2018-09-04 |
MARKET DATA |
No 169 (3452) |
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 |
350,00 |
347,89 |
34 |
435,00 |
438,61 |
8 |
785,00 |
786,50 |
42 |
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 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,63 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,59 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,04 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,58 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,44 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,64 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,69 |
111,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,31 |
113,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,44 |
100,33 |
100,400 |
100,420 |
100,330 |
100,330 |
100,400 |
50 000 |
50,97 |
3 |
DS1023 |
PL0000107264 |
106,94 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,94 |
101,95 |
102,070 |
102,070 |
102,070 |
102,070 |
102,070 |
5 000 |
5,12 |
1 |
DS0726 |
PL0000108866 |
95,97 |
95,92 |
95,850 |
95,850 |
95,800 |
95,800 |
95,823 |
15 000 |
14,42 |
3 |
DS0727 |
PL0000109427 |
95,05 |
94,79 |
94,850 |
95,050 |
94,790 |
94,790 |
94,915 |
180 000 |
171,38 |
16 |
WS0428 |
PL0000107611 |
96,36 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,78 |
123,18 |
123,700 |
123,700 |
123,010 |
123,010 |
123,458 |
30 000 |
37,67 |
7 |
WS0437 |
PL0000104857 |
101,86 |
141,13 |
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 |
100,42 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,19 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,54 |
97,49 |
97,540 |
97,540 |
97,480 |
97,480 |
97,507 |
60 000 |
58,63 |
3 |
WZ0528 |
PL0000110383 |
96,53 |
96,48 |
96,530 |
96,530 |
96,530 |
96,530 |
96,530 |
10 000 |
9,70 |
1 |
TOTAL |
350 000 |
347,89 |
34 |
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 |
100,36 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
99,29 |
99,37 |
1,13 |
1,00 |
99,33 |
1,07 |
PS0719 |
PL0000108148 |
101,61 |
101,70 |
1,40 |
1,30 |
101,66 |
1,34 |
DS1019 |
PL0000105441 |
104,54 |
104,65 |
1,43 |
1,34 |
104,60 |
1,38 |
WZ0120 |
PL0000108601 |
100,39 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
1,61 |
1,55 |
99,87 |
1,58 |
OK0720 |
PL0000110375 |
97,02 |
97,12 |
1,62 |
1,56 |
97,07 |
1,59 |
DS1020 |
PL0000106126 |
107,48 |
107,67 |
1,65 |
1,56 |
107,58 |
1,60 |
WZ0121 |
PL0000106068 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,41 |
100,59 |
1,84 |
1,77 |
100,50 |
1,80 |
PS0721 |
PL0000109153 |
99,60 |
99,76 |
1,89 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,62 |
111,80 |
1,89 |
1,84 |
111,71 |
1,87 |
PS0422 |
PL0000109492 |
100,15 |
100,35 |
2,20 |
2,15 |
100,25 |
2,17 |
WS0922 |
PL0000102646 |
113,16 |
113,39 |
2,30 |
2,25 |
113,28 |
2,28 |
WZ1122 |
PL0000109377 |
99,77 |
99,98 |
--- |
--- |
99,88 |
--- |
PS0123 |
PL0000110151 |
100,21 |
100,45 |
2,45 |
2,39 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
110,97 |
111,90 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,68 |
106,96 |
2,59 |
2,53 |
106,82 |
2,56 |
WZ0124 |
PL0000107454 |
99,08 |
99,48 |
--- |
--- |
99,28 |
--- |
WZ0524 |
PL0000110615 |
98,69 |
99,09 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
101,65 |
102,06 |
2,98 |
2,91 |
101,86 |
2,94 |
WZ0126 |
PL0000108817 |
97,28 |
97,65 |
--- |
--- |
97,47 |
--- |
DS0726 |
PL0000108866 |
95,61 |
95,99 |
3,13 |
3,08 |
95,80 |
3,11 |
DS0727 |
PL0000109427 |
94,57 |
94,95 |
3,21 |
3,16 |
94,76 |
3,18 |
WS0428 |
PL0000107611 |
96,03 |
96,47 |
3,23 |
3,18 |
96,25 |
3,20 |
WZ0528 |
PL0000110383 |
96,23 |
96,71 |
--- |
--- |
96,47 |
--- |
WS0429 |
PL0000105391 |
123,34 |
123,95 |
3,13 |
3,07 |
123,65 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,28 |
100,36 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
99,29 |
99,37 |
1,13 |
1,00 |
99,33 |
1,07 |
PS0719 |
PL0000108148 |
101,61 |
101,69 |
1,40 |
1,31 |
101,65 |
1,35 |
DS1019 |
PL0000105441 |
104,56 |
104,65 |
1,41 |
1,34 |
104,61 |
1,37 |
WZ0120 |
PL0000108601 |
100,39 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
1,61 |
1,55 |
99,87 |
1,58 |
OK0720 |
PL0000110375 |
97,02 |
97,11 |
1,62 |
1,57 |
97,07 |
1,59 |
DS1020 |
PL0000106126 |
107,56 |
107,67 |
1,61 |
1,56 |
107,62 |
1,59 |
WZ0121 |
PL0000106068 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,41 |
100,58 |
1,84 |
1,77 |
100,50 |
1,80 |
PS0721 |
PL0000109153 |
99,61 |
99,75 |
1,89 |
1,84 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,62 |
111,79 |
1,89 |
1,84 |
111,71 |
1,87 |
PS0422 |
PL0000109492 |
100,21 |
100,35 |
2,19 |
2,15 |
100,28 |
2,17 |
WS0922 |
PL0000102646 |
113,15 |
113,36 |
2,31 |
2,26 |
113,26 |
2,28 |
WZ1122 |
PL0000109377 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,24 |
100,39 |
2,44 |
2,40 |
100,32 |
2,42 |
IZ0823 |
PL0000105359 |
111,05 |
111,83 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,00 |
2,57 |
2,53 |
106,90 |
2,55 |
WZ0124 |
PL0000107454 |
99,12 |
99,53 |
--- |
--- |
99,33 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,13 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
101,78 |
101,98 |
2,96 |
2,92 |
101,88 |
2,94 |
WZ0126 |
PL0000108817 |
97,32 |
97,59 |
--- |
--- |
97,46 |
--- |
DS0726 |
PL0000108866 |
95,75 |
95,99 |
3,11 |
3,08 |
95,87 |
3,10 |
DS0727 |
PL0000109427 |
94,66 |
94,86 |
3,20 |
3,17 |
94,76 |
3,18 |
WS0428 |
PL0000107611 |
96,04 |
96,31 |
3,23 |
3,20 |
96,18 |
3,21 |
WZ0528 |
PL0000110383 |
96,26 |
96,58 |
--- |
--- |
96,42 |
--- |
WS0429 |
PL0000105391 |
122,89 |
123,37 |
3,17 |
3,13 |
123,13 |
3,15 |
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 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
90 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
90 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
180 |
TOTAL |
415 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.