2018-08-06 |
MARKET DATA |
No 149 (3432) |
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 |
310,00 |
307,26 |
12 |
295,00 |
302,71 |
6 |
605,00 |
609,97 |
18 |
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 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,79 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,96 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,91 |
99,91 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
100 000 |
100,34 |
1 |
OK0720 |
PL0000110375 |
96,96 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,81 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,65 |
100,650 |
100,650 |
100,650 |
100,650 |
100,650 |
25 000 |
25,31 |
1 |
PS0721 |
PL0000109153 |
99,72 |
99,75 |
99,750 |
99,760 |
99,750 |
99,760 |
99,755 |
50 000 |
49,91 |
3 |
DS1021 |
PL0000106670 |
112,05 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,79 |
113,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,77 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,35 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,34 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,41 |
96,47 |
96,410 |
96,410 |
96,370 |
96,370 |
96,388 |
20 000 |
19,30 |
4 |
DS0727 |
PL0000109427 |
95,42 |
95,48 |
95,480 |
95,480 |
95,480 |
95,480 |
95,480 |
10 000 |
9,56 |
1 |
WS0428 |
PL0000107611 |
97,16 |
97,07 |
97,160 |
97,160 |
97,160 |
97,160 |
97,160 |
105 000 |
102,85 |
2 |
WS0429 |
PL0000105391 |
124,71 |
124,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,08 |
142,90 |
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 |
112,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,56 |
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 |
100,14 |
100,18 |
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 |
99,46 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,26 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,20 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
307,26 |
12 |
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 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
99,11 |
99,20 |
1,26 |
1,13 |
99,16 |
1,19 |
PS0719 |
PL0000108148 |
101,78 |
101,86 |
1,37 |
1,29 |
101,82 |
1,33 |
DS1019 |
PL0000105441 |
104,95 |
105,05 |
1,35 |
1,28 |
105,00 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,89 |
99,95 |
1,56 |
1,53 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,93 |
97,03 |
1,60 |
1,55 |
96,98 |
1,57 |
DS1020 |
PL0000106126 |
107,75 |
107,91 |
1,65 |
1,58 |
107,83 |
1,62 |
WZ0121 |
PL0000106068 |
100,56 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,69 |
1,79 |
1,73 |
100,62 |
1,76 |
PS0721 |
PL0000109153 |
99,61 |
99,78 |
1,88 |
1,83 |
99,70 |
1,85 |
DS1021 |
PL0000106670 |
111,99 |
112,15 |
1,87 |
1,82 |
112,07 |
1,84 |
PS0422 |
PL0000109492 |
100,38 |
100,58 |
2,14 |
2,08 |
100,48 |
2,11 |
WS0922 |
PL0000102646 |
113,73 |
113,95 |
2,23 |
2,18 |
113,84 |
2,20 |
WZ1122 |
PL0000109377 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
100,67 |
100,83 |
2,34 |
2,30 |
100,75 |
2,32 |
IZ0823 |
PL0000105359 |
112,12 |
112,89 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,50 |
2,50 |
2,45 |
107,37 |
2,47 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,55 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
102,21 |
102,58 |
2,89 |
2,83 |
102,40 |
2,86 |
WZ0126 |
PL0000108817 |
98,15 |
98,51 |
--- |
--- |
98,33 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,60 |
3,04 |
2,98 |
96,42 |
3,01 |
DS0727 |
PL0000109427 |
95,24 |
95,56 |
3,11 |
3,07 |
95,40 |
3,09 |
WS0428 |
PL0000107611 |
96,83 |
97,28 |
3,13 |
3,07 |
97,06 |
3,10 |
WZ0528 |
PL0000110383 |
97,17 |
97,53 |
--- |
--- |
97,35 |
--- |
WS0429 |
PL0000105391 |
124,32 |
124,86 |
3,05 |
3,00 |
124,59 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,30 |
100,39 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
99,11 |
99,19 |
1,26 |
1,15 |
99,15 |
1,20 |
PS0719 |
PL0000108148 |
101,78 |
101,85 |
1,37 |
1,30 |
101,82 |
1,33 |
DS1019 |
PL0000105441 |
104,95 |
105,05 |
1,35 |
1,28 |
105,00 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,60 |
--- |
--- |
100,56 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,93 |
1,57 |
1,54 |
99,90 |
1,56 |
OK0720 |
PL0000110375 |
96,94 |
97,05 |
1,59 |
1,54 |
97,00 |
1,56 |
DS1020 |
PL0000106126 |
107,77 |
107,88 |
1,64 |
1,59 |
107,83 |
1,62 |
WZ0121 |
PL0000106068 |
100,56 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,72 |
1,78 |
1,72 |
100,65 |
1,75 |
PS0721 |
PL0000109153 |
99,70 |
99,80 |
1,85 |
1,82 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
112,02 |
112,19 |
1,86 |
1,81 |
112,11 |
1,83 |
PS0422 |
PL0000109492 |
100,42 |
100,59 |
2,13 |
2,08 |
100,51 |
2,10 |
WS0922 |
PL0000102646 |
113,73 |
113,92 |
2,23 |
2,18 |
113,83 |
2,20 |
WZ1122 |
PL0000109377 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,72 |
100,82 |
2,33 |
2,30 |
100,77 |
2,31 |
IZ0823 |
PL0000105359 |
112,12 |
112,89 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
107,31 |
107,50 |
2,48 |
2,45 |
107,41 |
2,46 |
WZ0124 |
PL0000107454 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
WZ0524 |
PL0000110615 |
99,40 |
99,54 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,24 |
102,63 |
2,89 |
2,83 |
102,44 |
2,86 |
WZ0126 |
PL0000108817 |
98,20 |
98,47 |
--- |
--- |
98,34 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,55 |
3,03 |
2,99 |
96,42 |
3,01 |
DS0727 |
PL0000109427 |
95,31 |
95,54 |
3,11 |
3,07 |
95,43 |
3,09 |
WS0428 |
PL0000107611 |
96,96 |
97,20 |
3,11 |
3,08 |
97,08 |
3,10 |
WZ0528 |
PL0000110383 |
97,23 |
97,55 |
--- |
--- |
97,39 |
--- |
WS0429 |
PL0000105391 |
124,36 |
124,92 |
3,05 |
2,99 |
124,64 |
3,02 |
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 |
1,350 |
1,350 |
1,350 |
30 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
60 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
90 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.