2018-08-07 |
MARKET DATA |
No 150 (3433) |
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 |
542,50 |
565,05 |
12 |
705,00 |
730,72 |
5 |
1 247,50 |
1 295,77 |
17 |
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 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,12 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,79 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,96 |
104,94 |
104,960 |
104,960 |
104,930 |
104,930 |
104,958 |
237 500 |
259,58 |
4 |
PS0420 |
PL0000108510 |
99,89 |
99,89 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
80 000 |
80,26 |
1 |
OK0720 |
PL0000110375 |
96,96 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,82 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,71 |
99,68 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
50 000 |
49,90 |
2 |
DS1021 |
PL0000106670 |
112,04 |
112,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,78 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,75 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,82 |
107,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,35 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,36 |
96,35 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
5 000 |
4,82 |
1 |
DS0727 |
PL0000109427 |
95,42 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,99 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,49 |
124,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,18 |
142,61 |
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 |
112,27 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,31 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,55 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
100 000 |
100,62 |
1 |
WZ0121 |
PL0000106068 |
100,59 |
100,65 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,51 |
99,450 |
99,450 |
99,420 |
99,420 |
99,439 |
70 000 |
69,86 |
3 |
WZ0126 |
PL0000108817 |
98,33 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,35 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
542 500 |
565,05 |
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 |
99,19 |
1,27 |
1,15 |
99,15 |
1,21 |
PS0719 |
PL0000108148 |
101,78 |
101,86 |
1,37 |
1,28 |
101,82 |
1,33 |
DS1019 |
PL0000105441 |
104,95 |
105,04 |
1,35 |
1,27 |
105,00 |
1,31 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,96 |
1,57 |
1,52 |
99,92 |
1,54 |
OK0720 |
PL0000110375 |
96,94 |
97,05 |
1,60 |
1,54 |
97,00 |
1,56 |
DS1020 |
PL0000106126 |
107,79 |
107,93 |
1,63 |
1,57 |
107,86 |
1,60 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,74 |
1,78 |
1,72 |
100,66 |
1,75 |
PS0721 |
PL0000109153 |
99,67 |
99,84 |
1,86 |
1,80 |
99,76 |
1,83 |
DS1021 |
PL0000106670 |
112,02 |
112,20 |
1,85 |
1,80 |
112,11 |
1,83 |
PS0422 |
PL0000109492 |
100,42 |
100,62 |
2,13 |
2,07 |
100,52 |
2,10 |
WS0922 |
PL0000102646 |
113,76 |
113,98 |
2,22 |
2,17 |
113,87 |
2,19 |
WZ1122 |
PL0000109377 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
100,72 |
100,89 |
2,33 |
2,28 |
100,81 |
2,30 |
IZ0823 |
PL0000105359 |
112,13 |
112,89 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,58 |
2,49 |
2,43 |
107,44 |
2,46 |
WZ0124 |
PL0000107454 |
99,52 |
99,84 |
--- |
--- |
99,68 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,28 |
102,70 |
2,88 |
2,81 |
102,49 |
2,85 |
WZ0126 |
PL0000108817 |
98,21 |
98,55 |
--- |
--- |
98,38 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,66 |
3,03 |
2,98 |
96,47 |
3,00 |
DS0727 |
PL0000109427 |
95,35 |
95,59 |
3,10 |
3,07 |
95,47 |
3,08 |
WS0428 |
PL0000107611 |
96,96 |
97,35 |
3,11 |
3,07 |
97,16 |
3,09 |
WZ0528 |
PL0000110383 |
97,21 |
97,55 |
--- |
--- |
97,38 |
--- |
WS0429 |
PL0000105391 |
124,39 |
125,01 |
3,04 |
2,98 |
124,70 |
3,01 |
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 |
99,10 |
99,18 |
1,28 |
1,17 |
99,14 |
1,22 |
PS0719 |
PL0000108148 |
101,77 |
101,85 |
1,38 |
1,29 |
101,81 |
1,34 |
DS1019 |
PL0000105441 |
104,91 |
104,97 |
1,38 |
1,33 |
104,94 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,58 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,91 |
1,59 |
1,55 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,91 |
97,02 |
1,61 |
1,55 |
96,97 |
1,58 |
DS1020 |
PL0000106126 |
107,71 |
107,87 |
1,66 |
1,59 |
107,79 |
1,63 |
WZ0121 |
PL0000106068 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,67 |
1,81 |
1,74 |
100,58 |
1,78 |
PS0721 |
PL0000109153 |
99,58 |
99,72 |
1,90 |
1,85 |
99,65 |
1,87 |
DS1021 |
PL0000106670 |
111,92 |
112,10 |
1,88 |
1,83 |
112,01 |
1,86 |
PS0422 |
PL0000109492 |
100,32 |
100,52 |
2,16 |
2,10 |
100,42 |
2,13 |
WS0922 |
PL0000102646 |
113,64 |
113,86 |
2,25 |
2,19 |
113,75 |
2,22 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,62 |
100,73 |
2,35 |
2,32 |
100,68 |
2,33 |
IZ0823 |
PL0000105359 |
112,11 |
112,89 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,34 |
2,50 |
2,48 |
107,28 |
2,49 |
WZ0124 |
PL0000107454 |
99,52 |
99,83 |
--- |
--- |
99,68 |
--- |
WZ0524 |
PL0000110615 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,39 |
2,89 |
2,86 |
102,30 |
2,88 |
WZ0126 |
PL0000108817 |
98,22 |
98,42 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,40 |
3,05 |
3,01 |
96,29 |
3,03 |
DS0727 |
PL0000109427 |
95,11 |
95,37 |
3,13 |
3,10 |
95,24 |
3,11 |
WS0428 |
PL0000107611 |
96,68 |
97,03 |
3,15 |
3,11 |
96,86 |
3,13 |
WZ0528 |
PL0000110383 |
97,24 |
97,56 |
--- |
--- |
97,40 |
--- |
WS0429 |
PL0000105391 |
124,10 |
124,66 |
3,07 |
3,02 |
124,38 |
3,04 |
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 |
1,370 |
1,370 |
1,370 |
30 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
65 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1021 |
PL0000106670 |
1/9 |
8 |
1,370 |
1,370 |
1,370 |
200 |
DS0727 |
PL0000109427 |
1/9 |
8 |
1,370 |
1,370 |
1,370 |
310 |
TOTAL |
705 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.