2018-09-26 |
MARKET DATA |
No 185 (3468) |
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 |
1 495,00 |
1 570,65 |
39 |
1 225,00 |
1 219,13 |
10 |
2 720,00 |
2 789,78 |
49 |
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 |
99,90 |
99,90 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
100 000 |
99,90 |
2 |
OK0419 |
PL0000109633 |
99,39 |
99,40 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
130 000 |
129,23 |
2 |
PS0719 |
PL0000108148 |
101,58 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,45 |
104,45 |
104,450 |
104,470 |
104,450 |
104,470 |
104,463 |
790 000 |
865,49 |
9 |
PS0420 |
PL0000108510 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,35 |
97,34 |
97,380 |
97,380 |
97,380 |
97,380 |
97,380 |
120 000 |
116,86 |
2 |
DS1020 |
PL0000106126 |
107,55 |
107,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,79 |
100,59 |
100,580 |
100,580 |
100,560 |
100,560 |
100,566 |
47 500 |
48,18 |
3 |
PS0721 |
PL0000109153 |
99,92 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,63 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,37 |
100,32 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
67 500 |
68,38 |
1 |
WS0922 |
PL0000102646 |
113,31 |
113,09 |
113,190 |
113,190 |
113,190 |
113,190 |
113,190 |
10 000 |
11,33 |
1 |
PS0123 |
PL0000110151 |
100,55 |
100,30 |
100,310 |
100,340 |
100,310 |
100,340 |
100,333 |
120 000 |
122,42 |
5 |
DS1023 |
PL0000107264 |
106,86 |
106,84 |
106,920 |
106,920 |
106,920 |
106,920 |
106,920 |
15 000 |
16,59 |
1 |
DS0725 |
PL0000108197 |
101,93 |
101,79 |
101,790 |
101,790 |
101,790 |
101,790 |
101,790 |
20 000 |
20,47 |
1 |
DS0726 |
PL0000108866 |
95,85 |
95,78 |
95,790 |
95,850 |
95,740 |
95,850 |
95,793 |
15 000 |
14,44 |
3 |
DS0727 |
PL0000109427 |
95,01 |
94,62 |
94,680 |
94,850 |
94,680 |
94,850 |
94,767 |
50 000 |
47,61 |
8 |
WS0428 |
PL0000107611 |
95,97 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,00 |
122,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,93 |
140,24 |
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 |
111,72 |
111,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,54 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,10 |
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 |
99,20 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,91 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,80 |
96,94 |
96,940 |
96,940 |
96,940 |
96,940 |
96,940 |
10 000 |
9,75 |
1 |
TOTAL |
1 495 000 |
1 570,65 |
39 |
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 |
1,18 |
1,04 |
99,37 |
1,11 |
PS0719 |
PL0000108148 |
101,55 |
101,63 |
1,34 |
1,24 |
101,59 |
1,29 |
DS1019 |
PL0000105441 |
104,37 |
104,48 |
1,37 |
1,27 |
104,43 |
1,32 |
WZ0120 |
PL0000108601 |
100,45 |
100,61 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,09 |
1,50 |
1,44 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,28 |
97,38 |
1,52 |
1,47 |
97,33 |
1,49 |
DS1020 |
PL0000106126 |
107,40 |
107,59 |
1,59 |
1,50 |
107,50 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,63 |
1,79 |
1,74 |
100,57 |
1,77 |
PS0721 |
PL0000109153 |
99,70 |
99,91 |
1,86 |
1,78 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
111,45 |
111,67 |
1,88 |
1,81 |
111,56 |
1,84 |
PS0422 |
PL0000109492 |
100,23 |
100,40 |
2,18 |
2,13 |
100,32 |
2,15 |
WS0922 |
PL0000102646 |
113,01 |
113,21 |
2,30 |
2,25 |
113,11 |
