2018-09-05 |
MARKET DATA |
No 170 (3453) |
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 |
150,00 |
149,69 |
7 |
1 545,00 |
1 609,60 |
23 |
1 695,00 |
1 759,29 |
30 |
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 |
99,31 |
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 |
104,58 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,87 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
100 000 |
100,44 |
1 |
OK0720 |
PL0000110375 |
97,07 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,54 |
107,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,42 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,62 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,65 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,13 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,25 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,73 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,65 |
95,73 |
95,550 |
95,650 |
95,530 |
95,650 |
95,557 |
30 000 |
28,76 |
3 |
DS0727 |
PL0000109427 |
94,69 |
94,58 |
94,730 |
94,730 |
94,580 |
94,580 |
94,680 |
15 000 |
14,25 |
2 |
WS0428 |
PL0000107611 |
95,97 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,95 |
122,74 |
122,900 |
122,900 |
122,900 |
122,900 |
122,900 |
5 000 |
6,25 |
1 |
WS0437 |
PL0000104857 |
101,11 |
140,62 |
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 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,28 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,89 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,19 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,90 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,46 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,34 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
149,69 |
7 |
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 |
100,26 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
99,29 |
99,37 |
1,13 |
1,01 |
99,33 |
1,07 |
PS0719 |
PL0000108148 |
101,61 |
101,69 |
1,39 |
1,30 |
101,65 |
1,35 |
DS1019 |
PL0000105441 |
104,54 |
104,64 |
1,42 |
1,34 |
104,59 |
1,38 |
WZ0120 |
PL0000108601 |
100,38 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,91 |
1,61 |
1,55 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
97,00 |
97,11 |
1,63 |
1,57 |
97,06 |
1,60 |
DS1020 |
PL0000106126 |
107,47 |
107,67 |
1,65 |
1,56 |
107,57 |
1,60 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,59 |
1,84 |
1,76 |
100,50 |
1,80 |
PS0721 |
PL0000109153 |
99,59 |
99,77 |
1,90 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,59 |
111,82 |
1,90 |
1,83 |
111,71 |
1,86 |
PS0422 |
PL0000109492 |
100,10 |
100,39 |
2,22 |
2,13 |
100,25 |
2,17 |
WS0922 |
PL0000102646 |
113,09 |
113,38 |
2,32 |
2,25 |
113,24 |
2,28 |
WZ1122 |
PL0000109377 |
99,83 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,17 |
100,41 |
2,46 |
2,40 |
100,29 |
2,43 |
IZ0823 |
PL0000105359 |
111,00 |
111,98 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
106,63 |
106,94 |
2,60 |
2,54 |
106,79 |
2,57 |
WZ0124 |
PL0000107454 |
99,13 |
99,53 |
--- |
--- |
99,33 |
--- |
WZ0524 |
PL0000110615 |
98,76 |
99,12 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
101,56 |
102,02 |
2,99 |
2,92 |
101,79 |
2,96 |
WZ0126 |
PL0000108817 |
97,21 |
97,57 |
--- |
--- |
97,39 |
--- |
DS0726 |
PL0000108866 |
95,52 |
95,98 |
3,15 |
3,08 |
95,75 |
3,11 |
DS0727 |
PL0000109427 |
94,46 |
94,91 |
3,22 |
3,16 |
94,69 |
3,19 |
WS0428 |
PL0000107611 |
95,83 |
96,30 |
3,26 |
3,20 |
96,07 |
3,23 |
WZ0528 |
PL0000110383 |
96,18 |
96,56 |
--- |
--- |
96,37 |
--- |
WS0429 |
PL0000105391 |
122,65 |
123,15 |
3,20 |
3,15 |
122,90 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,27 |
100,36 |
--- |
--- |
100,32 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,38 |
1,12 |
0,99 |
99,34 |
1,05 |
PS0719 |
PL0000108148 |
101,61 |
101,70 |
1,39 |
1,29 |
101,66 |
1,33 |
DS1019 |
PL0000105441 |
104,56 |
104,65 |
1,41 |
1,33 |
104,61 |
1,36 |
WZ0120 |
PL0000108601 |
100,39 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,55 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
97,04 |
97,11 |
1,61 |
1,57 |
97,08 |
1,59 |
DS1020 |
PL0000106126 |
107,52 |
107,69 |
1,63 |
1,55 |
107,61 |
1,59 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,58 |
1,84 |
1,77 |
100,49 |
1,80 |
PS0721 |
PL0000109153 |
99,60 |
99,75 |
1,89 |
1,84 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,62 |
111,77 |
1,89 |
1,84 |
111,70 |
1,87 |
PS0422 |
PL0000109492 |
100,14 |
100,30 |
2,21 |
2,16 |
100,22 |
2,18 |
WS0922 |
PL0000102646 |
113,06 |
113,28 |
2,33 |
2,27 |
113,17 |
2,30 |
WZ1122 |
PL0000109377 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,14 |
100,31 |
2,46 |
2,42 |
100,23 |
2,44 |
IZ0823 |
PL0000105359 |
111,00 |
111,98 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
106,65 |
106,86 |
2,60 |
2,55 |
106,76 |
2,57 |
WZ0124 |
PL0000107454 |
99,13 |
99,53 |
--- |
--- |
99,33 |
--- |
WZ0524 |
PL0000110615 |
98,80 |
99,13 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
101,70 |
101,91 |
2,97 |
2,94 |
101,81 |
2,95 |
WZ0126 |
PL0000108817 |
97,31 |
97,59 |
--- |
--- |
97,45 |
--- |
DS0726 |
PL0000108866 |
95,60 |
95,87 |
3,14 |
3,10 |
95,74 |
3,12 |
DS0727 |
PL0000109427 |
94,49 |
94,78 |
3,22 |
3,18 |
94,64 |
3,20 |
WS0428 |
PL0000107611 |
95,87 |
96,17 |
3,25 |
3,21 |
96,02 |
3,23 |
WZ0528 |
PL0000110383 |
96,21 |
96,54 |
--- |
--- |
96,38 |
--- |
WS0429 |
PL0000105391 |
122,54 |
123,00 |
3,21 |
3,16 |
122,77 |
3,19 |
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 |
1,480 |
1,480 |
1,480 |
120 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
40 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
10 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
45 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
115 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
265 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
400 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
40 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
285 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
40 |
TOTAL |
1 545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.