2018-10-05 |
MARKET DATA |
No 192 (3475) |
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 |
920,00 |
925,43 |
37 |
3 790,00 |
3 871,60 |
16 |
4 710,00 |
4 797,03 |
53 |
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 |
99,93 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,36 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,52 |
101,51 |
101,510 |
101,520 |
101,510 |
101,520 |
101,518 |
555 000 |
567,18 |
8 |
DS1019 |
PL0000105441 |
104,27 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
55 000 |
55,38 |
1 |
OK0720 |
PL0000110375 |
97,34 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
10 000 |
9,73 |
1 |
DS1020 |
PL0000106126 |
107,30 |
107,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,47 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,67 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,22 |
111,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,84 |
112,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,19 |
100,09 |
100,210 |
100,220 |
100,210 |
100,220 |
100,215 |
20 000 |
20,40 |
2 |
DS1023 |
PL0000107264 |
106,55 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,61 |
101,53 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
25 000 |
25,57 |
1 |
DS0726 |
PL0000108866 |
95,65 |
95,40 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
5 000 |
4,81 |
1 |
DS0727 |
PL0000109427 |
94,53 |
94,26 |
94,330 |
94,500 |
94,200 |
94,410 |
94,361 |
160 000 |
151,81 |
20 |
WS0428 |
PL0000107611 |
95,42 |
95,40 |
95,440 |
95,440 |
95,440 |
95,440 |
95,440 |
5 000 |
4,83 |
1 |
WS0429 |
PL0000105391 |
122,50 |
122,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,60 |
138,97 |
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 |
111,85 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,53 |
100,53 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
75 000 |
75,65 |
1 |
WZ1122 |
PL0000109377 |
99,99 |
99,98 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
10 000 |
10,07 |
1 |
WZ0124 |
PL0000107454 |
99,24 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,74 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
920 000 |
925,43 |
37 |
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 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
99,34 |
99,42 |
1,22 |
1,08 |
99,38 |
1,15 |
PS0719 |
PL0000108148 |
101,47 |
101,52 |
1,36 |
1,30 |
101,50 |
1,33 |
DS1019 |
PL0000105441 |
104,24 |
104,33 |
1,38 |
1,30 |
104,29 |
1,33 |
WZ0120 |
PL0000108601 |
100,47 |
100,54 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,06 |
1,50 |
1,46 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,29 |
97,38 |
1,54 |
1,49 |
97,34 |
1,51 |
DS1020 |
PL0000106126 |
107,25 |
107,35 |
1,61 |
1,56 |
107,30 |
1,59 |
WZ0121 |
PL0000106068 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,36 |
100,50 |
1,85 |
1,79 |
100,43 |
1,82 |
PS0721 |
PL0000109153 |
99,58 |
99,75 |
1,90 |
1,84 |
99,67 |
1,87 |
DS1021 |
PL0000106670 |
111,12 |
111,29 |
1,95 |
1,90 |
111,21 |
1,92 |
PS0422 |
PL0000109492 |
100,07 |
100,21 |
2,23 |
2,18 |
100,14 |
2,21 |
WS0922 |
PL0000102646 |
112,65 |
112,85 |
2,36 |
2,31 |
112,75 |
2,34 |
WZ1122 |
PL0000109377 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,00 |
100,13 |
2,50 |
2,46 |
100,07 |
2,48 |
IZ0823 |
PL0000105359 |
111,71 |
112,40 |
--- |
--- |
112,06 |
--- |
DS1023 |
PL0000107264 |
106,31 |
106,49 |
2,65 |
2,61 |
106,40 |
2,63 |
WZ0124 |
PL0000107454 |
99,07 |
99,30 |
--- |
--- |
99,19 |
--- |
WZ0524 |
PL0000110615 |
98,81 |
99,09 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
101,35 |
101,59 |
3,02 |
2,98 |
101,47 |
3,00 |
WZ0126 |
PL0000108817 |
97,51 |
97,82 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
95,21 |
95,46 |
3,20 |
3,16 |
95,34 |
3,18 |
DS0727 |
PL0000109427 |
94,16 |
94,33 |
3,27 |
3,25 |
94,25 |
3,26 |
WS0428 |
PL0000107611 |
95,03 |
95,43 |
3,36 |
3,31 |
95,23 |
3,34 |
WZ0528 |
PL0000110383 |
96,41 |
96,77 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
121,96 |
122,52 |
3,25 |
3,19 |
122,24 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,42 |
1,21 |
1,08 |
99,39 |
1,13 |
PS0719 |
PL0000108148 |
101,50 |
101,55 |
1,33 |
1,26 |
101,53 |
1,29 |
DS1019 |
PL0000105441 |
104,25 |
104,33 |
1,37 |
1,30 |
104,29 |
1,33 |
WZ0120 |
PL0000108601 |
100,48 |
100,55 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
1,50 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,31 |
97,40 |
1,53 |
1,48 |
97,36 |
1,50 |
DS1020 |
PL0000106126 |
107,28 |
107,36 |
1,60 |
1,56 |
107,32 |
1,58 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,55 |
1,81 |
1,77 |
100,50 |
1,79 |
PS0721 |
PL0000109153 |
99,64 |
99,80 |
1,88 |
1,82 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,21 |
111,36 |
1,92 |
1,87 |
111,29 |
1,90 |
PS0422 |
PL0000109492 |
100,15 |
100,26 |
2,20 |
2,17 |
100,21 |
2,18 |
WS0922 |
PL0000102646 |
112,82 |
112,99 |
2,32 |
2,28 |
112,91 |
2,30 |
WZ1122 |
PL0000109377 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,15 |
100,27 |
2,46 |
2,43 |
100,21 |
2,44 |
IZ0823 |
PL0000105359 |
111,64 |
112,50 |
--- |
--- |
112,07 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,69 |
2,60 |
2,57 |
106,60 |
2,59 |
WZ0124 |
PL0000107454 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
WZ0524 |
PL0000110615 |
98,89 |
99,12 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
101,53 |
101,74 |
2,99 |
2,96 |
101,64 |
2,98 |
WZ0126 |
PL0000108817 |
97,67 |
97,87 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
95,53 |
95,71 |
3,15 |
3,13 |
95,62 |
3,14 |
DS0727 |
PL0000109427 |
94,44 |
94,61 |
3,23 |
3,21 |
94,53 |
3,22 |
WS0428 |
PL0000107611 |
95,36 |
95,65 |
3,32 |
3,28 |
95,51 |
3,30 |
WZ0528 |
PL0000110383 |
96,51 |
96,80 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
122,38 |
122,92 |
3,21 |
3,16 |
122,65 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
300 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS0727 |
PL0000109427 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
40 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
OK0720 |
PL0000110375 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1023 |
PL0000107264 |
4/5 |
1 |
1,450 |
1,450 |
1,450 |
300 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,500 |
1,500 |
1,500 |
130 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,500 |
1,476 |
195 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
TOTAL |
1 790 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,500 |
1,500 |
1,500 |
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.