2018-08-16 |
MARKET DATA |
No 156 (3439) |
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 |
585,00 |
611,64 |
15 |
200,00 |
209,41 |
4 |
785,00 |
821,05 |
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 |
99,80 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,16 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,74 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,83 |
104,86 |
104,830 |
104,830 |
104,830 |
104,830 |
104,830 |
10 000 |
10,93 |
1 |
PS0420 |
PL0000108510 |
99,85 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,96 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,68 |
107,76 |
107,660 |
107,660 |
107,650 |
107,650 |
107,651 |
175 000 |
195,92 |
5 |
PS0421 |
PL0000108916 |
100,55 |
100,60 |
100,550 |
100,550 |
100,520 |
100,520 |
100,536 |
390 000 |
394,59 |
8 |
PS0721 |
PL0000109153 |
99,63 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,84 |
111,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,33 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,57 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,59 |
100,55 |
100,570 |
100,570 |
100,570 |
100,570 |
100,570 |
10 000 |
10,20 |
1 |
DS1023 |
PL0000107264 |
107,11 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,17 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,07 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,12 |
95,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,68 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,97 |
124,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,31 |
141,89 |
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 |
111,57 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,30 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,61 |
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 |
100,12 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,59 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,27 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,30 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
611,64 |
15 |
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 |
99,15 |
99,23 |
1,26 |
1,14 |
99,19 |
1,20 |
PS0719 |
PL0000108148 |
101,72 |
101,80 |
1,37 |
1,29 |
101,76 |
1,33 |
DS1019 |
PL0000105441 |
104,82 |
104,90 |
1,35 |
1,29 |
104,86 |
1,32 |
WZ0120 |
PL0000108601 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,94 |
1,60 |
1,53 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,95 |
97,05 |
1,62 |
1,56 |
97,00 |
1,59 |
DS1020 |
PL0000106126 |
107,67 |
107,81 |
1,64 |
1,57 |
107,74 |
1,60 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,67 |
1,80 |
1,74 |
100,59 |
1,77 |
PS0721 |
PL0000109153 |
99,59 |
99,77 |
1,89 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,83 |
112,00 |
1,88 |
1,83 |
111,92 |
1,85 |
PS0422 |
PL0000109492 |
100,31 |
100,51 |
2,16 |
2,10 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,55 |
113,76 |
2,25 |
2,20 |
113,66 |
2,22 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,72 |
2,36 |
2,32 |
100,64 |
2,34 |
IZ0823 |
PL0000105359 |
111,26 |
112,15 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,37 |
2,52 |
2,46 |
107,23 |
2,49 |
WZ0124 |
PL0000107454 |
99,48 |
99,80 |
--- |
--- |
99,64 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
102,11 |
102,48 |
2,91 |
2,85 |
102,30 |
2,88 |
WZ0126 |
PL0000108817 |
98,20 |
98,46 |
--- |
--- |
98,33 |
--- |
DS0726 |
PL0000108866 |
96,01 |
96,34 |
3,07 |
3,02 |
96,18 |
3,05 |
DS0727 |
PL0000109427 |
95,05 |
95,28 |
3,14 |
3,11 |
95,17 |
3,13 |
WS0428 |
PL0000107611 |
96,60 |
97,01 |
3,16 |
3,11 |
96,81 |
3,13 |
WZ0528 |
PL0000110383 |
97,15 |
97,46 |
--- |
--- |
97,31 |
--- |
WS0429 |
PL0000105391 |
123,90 |
124,46 |
3,08 |
3,03 |
124,18 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,38 |
--- |
--- |
100,34 |
--- |
OK0419 |
PL0000109633 |
99,14 |
99,23 |
1,28 |
1,14 |
99,19 |
1,20 |
PS0719 |
PL0000108148 |
101,72 |
101,80 |
1,37 |
1,29 |
101,76 |
1,33 |
DS1019 |
PL0000105441 |
104,78 |
104,88 |
1,39 |
1,30 |
104,83 |
1,35 |
WZ0120 |
PL0000108601 |
100,51 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
1,61 |
1,54 |
99,87 |
1,57 |
OK0720 |
PL0000110375 |
96,93 |
97,05 |
1,63 |
1,56 |
96,99 |
1,59 |
DS1020 |
PL0000106126 |
107,63 |
107,78 |
1,65 |
1,59 |
107,71 |
1,62 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,62 |
1,81 |
1,76 |
100,56 |
1,78 |
PS0721 |
PL0000109153 |
99,59 |
99,73 |
1,89 |
1,84 |
99,66 |
1,87 |
DS1021 |
PL0000106670 |
111,78 |
111,96 |
1,89 |
1,84 |
111,87 |
1,87 |
PS0422 |
PL0000109492 |
100,27 |
100,43 |
2,17 |
2,12 |
100,35 |
2,15 |
WS0922 |
PL0000102646 |
113,48 |
113,70 |
2,26 |
2,21 |
113,59 |
2,24 |
WZ1122 |
PL0000109377 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,64 |
2,38 |
2,34 |
100,57 |
2,36 |
IZ0823 |
PL0000105359 |
111,26 |
112,15 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,37 |
2,52 |
2,46 |
107,24 |
2,49 |
WZ0124 |
PL0000107454 |
99,45 |
99,74 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,25 |
2,92 |
2,88 |
102,13 |
2,90 |
WZ0126 |
PL0000108817 |
98,20 |
98,43 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,90 |
96,23 |
3,09 |
3,04 |
96,07 |
3,06 |
DS0727 |
PL0000109427 |
94,90 |
95,17 |
3,16 |
3,13 |
95,04 |
3,14 |
WS0428 |
PL0000107611 |
96,41 |
96,72 |
3,18 |
3,14 |
96,57 |
3,16 |
WZ0528 |
PL0000110383 |
97,13 |
97,40 |
--- |
--- |
97,27 |
--- |
WS0429 |
PL0000105391 |
123,73 |
124,27 |
3,10 |
3,05 |
124,00 |
3,07 |
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 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
85 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.