2018-08-10 |
MARKET DATA |
No 153 (3436) |
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 |
150,00 |
146,42 |
14 |
1 140,00 |
1 216,59 |
10 |
1 290,00 |
1 363,01 |
24 |
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 |
99,78 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,13 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,76 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,87 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,95 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,74 |
107,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,68 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,94 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,47 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,76 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,79 |
100,60 |
100,790 |
100,790 |
100,680 |
100,680 |
100,768 |
12 500 |
12,77 |
2 |
DS1023 |
PL0000107264 |
107,38 |
107,24 |
107,180 |
107,180 |
107,180 |
107,180 |
107,180 |
10 000 |
11,04 |
1 |
DS0725 |
PL0000108197 |
102,36 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,39 |
96,17 |
96,050 |
96,050 |
96,000 |
96,000 |
96,011 |
65 000 |
62,50 |
5 |
DS0727 |
PL0000109427 |
95,45 |
95,01 |
95,250 |
95,250 |
95,010 |
95,170 |
95,223 |
52 500 |
50,06 |
5 |
WS0428 |
PL0000107611 |
97,08 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,49 |
124,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,09 |
141,88 |
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 |
111,70 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,31 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,16 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
99,59 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,33 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
146,42 |
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 |
100,38 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
99,12 |
99,21 |
1,28 |
1,14 |
99,17 |
1,20 |
PS0719 |
PL0000108148 |
101,75 |
101,83 |
1,37 |
1,29 |
101,79 |
1,33 |
DS1019 |
PL0000105441 |
104,85 |
104,94 |
1,38 |
1,31 |
104,90 |
1,34 |
WZ0120 |
PL0000108601 |
100,52 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,92 |
97,03 |
1,62 |
1,56 |
96,98 |
1,59 |
DS1020 |
PL0000106126 |
107,71 |
107,84 |
1,64 |
1,59 |
107,78 |
1,61 |
WZ0121 |
PL0000106068 |
100,56 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,68 |
1,79 |
1,74 |
100,61 |
1,76 |
PS0721 |
PL0000109153 |
99,62 |
99,79 |
1,88 |
1,82 |
99,71 |
1,85 |
DS1021 |
PL0000106670 |
111,91 |
112,07 |
1,87 |
1,82 |
111,99 |
1,85 |
PS0422 |
PL0000109492 |
100,41 |
100,61 |
2,13 |
2,07 |
100,51 |
2,10 |
WS0922 |
PL0000102646 |
113,68 |
113,90 |
2,23 |
2,17 |
113,79 |
2,20 |
WZ1122 |
PL0000109377 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,84 |
2,33 |
2,30 |
100,77 |
2,31 |
IZ0823 |
PL0000105359 |
111,32 |
112,26 |
--- |
--- |
111,79 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,54 |
2,49 |
2,43 |
107,41 |
2,46 |
WZ0124 |
PL0000107454 |
99,54 |
99,78 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,37 |
99,56 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,70 |
2,88 |
2,81 |
102,50 |
2,85 |
WZ0126 |
PL0000108817 |
98,19 |
98,43 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
96,32 |
96,69 |
3,03 |
2,97 |
96,51 |
3,00 |
DS0727 |
PL0000109427 |
95,33 |
95,60 |
3,10 |
3,07 |
95,47 |
3,09 |
WS0428 |
PL0000107611 |
97,00 |
97,32 |
3,11 |
3,07 |
97,16 |
3,09 |
WZ0528 |
PL0000110383 |
97,23 |
97,53 |
--- |
--- |
97,38 |
--- |
WS0429 |
PL0000105391 |
124,35 |
124,87 |
3,04 |
2,99 |
124,61 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,38 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
99,12 |
99,21 |
1,28 |
1,14 |
99,17 |
1,20 |
PS0719 |
PL0000108148 |
101,75 |
101,83 |
1,37 |
1,29 |
101,79 |
1,33 |
DS1019 |
PL0000105441 |
104,85 |
104,94 |
1,38 |
1,31 |
104,90 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,92 |
97,02 |
1,62 |
1,57 |
96,97 |
1,59 |
DS1020 |
PL0000106126 |
107,72 |
107,84 |
1,64 |
1,59 |
107,78 |
1,61 |
WZ0121 |
PL0000106068 |
100,56 |
100,66 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,66 |
1,79 |
1,74 |
100,60 |
1,77 |
PS0721 |
PL0000109153 |
99,59 |
99,72 |
1,89 |
1,85 |
99,66 |
1,87 |
DS1021 |
PL0000106670 |
111,85 |
112,03 |
1,89 |
1,84 |
111,94 |
1,86 |
PS0422 |
PL0000109492 |
100,31 |
100,51 |
2,16 |
2,10 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,65 |
113,79 |
2,23 |
2,20 |
113,72 |
2,22 |
WZ1122 |
PL0000109377 |
100,09 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,72 |
2,35 |
2,32 |
100,66 |
2,34 |
IZ0823 |
PL0000105359 |
111,39 |
112,24 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
107,15 |
107,36 |
2,51 |
2,47 |
107,26 |
2,49 |
WZ0124 |
PL0000107454 |
99,51 |
99,81 |
--- |
--- |
99,66 |
--- |
WZ0524 |
PL0000110615 |
99,38 |
99,55 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,27 |
2,91 |
2,88 |
102,18 |
2,90 |
WZ0126 |
PL0000108817 |
98,19 |
98,41 |
--- |
--- |
98,30 |
--- |
DS0726 |
PL0000108866 |
96,01 |
96,26 |
3,07 |
3,03 |
96,14 |
3,05 |
DS0727 |
PL0000109427 |
95,07 |
95,28 |
3,14 |
3,11 |
95,18 |
3,12 |
WS0428 |
PL0000107611 |
96,54 |
96,80 |
3,17 |
3,13 |
96,67 |
3,15 |
WZ0528 |
PL0000110383 |
97,21 |
97,57 |
--- |
--- |
97,39 |
--- |
WS0429 |
PL0000105391 |
123,93 |
124,46 |
3,08 |
3,03 |
124,20 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS0422 |
PL0000109492 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
15 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
100 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
175 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,350 |
1,420 |
1,411 |
80 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
410 |
TOTAL |
1 140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.