2018-09-24 |
MARKET DATA |
No 183 (3466) |
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 |
415,00 |
407,80 |
35 |
1 660,00 |
1 684,61 |
11 |
2 075,00 |
2 092,41 |
46 |
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 |
101,57 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,42 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,26 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,19 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,57 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,91 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,75 |
111,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,28 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,12 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,35 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,87 |
106,88 |
106,750 |
106,750 |
106,750 |
106,750 |
106,750 |
15 000 |
16,56 |
1 |
DS0725 |
PL0000108197 |
101,78 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,68 |
95,70 |
95,600 |
95,600 |
95,600 |
95,600 |
95,600 |
10 000 |
9,60 |
2 |
DS0727 |
PL0000109427 |
94,78 |
94,50 |
94,660 |
94,670 |
94,500 |
94,620 |
94,588 |
170 000 |
161,53 |
23 |
WS0428 |
PL0000107611 |
95,96 |
95,86 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
5 000 |
4,85 |
1 |
WS0429 |
PL0000105391 |
122,93 |
122,83 |
122,890 |
122,930 |
122,890 |
122,930 |
122,903 |
15 000 |
18,80 |
2 |
WS0437 |
PL0000104857 |
101,00 |
140,25 |
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 |
111,68 |
111,85 |
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 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,10 |
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 |
99,07 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,86 |
97,87 |
97,870 |
97,950 |
97,870 |
97,920 |
97,920 |
200 000 |
196,45 |
6 |
WZ0528 |
PL0000110383 |
96,64 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
415 000 |
407,80 |
35 |
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 |
100,32 |
--- |
--- |
100,28 |
--- |
OK0419 |
PL0000109633 |
99,32 |
99,42 |
1,18 |
1,01 |
99,37 |
1,10 |
PS0719 |
PL0000108148 |
101,54 |
101,66 |
1,36 |
1,22 |
101,60 |
1,29 |
DS1019 |
PL0000105441 |
104,38 |
104,51 |
1,38 |
1,26 |
104,45 |
1,32 |
WZ0120 |
PL0000108601 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,11 |
1,52 |
1,42 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,23 |
97,35 |
1,55 |
1,48 |
97,29 |
1,51 |
DS1020 |
PL0000106126 |
107,42 |
107,61 |
1,59 |
1,50 |
107,52 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,69 |
1,78 |
1,72 |
100,62 |
1,75 |
PS0721 |
PL0000109153 |
99,67 |
99,88 |
1,87 |
1,79 |
99,78 |
1,83 |
DS1021 |
PL0000106670 |
111,51 |
111,72 |
1,87 |
1,80 |
111,62 |
1,83 |
PS0422 |
PL0000109492 |
100,26 |
100,42 |
2,17 |
2,12 |
100,34 |
2,15 |
WS0922 |
PL0000102646 |
113,08 |
113,26 |
2,28 |
2,24 |
113,17 |
2,26 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,33 |
100,49 |
2,42 |
2,38 |
100,41 |
2,40 |
IZ0823 |
PL0000105359 |
111,40 |
112,16 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,04 |
2,55 |
2,50 |
106,92 |
2,53 |
WZ0124 |
PL0000107454 |
99,45 |
99,75 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,08 |
2,96 |
2,91 |
101,90 |
2,94 |
WZ0126 |
PL0000108817 |
97,78 |
98,09 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
95,58 |
95,97 |
3,14 |
3,08 |
95,78 |
3,11 |
DS0727 |
PL0000109427 |
94,63 |
94,88 |
3,21 |
3,17 |
94,76 |
3,19 |
WS0428 |
PL0000107611 |
95,85 |
96,27 |
3,26 |
3,20 |
96,06 |
3,23 |
WZ0528 |
PL0000110383 |
96,57 |
97,02 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
122,81 |
123,45 |
3,17 |
3,11 |
123,13 |
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 |
1,17 |
1,03 |
99,37 |
1,10 |
PS0719 |
PL0000108148 |
101,55 |
101,62 |
1,35 |
1,26 |
101,59 |
1,30 |
DS1019 |
PL0000105441 |
104,40 |
104,47 |
1,36 |
1,30 |
104,44 |
1,33 |
WZ0120 |
PL0000108601 |
100,43 |
100,60 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,08 |
1,51 |
1,44 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,25 |
97,34 |
1,54 |
1,48 |
97,30 |
1,51 |
DS1020 |
PL0000106126 |
107,39 |
107,58 |
1,60 |
1,52 |
107,49 |
1,56 |
WZ0121 |
PL0000106068 |
100,51 |
100,62 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,68 |
1,78 |
1,72 |
100,61 |
1,75 |
PS0721 |
PL0000109153 |
99,64 |
99,85 |
1,88 |
1,80 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
111,46 |
111,68 |
1,88 |
1,81 |
111,57 |
1,85 |
PS0422 |
PL0000109492 |
100,21 |
100,37 |
2,18 |
2,14 |
100,29 |
2,16 |
WS0922 |
PL0000102646 |
112,99 |
113,17 |
2,30 |
2,26 |
113,08 |
2,28 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,22 |
100,41 |
2,44 |
2,40 |
100,32 |
2,42 |
IZ0823 |
PL0000105359 |
111,51 |
112,14 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,92 |
2,57 |
2,53 |
106,82 |
2,55 |
WZ0124 |
PL0000107454 |
99,43 |
99,73 |
--- |
--- |
99,58 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,89 |
2,99 |
2,94 |
101,74 |
2,96 |
WZ0126 |
PL0000108817 |
97,79 |
98,04 |
--- |
--- |
97,92 |
--- |
DS0726 |
PL0000108866 |
95,46 |
95,82 |
3,16 |
3,11 |
95,64 |
3,13 |
DS0727 |
PL0000109427 |
94,45 |
94,68 |
3,23 |
3,20 |
94,57 |
3,21 |
WS0428 |
PL0000107611 |
95,62 |
96,00 |
3,29 |
3,24 |
95,81 |
3,26 |
WZ0528 |
PL0000110383 |
96,60 |
96,99 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
122,48 |
123,02 |
3,21 |
3,15 |
122,75 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
95 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
125 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
500 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
90 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
45 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,460 |
1,600 |
1,595 |
400 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
380 |
TOTAL |
1 660 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.