2018-09-14 |
MARKET DATA |
No 177 (3460) |
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 |
500,00 |
504,05 |
15 |
1 395,00 |
1 461,81 |
14 |
1 895,00 |
1 965,86 |
29 |
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 |
99,92 |
99,91 |
99,920 |
99,920 |
99,910 |
99,910 |
99,910 |
420 000 |
419,62 |
7 |
OK0419 |
PL0000109633 |
99,31 |
99,37 |
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 |
104,45 |
104,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,82 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,10 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,43 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,55 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,65 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,58 |
111,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,18 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,10 |
113,10 |
113,140 |
113,150 |
113,140 |
113,150 |
113,148 |
30 000 |
35,65 |
2 |
PS0123 |
PL0000110151 |
100,28 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,85 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,85 |
101,90 |
101,940 |
101,940 |
101,940 |
101,940 |
101,940 |
10 000 |
10,24 |
1 |
DS0726 |
PL0000108866 |
95,79 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,77 |
94,73 |
94,760 |
94,760 |
94,730 |
94,750 |
94,743 |
20 000 |
19,02 |
3 |
WS0428 |
PL0000107611 |
96,06 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,13 |
123,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,01 |
140,72 |
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 |
111,05 |
111,44 |
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 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,49 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,40 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,08 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,56 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,54 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
484,54 |
13 |
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 |
1,11 |
PS0719 |
PL0000108148 |
101,59 |
101,65 |
1,35 |
1,28 |
101,62 |
1,31 |
DS1019 |
PL0000105441 |
104,44 |
104,53 |
1,41 |
1,33 |
104,49 |
1,36 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,91 |
1,62 |
1,55 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
97,05 |
97,15 |
1,63 |
1,57 |
97,10 |
1,60 |
DS1020 |
PL0000106126 |
107,41 |
107,54 |
1,63 |
1,57 |
107,48 |
1,60 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,40 |
100,56 |
1,84 |
1,77 |
100,48 |
1,81 |
PS0721 |
PL0000109153 |
99,60 |
99,76 |
1,89 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,53 |
111,69 |
1,88 |
1,83 |
111,61 |
1,86 |
PS0422 |
PL0000109492 |
100,14 |
100,29 |
2,21 |
2,16 |
100,22 |
2,18 |
WS0922 |
PL0000102646 |
113,05 |
113,21 |
2,31 |
2,27 |
113,13 |
2,29 |
WZ1122 |
PL0000109377 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,22 |
100,38 |
2,44 |
2,40 |
100,30 |
2,42 |
IZ0823 |
PL0000105359 |
110,80 |
111,79 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,02 |
2,56 |
2,51 |
106,91 |
2,54 |
WZ0124 |
PL0000107454 |
99,30 |
99,62 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,27 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,08 |
2,96 |
2,91 |
101,93 |
2,93 |
WZ0126 |
PL0000108817 |
97,49 |
97,80 |
--- |
--- |
97,65 |
--- |
DS0726 |
PL0000108866 |
95,64 |
95,98 |
3,13 |
3,08 |
95,81 |
3,11 |
DS0727 |
PL0000109427 |
94,68 |
94,93 |
3,20 |
3,16 |
94,81 |
3,18 |
WS0428 |
PL0000107611 |
95,97 |
96,38 |
3,24 |
3,19 |
96,18 |
3,21 |
WZ0528 |
PL0000110383 |
96,42 |
96,82 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,94 |
123,44 |
3,16 |
3,11 |
123,19 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,25 |
100,33 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,38 |
1,17 |
1,04 |
99,34 |
1,11 |
PS0719 |
PL0000108148 |
101,57 |
101,64 |
1,37 |
1,29 |
101,61 |
1,33 |
DS1019 |
PL0000105441 |
104,43 |
104,53 |
1,42 |
1,33 |
104,48 |
1,37 |
WZ0120 |
PL0000108601 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,90 |
1,62 |
1,56 |
99,86 |
1,58 |
OK0720 |
PL0000110375 |
97,08 |
97,15 |
1,61 |
1,57 |
97,12 |
1,59 |
DS1020 |
PL0000106126 |
107,42 |
107,53 |
1,63 |
1,57 |
107,48 |
1,60 |
WZ0121 |
PL0000106068 |
100,45 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,41 |
100,55 |
1,83 |
1,78 |
100,48 |
1,81 |
PS0721 |
PL0000109153 |
99,59 |
99,74 |
1,90 |
1,84 |
99,67 |
1,87 |
DS1021 |
PL0000106670 |
111,51 |
111,66 |
1,89 |
1,84 |
111,59 |
1,87 |
PS0422 |
PL0000109492 |
100,09 |
100,23 |
2,22 |
2,18 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
112,99 |
113,16 |
2,32 |
2,28 |
113,08 |
2,30 |
WZ1122 |
PL0000109377 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,20 |
100,36 |
2,45 |
2,41 |
100,28 |
2,43 |
IZ0823 |
PL0000105359 |
110,84 |
111,67 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
106,77 |
106,97 |
2,56 |
2,52 |
106,87 |
2,54 |
WZ0124 |
PL0000107454 |
99,33 |
99,53 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
99,01 |
99,28 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
101,76 |
102,01 |
2,96 |
2,92 |
101,89 |
2,94 |
WZ0126 |
PL0000108817 |
97,49 |
97,76 |
--- |
--- |
97,63 |
--- |
DS0726 |
PL0000108866 |
95,68 |
95,91 |
3,13 |
3,09 |
95,80 |
3,11 |
DS0727 |
PL0000109427 |
94,65 |
94,88 |
3,20 |
3,17 |
94,77 |
3,18 |
WS0428 |
PL0000107611 |
95,98 |
96,28 |
3,24 |
3,20 |
96,13 |
3,22 |
WZ0528 |
PL0000110383 |
96,42 |
96,82 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,89 |
123,44 |
3,17 |
3,11 |
123,17 |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
50 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
130 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
240 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
130 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
120 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
145 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
100 |
OK0419 |
PL0000109633 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
1 395 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.