2,27 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,24 |
100,44 |
2,44 |
2,39 |
100,34 |
2,41 |
IZ0823 |
PL0000105359 |
111,35 |
112,22 |
--- |
--- |
111,79 |
--- |
DS1023 |
PL0000107264 |
106,72 |
106,96 |
2,57 |
2,52 |
106,84 |
2,54 |
WZ0124 |
PL0000107454 |
99,44 |
99,75 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,13 |
99,41 |
--- |
--- |
99,27 |
--- |
DS0725 |
PL0000108197 |
101,63 |
101,96 |
2,98 |
2,93 |
101,80 |
2,95 |
WZ0126 |
PL0000108817 |
97,81 |
98,09 |
--- |
--- |
97,95 |
--- |
DS0726 |
PL0000108866 |
95,55 |
95,95 |
3,15 |
3,09 |
95,75 |
3,12 |
DS0727 |
PL0000109427 |
94,57 |
94,85 |
3,21 |
3,18 |
94,71 |
3,19 |
WS0428 |
PL0000107611 |
95,70 |
96,10 |
3,28 |
3,23 |
95,90 |
3,25 |
WZ0528 |
PL0000110383 |
96,73 |
97,09 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
122,68 |
123,16 |
3,18 |
3,14 |
122,92 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,24 |
100,30 |
--- |
--- |
100,27 |
--- |
OK0419 |
PL0000109633 |
99,38 |
99,46 |
1,09 |
0,95 |
99,42 |
1,02 |
PS0719 |
PL0000108148 |
101,57 |
101,66 |
1,31 |
1,20 |
101,62 |
1,25 |
DS1019 |
PL0000105441 |
104,42 |
104,52 |
1,33 |
1,24 |
104,47 |
1,28 |
WZ0120 |
PL0000108601 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,13 |
1,48 |
1,41 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,32 |
97,43 |
1,50 |
1,44 |
97,38 |
1,47 |
DS1020 |
PL0000106126 |
107,46 |
107,61 |
1,56 |
1,49 |
107,54 |
1,53 |
WZ0121 |
PL0000106068 |
100,51 |
100,68 |
--- |
--- |
100,60 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,66 |
1,78 |
1,73 |
100,61 |
1,75 |
PS0721 |
PL0000109153 |
99,77 |
99,98 |
1,83 |
1,75 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
111,54 |
111,75 |
1,85 |
1,78 |
111,65 |
1,82 |
PS0422 |
PL0000109492 |
100,31 |
100,46 |
2,16 |
2,11 |
100,39 |
2,13 |
WS0922 |
PL0000102646 |
113,12 |
113,28 |
2,27 |
2,23 |
113,20 |
2,25 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,48 |
2,41 |
2,38 |
100,41 |
2,40 |
IZ0823 |
PL0000105359 |
111,53 |
112,14 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
106,81 |
107,03 |
2,55 |
2,51 |
106,92 |
2,53 |
WZ0124 |
PL0000107454 |
99,46 |
99,74 |
--- |
--- |
99,60 |
--- |
WZ0524 |
PL0000110615 |
99,16 |
99,43 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
101,88 |
102,08 |
2,94 |
2,91 |
101,98 |
2,92 |
WZ0126 |
PL0000108817 |
97,85 |
98,12 |
--- |
--- |
97,99 |
--- |
DS0726 |
PL0000108866 |
95,78 |
95,97 |
3,11 |
3,08 |
95,88 |
3,10 |
DS0727 |
PL0000109427 |
94,72 |
94,94 |
3,19 |
3,16 |
94,83 |
3,18 |
WS0428 |
PL0000107611 |
95,87 |
96,16 |
3,26 |
3,22 |
96,02 |
3,24 |
WZ0528 |
PL0000110383 |
96,76 |
97,06 |
--- |
--- |
96,91 |
--- |
WS0429 |
PL0000105391 |
122,89 |
123,35 |
3,16 |
3,12 |
123,12 |
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 |
1,750 |
1,750 |
1,750 |
320 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
295 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
20 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
255 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
65 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
120 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
20 |
OK0720 |
PL0000110375 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
45 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
35 |
TOTAL |
1 225 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.