2018-10-01 |
MARKET DATA |
No 188 (3471) |
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 |
470,00 |
487,21 |
25 |
4 245,00 |
4 255,22 |
20 |
4 715,00 |
4 742,42 |
45 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,36 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,56 |
101,61 |
101,560 |
101,560 |
101,560 |
101,560 |
101,560 |
90 000 |
91,96 |
2 |
DS1019 |
PL0000105441 |
104,38 |
104,38 |
104,380 |
104,380 |
104,380 |
104,380 |
104,380 |
200 000 |
219,10 |
2 |
PS0420 |
PL0000108510 |
100,05 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,35 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,43 |
107,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,56 |
100,560 |
100,560 |
100,560 |
100,560 |
100,560 |
40 000 |
40,58 |
4 |
PS0721 |
PL0000109153 |
99,77 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,48 |
111,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,35 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,13 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,42 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,85 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,97 |
101,99 |
102,000 |
102,080 |
102,000 |
102,080 |
102,040 |
20 000 |
20,53 |
2 |
DS0726 |
PL0000108866 |
95,90 |
95,82 |
95,850 |
96,000 |
95,850 |
96,000 |
95,945 |
20 000 |
19,28 |
3 |
DS0727 |
PL0000109427 |
94,98 |
94,75 |
94,750 |
95,000 |
94,750 |
95,000 |
94,875 |
80 000 |
76,28 |
9 |
WS0428 |
PL0000107611 |
96,05 |
96,10 |
96,100 |
96,150 |
96,100 |
96,150 |
96,123 |
20 000 |
19,47 |
3 |
WS0429 |
PL0000105391 |
123,26 |
123,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,51 |
140,51 |
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 |
111,92 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
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 |
99,52 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,14 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,88 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,75 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
470 000 |
487,21 |
25 |
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 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,43 |
1,17 |
1,03 |
99,39 |
1,10 |
PS0719 |
PL0000108148 |
101,55 |
101,63 |
1,30 |
1,21 |
101,59 |
1,26 |
DS1019 |
PL0000105441 |
104,36 |
104,47 |
1,33 |
1,23 |
104,42 |
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 |
1,51 |
1,45 |
97,38 |
1,48 |
DS1020 |
PL0000106126 |
107,38 |
107,55 |
1,58 |
1,50 |
107,47 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,67 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,67 |
1,79 |
1,73 |
100,59 |
1,76 |
PS0721 |
PL0000109153 |
99,68 |
99,89 |
1,87 |
1,79 |
99,79 |
1,82 |
DS1021 |
PL0000106670 |
111,42 |
111,63 |
1,87 |
1,81 |
111,53 |
1,84 |
PS0422 |
PL0000109492 |
100,24 |
100,40 |
2,18 |
2,13 |
100,32 |
2,15 |
WS0922 |
PL0000102646 |
112,99 |
113,17 |
2,29 |
2,25 |
113,08 |
2,27 |
WZ1122 |
PL0000109377 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,44 |
2,43 |
2,39 |
100,35 |
2,41 |
IZ0823 |
PL0000105359 |
111,72 |
112,47 |
--- |
--- |
112,10 |
--- |
DS1023 |
PL0000107264 |
106,71 |
106,95 |
2,57 |
2,52 |
106,83 |
2,54 |
WZ0124 |
PL0000107454 |
99,45 |
99,77 |
--- |
--- |
99,61 |
--- |
WZ0524 |
PL0000110615 |
99,08 |
99,35 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,04 |
2,97 |
2,91 |
101,87 |
2,94 |
WZ0126 |
PL0000108817 |
97,75 |
98,03 |
--- |
--- |
97,89 |
--- |
DS0726 |
PL0000108866 |
95,61 |
96,01 |
3,14 |
3,08 |
95,81 |
3,11 |
DS0727 |
PL0000109427 |
94,60 |
94,91 |
3,21 |
3,17 |
94,76 |
3,19 |
WS0428 |
PL0000107611 |
95,79 |
96,24 |
3,27 |
3,21 |
96,02 |
3,24 |
WZ0528 |
PL0000110383 |
96,59 |
96,98 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
122,84 |
123,30 |
3,17 |
3,12 |
123,07 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,21 |
100,29 |
--- |
--- |
100,25 |
--- |
OK0419 |
PL0000109633 |
99,34 |
99,41 |
1,19 |
1,06 |
99,38 |
1,12 |
PS0719 |
PL0000108148 |
101,54 |
101,62 |
1,32 |
1,22 |
101,58 |
1,27 |
DS1019 |
PL0000105441 |
104,36 |
104,44 |
1,33 |
1,26 |
104,40 |
1,29 |
WZ0120 |
PL0000108601 |
100,47 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,13 |
1,48 |
1,41 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,34 |
97,43 |
1,50 |
1,45 |
97,39 |
1,47 |
DS1020 |
PL0000106126 |
107,39 |
107,53 |
1,57 |
1,51 |
107,46 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,66 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,62 |
1,79 |
1,75 |
100,57 |
1,77 |
PS0721 |
PL0000109153 |
99,74 |
99,89 |
1,84 |
1,79 |
99,82 |
1,81 |
DS1021 |
PL0000106670 |
111,42 |
111,59 |
1,87 |
1,82 |
111,51 |
1,84 |
PS0422 |
PL0000109492 |
100,30 |
100,44 |
2,16 |
2,12 |
100,37 |
2,14 |
WS0922 |
PL0000102646 |
113,10 |
113,25 |
2,26 |
2,23 |
113,18 |
2,24 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,50 |
2,41 |
2,37 |
100,42 |
2,39 |
IZ0823 |
PL0000105359 |
111,77 |
112,40 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
106,78 |
106,98 |
2,55 |
2,51 |
106,88 |
2,53 |
WZ0124 |
PL0000107454 |
99,47 |
99,66 |
--- |
--- |
99,57 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,34 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
101,89 |
102,12 |
2,94 |
2,90 |
102,01 |
2,92 |
WZ0126 |
PL0000108817 |
97,81 |
98,04 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,06 |
3,10 |
3,07 |
95,96 |
3,09 |
DS0727 |
PL0000109427 |
94,86 |
95,07 |
3,18 |
3,15 |
94,97 |
3,16 |
WS0428 |
PL0000107611 |
95,97 |
96,38 |
3,24 |
3,19 |
96,18 |
3,22 |
WZ0528 |
PL0000110383 |
96,68 |
96,94 |
--- |
--- |
96,81 |
--- |
WS0429 |
PL0000105391 |
123,06 |
123,60 |
3,14 |
3,09 |
123,33 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
35 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
75 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
220 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
10 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
130 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
75 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
75 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
300 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
TOTAL |
1 245 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
1 000 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
1 000 |
GCZ |
G.C. Poland |
1/15 |
14 |
1,490 |
1,490 |
1,490 |
1 000 |
TOTAL |
3 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.