2018-09-11 |
MARKET DATA |
No 174 (3457) |
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 |
145,00 |
142,79 |
16 |
830,00 |
831,67 |
9 |
975,00 |
974,46 |
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 |
101,59 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,49 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,80 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,04 |
97,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,44 |
107,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,43 |
100,43 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
35 000 |
35,42 |
2 |
PS0721 |
PL0000109153 |
99,60 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,60 |
111,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,10 |
100,10 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
40 000 |
40,38 |
4 |
WS0922 |
PL0000102646 |
113,03 |
113,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,15 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,70 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,61 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,49 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,50 |
94,41 |
94,530 |
94,540 |
94,400 |
94,400 |
94,475 |
50 000 |
47,41 |
6 |
WS0428 |
PL0000107611 |
95,74 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,68 |
122,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,52 |
140,25 |
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 |
111,10 |
111,60 |
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 |
100,51 |
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 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,04 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,66 |
97,64 |
97,640 |
97,700 |
97,640 |
97,700 |
97,670 |
20 000 |
19,58 |
4 |
WZ0528 |
PL0000110383 |
96,54 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
142,79 |
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 |
100,25 |
100,35 |
--- |
--- |
100,30 |
--- |
OK0419 |
PL0000109633 |
99,28 |
99,36 |
1,18 |
1,05 |
99,32 |
1,12 |
PS0719 |
PL0000108148 |
101,58 |
101,66 |
1,39 |
1,30 |
101,62 |
1,35 |
DS1019 |
PL0000105441 |
104,48 |
104,58 |
1,42 |
1,33 |
104,53 |
1,38 |
WZ0120 |
PL0000108601 |
100,38 |
100,60 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,89 |
1,63 |
1,57 |
99,84 |
1,60 |
OK0720 |
PL0000110375 |
97,00 |
97,11 |
1,65 |
1,58 |
97,06 |
1,61 |
DS1020 |
PL0000106126 |
107,43 |
107,55 |
1,64 |
1,59 |
107,49 |
1,62 |
WZ0121 |
PL0000106068 |
100,42 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,52 |
1,85 |
1,79 |
100,45 |
1,82 |
PS0721 |
PL0000109153 |
99,51 |
99,71 |
1,92 |
1,85 |
99,61 |
1,89 |
DS1021 |
PL0000106670 |
111,51 |
111,67 |
1,91 |
1,86 |
111,59 |
1,88 |
PS0422 |
PL0000109492 |
99,99 |
100,17 |
2,25 |
2,20 |
100,08 |
2,22 |
WS0922 |
PL0000102646 |
112,89 |
113,11 |
2,36 |
2,30 |
113,00 |
2,33 |
WZ1122 |
PL0000109377 |
99,87 |
100,05 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,00 |
100,24 |
2,50 |
2,44 |
100,12 |
2,47 |
IZ0823 |
PL0000105359 |
110,84 |
111,92 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
106,56 |
106,75 |
2,61 |
2,57 |
106,66 |
2,59 |
WZ0124 |
PL0000107454 |
99,22 |
99,61 |
--- |
--- |
99,42 |
--- |
WZ0524 |
PL0000110615 |
98,86 |
99,23 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
101,44 |
101,73 |
3,01 |
2,96 |
101,59 |
2,99 |
WZ0126 |
PL0000108817 |
97,36 |
97,72 |
--- |
--- |
97,54 |
--- |
DS0726 |
PL0000108866 |
95,25 |
95,56 |
3,19 |
3,14 |
95,41 |
3,17 |
DS0727 |
PL0000109427 |
94,27 |
94,54 |
3,25 |
3,22 |
94,41 |
3,23 |
WS0428 |
PL0000107611 |
95,55 |
95,89 |
3,29 |
3,25 |
95,72 |
3,27 |
WZ0528 |
PL0000110383 |
96,35 |
96,81 |
--- |
--- |
96,58 |
--- |
WS0429 |
PL0000105391 |
122,40 |
122,94 |
3,22 |
3,17 |
122,67 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,25 |
100,34 |
--- |
--- |
100,30 |
--- |
OK0419 |
PL0000109633 |
99,28 |
99,36 |
1,18 |
1,05 |
99,32 |
1,12 |
PS0719 |
PL0000108148 |
101,58 |
101,66 |
1,39 |
1,30 |
101,62 |
1,35 |
DS1019 |
PL0000105441 |
104,47 |
104,57 |
1,43 |
1,34 |
104,52 |
1,38 |
WZ0120 |
PL0000108601 |
100,38 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,88 |
1,63 |
1,57 |
99,83 |
1,60 |
OK0720 |
PL0000110375 |
97,02 |
97,10 |
1,63 |
1,59 |
97,06 |
1,61 |
DS1020 |
PL0000106126 |
107,42 |
107,54 |
1,65 |
1,59 |
107,48 |
1,62 |
WZ0121 |
PL0000106068 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,51 |
1,84 |
1,79 |
100,46 |
1,81 |
PS0721 |
PL0000109153 |
99,58 |
99,72 |
1,90 |
1,85 |
99,65 |
1,87 |
DS1021 |
PL0000106670 |
111,53 |
111,68 |
1,90 |
1,85 |
111,61 |
1,87 |
PS0422 |
PL0000109492 |
100,02 |
100,17 |
2,24 |
2,20 |
100,10 |
2,22 |
WS0922 |
PL0000102646 |
112,91 |
113,09 |
2,35 |
2,31 |
113,00 |
2,33 |
WZ1122 |
PL0000109377 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,00 |
100,17 |
2,50 |
2,46 |
100,09 |
2,47 |
IZ0823 |
PL0000105359 |
110,85 |
111,84 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
106,61 |
106,78 |
2,60 |
2,57 |
106,70 |
2,58 |
WZ0124 |
PL0000107454 |
99,28 |
99,61 |
--- |
--- |
99,45 |
--- |
WZ0524 |
PL0000110615 |
98,95 |
99,25 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
101,46 |
101,74 |
3,01 |
2,96 |
101,60 |
2,99 |
WZ0126 |
PL0000108817 |
97,55 |
97,78 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
95,35 |
95,59 |
3,17 |
3,14 |
95,47 |
3,16 |
DS0727 |
PL0000109427 |
94,32 |
94,51 |
3,25 |
3,22 |
94,42 |
3,23 |
WS0428 |
PL0000107611 |
95,57 |
95,95 |
3,29 |
3,24 |
95,76 |
3,27 |
WZ0528 |
PL0000110383 |
96,45 |
96,82 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
122,40 |
122,94 |
3,22 |
3,17 |
122,67 |
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) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
140 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
60 |
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 |
1,400 |
1,400 |
1,400 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
180 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
180 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
140 |
TOTAL |
830 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.