2018-09-18 |
MARKET DATA |
No 179 (3462) |
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 |
660,00 |
651,82 |
28 |
2 575,00 |
2 585,42 |
20 |
3 235,00 |
3 237,24 |
48 |
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 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,32 |
99,34 |
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 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
99,96 |
99,960 |
100,000 |
99,960 |
100,000 |
99,996 |
55 000 |
55,33 |
2 |
OK0720 |
PL0000110375 |
97,19 |
97,17 |
97,180 |
97,200 |
97,180 |
97,200 |
97,196 |
360 000 |
349,91 |
7 |
DS1020 |
PL0000106126 |
107,47 |
107,49 |
107,520 |
107,530 |
107,520 |
107,530 |
107,528 |
50 000 |
56,14 |
3 |
PS0421 |
PL0000108916 |
100,64 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,71 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,64 |
111,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,27 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,10 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,37 |
100,34 |
100,370 |
100,370 |
100,340 |
100,360 |
100,353 |
40 000 |
40,79 |
3 |
DS1023 |
PL0000107264 |
106,93 |
106,94 |
106,970 |
106,970 |
106,970 |
106,970 |
106,970 |
10 000 |
11,06 |
1 |
DS0725 |
PL0000108197 |
102,01 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,96 |
95,90 |
95,960 |
95,960 |
95,960 |
95,960 |
95,960 |
10 000 |
9,64 |
1 |
DS0727 |
PL0000109427 |
94,95 |
94,88 |
94,940 |
95,020 |
94,940 |
94,980 |
94,986 |
125 000 |
119,22 |
9 |
WS0428 |
PL0000107611 |
96,25 |
96,16 |
96,280 |
96,280 |
96,160 |
96,160 |
96,220 |
10 000 |
9,73 |
2 |
WS0429 |
PL0000105391 |
123,36 |
123,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,34 |
141,34 |
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 |
111,55 |
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 |
100,43 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,46 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,63 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
660 000 |
651,82 |
28 |
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 |
100,33 |
--- |
--- |
100,29 |
--- |
OK0419 |
PL0000109633 |
99,30 |
99,38 |
1,19 |
1,05 |
99,34 |
1,12 |
PS0719 |
PL0000108148 |
101,56 |
101,63 |
1,37 |
1,29 |
101,60 |
1,33 |
DS1019 |
PL0000105441 |
104,42 |
104,52 |
1,40 |
1,32 |
104,47 |
1,36 |
WZ0120 |
PL0000108601 |
100,39 |
100,57 |
--- |
--- |
100,48 |
--- |
PS0420 |
PL0000108510 |
99,87 |
99,97 |
1,58 |
1,51 |
99,92 |
1,55 |
OK0720 |
PL0000110375 |
97,11 |
97,19 |
1,60 |
1,56 |
97,15 |
1,58 |
DS1020 |
PL0000106126 |
107,40 |
107,51 |
1,63 |
1,58 |
107,46 |
1,60 |
WZ0121 |
PL0000106068 |
100,45 |
100,60 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,58 |
1,83 |
1,77 |
100,51 |
1,79 |
PS0721 |
PL0000109153 |
99,64 |
99,78 |
1,88 |
1,83 |
99,71 |
1,85 |
DS1021 |
PL0000106670 |
111,55 |
111,71 |
1,87 |
1,82 |
111,63 |
1,85 |
PS0422 |
PL0000109492 |
100,15 |
100,31 |
2,20 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
112,98 |
113,16 |
2,31 |
2,26 |
113,07 |
2,29 |
WZ1122 |
PL0000109377 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,23 |
100,38 |
2,44 |
2,40 |
100,31 |
2,42 |
IZ0823 |
PL0000105359 |
110,87 |
111,81 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,03 |
2,56 |
2,51 |
106,91 |
2,54 |
WZ0124 |
PL0000107454 |
99,31 |
99,63 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,28 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,04 |
2,96 |
2,91 |
101,91 |
2,93 |
WZ0126 |
PL0000108817 |
97,50 |
97,78 |
--- |
--- |
97,64 |
--- |
DS0726 |
PL0000108866 |
95,70 |
95,95 |
3,12 |
3,09 |
95,83 |
3,10 |
DS0727 |
PL0000109427 |
94,70 |
94,95 |
3,19 |
3,16 |
94,83 |
3,18 |
WS0428 |
PL0000107611 |
95,96 |
96,32 |
3,24 |
3,20 |
96,14 |
3,22 |
WZ0528 |
PL0000110383 |
96,42 |
96,82 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,93 |
123,47 |
3,16 |
3,11 |
123,20 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,23 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
99,31 |
99,39 |
1,17 |
1,03 |
99,35 |
1,10 |
PS0719 |
PL0000108148 |
101,56 |
101,64 |
1,37 |
1,28 |
101,60 |
1,33 |
DS1019 |
PL0000105441 |
104,43 |
104,53 |
1,40 |
1,31 |
104,48 |
1,35 |
WZ0120 |
PL0000108601 |
100,41 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,02 |
1,53 |
1,48 |
99,98 |
1,51 |
OK0720 |
PL0000110375 |
97,17 |
97,26 |
1,57 |
1,52 |
97,22 |
1,54 |
DS1020 |
PL0000106126 |
107,44 |
107,56 |
1,61 |
1,55 |
107,50 |
1,58 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,64 |
1,79 |
1,74 |
100,59 |
1,76 |
PS0721 |
PL0000109153 |
99,64 |
99,81 |
1,88 |
1,82 |
99,73 |
1,85 |
DS1021 |
PL0000106670 |
111,54 |
111,72 |
1,87 |
1,82 |
111,63 |
1,85 |
PS0422 |
PL0000109492 |
100,15 |
100,32 |
2,20 |
2,15 |
100,24 |
2,18 |
WS0922 |
PL0000102646 |
113,00 |
113,17 |
2,30 |
2,26 |
113,09 |
2,28 |
WZ1122 |
PL0000109377 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,24 |
100,41 |
2,44 |
2,40 |
100,33 |
2,42 |
IZ0823 |
PL0000105359 |
110,87 |
111,81 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
106,78 |
107,01 |
2,56 |
2,51 |
106,90 |
2,54 |
WZ0124 |
PL0000107454 |
99,40 |
99,69 |
--- |
--- |
99,55 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,35 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,12 |
2,95 |
2,90 |
101,97 |
2,92 |
WZ0126 |
PL0000108817 |
97,58 |
97,90 |
--- |
--- |
97,74 |
--- |
DS0726 |
PL0000108866 |
95,73 |
96,04 |
3,12 |
3,07 |
95,89 |
3,10 |
DS0727 |
PL0000109427 |
94,72 |
94,99 |
3,19 |
3,16 |
94,86 |
3,17 |
WS0428 |
PL0000107611 |
96,04 |
96,25 |
3,23 |
3,21 |
96,15 |
3,22 |
WZ0528 |
PL0000110383 |
96,54 |
96,90 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
123,01 |
123,57 |
3,16 |
3,10 |
123,29 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,230 |
1,230 |
1,230 |
135 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,230 |
1,230 |
1,230 |
110 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,230 |
1,230 |
1,230 |
75 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,230 |
1,230 |
1,230 |
45 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,230 |
1,230 |
1,230 |
135 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,150 |
1,230 |
1,203 |
190 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
170 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,230 |
1,230 |
1,230 |
265 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,230 |
1,230 |
1,230 |
155 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,230 |
1,230 |
1,230 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,200 |
1,230 |
1,215 |
800 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
210 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,230 |
1,230 |
1,230 |
200 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
15 |
TOTAL |
2 575 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.