2018-09-17 |
MARKET DATA |
No 178 (3461) |
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 |
370,00 |
368,93 |
6 |
980,00 |
982,55 |
9 |
1 350,00 |
1 351,48 |
15 |
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 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,31 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,58 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,44 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,88 |
99,890 |
99,900 |
99,890 |
99,900 |
99,896 |
285 000 |
286,43 |
3 |
OK0720 |
PL0000110375 |
97,11 |
97,15 |
97,150 |
97,180 |
97,150 |
97,180 |
97,176 |
80 000 |
77,74 |
2 |
DS1020 |
PL0000106126 |
107,43 |
107,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,45 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,65 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,57 |
111,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,06 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,83 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,82 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,73 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,74 |
94,75 |
94,770 |
94,770 |
94,770 |
94,770 |
94,770 |
5 000 |
4,76 |
1 |
WS0428 |
PL0000107611 |
96,00 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,01 |
123,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,01 |
140,80 |
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 |
111,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,26 |
100,30 |
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 |
99,94 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,08 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,60 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
368,93 |
6 |
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 |
99,30 |
99,38 |
1,18 |
1,04 |
99,34 |
1,11 |
PS0719 |
PL0000108148 |
101,57 |
101,65 |
1,37 |
1,27 |
101,61 |
1,32 |
DS1019 |
PL0000105441 |
104,43 |
104,54 |
1,40 |
1,31 |
104,49 |
1,35 |
WZ0120 |
PL0000108601 |
100,39 |
100,56 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,81 |
99,92 |
1,62 |
1,55 |
99,87 |
1,58 |
OK0720 |
PL0000110375 |
97,08 |
97,17 |
1,62 |
1,56 |
97,13 |
1,59 |
DS1020 |
PL0000106126 |
107,42 |
107,54 |
1,62 |
1,57 |
107,48 |
1,59 |
WZ0121 |
PL0000106068 |
100,44 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,57 |
1,83 |
1,77 |
100,50 |
1,80 |
PS0721 |
PL0000109153 |
99,63 |
99,79 |
1,88 |
1,82 |
99,71 |
1,85 |
DS1021 |
PL0000106670 |
111,55 |
111,71 |
1,87 |
1,83 |
111,63 |
1,85 |
PS0422 |
PL0000109492 |
100,15 |
100,30 |
2,20 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
113,03 |
113,21 |
2,31 |
2,27 |
113,12 |
2,29 |
WZ1122 |
PL0000109377 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
100,23 |
100,38 |
2,44 |
2,40 |
100,31 |
2,42 |
IZ0823 |
PL0000105359 |
110,85 |
111,74 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,01 |
2,56 |
2,52 |
106,90 |
2,54 |
WZ0124 |
PL0000107454 |
99,31 |
99,65 |
--- |
--- |
99,48 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,28 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
101,79 |
102,14 |
2,95 |
2,90 |
101,97 |
2,92 |
WZ0126 |
PL0000108817 |
97,48 |
97,80 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
95,63 |
96,01 |
3,13 |
3,08 |
95,82 |
3,11 |
DS0727 |
PL0000109427 |
94,69 |
94,95 |
3,20 |
3,16 |
94,82 |
3,18 |
WS0428 |
PL0000107611 |
95,93 |
96,37 |
3,25 |
3,19 |
96,15 |
3,22 |
WZ0528 |
PL0000110383 |
96,42 |
96,88 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
122,91 |
123,53 |
3,17 |
3,11 |
123,22 |
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 |
100,32 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
99,31 |
99,38 |
1,16 |
1,04 |
99,35 |
1,10 |
PS0719 |
PL0000108148 |
101,57 |
101,63 |
1,37 |
1,30 |
101,60 |
1,33 |
DS1019 |
PL0000105441 |
104,42 |
104,51 |
1,41 |
1,33 |
104,47 |
1,37 |
WZ0120 |
PL0000108601 |
100,40 |
100,57 |
--- |
--- |
100,49 |
--- |
PS0420 |
PL0000108510 |
99,82 |
99,92 |
1,61 |
1,55 |
99,87 |
1,58 |
OK0720 |
PL0000110375 |
97,09 |
97,19 |
1,61 |
1,55 |
97,14 |
1,58 |
DS1020 |
PL0000106126 |
107,41 |
107,55 |
1,63 |
1,56 |
107,48 |
1,59 |
WZ0121 |
PL0000106068 |
100,45 |
100,59 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,60 |
1,83 |
1,76 |
100,51 |
1,79 |
PS0721 |
PL0000109153 |
99,60 |
99,77 |
1,89 |
1,83 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
111,50 |
111,67 |
1,89 |
1,84 |
111,59 |
1,86 |
PS0422 |
PL0000109492 |
100,10 |
100,25 |
2,22 |
2,17 |
100,18 |
2,19 |
WS0922 |
PL0000102646 |
113,01 |
113,16 |
2,31 |
2,28 |
113,09 |
2,29 |
WZ1122 |
PL0000109377 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,17 |
100,34 |
2,46 |
2,41 |
100,26 |
2,43 |
IZ0823 |
PL0000105359 |
110,87 |
111,74 |
--- |
--- |
111,31 |
--- |
DS1023 |
PL0000107264 |
106,74 |
106,97 |
2,57 |
2,52 |
106,86 |
2,55 |
WZ0124 |
PL0000107454 |
99,31 |
99,63 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,28 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
101,76 |
101,99 |
2,96 |
2,92 |
101,88 |
2,94 |
WZ0126 |
PL0000108817 |
97,49 |
97,77 |
--- |
--- |
97,63 |
--- |
DS0726 |
PL0000108866 |
95,65 |
95,86 |
3,13 |
3,10 |
95,76 |
3,11 |
DS0727 |
PL0000109427 |
94,62 |
94,84 |
3,21 |
3,18 |
94,73 |
3,19 |
WS0428 |
PL0000107611 |
95,84 |
96,30 |
3,26 |
3,20 |
96,07 |
3,23 |
WZ0528 |
PL0000110383 |
96,42 |
96,81 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,77 |
123,42 |
3,18 |
3,12 |
123,10 |
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) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
100 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
265 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
135 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
45 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
70 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
295 |
TOTAL |
980 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.