2018-08-08 |
MARKET DATA |
No 151 (3434) |
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 |
285,00 |
294,00 |
14 |
1 005,00 |
1 050,92 |
7 |
1 290,00 |
1 344,92 |
21 |
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 |
99,83 |
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 |
101,78 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,90 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,92 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,74 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,50 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,60 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,94 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,40 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,68 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,70 |
100,69 |
100,690 |
100,700 |
100,690 |
100,700 |
100,697 |
15 000 |
15,31 |
2 |
DS1023 |
PL0000107264 |
107,33 |
107,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,27 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,25 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,27 |
95,25 |
95,220 |
95,330 |
95,220 |
95,330 |
95,308 |
130 000 |
124,04 |
5 |
WS0428 |
PL0000107611 |
96,77 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,32 |
124,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,75 |
142,52 |
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 |
112,20 |
112,250 |
112,250 |
112,110 |
112,110 |
112,179 |
40 000 |
54,44 |
4 |
WZ0119 |
PL0000107603 |
100,31 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,55 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
50 000 |
50,31 |
1 |
WZ0121 |
PL0000106068 |
100,59 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,54 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,50 |
99,430 |
99,430 |
99,420 |
99,420 |
99,425 |
50 000 |
49,90 |
2 |
WZ0126 |
PL0000108817 |
98,22 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,36 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
294,00 |
14 |
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 |
100,29 |
100,39 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
99,11 |
99,19 |
1,27 |
1,16 |
99,15 |
1,21 |
PS0719 |
PL0000108148 |
101,77 |
101,85 |
1,37 |
1,29 |
101,81 |
1,33 |
DS1019 |
PL0000105441 |
104,89 |
104,99 |
1,39 |
1,31 |
104,94 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,91 |
97,01 |
1,62 |
1,56 |
96,96 |
1,59 |
DS1020 |
PL0000106126 |
107,73 |
107,85 |
1,65 |
1,60 |
107,79 |
1,62 |
WZ0121 |
PL0000106068 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,65 |
1,81 |
1,75 |
100,57 |
1,78 |
PS0721 |
PL0000109153 |
99,58 |
99,75 |
1,90 |
1,84 |
99,67 |
1,86 |
DS1021 |
PL0000106670 |
111,92 |
112,09 |
1,88 |
1,83 |
112,01 |
1,85 |
PS0422 |
PL0000109492 |
100,32 |
100,51 |
2,16 |
2,10 |
100,42 |
2,13 |
WS0922 |
PL0000102646 |
113,63 |
113,85 |
2,25 |
2,19 |
113,74 |
2,22 |
WZ1122 |
PL0000109377 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
100,59 |
100,74 |
2,36 |
2,32 |
100,67 |
2,34 |
IZ0823 |
PL0000105359 |
112,11 |
112,88 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,41 |
2,52 |
2,46 |
107,28 |
2,49 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,37 |
99,55 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,51 |
2,90 |
2,84 |
102,33 |
2,87 |
WZ0126 |
PL0000108817 |
98,16 |
98,45 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,46 |
3,06 |
3,00 |
96,27 |
3,03 |
DS0727 |
PL0000109427 |
95,17 |
95,40 |
3,12 |
3,09 |
95,29 |
3,11 |
WS0428 |
PL0000107611 |
96,70 |
97,14 |
3,15 |
3,09 |
96,92 |
3,12 |
WZ0528 |
PL0000110383 |
97,19 |
97,55 |
--- |
--- |
97,37 |
--- |
WS0429 |
PL0000105391 |
124,24 |
124,77 |
3,06 |
3,01 |
124,51 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,39 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
99,11 |
99,19 |
1,27 |
1,16 |
99,15 |
1,21 |
PS0719 |
PL0000108148 |
101,77 |
101,84 |
1,37 |
1,30 |
101,81 |
1,33 |
DS1019 |
PL0000105441 |
104,89 |
104,96 |
1,39 |
1,33 |
104,93 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,59 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,92 |
1,58 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,90 |
97,00 |
1,62 |
1,57 |
96,95 |
1,59 |
DS1020 |
PL0000106126 |
107,73 |
107,85 |
1,65 |
1,60 |
107,79 |
1,62 |
WZ0121 |
PL0000106068 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,66 |
1,81 |
1,75 |
100,58 |
1,78 |
PS0721 |
PL0000109153 |
99,59 |
99,76 |
1,89 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,92 |
112,09 |
1,88 |
1,83 |
112,01 |
1,85 |
PS0422 |
PL0000109492 |
100,36 |
100,52 |
2,14 |
2,10 |
100,44 |
2,12 |
WS0922 |
PL0000102646 |
113,67 |
113,88 |
2,24 |
2,19 |
113,78 |
2,21 |
WZ1122 |
PL0000109377 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,66 |
100,78 |
2,34 |
2,31 |
100,72 |
2,33 |
IZ0823 |
PL0000105359 |
112,01 |
112,95 |
--- |
--- |
112,48 |
--- |
DS1023 |
PL0000107264 |
107,27 |
107,45 |
2,49 |
2,46 |
107,36 |
2,47 |
WZ0124 |
PL0000107454 |
99,52 |
99,82 |
--- |
--- |
99,67 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,53 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,46 |
2,89 |
2,85 |
102,33 |
2,87 |
WZ0126 |
PL0000108817 |
98,15 |
98,42 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,40 |
3,05 |
3,01 |
96,29 |
3,03 |
DS0727 |
PL0000109427 |
95,21 |
95,42 |
3,12 |
3,09 |
95,32 |
3,10 |
WS0428 |
PL0000107611 |
96,73 |
97,07 |
3,14 |
3,10 |
96,90 |
3,12 |
WZ0528 |
PL0000110383 |
97,24 |
97,55 |
--- |
--- |
97,40 |
--- |
WS0429 |
PL0000105391 |
124,18 |
124,71 |
3,06 |
3,01 |
124,45 |
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) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
220 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
190 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,370 |
1,361 |
375 |
TOTAL |
1 005 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.