2018-09-19 |
MARKET DATA |
No 180 (3463) |
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 |
527,50 |
532,81 |
28 |
1 945,00 |
2 027,41 |
26 |
2 472,50 |
2 560,22 |
54 |
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 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,32 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,59 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,45 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,04 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
2 500 |
2,52 |
1 |
OK0720 |
PL0000110375 |
97,26 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,53 |
107,56 |
107,560 |
107,570 |
107,560 |
107,570 |
107,566 |
25 000 |
28,08 |
2 |
PS0421 |
PL0000108916 |
100,65 |
100,67 |
100,650 |
100,680 |
100,650 |
100,680 |
100,653 |
110 000 |
111,62 |
2 |
PS0721 |
PL0000109153 |
99,78 |
99,77 |
99,820 |
99,820 |
99,820 |
99,820 |
99,820 |
10 000 |
10,01 |
1 |
DS1021 |
PL0000106670 |
111,66 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,33 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,19 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,45 |
100,35 |
100,370 |
100,490 |
100,370 |
100,490 |
100,467 |
270 000 |
275,68 |
10 |
DS1023 |
PL0000107264 |
107,00 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,11 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,05 |
95,95 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
5 000 |
4,82 |
1 |
DS0727 |
PL0000109427 |
95,04 |
94,85 |
94,850 |
95,050 |
94,850 |
94,900 |
94,927 |
105 000 |
100,09 |
11 |
WS0428 |
PL0000107611 |
96,36 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,49 |
123,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,62 |
140,89 |
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 |
111,15 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,25 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,98 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,11 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,72 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
527 500 |
532,81 |
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 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
99,31 |
99,39 |
1,17 |
1,04 |
99,35 |
1,11 |
PS0719 |
PL0000108148 |
101,56 |
101,65 |
1,37 |
1,26 |
101,61 |
1,31 |
DS1019 |
PL0000105441 |
104,42 |
104,53 |
1,39 |
1,30 |
104,48 |
1,34 |
WZ0120 |
PL0000108601 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,08 |
1,50 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,21 |
97,31 |
1,55 |
1,49 |
97,26 |
1,52 |
DS1020 |
PL0000106126 |
107,48 |
107,61 |
1,58 |
1,52 |
107,55 |
1,55 |
WZ0121 |
PL0000106068 |
100,48 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,70 |
1,77 |
1,72 |
100,64 |
1,74 |
PS0721 |
PL0000109153 |
99,65 |
99,82 |
1,88 |
1,81 |
99,74 |
1,84 |
DS1021 |
PL0000106670 |
111,55 |
111,73 |
1,87 |
1,81 |
111,64 |
1,84 |
PS0422 |
PL0000109492 |
100,16 |
100,33 |
2,20 |
2,15 |
100,25 |
2,17 |
WS0922 |
PL0000102646 |
113,02 |
113,19 |
2,30 |
2,26 |
113,11 |
2,28 |
WZ1122 |
PL0000109377 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,25 |
100,43 |
2,44 |
2,39 |
100,34 |
2,41 |
IZ0823 |
PL0000105359 |
110,96 |
111,66 |
--- |
--- |
111,31 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,02 |
2,56 |
2,51 |
106,91 |
2,53 |
WZ0124 |
PL0000107454 |
99,39 |
99,69 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,36 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,16 |
2,94 |
2,89 |
102,01 |
2,92 |
WZ0126 |
PL0000108817 |
97,56 |
97,97 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
95,72 |
96,05 |
3,12 |
3,07 |
95,89 |
3,10 |
DS0727 |
PL0000109427 |
94,75 |
95,00 |
3,19 |
3,15 |
94,88 |
3,17 |
WS0428 |
PL0000107611 |
96,04 |
96,42 |
3,23 |
3,18 |
96,23 |
3,21 |
WZ0528 |
PL0000110383 |
96,58 |
96,96 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
123,04 |
123,58 |
3,15 |
3,10 |
123,31 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,24 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
99,31 |
99,39 |
1,17 |
1,04 |
99,35 |
1,11 |
PS0719 |
PL0000108148 |
101,58 |
101,65 |
1,34 |
1,26 |
101,62 |
1,30 |
DS1019 |
PL0000105441 |
104,44 |
104,52 |
1,38 |
1,31 |
104,48 |
1,34 |
WZ0120 |
PL0000108601 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,50 |
1,45 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,23 |
97,33 |
1,54 |
1,48 |
97,28 |
1,51 |
DS1020 |
PL0000106126 |
107,51 |
107,64 |
1,57 |
1,51 |
107,58 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,72 |
1,76 |
1,71 |
100,66 |
1,73 |
PS0721 |
PL0000109153 |
99,72 |
99,90 |
1,85 |
1,78 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
111,60 |
111,78 |
1,85 |
1,80 |
111,69 |
1,83 |
PS0422 |
PL0000109492 |
100,26 |
100,41 |
2,17 |
2,13 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
113,11 |
113,28 |
2,28 |
2,24 |
113,20 |
2,26 |
WZ1122 |
PL0000109377 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,36 |
100,52 |
2,41 |
2,37 |
100,44 |
2,39 |
IZ0823 |
PL0000105359 |
110,88 |
111,67 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
106,88 |
107,11 |
2,54 |
2,49 |
107,00 |
2,52 |
WZ0124 |
PL0000107454 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,32 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,94 |
102,15 |
2,93 |
2,90 |
102,05 |
2,91 |
WZ0126 |
PL0000108817 |
97,67 |
97,96 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,13 |
3,10 |
3,06 |
95,99 |
3,08 |
DS0727 |
PL0000109427 |
94,86 |
95,05 |
3,17 |
3,15 |
94,96 |
3,16 |
WS0428 |
PL0000107611 |
96,14 |
96,43 |
3,22 |
3,18 |
96,29 |
3,20 |
WZ0528 |
PL0000110383 |
96,60 |
96,96 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
123,21 |
123,71 |
3,14 |
3,09 |
123,46 |
3,11 |
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 |
1,270 |
1,270 |
1,270 |
50 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
130 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
235 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,250 |
1,270 |
1,264 |
155 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,270 |
1,270 |
1,270 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
275 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
255 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
320 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
85 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
105 |
TOTAL |
1 945 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.