2018-10-04 |
MARKET DATA |
No 191 (3474) |
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 |
1 655,00 |
1 640,78 |
90 |
3 560,00 |
3 600,30 |
19 |
5 215,00 |
5 241,09 |
109 |
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 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,50 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,28 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,35 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,38 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,51 |
100,52 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
25 000 |
25,36 |
1 |
PS0721 |
PL0000109153 |
99,71 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,26 |
111,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,23 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,88 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,21 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,60 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,70 |
101,70 |
101,700 |
101,700 |
101,610 |
101,610 |
101,660 |
45 000 |
46,05 |
2 |
DS0726 |
PL0000108866 |
95,70 |
95,50 |
95,600 |
95,730 |
95,500 |
95,730 |
95,660 |
45 000 |
43,28 |
9 |
DS0727 |
PL0000109427 |
94,60 |
94,40 |
94,600 |
94,610 |
94,400 |
94,500 |
94,485 |
252 500 |
239,87 |
37 |
WS0428 |
PL0000107611 |
95,79 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,95 |
122,43 |
122,950 |
122,950 |
122,660 |
122,660 |
122,805 |
20 000 |
25,08 |
3 |
WS0437 |
PL0000104857 |
100,00 |
139,51 |
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 |
111,91 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,51 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
100 000 |
100,87 |
1 |
WZ0121 |
PL0000106068 |
100,49 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,99 |
100,00 |
99,990 |
99,990 |
99,950 |
99,950 |
99,963 |
15 000 |
15,09 |
2 |
WZ0124 |
PL0000107454 |
99,42 |
99,30 |
99,420 |
99,420 |
99,150 |
99,150 |
99,297 |
935 000 |
931,82 |
31 |
WZ0524 |
PL0000110615 |
99,00 |
99,02 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
5 000 |
4,98 |
1 |
WZ0126 |
PL0000108817 |
97,76 |
97,78 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
212 500 |
208,38 |
3 |
WZ0528 |
PL0000110383 |
96,65 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 655 000 |
1 640,78 |
90 |
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 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
99,34 |
99,43 |
1,22 |
1,05 |
99,39 |
1,13 |
PS0719 |
PL0000108148 |
101,46 |
101,54 |
1,38 |
1,28 |
101,50 |
1,33 |
DS1019 |
PL0000105441 |
104,25 |
104,34 |
1,38 |
1,30 |
104,30 |
1,33 |
WZ0120 |
PL0000108601 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,11 |
1,48 |
1,42 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,31 |
97,41 |
1,53 |
1,47 |
97,36 |
1,50 |
DS1020 |
PL0000106126 |
107,29 |
107,40 |
1,60 |
1,55 |
107,35 |
1,57 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,55 |
1,81 |
1,77 |
100,51 |
1,79 |
PS0721 |
PL0000109153 |
99,64 |
99,82 |
1,88 |
1,81 |
99,73 |
1,85 |
DS1021 |
PL0000106670 |
111,22 |
111,40 |
1,92 |
1,86 |
111,31 |
1,89 |
PS0422 |
PL0000109492 |
100,13 |
100,32 |
2,21 |
2,15 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
112,80 |
113,02 |
2,33 |
2,27 |
112,91 |
2,30 |
WZ1122 |
PL0000109377 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,09 |
100,31 |
2,47 |
2,42 |
100,20 |
2,45 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
106,48 |
106,74 |
2,61 |
2,56 |
106,61 |
2,58 |
WZ0124 |
PL0000107454 |
99,36 |
99,58 |
--- |
--- |
99,47 |
--- |
WZ0524 |
PL0000110615 |
98,92 |
99,19 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
101,62 |
101,90 |
2,98 |
2,93 |
101,76 |
2,96 |
WZ0126 |
PL0000108817 |
97,63 |
97,96 |
--- |
--- |
97,80 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,81 |
3,16 |
3,11 |
95,64 |
3,14 |
DS0727 |
PL0000109427 |
94,47 |
94,76 |
3,23 |
3,19 |
94,62 |
3,21 |
WS0428 |
PL0000107611 |
95,60 |
95,96 |
3,29 |
3,24 |
95,78 |
3,27 |
WZ0528 |
PL0000110383 |
96,46 |
96,82 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,20 |
100,27 |
--- |
--- |
100,24 |
--- |
OK0419 |
PL0000109633 |
99,34 |
99,42 |
1,22 |
1,07 |
99,38 |
1,14 |
PS0719 |
PL0000108148 |
101,48 |
101,53 |
1,36 |
1,30 |
101,51 |
1,32 |
DS1019 |
PL0000105441 |
104,25 |
104,34 |
1,38 |
1,30 |
104,30 |
1,33 |
WZ0120 |
PL0000108601 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,09 |
1,48 |
1,44 |
100,06 |
1,46 |
OK0720 |
PL0000110375 |
97,31 |
97,38 |
1,53 |
1,49 |
97,35 |
1,51 |
DS1020 |
PL0000106126 |
107,29 |
107,39 |
1,60 |
1,55 |
107,34 |
1,57 |
WZ0121 |
PL0000106068 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,55 |
1,81 |
1,77 |
100,51 |
1,79 |
PS0721 |
PL0000109153 |
99,69 |
99,82 |
1,86 |
1,81 |
99,76 |
1,84 |
DS1021 |
PL0000106670 |
111,24 |
111,39 |
1,91 |
1,87 |
111,32 |
1,89 |
PS0422 |
PL0000109492 |
100,16 |
100,28 |
2,20 |
2,16 |
100,22 |
2,18 |
WS0922 |
PL0000102646 |
112,85 |
113,04 |
2,31 |
2,27 |
112,95 |
2,29 |
WZ1122 |
PL0000109377 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
100,16 |
100,31 |
2,46 |
2,42 |
100,24 |
2,44 |
IZ0823 |
PL0000105359 |
111,75 |
112,42 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,72 |
2,60 |
2,56 |
106,62 |
2,58 |
WZ0124 |
PL0000107454 |
99,13 |
99,32 |
--- |
--- |
99,23 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,10 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
101,60 |
101,82 |
2,98 |
2,95 |
101,71 |
2,96 |
WZ0126 |
PL0000108817 |
97,61 |
97,83 |
--- |
--- |
97,72 |
--- |
DS0726 |
PL0000108866 |
95,52 |
95,73 |
3,15 |
3,12 |
95,63 |
3,14 |
DS0727 |
PL0000109427 |
94,50 |
94,68 |
3,23 |
3,20 |
94,59 |
3,21 |
WS0428 |
PL0000107611 |
95,52 |
95,78 |
3,30 |
3,27 |
95,65 |
3,28 |
WZ0528 |
PL0000110383 |
96,46 |
96,77 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,44 |
123,00 |
3,20 |
3,15 |
122,72 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
90 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
110 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,400 |
1,420 |
1,410 |
380 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
10 |
OK0720 |
PL0000110375 |
0/7 |
7 |
1,420 |
1,420 |
1,420 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
370 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
115 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,460 |
1,459 |
410 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
150 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
TOTAL |
2 060 |
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 |
1,500 |
1,500 |
1,500 |
500 |
GCZ |
G.C. Poland |
4/25 |
21 |
1,500 |
1,500 |
1,500 |
1 000 |
TOTAL |
1 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.