2018-09-21 |
MARKET DATA |
No 182 (3465) |
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 |
80,00 |
82,95 |
7 |
1 965,00 |
1 994,10 |
16 |
2 045,00 |
2 077,05 |
23 |
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 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,55 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,41 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,27 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,49 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,74 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,57 |
111,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,32 |
100,38 |
100,380 |
100,390 |
100,380 |
100,390 |
100,383 |
35 000 |
35,46 |
4 |
WS0922 |
PL0000102646 |
113,17 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,41 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
106,96 |
106,970 |
106,970 |
106,970 |
106,970 |
106,970 |
30 000 |
33,19 |
1 |
DS0725 |
PL0000108197 |
101,88 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,82 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,79 |
94,80 |
94,880 |
94,880 |
94,820 |
94,820 |
94,840 |
15 000 |
14,29 |
2 |
WS0428 |
PL0000107611 |
96,02 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,04 |
123,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,08 |
140,79 |
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 |
111,58 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,24 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,45 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,52 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,76 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,72 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
80 000 |
82,95 |
7 |
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 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
99,33 |
99,41 |
1,16 |
1,02 |
99,37 |
1,09 |
PS0719 |
PL0000108148 |
101,54 |
101,63 |
1,37 |
1,26 |
101,59 |
1,31 |
DS1019 |
PL0000105441 |
104,40 |
104,49 |
1,37 |
1,29 |
104,45 |
1,33 |
WZ0120 |
PL0000108601 |
100,42 |
100,60 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,09 |
1,51 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,25 |
97,36 |
1,53 |
1,47 |
97,31 |
1,50 |
DS1020 |
PL0000106126 |
107,45 |
107,57 |
1,58 |
1,53 |
107,51 |
1,55 |
WZ0121 |
PL0000106068 |
100,50 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,69 |
1,78 |
1,72 |
100,62 |
1,75 |
PS0721 |
PL0000109153 |
99,71 |
99,86 |
1,85 |
1,80 |
99,79 |
1,82 |
DS1021 |
PL0000106670 |
111,52 |
111,73 |
1,87 |
1,80 |
111,63 |
1,83 |
PS0422 |
PL0000109492 |
100,26 |
100,42 |
2,17 |
2,12 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
113,10 |
113,25 |
2,28 |
2,24 |
113,18 |
2,26 |
WZ1122 |
PL0000109377 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,32 |
100,48 |
2,42 |
2,38 |
100,40 |
2,40 |
IZ0823 |
PL0000105359 |
111,13 |
111,91 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
106,79 |
106,99 |
2,56 |
2,52 |
106,89 |
2,54 |
WZ0124 |
PL0000107454 |
99,45 |
99,72 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,34 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
101,75 |
102,04 |
2,96 |
2,91 |
101,90 |
2,94 |
WZ0126 |
PL0000108817 |
97,64 |
98,01 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,63 |
95,93 |
3,14 |
3,09 |
95,78 |
3,11 |
DS0727 |
PL0000109427 |
94,62 |
94,87 |
3,21 |
3,17 |
94,75 |
3,19 |
WS0428 |
PL0000107611 |
95,90 |
96,29 |
3,25 |
3,20 |
96,10 |
3,23 |
WZ0528 |
PL0000110383 |
96,61 |
96,94 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
122,85 |
123,39 |
3,17 |
3,12 |
123,12 |
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 |
100,31 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
99,33 |
99,41 |
1,16 |
1,02 |
99,37 |
1,09 |
PS0719 |
PL0000108148 |
101,54 |
101,62 |
1,37 |
1,27 |
101,58 |
1,32 |
DS1019 |
PL0000105441 |
104,39 |
104,48 |
1,38 |
1,30 |
104,44 |
1,34 |
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 |
1,48 |
97,30 |
1,50 |
DS1020 |
PL0000106126 |
107,47 |
107,59 |
1,57 |
1,52 |
107,53 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,69 |
1,77 |
1,72 |
100,63 |
1,74 |
PS0721 |
PL0000109153 |
99,72 |
99,87 |
1,85 |
1,80 |
99,80 |
1,82 |
DS1021 |
PL0000106670 |
111,54 |
111,71 |
1,86 |
1,81 |
111,63 |
1,83 |
PS0422 |
PL0000109492 |
100,29 |
100,43 |
2,16 |
2,12 |
100,36 |
2,14 |
WS0922 |
PL0000102646 |
113,14 |
113,27 |
2,27 |
2,24 |
113,21 |
2,25 |
WZ1122 |
PL0000109377 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,35 |
100,51 |
2,41 |
2,37 |
100,43 |
2,39 |
IZ0823 |
PL0000105359 |
111,40 |
112,15 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
106,83 |
107,04 |
2,55 |
2,51 |
106,94 |
2,53 |
WZ0124 |
PL0000107454 |
99,44 |
99,73 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,11 |
99,31 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
101,77 |
102,03 |
2,96 |
2,91 |
101,90 |
2,94 |
WZ0126 |
PL0000108817 |
97,66 |
97,99 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
95,69 |
95,94 |
3,13 |
3,09 |
95,82 |
3,11 |
DS0727 |
PL0000109427 |
94,67 |
94,91 |
3,20 |
3,17 |
94,79 |
3,18 |
WS0428 |
PL0000107611 |
95,92 |
96,29 |
3,25 |
3,20 |
96,11 |
3,22 |
WZ0528 |
PL0000110383 |
96,59 |
96,98 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
122,87 |
123,41 |
3,17 |
3,11 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,270 |
1,270 |
1,270 |
60 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,270 |
1,450 |
1,326 |
580 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,270 |
1,270 |
1,270 |
385 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,270 |
1,270 |
1,270 |
100 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,270 |
1,270 |
1,270 |
75 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,270 |
1,270 |
1,270 |
20 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
365 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,270 |
1,270 |
1,270 |
185 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,270 |
1,270 |
1,270 |
130 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,320 |
1,320 |
1,320 |
10 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,270 |
1,270 |
1,270 |
20 |
OK0720 |
PL0000110375 |
0/3 |
3 |
1,270 |
1,270 |
1,270 |
35 |
TOTAL |
1 965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.