2018-08-17 |
MARKET DATA |
No 157 (3440) |
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 |
225,00 |
245,21 |
17 |
1 425,00 |
1 537,42 |
7 |
1 650,00 |
1 782,63 |
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 |
99,80 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,16 |
99,20 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
60 000 |
59,52 |
1 |
PS0719 |
PL0000108148 |
101,75 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,79 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,97 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,65 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,53 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,62 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,84 |
111,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,35 |
100,41 |
100,410 |
100,410 |
100,410 |
100,410 |
100,410 |
5 000 |
5,06 |
1 |
WS0922 |
PL0000102646 |
113,65 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,69 |
100,63 |
100,630 |
100,670 |
100,630 |
100,670 |
100,663 |
30 000 |
30,63 |
2 |
DS1023 |
PL0000107264 |
107,26 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,20 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,15 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,17 |
95,12 |
95,120 |
95,190 |
95,120 |
95,190 |
95,167 |
65 000 |
61,98 |
8 |
WS0428 |
PL0000107611 |
96,60 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
124,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,23 |
142,00 |
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 |
111,60 |
111,70 |
111,600 |
111,600 |
111,450 |
111,450 |
111,496 |
65 000 |
88,03 |
5 |
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 |
100,64 |
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 |
99,50 |
99,66 |
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 |
98,24 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,22 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
245,21 |
17 |
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 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,15 |
99,23 |
1,27 |
1,15 |
99,19 |
1,21 |
PS0719 |
PL0000108148 |
101,71 |
101,80 |
1,38 |
1,28 |
101,76 |
1,32 |
DS1019 |
PL0000105441 |
104,78 |
104,87 |
1,38 |
1,30 |
104,83 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,93 |
1,61 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,93 |
97,05 |
1,63 |
1,56 |
96,99 |
1,60 |
DS1020 |
PL0000106126 |
107,61 |
107,78 |
1,66 |
1,58 |
107,70 |
1,62 |
WZ0121 |
PL0000106068 |
100,54 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,62 |
1,80 |
1,76 |
100,56 |
1,78 |
PS0721 |
PL0000109153 |
99,60 |
99,75 |
1,89 |
1,84 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,77 |
111,95 |
1,89 |
1,84 |
111,86 |
1,87 |
PS0422 |
PL0000109492 |
100,28 |
100,45 |
2,17 |
2,12 |
100,37 |
2,14 |
WS0922 |
PL0000102646 |
113,49 |
113,71 |
2,26 |
2,21 |
113,60 |
2,23 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,67 |
2,38 |
2,34 |
100,59 |
2,35 |
IZ0823 |
PL0000105359 |
111,27 |
112,18 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,39 |
2,51 |
2,46 |
107,26 |
2,49 |
WZ0124 |
PL0000107454 |
99,45 |
99,72 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,35 |
99,54 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
102,02 |
102,38 |
2,92 |
2,86 |
102,20 |
2,89 |
WZ0126 |
PL0000108817 |
98,18 |
98,46 |
--- |
--- |
98,32 |
--- |
DS0726 |
PL0000108866 |
95,91 |
96,24 |
3,09 |
3,04 |
96,08 |
3,06 |
DS0727 |
PL0000109427 |
94,91 |
95,20 |
3,16 |
3,12 |
95,06 |
3,14 |
WS0428 |
PL0000107611 |
96,42 |
96,86 |
3,18 |
3,13 |
96,64 |
3,15 |
WZ0528 |
PL0000110383 |
97,13 |
97,45 |
--- |
--- |
97,29 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,26 |
3,10 |
3,05 |
123,99 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,15 |
99,23 |
1,27 |
1,15 |
99,19 |
1,21 |
PS0719 |
PL0000108148 |
101,73 |
101,80 |
1,36 |
1,28 |
101,77 |
1,31 |
DS1019 |
PL0000105441 |
104,78 |
104,87 |
1,38 |
1,30 |
104,83 |
1,34 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,95 |
97,06 |
1,62 |
1,56 |
97,01 |
1,59 |
DS1020 |
PL0000106126 |
107,63 |
107,78 |
1,65 |
1,58 |
107,71 |
1,61 |
WZ0121 |
PL0000106068 |
100,54 |
100,66 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,63 |
1,80 |
1,75 |
100,57 |
1,78 |
PS0721 |
PL0000109153 |
99,60 |
99,75 |
1,89 |
1,84 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,82 |
111,99 |
1,88 |
1,83 |
111,91 |
1,85 |
PS0422 |
PL0000109492 |
100,30 |
100,47 |
2,16 |
2,11 |
100,39 |
2,14 |
WS0922 |
PL0000102646 |
113,60 |
113,79 |
2,23 |
2,19 |
113,70 |
2,21 |
WZ1122 |
PL0000109377 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
100,63 |
100,75 |
2,35 |
2,32 |
100,69 |
2,33 |
IZ0823 |
PL0000105359 |
110,95 |
111,94 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
107,22 |
107,36 |
2,49 |
2,47 |
107,29 |
2,48 |
WZ0124 |
PL0000107454 |
99,45 |
99,71 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,36 |
99,54 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,33 |
2,90 |
2,87 |
102,24 |
2,89 |
WZ0126 |
PL0000108817 |
98,16 |
98,46 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,31 |
3,06 |
3,03 |
96,20 |
3,04 |
DS0727 |
PL0000109427 |
95,08 |
95,30 |
3,14 |
3,11 |
95,19 |
3,12 |
WS0428 |
PL0000107611 |
96,52 |
96,84 |
3,17 |
3,13 |
96,68 |
3,15 |
WZ0528 |
PL0000110383 |
97,13 |
97,45 |
--- |
--- |
97,29 |
--- |
WS0429 |
PL0000105391 |
123,93 |
124,47 |
3,08 |
3,03 |
124,20 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
160 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
85 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
400 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
400 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
360 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
20 |
TOTAL |
1 425 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.