2018-09-06 |
MARKET DATA |
No 171 (3454) |
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 |
405,00 |
407,48 |
25 |
1 595,00 |
1 649,51 |
16 |
2 000,00 |
2 056,99 |
41 |
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 |
99,88 |
99,91 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
200 000 |
199,76 |
2 |
OK0419 |
PL0000109633 |
99,31 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,61 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,57 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,05 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,52 |
107,56 |
107,520 |
107,520 |
107,520 |
107,520 |
107,520 |
25 000 |
28,03 |
1 |
PS0421 |
PL0000108916 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,60 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,61 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,05 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,14 |
100,05 |
100,060 |
100,060 |
100,050 |
100,050 |
100,055 |
20 000 |
20,32 |
2 |
DS1023 |
PL0000107264 |
106,62 |
106,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,54 |
101,47 |
101,490 |
101,490 |
101,490 |
101,490 |
101,490 |
10 000 |
10,19 |
1 |
DS0726 |
PL0000108866 |
95,47 |
95,39 |
95,450 |
95,470 |
95,450 |
95,470 |
95,460 |
20 000 |
19,16 |
2 |
DS0727 |
PL0000109427 |
94,50 |
94,30 |
94,340 |
94,510 |
94,340 |
94,510 |
94,412 |
65 000 |
61,58 |
8 |
WS0428 |
PL0000107611 |
96,21 |
95,57 |
95,730 |
95,750 |
95,730 |
95,750 |
95,740 |
10 000 |
9,68 |
2 |
WS0429 |
PL0000105391 |
122,79 |
122,60 |
122,600 |
122,640 |
122,600 |
122,640 |
122,627 |
15 000 |
18,72 |
2 |
WS0437 |
PL0000104857 |
100,75 |
140,00 |
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 |
111,25 |
111,70 |
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 |
100,47 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
99,94 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
35 000 |
35,16 |
4 |
WZ0124 |
PL0000107454 |
99,25 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,78 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,38 |
97,37 |
97,370 |
97,370 |
97,370 |
97,370 |
97,370 |
5 000 |
4,88 |
1 |
WZ0528 |
PL0000110383 |
96,28 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
405 000 |
407,48 |
25 |
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 |
99,30 |
99,38 |
1,13 |
1,00 |
99,34 |
1,07 |
PS0719 |
PL0000108148 |
101,59 |
101,69 |
1,40 |
1,28 |
101,64 |
1,34 |
DS1019 |
PL0000105441 |
104,52 |
104,63 |
1,41 |
1,32 |
104,58 |
1,36 |
WZ0120 |
PL0000108601 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
1,61 |
1,55 |
99,87 |
1,58 |
OK0720 |
PL0000110375 |
97,02 |
97,11 |
1,63 |
1,58 |
97,07 |
1,60 |
DS1020 |
PL0000106126 |
107,50 |
107,66 |
1,62 |
1,55 |
107,58 |
1,59 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,56 |
1,85 |
1,78 |
100,47 |
1,81 |
PS0721 |
PL0000109153 |
99,55 |
99,75 |
1,91 |
1,84 |
99,65 |
1,87 |
DS1021 |
PL0000106670 |
111,57 |
111,75 |
1,90 |
1,84 |
111,66 |
1,87 |
PS0422 |
PL0000109492 |
100,05 |
100,27 |
2,23 |
2,17 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
113,01 |
113,22 |
2,33 |
2,28 |
113,12 |
2,31 |
WZ1122 |
PL0000109377 |
99,82 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
100,11 |
100,32 |
2,47 |
2,42 |
100,22 |
2,44 |
IZ0823 |
PL0000105359 |
111,06 |
111,92 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
106,60 |
106,86 |
2,60 |
2,55 |
106,73 |
2,58 |
WZ0124 |
PL0000107454 |
99,11 |
99,51 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
98,71 |
99,13 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
101,52 |
101,95 |
3,00 |
2,93 |
101,74 |
2,96 |
WZ0126 |
PL0000108817 |
97,23 |
97,57 |
--- |
--- |
97,40 |
--- |
DS0726 |
PL0000108866 |
95,43 |
95,83 |
3,16 |
3,10 |
95,63 |
3,13 |
DS0727 |
PL0000109427 |
94,45 |
94,75 |
3,23 |
3,19 |
94,60 |
3,21 |
WS0428 |
PL0000107611 |
95,78 |
96,23 |
3,26 |
3,21 |
96,01 |
3,24 |
WZ0528 |
PL0000110383 |
96,16 |
96,56 |
--- |
--- |
96,36 |
--- |
WS0429 |
PL0000105391 |
122,49 |
122,98 |
3,21 |
3,16 |
122,74 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,26 |
100,36 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
99,28 |
99,36 |
1,17 |
1,04 |
99,32 |
1,10 |
PS0719 |
PL0000108148 |
101,58 |
101,67 |
1,41 |
1,31 |
101,63 |
1,35 |
DS1019 |
PL0000105441 |
104,54 |
104,60 |
1,39 |
1,34 |
104,57 |
1,37 |
WZ0120 |
PL0000108601 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,88 |
1,62 |
1,57 |
99,84 |
1,60 |
OK0720 |
PL0000110375 |
97,02 |
97,08 |
1,63 |
1,59 |
97,05 |
1,61 |
DS1020 |
PL0000106126 |
107,44 |
107,63 |
1,65 |
1,56 |
107,54 |
1,61 |
WZ0121 |
PL0000106068 |
100,42 |
100,58 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,53 |
1,85 |
1,79 |
100,46 |
1,82 |
PS0721 |
PL0000109153 |
99,52 |
99,72 |
1,92 |
1,85 |
99,62 |
1,88 |
DS1021 |
PL0000106670 |
111,53 |
111,71 |
1,91 |
1,85 |
111,62 |
1,88 |
PS0422 |
PL0000109492 |
100,01 |
100,22 |
2,24 |
2,18 |
100,12 |
2,21 |
WS0922 |
PL0000102646 |
112,95 |
113,18 |
2,35 |
2,29 |
113,07 |
2,32 |
WZ1122 |
PL0000109377 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,06 |
100,28 |
2,48 |
2,43 |
100,17 |
2,46 |
IZ0823 |
PL0000105359 |
110,98 |
111,93 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,74 |
2,61 |
2,58 |
106,65 |
2,59 |
WZ0124 |
PL0000107454 |
99,18 |
99,55 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
98,71 |
99,08 |
--- |
--- |
98,90 |
--- |
DS0725 |
PL0000108197 |
101,47 |
101,76 |
3,01 |
2,96 |
101,62 |
2,98 |
WZ0126 |
PL0000108817 |
97,28 |
97,55 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,61 |
3,17 |
3,14 |
95,50 |
3,15 |
DS0727 |
PL0000109427 |
94,26 |
94,58 |
3,25 |
3,21 |
94,42 |
3,23 |
WS0428 |
PL0000107611 |
95,57 |
95,93 |
3,29 |
3,25 |
95,75 |
3,27 |
WZ0528 |
PL0000110383 |
96,19 |
96,63 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
122,39 |
123,00 |
3,22 |
3,16 |
122,70 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
110 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
265 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
70 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
45 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
200 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
15 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
15 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
25 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
240 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,500 |
1,500 |
1,500 |
200 |
TOTAL |
1 595 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.