
1,79 |
1,73 |
100,62 |
1,76 |
PS0721 |
PL0000109153 |
99,61 |
99,76 |
1,88 |
1,83 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
112,01 |
112,17 |
1,86 |
1,82 |
112,09 |
1,84 |
PS0422 |
PL0000109492 |
100,42 |
100,58 |
2,13 |
2,08 |
100,50 |
2,11 |
WS0922 |
PL0000102646 |
113,73 |
113,91 |
2,23 |
2,19 |
113,82 |
2,21 |
WZ1122 |
PL0000109377 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,71 |
100,83 |
2,33 |
2,30 |
100,77 |
2,31 |
IZ0823 |
PL0000105359 |
112,17 |
112,93 |
--- |
--- |
112,55 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,50 |
2,49 |
2,45 |
107,41 |
2,47 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,38 |
99,58 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,55 |
2,89 |
2,84 |
102,38 |
2,87 |
WZ0126 |
PL0000108817 |
98,15 |
98,42 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
96,19 |
96,56 |
3,04 |
2,99 |
96,38 |
3,02 |
DS0727 |
PL0000109427 |
95,28 |
95,47 |
3,11 |
3,08 |
95,38 |
3,10 |
WS0428 |
PL0000107611 |
96,90 |
97,14 |
3,12 |
3,09 |
97,02 |
3,11 |
WZ0528 |
PL0000110383 |
97,20 |
97,47 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
124,29 |
124,82 |
3,05 |
3,00 |
124,56 |
3,03 |
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 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
100 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
200 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.