2018-09-10 |
MARKET DATA |
No 173 (3456) |
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 |
195,00 |
197,95 |
16 |
1 110,00 |
1 104,74 |
9 |
1 305,00 |
1 302,70 |
25 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,29 |
99,35 |
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 |
104,50 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,81 |
99,88 |
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 |
107,47 |
107,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,58 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,55 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,11 |
100,11 |
100,110 |
100,140 |
100,110 |
100,140 |
100,123 |
35 000 |
35,35 |
3 |
WS0922 |
PL0000102646 |
113,04 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,67 |
106,65 |
106,650 |
106,670 |
106,650 |
106,670 |
106,664 |
70 000 |
77,14 |
4 |
DS0725 |
PL0000108197 |
101,55 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,45 |
95,43 |
95,450 |
95,450 |
95,430 |
95,430 |
95,437 |
15 000 |
14,37 |
2 |
DS0727 |
PL0000109427 |
94,48 |
94,23 |
94,460 |
94,500 |
94,420 |
94,420 |
94,475 |
75 000 |
71,11 |
7 |
WS0428 |
PL0000107611 |
95,70 |
95,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,64 |
122,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,29 |
140,29 |
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 |
111,15 |
111,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,33 |
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 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,93 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,60 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,57 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
195 000 |
197,95 |
16 |
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 |
100,35 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
99,28 |
99,36 |
1,18 |
1,04 |
99,32 |
1,11 |
PS0719 |
PL0000108148 |
101,59 |
101,67 |
1,39 |
1,29 |
101,63 |
1,34 |
DS1019 |
PL0000105441 |
104,49 |
104,59 |
1,42 |
1,33 |
104,54 |
1,38 |
WZ0120 |
PL0000108601 |
100,39 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,90 |
1,62 |
1,56 |
99,85 |
1,59 |
OK0720 |
PL0000110375 |
97,00 |
97,11 |
1,64 |
1,58 |
97,06 |
1,61 |
DS1020 |
PL0000106126 |
107,45 |
107,57 |
1,64 |
1,58 |
107,51 |
1,61 |
WZ0121 |
PL0000106068 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,50 |
1,85 |
1,80 |
100,44 |
1,82 |
PS0721 |
PL0000109153 |
99,54 |
99,69 |
1,91 |
1,86 |
99,62 |
1,88 |
DS1021 |
PL0000106670 |
111,50 |
111,67 |
1,91 |
1,86 |
111,59 |
1,88 |
PS0422 |
PL0000109492 |
99,96 |
100,16 |
2,26 |
2,20 |
100,06 |
2,23 |
WS0922 |
PL0000102646 |
112,85 |
113,07 |
2,37 |
2,31 |
112,96 |
2,34 |
WZ1122 |
PL0000109377 |
99,85 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
99,94 |
100,20 |
2,51 |
2,45 |
100,07 |
2,48 |
IZ0823 |
PL0000105359 |
110,99 |
111,84 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
106,44 |
106,70 |
2,64 |
2,58 |
106,57 |
2,61 |
WZ0124 |
PL0000107454 |
99,14 |
99,55 |
--- |
--- |
99,35 |
--- |
WZ0524 |
PL0000110615 |
98,79 |
99,18 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
101,38 |
101,70 |
3,02 |
2,97 |
101,54 |
3,00 |
WZ0126 |
PL0000108817 |
97,33 |
97,70 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,52 |
3,20 |
3,15 |
95,35 |
3,17 |
DS0727 |
PL0000109427 |
94,16 |
94,47 |
3,27 |
3,22 |
94,32 |
3,24 |
WS0428 |
PL0000107611 |
95,54 |
95,87 |
3,29 |
3,25 |
95,71 |
3,27 |
WZ0528 |
PL0000110383 |
96,23 |
96,68 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
122,22 |
123,14 |
3,24 |
3,15 |
122,68 |
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 |
100,35 |
--- |
--- |
100,31 |
--- |
OK0419 |
PL0000109633 |
99,28 |
99,36 |
1,18 |
1,04 |
99,32 |
1,11 |
PS0719 |
PL0000108148 |
101,59 |
101,67 |
1,39 |
1,29 |
101,63 |
1,34 |
DS1019 |
PL0000105441 |
104,49 |
104,59 |
1,42 |
1,33 |
104,54 |
1,38 |
WZ0120 |
PL0000108601 |
100,39 |
100,59 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,89 |
1,63 |
1,57 |
99,84 |
1,60 |
OK0720 |
PL0000110375 |
97,02 |
97,11 |
1,63 |
1,58 |
97,07 |
1,60 |
DS1020 |
PL0000106126 |
107,45 |
107,57 |
1,64 |
1,58 |
107,51 |
1,61 |
WZ0121 |
PL0000106068 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,53 |
1,85 |
1,79 |
100,46 |
1,81 |
PS0721 |
PL0000109153 |
99,53 |
99,71 |
1,92 |
1,85 |
99,62 |
1,88 |
DS1021 |
PL0000106670 |
111,54 |
111,70 |
1,90 |
1,85 |
111,62 |
1,87 |
PS0422 |
PL0000109492 |
100,05 |
100,22 |
2,23 |
2,18 |
100,14 |
2,21 |
WS0922 |
PL0000102646 |
112,99 |
113,16 |
2,33 |
2,29 |
113,08 |
2,31 |
WZ1122 |
PL0000109377 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,07 |
100,29 |
2,48 |
2,43 |
100,18 |
2,45 |
IZ0823 |
PL0000105359 |
110,84 |
111,92 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,80 |
2,61 |
2,56 |
106,68 |
2,59 |
WZ0124 |
PL0000107454 |
99,27 |
99,60 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
98,87 |
99,22 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
101,50 |
101,75 |
3,00 |
2,96 |
101,63 |
2,98 |
WZ0126 |
PL0000108817 |
97,49 |
97,73 |
--- |
--- |
97,61 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,60 |
3,17 |
3,14 |
95,49 |
3,15 |
DS0727 |
PL0000109427 |
94,34 |
94,58 |
3,24 |
3,21 |
94,46 |
3,23 |
WS0428 |
PL0000107611 |
95,64 |
95,99 |
3,28 |
3,24 |
95,82 |
3,26 |
WZ0528 |
PL0000110383 |
96,36 |
96,75 |
--- |
--- |
96,56 |
--- |
WS0429 |
PL0000105391 |
122,46 |
123,07 |
3,21 |
3,15 |
122,77 |
3,18 |
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 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
60 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
105 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
255 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
210 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
TOTAL |
1 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.