2018-10-08 |
MARKET DATA |
No 193 (3476) |
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 |
247,50 |
258,12 |
26 |
985,00 |
1 014,27 |
11 |
1 232,50 |
1 272,39 |
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 |
99,93 |
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 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,25 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,34 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,29 |
107,32 |
107,290 |
107,290 |
107,290 |
107,290 |
107,290 |
30 000 |
33,70 |
1 |
PS0421 |
PL0000108916 |
100,48 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,70 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,26 |
111,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,87 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,19 |
100,18 |
100,190 |
100,210 |
100,190 |
100,210 |
100,200 |
15 000 |
15,30 |
3 |
DS1023 |
PL0000107264 |
106,60 |
106,59 |
106,630 |
106,630 |
106,600 |
106,600 |
106,629 |
105 000 |
115,99 |
2 |
DS0725 |
PL0000108197 |
101,65 |
101,68 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
2 500 |
2,56 |
1 |
DS0726 |
PL0000108866 |
95,57 |
95,57 |
95,550 |
95,570 |
95,550 |
95,570 |
95,560 |
10 000 |
9,61 |
2 |
DS0727 |
PL0000109427 |
94,49 |
94,45 |
94,420 |
94,510 |
94,420 |
94,450 |
94,459 |
80 000 |
75,99 |
16 |
WS0428 |
PL0000107611 |
95,53 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,50 |
122,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,62 |
139,47 |
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 |
111,79 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,28 |
99,240 |
99,240 |
99,240 |
99,240 |
99,240 |
5 000 |
4,98 |
1 |
WZ0524 |
PL0000110615 |
98,95 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
247 500 |
258,12 |
26 |
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 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,42 |
1,21 |
1,08 |
99,39 |
1,14 |
PS0719 |
PL0000108148 |
101,49 |
101,55 |
1,33 |
1,26 |
101,52 |
1,29 |
DS1019 |
PL0000105441 |
104,23 |
104,31 |
1,38 |
1,30 |
104,27 |
1,34 |
WZ0120 |
PL0000108601 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,31 |
97,40 |
1,53 |
1,48 |
97,36 |
1,50 |
DS1020 |
PL0000106126 |
107,26 |
107,35 |
1,60 |
1,56 |
107,31 |
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 |
99,66 |
99,77 |
1,87 |
1,83 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,21 |
111,34 |
1,92 |
1,88 |
111,28 |
1,90 |
PS0422 |
PL0000109492 |
100,14 |
100,26 |
2,20 |
2,17 |
100,20 |
2,19 |
WS0922 |
PL0000102646 |
112,79 |
112,95 |
2,32 |
2,28 |
112,87 |
2,30 |
WZ1122 |
PL0000109377 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0123 |
PL0000110151 |
100,11 |
100,26 |
2,47 |
2,43 |
100,19 |
2,45 |
IZ0823 |
PL0000105359 |
111,63 |
112,50 |
--- |
--- |
112,07 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,65 |
2,61 |
2,57 |
106,56 |
2,59 |
WZ0124 |
PL0000107454 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
WZ0524 |
PL0000110615 |
98,90 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
101,53 |
101,74 |
2,99 |
2,96 |
101,64 |
2,98 |
WZ0126 |
PL0000108817 |
97,64 |
97,91 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
95,44 |
95,68 |
3,17 |
3,13 |
95,56 |
3,15 |
DS0727 |
PL0000109427 |
94,34 |
94,55 |
3,25 |
3,22 |
94,45 |
3,23 |
WS0428 |
PL0000107611 |
95,39 |
95,68 |
3,32 |
3,28 |
95,54 |
3,30 |
WZ0528 |
PL0000110383 |
96,52 |
96,82 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
122,30 |
122,84 |
3,22 |
3,16 |
122,57 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,42 |
1,21 |
1,08 |
99,39 |
1,14 |
PS0719 |
PL0000108148 |
101,50 |
101,55 |
1,32 |
1,26 |
101,53 |
1,28 |
DS1019 |
PL0000105441 |
104,23 |
104,31 |
1,38 |
1,30 |
104,27 |
1,34 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,32 |
97,40 |
1,53 |
1,48 |
97,36 |
1,50 |
DS1020 |
PL0000106126 |
107,26 |
107,34 |
1,60 |
1,57 |
107,30 |
1,58 |
WZ0121 |
PL0000106068 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,53 |
1,82 |
1,78 |
100,48 |
1,80 |
PS0721 |
PL0000109153 |
99,66 |
99,76 |
1,87 |
1,84 |
99,71 |
1,85 |
DS1021 |
PL0000106670 |
111,20 |
111,30 |
1,92 |
1,89 |
111,25 |
1,90 |
PS0422 |
PL0000109492 |
100,15 |
100,26 |
2,20 |
2,17 |
100,21 |
2,18 |
WS0922 |
PL0000102646 |
112,79 |
112,94 |
2,32 |
2,29 |
112,87 |
2,30 |
WZ1122 |
PL0000109377 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,12 |
100,23 |
2,47 |
2,44 |
100,18 |
2,45 |
IZ0823 |
PL0000105359 |
111,63 |
112,49 |
--- |
--- |
112,06 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,62 |
2,60 |
2,58 |
106,57 |
2,59 |
WZ0124 |
PL0000107454 |
99,17 |
99,33 |
--- |
--- |
99,25 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,14 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,73 |
2,99 |
2,96 |
101,66 |
2,97 |
WZ0126 |
PL0000108817 |
97,66 |
97,93 |
--- |
--- |
97,80 |
--- |
DS0726 |
PL0000108866 |
95,49 |
95,63 |
3,16 |
3,14 |
95,56 |
3,15 |
DS0727 |
PL0000109427 |
94,37 |
94,53 |
3,24 |
3,22 |
94,45 |
3,23 |
WS0428 |
PL0000107611 |
95,42 |
95,66 |
3,31 |
3,28 |
95,54 |
3,30 |
WZ0528 |
PL0000110383 |
96,57 |
96,85 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
122,28 |
122,82 |
3,22 |
3,16 |
122,55 |
3,19 |
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 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
105 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
90 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
105 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
55 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
190 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
TOTAL |
985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.