2018-09-07 |
MARKET DATA |
No 172 (3455) |
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 |
610,00 |
597,65 |
30 |
4 105,00 |
4 147,13 |
18 |
4 715,00 |
4 744,78 |
48 |
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 |
99,86 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,29 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,60 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,51 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,83 |
99,85 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
55 000 |
55,23 |
1 |
OK0720 |
PL0000110375 |
97,03 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,45 |
107,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,39 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,55 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,56 |
111,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,00 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,18 |
100,11 |
100,110 |
100,110 |
100,100 |
100,100 |
100,105 |
70 000 |
71,17 |
8 |
DS1023 |
PL0000107264 |
106,75 |
106,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,60 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,54 |
95,45 |
95,500 |
95,650 |
95,400 |
95,400 |
95,592 |
180 000 |
172,66 |
7 |
DS0727 |
PL0000109427 |
94,60 |
94,45 |
94,600 |
94,600 |
94,600 |
94,600 |
94,600 |
5 000 |
4,75 |
1 |
WS0428 |
PL0000107611 |
95,85 |
95,80 |
95,840 |
95,840 |
95,840 |
95,840 |
95,840 |
245 000 |
237,37 |
5 |
WS0429 |
PL0000105391 |
123,03 |
122,76 |
123,030 |
123,030 |
123,030 |
123,030 |
123,030 |
10 000 |
12,52 |
1 |
WS0437 |
PL0000104857 |
100,64 |
140,16 |
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 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,47 |
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 |
97,68 |
97,48 |
97,480 |
97,680 |
97,480 |
97,680 |
97,596 |
35 000 |
34,24 |
6 |
WZ0528 |
PL0000110383 |
96,54 |
96,55 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
10 000 |
9,71 |
1 |
TOTAL |
610 000 |
597,65 |
30 |
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 |
99,27 |
99,35 |
1,19 |
1,06 |
99,31 |
1,12 |
PS0719 |
PL0000108148 |
101,58 |
101,66 |
1,40 |
1,31 |
101,62 |
1,36 |
DS1019 |
PL0000105441 |
104,49 |
104,59 |
1,43 |
1,34 |
104,54 |
1,39 |
WZ0120 |
PL0000108601 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,77 |
99,87 |
1,64 |
1,58 |
99,82 |
1,61 |
OK0720 |
PL0000110375 |
96,98 |
97,08 |
1,65 |
1,60 |
97,03 |
1,62 |
DS1020 |
PL0000106126 |
107,42 |
107,60 |
1,66 |
1,57 |
107,51 |
1,61 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,50 |
1,87 |
1,80 |
100,42 |
1,83 |
PS0721 |
PL0000109153 |
99,49 |
99,69 |
1,93 |
1,86 |
99,59 |
1,90 |
DS1021 |
PL0000106670 |
111,50 |
111,68 |
1,91 |
1,86 |
111,59 |
1,89 |
PS0422 |
PL0000109492 |
99,98 |
100,18 |
2,25 |
2,19 |
100,08 |
2,22 |
WS0922 |
PL0000102646 |
112,91 |
113,12 |
2,35 |
2,30 |
113,02 |
2,33 |
WZ1122 |
PL0000109377 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,02 |
100,23 |
2,49 |
2,44 |
100,13 |
2,47 |
IZ0823 |
PL0000105359 |
110,99 |
111,96 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,77 |
2,62 |
2,57 |
106,64 |
2,60 |
WZ0124 |
PL0000107454 |
99,12 |
99,54 |
--- |
--- |
99,33 |
--- |
WZ0524 |
PL0000110615 |
98,69 |
99,08 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
101,43 |
101,74 |
3,01 |
2,96 |
101,59 |
2,99 |
WZ0126 |
PL0000108817 |
97,26 |
97,68 |
--- |
--- |
97,47 |
--- |
DS0726 |
PL0000108866 |
95,24 |
95,63 |
3,19 |
3,13 |
95,44 |
3,16 |
DS0727 |
PL0000109427 |
94,24 |
94,57 |
3,26 |
3,21 |
94,41 |
3,23 |
WS0428 |
PL0000107611 |
95,53 |
95,96 |
3,30 |
3,24 |
95,75 |
3,27 |
WZ0528 |
PL0000110383 |
96,18 |
96,63 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
122,32 |
122,85 |
3,23 |
3,18 |
122,59 |
3,20 |
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 |
99,28 |
99,36 |
1,17 |
1,04 |
99,32 |
1,11 |
PS0719 |
PL0000108148 |
101,59 |
101,67 |
1,39 |
1,30 |
101,63 |
1,35 |
DS1019 |
PL0000105441 |
104,50 |
104,60 |
1,42 |
1,33 |
104,55 |
1,38 |
WZ0120 |
PL0000108601 |
100,38 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,89 |
1,62 |
1,57 |
99,85 |
1,59 |
OK0720 |
PL0000110375 |
97,00 |
97,11 |
1,64 |
1,58 |
97,06 |
1,61 |
DS1020 |
PL0000106126 |
107,42 |
107,59 |
1,66 |
1,58 |
107,51 |
1,61 |
WZ0121 |
PL0000106068 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,36 |
100,51 |
1,85 |
1,80 |
100,44 |
1,82 |
PS0721 |
PL0000109153 |
99,54 |
99,70 |
1,91 |
1,86 |
99,62 |
1,88 |
DS1021 |
PL0000106670 |
111,51 |
111,68 |
1,91 |
1,86 |
111,60 |
1,88 |
PS0422 |
PL0000109492 |
99,98 |
100,18 |
2,25 |
2,19 |
100,08 |
2,22 |
WS0922 |
PL0000102646 |
112,89 |
113,11 |
2,36 |
2,31 |
113,00 |
2,33 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,04 |
100,17 |
2,49 |
2,46 |
100,11 |
2,47 |
IZ0823 |
PL0000105359 |
110,99 |
111,96 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
106,48 |
106,71 |
2,63 |
2,58 |
106,60 |
2,60 |
WZ0124 |
PL0000107454 |
99,28 |
99,55 |
--- |
--- |
99,42 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,18 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
101,39 |
101,69 |
3,02 |
2,97 |
101,54 |
3,00 |
WZ0126 |
PL0000108817 |
97,42 |
97,73 |
--- |
--- |
97,58 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,51 |
3,18 |
3,15 |
95,42 |
3,16 |
DS0727 |
PL0000109427 |
94,27 |
94,50 |
3,25 |
3,22 |
94,39 |
3,24 |
WS0428 |
PL0000107611 |
95,59 |
95,85 |
3,29 |
3,26 |
95,72 |
3,27 |
WZ0528 |
PL0000110383 |
96,36 |
96,78 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
122,48 |
122,88 |
3,21 |
3,17 |
122,68 |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
30 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,450 |
1,490 |
1,458 |
300 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
5 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
5 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
45 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
50 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,490 |
1,500 |
1,492 |
120 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,450 |
1,500 |
1,460 |
240 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
255 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
55 |
TOTAL |
1 105 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,520 |
1,520 |
1,520 |
1 000 |
GCZ |
G.C. Poland |
0/3 |
3 |
1,520 |
1,520 |
1,520 |
1 000 |
GCZ |
G.C. Poland |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
1 000 |
TOTAL |
3 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.