2018-09-13 |
MARKET DATA |
No 176 (3459) |
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 |
250,00 |
245,27 |
13 |
765,00 |
749,86 |
11 |
1 015,00 |
995,13 |
24 |
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 |
99,91 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,31 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,60 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,48 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,84 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,06 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,45 |
107,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,41 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,63 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,61 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,20 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,13 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,30 |
100,23 |
100,340 |
100,340 |
100,310 |
100,310 |
100,325 |
20 000 |
20,39 |
2 |
DS1023 |
PL0000107264 |
106,90 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,97 |
101,87 |
101,920 |
101,970 |
101,920 |
101,970 |
101,942 |
50 000 |
51,21 |
4 |
DS0726 |
PL0000108866 |
95,80 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,84 |
94,70 |
94,880 |
94,920 |
94,800 |
94,840 |
94,867 |
45 000 |
42,86 |
4 |
WS0428 |
PL0000107611 |
96,20 |
96,11 |
96,230 |
96,230 |
96,230 |
96,230 |
96,230 |
110 000 |
107,05 |
2 |
WS0429 |
PL0000105391 |
123,20 |
123,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,10 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,32 |
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 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,08 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,59 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,50 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
225 000 |
221,51 |
12 |
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 |
100,34 |
--- |
--- |
100,30 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,38 |
1,17 |
1,04 |
99,34 |
1,10 |
PS0719 |
PL0000108148 |
101,59 |
101,65 |
1,36 |
1,29 |
101,62 |
1,32 |
DS1019 |
PL0000105441 |
104,45 |
104,55 |
1,41 |
1,32 |
104,50 |
1,36 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,80 |
99,90 |
1,62 |
1,56 |
99,85 |
1,59 |
OK0720 |
PL0000110375 |
97,03 |
97,12 |
1,64 |
1,59 |
97,08 |
1,61 |
DS1020 |
PL0000106126 |
107,42 |
107,55 |
1,63 |
1,57 |
107,49 |
1,60 |
WZ0121 |
PL0000106068 |
100,43 |
100,59 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,53 |
1,85 |
1,79 |
100,45 |
1,82 |
PS0721 |
PL0000109153 |
99,58 |
99,75 |
1,90 |
1,84 |
99,67 |
1,87 |
DS1021 |
PL0000106670 |
111,53 |
111,70 |
1,89 |
1,83 |
111,62 |
1,86 |
PS0422 |
PL0000109492 |
100,11 |
100,27 |
2,21 |
2,17 |
100,19 |
2,19 |
WS0922 |
PL0000102646 |
113,00 |
113,19 |
2,32 |
2,27 |
113,10 |
2,30 |
WZ1122 |
PL0000109377 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,14 |
100,30 |
2,46 |
2,42 |
100,22 |
2,44 |
IZ0823 |
PL0000105359 |
110,85 |
111,84 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
106,72 |
106,95 |
2,58 |
2,53 |
106,84 |
2,55 |
WZ0124 |
PL0000107454 |
99,30 |
99,63 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,26 |
--- |
--- |
99,12 |
--- |
DS0725 |
PL0000108197 |
101,69 |
102,00 |
2,97 |
2,92 |
101,85 |
2,94 |
WZ0126 |
PL0000108817 |
97,51 |
97,80 |
--- |
--- |
97,66 |
--- |
DS0726 |
PL0000108866 |
95,54 |
95,85 |
3,15 |
3,10 |
95,70 |
3,12 |
DS0727 |
PL0000109427 |
94,55 |
94,81 |
3,21 |
3,18 |
94,68 |
3,20 |
WS0428 |
PL0000107611 |
95,86 |
96,27 |
3,25 |
3,20 |
96,07 |
3,23 |
WZ0528 |
PL0000110383 |
96,41 |
96,82 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,77 |
123,26 |
3,18 |
3,13 |
123,02 |
3,16 |
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 |
99,30 |
99,38 |
1,17 |
1,04 |
99,34 |
1,10 |
PS0719 |
PL0000108148 |
101,59 |
101,65 |
1,36 |
1,29 |
101,62 |
1,32 |
DS1019 |
PL0000105441 |
104,44 |
104,54 |
1,42 |
1,33 |
104,49 |
1,37 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,91 |
1,62 |
1,55 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
97,04 |
97,13 |
1,63 |
1,58 |
97,09 |
1,60 |
DS1020 |
PL0000106126 |
107,42 |
107,54 |
1,63 |
1,57 |
107,48 |
1,60 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,38 |
100,55 |
1,85 |
1,78 |
100,47 |
1,81 |
PS0721 |
PL0000109153 |
99,60 |
99,77 |
1,89 |
1,83 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
111,57 |
111,74 |
1,87 |
1,82 |
111,66 |
1,85 |
PS0422 |
PL0000109492 |
100,15 |
100,30 |
2,20 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,05 |
113,22 |
2,31 |
2,27 |
113,14 |
2,29 |
WZ1122 |
PL0000109377 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,20 |
100,35 |
2,45 |
2,41 |
100,28 |
2,43 |
IZ0823 |
PL0000105359 |
110,85 |
111,84 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,01 |
2,56 |
2,52 |
106,90 |
2,54 |
WZ0124 |
PL0000107454 |
99,32 |
99,63 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,27 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
101,75 |
102,01 |
2,96 |
2,92 |
101,88 |
2,94 |
WZ0126 |
PL0000108817 |
97,51 |
97,78 |
--- |
--- |
97,65 |
--- |
DS0726 |
PL0000108866 |
95,68 |
95,94 |
3,13 |
3,09 |
95,81 |
3,11 |
DS0727 |
PL0000109427 |
94,67 |
94,91 |
3,20 |
3,17 |
94,79 |
3,18 |
WS0428 |
PL0000107611 |
95,99 |
96,25 |
3,24 |
3,21 |
96,12 |
3,22 |
WZ0528 |
PL0000110383 |
96,43 |
96,77 |
--- |
--- |
96,60 |
--- |
WS0429 |
PL0000105391 |
122,95 |
123,44 |
3,16 |
3,11 |
123,20 |
3,14 |
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 |
1,350 |
1,350 |
1,350 |
175 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
60 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
35 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
80 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
285 |
TOTAL |
765 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.