2018-08-20 |
MARKET DATA |
No 158 (3441) |
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 |
995,00 |
977,34 |
27 |
645,00 |
641,69 |
6 |
1 640,00 |
1 619,03 |
33 |
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 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,75 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,78 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,99 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,64 |
107,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,55 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,63 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,86 |
111,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,42 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,70 |
113,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,74 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,35 |
107,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,37 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,32 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,38 |
95,26 |
95,380 |
95,380 |
95,380 |
95,380 |
95,380 |
5 000 |
4,78 |
1 |
WS0428 |
PL0000107611 |
96,78 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,59 |
124,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,00 |
142,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
107,50 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,29 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,59 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,12 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,41 |
99,44 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
10 000 |
9,98 |
1 |
WZ0126 |
PL0000108817 |
98,22 |
98,03 |
98,140 |
98,140 |
98,030 |
98,030 |
98,093 |
970 000 |
952,81 |
24 |
WZ0528 |
PL0000110383 |
97,47 |
97,10 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
10 000 |
9,77 |
1 |
TOTAL |
995 000 |
977,34 |
27 |
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 |
100,37 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,15 |
99,24 |
1,27 |
1,14 |
99,20 |
1,20 |
PS0719 |
PL0000108148 |
101,72 |
101,79 |
1,36 |
1,29 |
101,76 |
1,32 |
DS1019 |
PL0000105441 |
104,77 |
104,87 |
1,38 |
1,29 |
104,82 |
1,33 |
WZ0120 |
PL0000108601 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,94 |
1,59 |
1,53 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,95 |
97,06 |
1,62 |
1,56 |
97,01 |
1,59 |
DS1020 |
PL0000106126 |
107,62 |
107,78 |
1,65 |
1,58 |
107,70 |
1,61 |
WZ0121 |
PL0000106068 |
100,55 |
100,68 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,66 |
1,81 |
1,74 |
100,58 |
1,77 |
PS0721 |
PL0000109153 |
99,59 |
99,79 |
1,89 |
1,82 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
111,81 |
111,98 |
1,88 |
1,83 |
111,90 |
1,85 |
PS0422 |
PL0000109492 |
100,31 |
100,50 |
2,16 |
2,10 |
100,41 |
2,13 |
WS0922 |
PL0000102646 |
113,56 |
113,78 |
2,24 |
2,19 |
113,67 |
2,21 |
WZ1122 |
PL0000109377 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,76 |
2,35 |
2,31 |
100,68 |
2,33 |
IZ0823 |
PL0000105359 |
111,16 |
112,00 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,46 |
2,50 |
2,44 |
107,33 |
2,47 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,35 |
99,60 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
102,11 |
102,46 |
2,91 |
2,85 |
102,29 |
2,88 |
WZ0126 |
PL0000108817 |
98,16 |
98,42 |
--- |
--- |
98,29 |
--- |
DS0726 |
PL0000108866 |
96,00 |
96,34 |
3,07 |
3,02 |
96,17 |
3,05 |
DS0727 |
PL0000109427 |
95,05 |
95,33 |
3,14 |
3,10 |
95,19 |
3,12 |
WS0428 |
PL0000107611 |
96,62 |
96,88 |
3,16 |
3,12 |
96,75 |
3,14 |
WZ0528 |
PL0000110383 |
97,14 |
97,44 |
--- |
--- |
97,29 |
--- |
WS0429 |
PL0000105391 |
123,92 |
124,46 |
3,08 |
3,03 |
124,19 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,28 |
100,37 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,15 |
99,23 |
1,27 |
1,15 |
99,19 |
1,21 |
PS0719 |
PL0000108148 |
101,73 |
101,79 |
1,35 |
1,29 |
101,76 |
1,32 |
DS1019 |
PL0000105441 |
104,77 |
104,86 |
1,38 |
1,30 |
104,82 |
1,33 |
WZ0120 |
PL0000108601 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,86 |
99,94 |
1,58 |
1,53 |
99,90 |
1,56 |
OK0720 |
PL0000110375 |
96,96 |
97,07 |
1,62 |
1,56 |
97,02 |
1,58 |
DS1020 |
PL0000106126 |
107,62 |
107,76 |
1,65 |
1,59 |
107,69 |
1,62 |
WZ0121 |
PL0000106068 |
100,54 |
100,67 |
--- |
--- |
100,61 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,68 |
1,79 |
1,73 |
100,61 |
1,76 |
PS0721 |
PL0000109153 |
99,62 |
99,81 |
1,88 |
1,82 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,84 |
112,01 |
1,87 |
1,82 |
111,93 |
1,84 |
PS0422 |
PL0000109492 |
100,40 |
100,53 |
2,13 |
2,10 |
100,47 |
2,11 |
WS0922 |
PL0000102646 |
113,66 |
113,87 |
2,21 |
2,16 |
113,77 |
2,19 |
WZ1122 |
PL0000109377 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,70 |
100,86 |
2,33 |
2,29 |
100,78 |
2,31 |
IZ0823 |
PL0000105359 |
111,19 |
112,03 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,57 |
2,48 |
2,42 |
107,44 |
2,45 |
WZ0124 |
PL0000107454 |
99,43 |
99,69 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
102,34 |
102,51 |
2,87 |
2,84 |
102,43 |
2,86 |
WZ0126 |
PL0000108817 |
98,01 |
98,20 |
--- |
--- |
98,11 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,60 |
3,03 |
2,99 |
96,44 |
3,01 |
DS0727 |
PL0000109427 |
95,26 |
95,51 |
3,11 |
3,08 |
95,39 |
3,10 |
WS0428 |
PL0000107611 |
96,69 |
97,03 |
3,15 |
3,11 |
96,86 |
3,13 |
WZ0528 |
PL0000110383 |
96,95 |
97,29 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
124,47 |
124,91 |
3,03 |
2,99 |
124,69 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
30 |
WS0428 |
PL0000107611 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
90 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
400 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
80 |
OK0419 |
PL0000109633 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
45 |
TOTAL |
645 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.