2018-10-09 |
MARKET DATA |
No 194 (3477) |
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 |
550,00 |
537,82 |
38 |
1 275,00 |
1 363,86 |
9 |
1 825,00 |
1 901,68 |
47 |
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 |
99,94 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,52 |
101,53 |
101,520 |
101,520 |
101,520 |
101,520 |
101,520 |
5 000 |
5,11 |
1 |
DS1019 |
PL0000105441 |
104,25 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
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 |
107,26 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,68 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,23 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,19 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,83 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,19 |
100,11 |
100,110 |
100,210 |
100,080 |
100,210 |
100,093 |
130 000 |
132,43 |
4 |
DS1023 |
PL0000107264 |
106,55 |
106,52 |
106,450 |
106,470 |
106,450 |
106,470 |
106,468 |
40 000 |
44,13 |
8 |
PS0424 |
PL0000111191 |
98,88 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,66 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,65 |
95,47 |
95,670 |
95,700 |
95,670 |
95,700 |
95,685 |
10 000 |
9,62 |
2 |
DS0727 |
PL0000109427 |
94,55 |
94,32 |
94,350 |
94,550 |
94,320 |
94,550 |
94,407 |
365 000 |
346,53 |
23 |
WS0428 |
PL0000107611 |
95,57 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,56 |
122,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
99,87 |
139,32 |
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 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,21 |
100,24 |
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 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
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 |
550 000 |
537,82 |
38 |
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 |
100,26 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,43 |
1,22 |
1,07 |
99,39 |
1,14 |
PS0719 |
PL0000108148 |
101,49 |
101,55 |
1,33 |
1,25 |
101,52 |
1,29 |
DS1019 |
PL0000105441 |
104,22 |
104,31 |
1,38 |
1,29 |
104,27 |
1,33 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,31 |
97,40 |
1,54 |
1,48 |
97,36 |
1,51 |
DS1020 |
PL0000106126 |
107,24 |
107,32 |
1,61 |
1,57 |
107,28 |
1,59 |
WZ0121 |
PL0000106068 |
100,45 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,52 |
1,83 |
1,78 |
100,47 |
1,81 |
PS0721 |
PL0000109153 |
99,64 |
99,73 |
1,88 |
1,85 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
111,17 |
111,27 |
1,93 |
1,90 |
111,22 |
1,91 |
PS0422 |
PL0000109492 |
100,11 |
100,23 |
2,21 |
2,18 |
100,17 |
2,20 |
WS0922 |
PL0000102646 |
112,72 |
112,88 |
2,34 |
2,30 |
112,80 |
2,32 |
WZ1122 |
PL0000109377 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,03 |
100,19 |
2,49 |
2,45 |
100,11 |
2,47 |
IZ0823 |
PL0000105359 |
111,73 |
112,43 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
106,40 |
106,57 |
2,63 |
2,59 |
106,49 |
2,61 |
WZ0124 |
PL0000107454 |
99,16 |
99,34 |
--- |
--- |
99,25 |
--- |
WZ0524 |
PL0000110615 |
98,90 |
99,14 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
101,46 |
101,68 |
3,01 |
2,97 |
101,57 |
2,99 |
WZ0126 |
PL0000108817 |
97,62 |
97,92 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,58 |
3,18 |
3,15 |
95,45 |
3,17 |
DS0727 |
PL0000109427 |
94,29 |
94,46 |
3,25 |
3,23 |
94,38 |
3,24 |
WS0428 |
PL0000107611 |
95,25 |
95,58 |
3,34 |
3,29 |
95,42 |
3,31 |
WZ0528 |
PL0000110383 |
96,53 |
96,84 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
122,21 |
122,69 |
3,22 |
3,18 |
122,45 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
99,36 |
99,43 |
1,20 |
1,07 |
99,40 |
1,12 |
PS0719 |
PL0000108148 |
101,50 |
101,54 |
1,31 |
1,26 |
101,52 |
1,29 |
DS1019 |
PL0000105441 |
104,24 |
104,32 |
1,36 |
1,28 |
104,28 |
1,32 |
WZ0120 |
PL0000108601 |
100,49 |
100,55 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,08 |
1,50 |
1,44 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,31 |
97,40 |
1,54 |
1,48 |
97,36 |
1,51 |
DS1020 |
PL0000106126 |
107,25 |
107,33 |
1,60 |
1,57 |
107,29 |
1,58 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,54 |
1,82 |
1,78 |
100,49 |
1,80 |
PS0721 |
PL0000109153 |
99,67 |
99,77 |
1,87 |
1,83 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,21 |
111,32 |
1,91 |
1,88 |
111,27 |
1,90 |
PS0422 |
PL0000109492 |
100,18 |
100,27 |
2,19 |
2,17 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
112,81 |
112,96 |
2,32 |
2,28 |
112,89 |
2,30 |
WZ1122 |
PL0000109377 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
100,16 |
100,27 |
2,46 |
2,43 |
100,22 |
2,44 |
IZ0823 |
PL0000105359 |
111,73 |
112,43 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,70 |
2,60 |
2,56 |
106,62 |
2,58 |
WZ0124 |
PL0000107454 |
99,18 |
99,33 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,14 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
101,63 |
101,80 |
2,98 |
2,95 |
101,72 |
2,96 |
WZ0126 |
PL0000108817 |
97,61 |
97,90 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
95,59 |
95,73 |
3,14 |
3,12 |
95,66 |
3,13 |
DS0727 |
PL0000109427 |
94,50 |
94,66 |
3,23 |
3,20 |
94,58 |
3,22 |
WS0428 |
PL0000107611 |
95,53 |
95,77 |
3,30 |
3,27 |
95,65 |
3,28 |
WZ0528 |
PL0000110383 |
96,56 |
96,83 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
122,47 |
122,99 |
3,20 |
3,15 |
122,73 |
3,17 |
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 |
1,470 |
1,470 |
1,470 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,470 |
1,500 |
1,499 |
755 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
TOTAL |
1 075 |
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 |
1,570 |
1,570 |
1,570 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.