2018-09-12 |
MARKET DATA |
No 175 (3458) |
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 |
412,50 |
410,12 |
26 |
4 660,00 |
4 731,66 |
17 |
5 072,50 |
5 141,78 |
43 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,61 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,48 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,81 |
99,87 |
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 |
107,46 |
107,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,43 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,60 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,58 |
111,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,15 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,08 |
113,08 |
113,080 |
113,080 |
113,080 |
113,080 |
113,080 |
2 500 |
2,97 |
1 |
PS0123 |
PL0000110151 |
100,24 |
100,15 |
100,190 |
100,240 |
100,180 |
100,240 |
100,196 |
185 000 |
188,30 |
4 |
DS1023 |
PL0000107264 |
106,77 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,76 |
101,67 |
101,670 |
101,860 |
101,670 |
101,860 |
101,746 |
55 000 |
56,21 |
6 |
DS0726 |
PL0000108866 |
95,71 |
95,54 |
95,600 |
95,660 |
95,600 |
95,660 |
95,637 |
115 000 |
110,38 |
7 |
DS0727 |
PL0000109427 |
94,70 |
94,46 |
94,600 |
94,750 |
94,600 |
94,750 |
94,664 |
55 000 |
52,26 |
8 |
WS0428 |
PL0000107611 |
95,98 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,98 |
122,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,26 |
140,26 |
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 |
111,62 |
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 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,05 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,66 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,50 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
412 500 |
410,12 |
26 |
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 |
1,19 |
1,05 |
99,32 |
1,12 |
PS0719 |
PL0000108148 |
101,58 |
101,66 |
1,39 |
1,29 |
101,62 |
1,34 |
DS1019 |
PL0000105441 |
104,46 |
104,56 |
1,43 |
1,34 |
104,51 |
1,38 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,78 |
99,88 |
1,63 |
1,57 |
99,83 |
1,60 |
OK0720 |
PL0000110375 |
97,00 |
97,10 |
1,65 |
1,59 |
97,05 |
1,62 |
DS1020 |
PL0000106126 |
107,41 |
107,54 |
1,65 |
1,59 |
107,48 |
1,62 |
WZ0121 |
PL0000106068 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,51 |
1,85 |
1,79 |
100,45 |
1,82 |
PS0721 |
PL0000109153 |
99,55 |
99,72 |
1,91 |
1,85 |
99,64 |
1,88 |
DS1021 |
PL0000106670 |
111,51 |
111,67 |
1,90 |
1,85 |
111,59 |
1,88 |
PS0422 |
PL0000109492 |
100,03 |
100,18 |
2,24 |
2,19 |
100,11 |
2,21 |
WS0922 |
PL0000102646 |
112,92 |
113,11 |
2,35 |
2,30 |
113,02 |
2,32 |
WZ1122 |
PL0000109377 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,03 |
100,20 |
2,49 |
2,45 |
100,12 |
2,47 |
IZ0823 |
PL0000105359 |
110,84 |
111,92 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
106,62 |
106,82 |
2,60 |
2,56 |
106,72 |
2,58 |
WZ0124 |
PL0000107454 |
99,29 |
99,61 |
--- |
--- |
99,45 |
--- |
WZ0524 |
PL0000110615 |
98,93 |
99,24 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
101,47 |
101,73 |
3,01 |
2,96 |
101,60 |
2,99 |
WZ0126 |
PL0000108817 |
97,50 |
97,77 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,62 |
3,19 |
3,13 |
95,45 |
3,16 |
DS0727 |
PL0000109427 |
94,28 |
94,55 |
3,25 |
3,21 |
94,42 |
3,23 |
WS0428 |
PL0000107611 |
95,59 |
95,99 |
3,29 |
3,24 |
95,79 |
3,26 |
WZ0528 |
PL0000110383 |
96,41 |
96,82 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,43 |
122,95 |
3,22 |
3,16 |
122,69 |
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 |
99,29 |
99,37 |
1,17 |
1,04 |
99,33 |
1,10 |
PS0719 |
PL0000108148 |
101,59 |
101,66 |
1,37 |
1,29 |
101,63 |
1,33 |
DS1019 |
PL0000105441 |
104,47 |
104,57 |
1,42 |
1,33 |
104,52 |
1,37 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,79 |
99,89 |
1,63 |
1,56 |
99,84 |
1,60 |
OK0720 |
PL0000110375 |
97,02 |
97,11 |
1,64 |
1,59 |
97,07 |
1,61 |
DS1020 |
PL0000106126 |
107,44 |
107,56 |
1,63 |
1,58 |
107,50 |
1,61 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,52 |
1,84 |
1,79 |
100,46 |
1,81 |
PS0721 |
PL0000109153 |
99,58 |
99,75 |
1,90 |
1,84 |
99,67 |
1,87 |
DS1021 |
PL0000106670 |
111,56 |
111,72 |
1,89 |
1,84 |
111,64 |
1,86 |
PS0422 |
PL0000109492 |
100,12 |
100,28 |
2,21 |
2,17 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
113,05 |
113,23 |
2,31 |
2,27 |
113,14 |
2,29 |
WZ1122 |
PL0000109377 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,18 |
100,30 |
2,45 |
2,42 |
100,24 |
2,44 |
IZ0823 |
PL0000105359 |
110,85 |
111,84 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
106,74 |
106,98 |
2,57 |
2,52 |
106,86 |
2,55 |
WZ0124 |
PL0000107454 |
99,30 |
99,63 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
98,98 |
99,25 |
--- |
--- |
99,12 |
--- |
DS0725 |
PL0000108197 |
101,70 |
101,92 |
2,97 |
2,93 |
101,81 |
2,95 |
WZ0126 |
PL0000108817 |
97,55 |
97,79 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
95,60 |
95,88 |
3,14 |
3,10 |
95,74 |
3,12 |
DS0727 |
PL0000109427 |
94,60 |
94,86 |
3,21 |
3,17 |
94,73 |
3,19 |
WS0428 |
PL0000107611 |
95,89 |
96,29 |
3,25 |
3,20 |
96,09 |
3,23 |
WZ0528 |
PL0000110383 |
96,43 |
96,82 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
122,82 |
123,36 |
3,18 |
3,12 |
123,09 |
3,15 |
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 |
1/2 |
1 |
1,200 |
1,400 |
1,300 |
80 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
185 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
5 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
TOTAL |
660 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
4 000 |
TOTAL |
4 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.