2018-09-20 |
MARKET DATA |
No 181 (3464) |
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 |
105,00 |
103,79 |
14 |
1 970,00 |
1 972,99 |
18 |
2 075,00 |
2 076,78 |
32 |
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 |
99,89 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,33 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,57 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,43 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,27 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,50 |
107,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,63 |
100,620 |
100,620 |
100,610 |
100,610 |
100,618 |
40 000 |
40,58 |
4 |
PS0721 |
PL0000109153 |
99,74 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,63 |
111,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,33 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,17 |
113,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,92 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,95 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,85 |
95,89 |
95,850 |
95,850 |
95,850 |
95,850 |
95,850 |
10 000 |
9,63 |
2 |
DS0727 |
PL0000109427 |
94,88 |
94,81 |
94,950 |
94,950 |
94,850 |
94,850 |
94,890 |
30 000 |
28,59 |
3 |
WS0428 |
PL0000107611 |
96,15 |
96,10 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
5 000 |
4,86 |
1 |
WS0429 |
PL0000105391 |
123,21 |
123,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,21 |
140,82 |
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 |
111,39 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,27 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,46 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,04 |
100,040 |
100,080 |
100,040 |
100,080 |
100,063 |
20 000 |
20,13 |
4 |
WZ0124 |
PL0000107454 |
99,54 |
99,62 |
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 |
97,70 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,70 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
103,79 |
14 |
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 |
99,32 |
99,40 |
1,17 |
1,03 |
99,36 |
1,10 |
PS0719 |
PL0000108148 |
101,56 |
101,63 |
1,35 |
1,27 |
101,60 |
1,30 |
DS1019 |
PL0000105441 |
104,42 |
104,51 |
1,37 |
1,28 |
104,47 |
1,32 |
WZ0120 |
PL0000108601 |
100,43 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,10 |
1,50 |
1,43 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,26 |
97,36 |
1,53 |
1,47 |
97,31 |
1,50 |
DS1020 |
PL0000106126 |
107,48 |
107,61 |
1,57 |
1,51 |
107,55 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,72 |
1,76 |
1,71 |
100,66 |
1,73 |
PS0721 |
PL0000109153 |
99,72 |
99,89 |
1,85 |
1,79 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
111,58 |
111,76 |
1,85 |
1,79 |
111,67 |
1,82 |
PS0422 |
PL0000109492 |
100,26 |
100,41 |
2,17 |
2,13 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
113,10 |
113,27 |
2,28 |
2,24 |
113,19 |
2,26 |
WZ1122 |
PL0000109377 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,33 |
100,50 |
2,42 |
2,37 |
100,42 |
2,39 |
IZ0823 |
PL0000105359 |
110,88 |
111,67 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,08 |
2,54 |
2,50 |
106,97 |
2,52 |
WZ0124 |
PL0000107454 |
99,41 |
99,72 |
--- |
--- |
99,57 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,33 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
101,89 |
102,17 |
2,94 |
2,89 |
102,03 |
2,91 |
WZ0126 |
PL0000108817 |
97,64 |
97,94 |
--- |
--- |
97,79 |
--- |
DS0726 |
PL0000108866 |
95,80 |
96,10 |
3,11 |
3,06 |
95,95 |
3,09 |
DS0727 |
PL0000109427 |
94,80 |
95,01 |
3,18 |
3,15 |
94,91 |
3,17 |
WS0428 |
PL0000107611 |
96,10 |
96,48 |
3,23 |
3,18 |
96,29 |
3,20 |
WZ0528 |
PL0000110383 |
96,61 |
96,97 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
123,12 |
123,67 |
3,14 |
3,09 |
123,40 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
99,32 |
99,40 |
1,17 |
1,03 |
99,36 |
1,10 |
PS0719 |
PL0000108148 |
101,55 |
101,63 |
1,36 |
1,27 |
101,59 |
1,31 |
DS1019 |
PL0000105441 |
104,41 |
104,50 |
1,37 |
1,29 |
104,46 |
1,33 |
WZ0120 |
PL0000108601 |
100,43 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,51 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,25 |
97,35 |
1,53 |
1,47 |
97,30 |
1,50 |
DS1020 |
PL0000106126 |
107,46 |
107,59 |
1,58 |
1,52 |
107,53 |
1,55 |
WZ0121 |
PL0000106068 |
100,50 |
100,62 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,68 |
1,77 |
1,73 |
100,63 |
1,74 |
PS0721 |
PL0000109153 |
99,69 |
99,86 |
1,86 |
1,80 |
99,78 |
1,83 |
DS1021 |
PL0000106670 |
111,60 |
111,74 |
1,84 |
1,80 |
111,67 |
1,82 |
PS0422 |
PL0000109492 |
100,27 |
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 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,32 |
100,48 |
2,42 |
2,38 |
100,40 |
2,40 |
IZ0823 |
PL0000105359 |
111,11 |
111,83 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,01 |
2,56 |
2,51 |
106,90 |
2,53 |
WZ0124 |
PL0000107454 |
99,47 |
99,72 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,33 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,06 |
2,95 |
2,91 |
101,93 |
2,93 |
WZ0126 |
PL0000108817 |
97,66 |
98,00 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,69 |
95,95 |
3,13 |
3,09 |
95,82 |
3,11 |
DS0727 |
PL0000109427 |
94,66 |
94,89 |
3,20 |
3,17 |
94,78 |
3,18 |
WS0428 |
PL0000107611 |
96,00 |
96,26 |
3,24 |
3,21 |
96,13 |
3,22 |
WZ0528 |
PL0000110383 |
96,64 |
96,96 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
122,87 |
123,40 |
3,17 |
3,12 |
123,14 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
200 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
20 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
30 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
400 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
25 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
390 |
PS0422 |
PL0000109492 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
10 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
45 |
OK0720 |
PL0000110375 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
15 |
WZ1122 |
PL0000109377 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
345 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
400 |
TOTAL |
1 970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.