2018-10-02 |
MARKET DATA |
No 189 (3472) |
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 |
442,50 |
441,10 |
24 |
3 305,00 |
3 320,63 |
13 |
3 747,50 |
3 761,73 |
37 |
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 |
99,93 |
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 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,36 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,35 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,40 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,57 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
47 500 |
48,18 |
2 |
PS0721 |
PL0000109153 |
99,78 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,45 |
111,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,15 |
113,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,45 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,88 |
106,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,02 |
102,08 |
102,080 |
102,080 |
102,080 |
102,080 |
102,080 |
65 000 |
66,76 |
2 |
DS0726 |
PL0000108866 |
96,00 |
95,94 |
95,950 |
96,010 |
95,940 |
95,950 |
95,956 |
35 000 |
33,75 |
6 |
DS0727 |
PL0000109427 |
94,99 |
94,90 |
94,930 |
94,930 |
94,910 |
94,920 |
94,918 |
40 000 |
38,16 |
6 |
WS0428 |
PL0000107611 |
96,12 |
96,10 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
10 000 |
9,73 |
2 |
WS0429 |
PL0000105391 |
123,15 |
123,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
111,91 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,47 |
99,460 |
99,460 |
99,450 |
99,450 |
99,455 |
245 000 |
244,50 |
6 |
WZ0524 |
PL0000110615 |
99,10 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,87 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,70 |
96,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
442 500 |
441,10 |
24 |
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 |
99,33 |
99,43 |
1,21 |
1,03 |
99,38 |
1,12 |
PS0719 |
PL0000108148 |
101,52 |
101,62 |
1,33 |
1,21 |
101,57 |
1,27 |
DS1019 |
PL0000105441 |
104,33 |
104,44 |
1,35 |
1,25 |
104,39 |
1,29 |
WZ0120 |
PL0000108601 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,14 |
1,49 |
1,40 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,33 |
97,44 |
1,51 |
1,44 |
97,39 |
1,47 |
DS1020 |
PL0000106126 |
107,38 |
107,52 |
1,57 |
1,51 |
107,45 |
1,54 |
WZ0121 |
PL0000106068 |
100,50 |
100,64 |
--- |
--- |
100,57 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,63 |
1,78 |
1,74 |
100,58 |
1,76 |
PS0721 |
PL0000109153 |
99,76 |
99,92 |
1,84 |
1,78 |
99,84 |
1,81 |
DS1021 |
PL0000106670 |
111,44 |
111,61 |
1,86 |
1,81 |
111,53 |
1,84 |
PS0422 |
PL0000109492 |
100,34 |
100,49 |
2,15 |
2,10 |
100,42 |
2,12 |
WS0922 |
PL0000102646 |
113,13 |
113,31 |
2,25 |
2,21 |
113,22 |
2,23 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,57 |
2,39 |
2,36 |
100,50 |
2,37 |
IZ0823 |
PL0000105359 |
111,73 |
112,47 |
--- |
--- |
112,10 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,07 |
2,54 |
2,49 |
106,96 |
2,52 |
WZ0124 |
PL0000107454 |
99,48 |
99,70 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,33 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
101,99 |
102,24 |
2,92 |
2,88 |
102,12 |
2,90 |
WZ0126 |
PL0000108817 |
97,82 |
98,05 |
--- |
--- |
97,94 |
--- |
DS0726 |
PL0000108866 |
95,89 |
96,20 |
3,10 |
3,05 |
96,05 |
3,07 |
DS0727 |
PL0000109427 |
94,95 |
95,18 |
3,16 |
3,13 |
95,07 |
3,15 |
WS0428 |
PL0000107611 |
96,10 |
96,53 |
3,23 |
3,17 |
96,32 |
3,20 |
WZ0528 |
PL0000110383 |
96,63 |
96,95 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
123,04 |
123,65 |
3,15 |
3,09 |
123,35 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
99,33 |
99,42 |
1,21 |
1,05 |
99,38 |
1,12 |
PS0719 |
PL0000108148 |
101,53 |
101,59 |
1,32 |
1,25 |
101,56 |
1,29 |
DS1019 |
PL0000105441 |
104,33 |
104,40 |
1,35 |
1,28 |
104,37 |
1,31 |
WZ0120 |
PL0000108601 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,14 |
1,46 |
1,40 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,34 |
97,42 |
1,50 |
1,46 |
97,38 |
1,48 |
DS1020 |
PL0000106126 |
107,39 |
107,51 |
1,57 |
1,51 |
107,45 |
1,54 |
WZ0121 |
PL0000106068 |
100,48 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,61 |
1,79 |
1,75 |
100,57 |
1,77 |
PS0721 |
PL0000109153 |
99,76 |
99,89 |
1,84 |
1,79 |
99,83 |
1,81 |
DS1021 |
PL0000106670 |
111,41 |
111,55 |
1,87 |
1,83 |
111,48 |
1,85 |
PS0422 |
PL0000109492 |
100,31 |
100,44 |
2,15 |
2,12 |
100,38 |
2,13 |
WS0922 |
PL0000102646 |
113,09 |
113,23 |
2,26 |
2,23 |
113,16 |
2,25 |
WZ1122 |
PL0000109377 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,49 |
2,40 |
2,38 |
100,44 |
2,39 |
IZ0823 |
PL0000105359 |
111,74 |
112,49 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
106,81 |
106,98 |
2,55 |
2,51 |
106,90 |
2,53 |
WZ0124 |
PL0000107454 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,22 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
101,97 |
102,15 |
2,92 |
2,89 |
102,06 |
2,91 |
WZ0126 |
PL0000108817 |
97,73 |
97,97 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
95,87 |
96,01 |
3,10 |
3,08 |
95,94 |
3,09 |
DS0727 |
PL0000109427 |
94,86 |
95,01 |
3,18 |
3,16 |
94,94 |
3,16 |
WS0428 |
PL0000107611 |
95,94 |
96,23 |
3,25 |
3,21 |
96,09 |
3,23 |
WZ0528 |
PL0000110383 |
96,57 |
96,85 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
122,84 |
123,43 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
60 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
120 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
55 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
400 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
65 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
85 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
275 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
125 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
95 |
TOTAL |
1 305 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.