2018-09-03 |
MARKET DATA |
No 168 (3451) |
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 |
705,00 |
702,40 |
32 |
1 440,00 |
1 466,57 |
11 |
2 145,00 |
2 168,97 |
43 |
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 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,33 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,66 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,63 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,07 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,53 |
107,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,47 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,65 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,73 |
111,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,32 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,36 |
113,30 |
113,370 |
113,370 |
113,370 |
113,370 |
113,370 |
10 000 |
11,88 |
1 |
PS0123 |
PL0000110151 |
100,49 |
100,42 |
100,390 |
100,390 |
100,360 |
100,360 |
100,375 |
220 000 |
224,19 |
5 |
DS1023 |
PL0000107264 |
106,96 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,92 |
101,90 |
101,930 |
101,970 |
101,930 |
101,970 |
101,940 |
20 000 |
20,46 |
3 |
DS0726 |
PL0000108866 |
95,90 |
95,98 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
20 000 |
19,23 |
1 |
DS0727 |
PL0000109427 |
95,00 |
94,88 |
95,000 |
95,000 |
94,990 |
94,990 |
94,996 |
45 000 |
42,88 |
3 |
WS0428 |
PL0000107611 |
96,40 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,78 |
123,83 |
123,620 |
123,620 |
123,620 |
123,620 |
123,620 |
10 000 |
12,57 |
1 |
WS0437 |
PL0000104857 |
101,74 |
141,45 |
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 |
111,25 |
111,60 |
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 |
100,45 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
98,87 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
5 000 |
5,04 |
1 |
WZ1122 |
PL0000109377 |
99,95 |
98,39 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
99,35 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,96 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
97,45 |
97,540 |
97,540 |
97,450 |
97,460 |
97,468 |
305 000 |
297,90 |
14 |
WZ0528 |
PL0000110383 |
96,70 |
95,90 |
96,530 |
96,530 |
96,500 |
96,500 |
96,525 |
60 000 |
58,21 |
2 |
TOTAL |
705 000 |
702,40 |
32 |
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 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
99,29 |
99,38 |
1,13 |
0,98 |
99,34 |
1,05 |
PS0719 |
PL0000108148 |
101,64 |
101,72 |
1,37 |
1,28 |
101,68 |
1,32 |
DS1019 |
PL0000105441 |
104,61 |
104,69 |
1,38 |
1,31 |
104,65 |
1,35 |
WZ0120 |
PL0000108601 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,95 |
1,59 |
1,53 |
99,90 |
1,56 |
OK0720 |
PL0000110375 |
97,04 |
97,15 |
1,60 |
1,54 |
97,10 |
1,57 |
DS1020 |
PL0000106126 |
107,51 |
107,70 |
1,64 |
1,55 |
107,61 |
1,59 |
WZ0121 |
PL0000106068 |
100,46 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,63 |
1,82 |
1,75 |
100,54 |
1,78 |
PS0721 |
PL0000109153 |
99,62 |
99,82 |
1,88 |
1,81 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,71 |
111,87 |
1,87 |
1,82 |
111,79 |
1,84 |
PS0422 |
PL0000109492 |
100,30 |
100,50 |
2,16 |
2,10 |
100,40 |
2,13 |
WS0922 |
PL0000102646 |
113,33 |
113,55 |
2,27 |
2,21 |
113,44 |
2,24 |
WZ1122 |
PL0000109377 |
99,89 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,61 |
2,39 |
2,35 |
100,53 |
2,37 |
IZ0823 |
PL0000105359 |
111,04 |
111,89 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,21 |
2,54 |
2,48 |
107,07 |
2,51 |
WZ0124 |
PL0000107454 |
99,19 |
99,58 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,27 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,28 |
2,94 |
2,88 |
102,07 |
2,91 |
WZ0126 |
PL0000108817 |
97,59 |
97,91 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
95,81 |
96,20 |
3,10 |
3,05 |
96,01 |
3,07 |
DS0727 |
PL0000109427 |
94,90 |
95,15 |
3,16 |
3,13 |
95,03 |
3,15 |
WS0428 |
PL0000107611 |
96,28 |
96,72 |
3,20 |
3,15 |
96,50 |
3,17 |
WZ0528 |
PL0000110383 |
96,54 |
96,98 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
123,68 |
124,19 |
3,10 |
3,05 |
123,94 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,27 |
100,37 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
99,31 |
99,37 |
1,09 |
1,00 |
99,34 |
1,05 |
PS0719 |
PL0000108148 |
101,64 |
101,71 |
1,37 |
1,29 |
101,68 |
1,32 |
DS1019 |
PL0000105441 |
104,60 |
104,66 |
1,39 |
1,34 |
104,63 |
1,36 |
WZ0120 |
PL0000108601 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,94 |
1,60 |
1,53 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
97,02 |
97,12 |
1,62 |
1,56 |
97,07 |
1,59 |
DS1020 |
PL0000106126 |
107,51 |
107,67 |
1,64 |
1,57 |
107,59 |
1,60 |
WZ0121 |
PL0000106068 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,58 |
1,84 |
1,77 |
100,49 |
1,80 |
PS0721 |
PL0000109153 |
99,60 |
99,71 |
1,89 |
1,85 |
99,66 |
1,87 |
DS1021 |
PL0000106670 |
111,64 |
111,81 |
1,89 |
1,84 |
111,73 |
1,86 |
PS0422 |
PL0000109492 |
100,21 |
100,37 |
2,19 |
2,14 |
100,29 |
2,16 |
WS0922 |
PL0000102646 |
113,18 |
113,36 |
2,30 |
2,26 |
113,27 |
2,28 |
WZ1122 |
PL0000109377 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,31 |
100,46 |
2,42 |
2,39 |
100,39 |
2,40 |
IZ0823 |
PL0000105359 |
111,01 |
111,79 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,00 |
2,58 |
2,53 |
106,88 |
2,55 |
WZ0124 |
PL0000107454 |
99,17 |
99,57 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,21 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
101,66 |
101,98 |
2,98 |
2,93 |
101,82 |
2,95 |
WZ0126 |
PL0000108817 |
97,38 |
97,63 |
--- |
--- |
97,51 |
--- |
DS0726 |
PL0000108866 |
95,77 |
96,05 |
3,11 |
3,07 |
95,91 |
3,09 |
DS0727 |
PL0000109427 |
94,73 |
94,95 |
3,19 |
3,16 |
94,84 |
3,17 |
WS0428 |
PL0000107611 |
96,04 |
96,40 |
3,23 |
3,19 |
96,22 |
3,21 |
WZ0528 |
PL0000110383 |
96,44 |
96,88 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
123,37 |
123,91 |
3,13 |
3,08 |
123,64 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
85 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
180 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
75 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
400 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
135 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
400 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
75 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
70 |
TOTAL |
1 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.