2018-09-25 |
MARKET DATA |
No 184 (3467) |
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 |
1 192,50 |
1 199,21 |
40 |
515,00 |
508,43 |
6 |
1 707,50 |
1 707,65 |
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 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,57 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,40 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
100 000 |
100,69 |
1 |
OK0720 |
PL0000110375 |
97,30 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,42 |
107,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,57 |
100,53 |
100,570 |
100,570 |
100,530 |
100,540 |
100,541 |
610 000 |
618,48 |
13 |
PS0721 |
PL0000109153 |
99,71 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,48 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,25 |
100,25 |
100,230 |
100,230 |
100,210 |
100,210 |
100,214 |
315 000 |
318,68 |
6 |
WS0922 |
PL0000102646 |
113,06 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,29 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,72 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,71 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,61 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,60 |
94,50 |
94,450 |
94,670 |
94,410 |
94,670 |
94,577 |
120 000 |
114,02 |
13 |
WS0428 |
PL0000107611 |
95,72 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,77 |
122,74 |
122,980 |
122,980 |
122,980 |
122,980 |
122,980 |
2 500 |
3,14 |
1 |
WS0437 |
PL0000104857 |
100,50 |
140,00 |
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 |
111,70 |
112,00 |
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 |
100,48 |
100,59 |
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 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,50 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,15 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
97,92 |
97,920 |
97,960 |
97,920 |
97,960 |
97,938 |
45 000 |
44,21 |
6 |
WZ0528 |
PL0000110383 |
96,64 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 192 500 |
1 199,21 |
40 |
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 |
1,17 |
1,03 |
99,37 |
1,10 |
PS0719 |
PL0000108148 |
101,53 |
101,61 |
1,37 |
1,27 |
101,57 |
1,32 |
DS1019 |
PL0000105441 |
104,37 |
104,47 |
1,38 |
1,29 |
104,42 |
1,34 |
WZ0120 |
PL0000108601 |
100,43 |
100,61 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,08 |
1,51 |
1,44 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,25 |
97,35 |
1,54 |
1,48 |
97,30 |
1,51 |
DS1020 |
PL0000106126 |
107,39 |
107,58 |
1,60 |
1,51 |
107,49 |
1,55 |
WZ0121 |
PL0000106068 |
100,50 |
100,63 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,67 |
1,79 |
1,73 |
100,60 |
1,76 |
PS0721 |
PL0000109153 |
99,64 |
99,85 |
1,88 |
1,80 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
111,44 |
111,66 |
1,88 |
1,82 |
111,55 |
1,85 |
PS0422 |
PL0000109492 |
100,19 |
100,35 |
2,19 |
2,14 |
100,27 |
2,17 |
WS0922 |
PL0000102646 |
112,97 |
113,15 |
2,31 |
2,26 |
113,06 |
2,29 |
WZ1122 |
PL0000109377 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,20 |
100,37 |
2,45 |
2,41 |
100,29 |
2,43 |
IZ0823 |
PL0000105359 |
111,54 |
112,16 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
106,68 |
106,91 |
2,58 |
2,53 |
106,80 |
2,55 |
WZ0124 |
PL0000107454 |
99,39 |
99,72 |
--- |
--- |
99,56 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,36 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,81 |
2,99 |
2,95 |
101,69 |
2,97 |
WZ0126 |
PL0000108817 |
97,76 |
98,04 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
95,40 |
95,77 |
3,17 |
3,11 |
95,59 |
3,14 |
DS0727 |
PL0000109427 |
94,40 |
94,62 |
3,24 |
3,21 |
94,51 |
3,22 |
WS0428 |
PL0000107611 |
95,54 |
95,98 |
3,30 |
3,24 |
95,76 |
3,27 |
WZ0528 |
PL0000110383 |
96,60 |
97,00 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
122,46 |
123,00 |
3,21 |
3,15 |
122,73 |
3,18 |
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 |
101,54 |
101,61 |
1,35 |
1,27 |
101,58 |
1,31 |
DS1019 |
PL0000105441 |
104,39 |
104,47 |
1,36 |
1,29 |
104,43 |
1,33 |
WZ0120 |
PL0000108601 |
100,45 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,08 |
1,51 |
1,44 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,26 |
97,36 |
1,53 |
1,47 |
97,31 |
1,50 |
DS1020 |
PL0000106126 |
107,40 |
107,59 |
1,60 |
1,51 |
107,50 |
1,55 |
WZ0121 |
PL0000106068 |
100,50 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,57 |
1,80 |
1,77 |
100,53 |
1,78 |
PS0721 |
PL0000109153 |
99,67 |
99,89 |
1,87 |
1,79 |
99,78 |
1,83 |
DS1021 |
PL0000106670 |
111,44 |
111,62 |
1,88 |
1,83 |
111,53 |
1,86 |
PS0422 |
PL0000109492 |
100,20 |
100,36 |
2,19 |
2,14 |
100,28 |
2,16 |
WS0922 |
PL0000102646 |
112,98 |
113,16 |
2,30 |
2,26 |
113,07 |
2,28 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,21 |
100,37 |
2,45 |
2,41 |
100,29 |
2,43 |
IZ0823 |
PL0000105359 |
111,54 |
112,16 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
106,69 |
106,92 |
2,58 |
2,53 |
106,81 |
2,55 |
WZ0124 |
PL0000107454 |
99,44 |
99,73 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,11 |
99,38 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
101,66 |
101,88 |
2,97 |
2,94 |
101,77 |
2,96 |
WZ0126 |
PL0000108817 |
97,83 |
98,07 |
--- |
--- |
97,95 |
--- |
DS0726 |
PL0000108866 |
95,54 |
95,88 |
3,15 |
3,10 |
95,71 |
3,12 |
DS0727 |
PL0000109427 |
94,51 |
94,75 |
3,22 |
3,19 |
94,63 |
3,21 |
WS0428 |
PL0000107611 |
95,64 |
96,09 |
3,28 |
3,23 |
95,87 |
3,25 |
WZ0528 |
PL0000110383 |
96,60 |
97,00 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
122,67 |
123,21 |
3,19 |
3,13 |
122,94 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
295 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
170 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
15 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
PS0422 |
PL0000109492 |
0/2 |
2 |
1,550 |
1,550 |
1,550 |
5 |
TOTAL |
515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.