2018-10-10 |
MARKET DATA |
No 195 (3478) |
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 |
1 105,00 |
1 114,79 |
60 |
1 090,00 |
1 143,18 |
8 |
2 195,00 |
2 257,97 |
68 |
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 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,37 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,51 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,27 |
104,29 |
104,290 |
104,290 |
104,290 |
104,290 |
104,290 |
200 000 |
219,19 |
2 |
PS0420 |
PL0000108510 |
100,03 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,36 |
97,37 |
97,360 |
97,360 |
97,360 |
97,360 |
97,360 |
35 000 |
34,08 |
1 |
DS1020 |
PL0000106126 |
107,26 |
107,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,47 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,71 |
99,72 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
200 000 |
200,20 |
2 |
DS1021 |
PL0000106670 |
111,23 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,19 |
100,15 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
10 000 |
10,12 |
1 |
WS0922 |
PL0000102646 |
112,81 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,16 |
100,10 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
5 000 |
5,10 |
1 |
DS1023 |
PL0000107264 |
106,54 |
106,50 |
106,500 |
106,500 |
106,500 |
106,500 |
106,500 |
15 000 |
16,55 |
1 |
PS0424 |
PL0000111191 |
98,78 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,65 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,58 |
95,46 |
95,460 |
95,460 |
95,460 |
95,460 |
95,460 |
5 000 |
4,80 |
1 |
DS0727 |
PL0000109427 |
94,55 |
94,30 |
94,550 |
94,550 |
94,240 |
94,340 |
94,405 |
415 000 |
394,03 |
29 |
WS0428 |
PL0000107611 |
95,58 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,64 |
122,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,00 |
139,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
90,00 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,85 |
111,84 |
111,850 |
111,850 |
111,840 |
111,840 |
111,841 |
35 000 |
46,49 |
3 |
WZ0119 |
PL0000107603 |
100,19 |
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 |
100,51 |
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 |
99,23 |
99,240 |
99,250 |
99,240 |
99,240 |
99,241 |
80 000 |
79,70 |
16 |
WZ0524 |
PL0000110615 |
99,00 |
99,10 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
100 000 |
99,68 |
2 |
WZ0126 |
PL0000108817 |
97,75 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,75 |
96,650 |
96,650 |
96,650 |
96,650 |
96,650 |
5 000 |
4,87 |
1 |
TOTAL |
1 105 000 |
1 114,79 |
60 |
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 |
100,25 |
--- |
--- |
100,22 |
--- |
OK0419 |
PL0000109633 |
99,35 |
99,43 |
1,22 |
1,07 |
99,39 |
1,15 |
PS0719 |
PL0000108148 |
101,49 |
101,54 |
1,32 |
1,26 |
101,52 |
1,28 |
DS1019 |
PL0000105441 |
104,23 |
104,30 |
1,36 |
1,29 |
104,27 |
1,32 |
WZ0120 |
PL0000108601 |
100,48 |
100,55 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,50 |
1,45 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,32 |
97,40 |
1,53 |
1,49 |
97,36 |
1,51 |
DS1020 |
PL0000106126 |
107,24 |
107,31 |
1,60 |
1,57 |
107,28 |
1,58 |
WZ0121 |
PL0000106068 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,52 |
1,82 |
1,78 |
100,47 |
1,80 |
PS0721 |
PL0000109153 |
99,66 |
99,77 |
1,87 |
1,83 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,20 |
111,30 |
1,91 |
1,88 |
111,25 |
1,90 |
PS0422 |
PL0000109492 |
100,17 |
100,27 |
2,20 |
2,17 |
100,22 |
2,18 |
WS0922 |
PL0000102646 |
112,79 |
112,94 |
2,32 |
2,28 |
112,87 |
2,30 |
WZ1122 |
PL0000109377 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
100,13 |
100,27 |
2,46 |
2,43 |
100,20 |
2,45 |
IZ0823 |
PL0000105359 |
111,73 |
112,43 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
106,51 |
106,67 |
2,60 |
2,57 |
106,59 |
2,59 |
WZ0124 |
PL0000107454 |
99,18 |
99,33 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,14 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
101,60 |
101,82 |
2,98 |
2,95 |
101,71 |
2,96 |
WZ0126 |
PL0000108817 |
97,61 |
97,90 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
95,51 |
95,74 |
3,16 |
3,12 |
95,63 |
3,14 |
DS0727 |
PL0000109427 |
94,44 |
94,64 |
3,23 |
3,21 |
94,54 |
3,22 |
WS0428 |
PL0000107611 |
95,50 |
95,78 |
3,30 |
3,27 |
95,64 |
3,29 |
WZ0528 |
PL0000110383 |
96,52 |
96,82 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
122,46 |
122,98 |
3,20 |
3,15 |
122,72 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
OK0419 |
PL0000109633 |
99,36 |
99,43 |
1,21 |
1,07 |
99,40 |
1,13 |
PS0719 |
PL0000108148 |
101,50 |
101,54 |
1,31 |
1,26 |
101,52 |
1,28 |
DS1019 |
PL0000105441 |
104,25 |
104,30 |
1,34 |
1,29 |
104,28 |
1,31 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,06 |
1,50 |
1,46 |
100,03 |
1,48 |
OK0720 |
PL0000110375 |
97,32 |
97,40 |
1,53 |
1,49 |
97,36 |
1,51 |
DS1020 |
PL0000106126 |
107,23 |
107,30 |
1,61 |
1,58 |
107,27 |
1,59 |
WZ0121 |
PL0000106068 |
100,43 |
100,53 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,50 |
1,82 |
1,79 |
100,47 |
1,80 |
PS0721 |
PL0000109153 |
99,68 |
99,75 |
1,87 |
1,84 |
99,72 |
1,85 |
DS1021 |
PL0000106670 |
111,16 |
111,26 |
1,93 |
1,90 |
111,21 |
1,91 |
PS0422 |
PL0000109492 |
100,12 |
100,19 |
2,21 |
2,19 |
100,16 |
2,20 |
WS0922 |
PL0000102646 |
112,71 |
112,84 |
2,34 |
2,31 |
112,78 |
2,32 |
WZ1122 |
PL0000109377 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,04 |
100,17 |
2,49 |
2,45 |
100,11 |
2,47 |
IZ0823 |
PL0000105359 |
111,66 |
112,33 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,60 |
2,61 |
2,58 |
106,53 |
2,60 |
WZ0124 |
PL0000107454 |
99,16 |
99,30 |
--- |
--- |
99,23 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
101,48 |
101,62 |
3,00 |
2,98 |
101,55 |
2,99 |
WZ0126 |
PL0000108817 |
97,66 |
97,89 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
95,39 |
95,54 |
3,17 |
3,15 |
95,47 |
3,16 |
DS0727 |
PL0000109427 |
94,28 |
94,43 |
3,26 |
3,24 |
94,36 |
3,25 |
WS0428 |
PL0000107611 |
95,36 |
95,59 |
3,32 |
3,29 |
95,48 |
3,31 |
WZ0528 |
PL0000110383 |
96,55 |
96,80 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
122,20 |
122,73 |
3,23 |
3,17 |
122,47 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
400 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
175 |
TOTAL |
1 090 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.