2018-10-11 |
MARKET DATA |
No 196 (3479) |
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 |
1 520,00 |
1 587,23 |
40 |
4 935,00 |
4 945,35 |
14 |
6 455,00 |
6 532,57 |
54 |
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 |
99,95 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
80 000 |
79,96 |
2 |
OK0419 |
PL0000109633 |
99,37 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,51 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,26 |
104,26 |
104,260 |
104,260 |
104,250 |
104,250 |
104,256 |
500 000 |
548,03 |
5 |
PS0420 |
PL0000108510 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,36 |
97,36 |
97,360 |
97,370 |
97,360 |
97,370 |
97,365 |
20 000 |
19,47 |
2 |
DS1020 |
PL0000106126 |
107,24 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,50 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,76 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,22 |
111,22 |
111,200 |
111,200 |
111,200 |
111,200 |
111,200 |
200 000 |
233,58 |
2 |
PS0422 |
PL0000109492 |
100,22 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,87 |
112,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,27 |
100,17 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
5 000 |
5,10 |
1 |
DS1023 |
PL0000107264 |
106,65 |
106,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
98,90 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,78 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,77 |
95,61 |
95,690 |
95,690 |
95,690 |
95,690 |
95,690 |
5 000 |
4,81 |
1 |
DS0727 |
PL0000109427 |
94,74 |
94,46 |
94,540 |
94,720 |
94,540 |
94,710 |
94,633 |
240 000 |
228,47 |
11 |
WS0428 |
PL0000107611 |
95,79 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,91 |
122,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,13 |
139,43 |
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 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,18 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,95 |
99,97 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
5 000 |
5,03 |
1 |
WZ0124 |
PL0000107454 |
99,23 |
99,12 |
99,220 |
99,220 |
99,120 |
99,120 |
99,148 |
460 000 |
457,91 |
14 |
WZ0524 |
PL0000110615 |
98,95 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,67 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,62 |
96,72 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
5 000 |
4,86 |
1 |
TOTAL |
1 520 000 |
1 587,23 |
40 |
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 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
OK0419 |
PL0000109633 |
99,36 |
99,44 |
1,22 |
1,07 |
99,40 |
1,15 |
PS0719 |
PL0000108148 |
101,49 |
101,53 |
1,30 |
1,25 |
101,51 |
1,27 |
DS1019 |
PL0000105441 |
104,21 |
104,28 |
1,35 |
1,28 |
104,25 |
1,31 |
WZ0120 |
PL0000108601 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
1,50 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,32 |
97,42 |
1,54 |
1,48 |
97,37 |
1,51 |
DS1020 |
PL0000106126 |
107,21 |
107,27 |
1,60 |
1,58 |
107,24 |
1,59 |
WZ0121 |
PL0000106068 |
100,44 |
100,53 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,51 |
1,82 |
1,79 |
100,47 |
1,80 |
PS0721 |
PL0000109153 |
99,66 |
99,76 |
1,87 |
1,84 |
99,71 |
1,86 |
DS1021 |
PL0000106670 |
111,14 |
111,24 |
1,92 |
1,89 |
111,19 |
1,91 |
PS0422 |
PL0000109492 |
100,11 |
100,23 |
2,21 |
2,18 |
100,17 |
2,20 |
WS0922 |
PL0000102646 |
112,71 |
112,87 |
2,33 |
2,29 |
112,79 |
2,31 |
WZ1122 |
PL0000109377 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,06 |
100,22 |
2,48 |
2,44 |
100,14 |
2,46 |
IZ0823 |
PL0000105359 |
111,59 |
112,24 |
--- |
--- |
111,92 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,64 |
2,61 |
2,57 |
106,55 |
2,59 |
WZ0124 |
PL0000107454 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
101,50 |
101,74 |
3,00 |
2,96 |
101,62 |
2,98 |
WZ0126 |
PL0000108817 |
97,60 |
97,89 |
--- |
--- |
97,75 |
--- |
DS0726 |
PL0000108866 |
95,41 |
95,69 |
3,17 |
3,13 |
95,55 |
3,15 |
DS0727 |
PL0000109427 |
94,33 |
94,55 |
3,25 |
3,22 |
94,44 |
3,23 |
WS0428 |
PL0000107611 |
95,37 |
95,69 |
3,32 |
3,28 |
95,53 |
3,30 |
WZ0528 |
PL0000110383 |
96,52 |
96,80 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
122,34 |
122,87 |
3,21 |
3,16 |
122,61 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
99,36 |
99,44 |
1,22 |
1,07 |
99,40 |
1,15 |
PS0719 |
PL0000108148 |
101,49 |
101,53 |
1,30 |
1,25 |
101,51 |
1,27 |
DS1019 |
PL0000105441 |
104,23 |
104,28 |
1,33 |
1,28 |
104,26 |
1,30 |
WZ0120 |
PL0000108601 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,07 |
1,48 |
1,45 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,33 |
97,41 |
1,53 |
1,49 |
97,37 |
1,51 |
DS1020 |
PL0000106126 |
107,22 |
107,29 |
1,60 |
1,57 |
107,26 |
1,58 |
WZ0121 |
PL0000106068 |
100,43 |
100,52 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,55 |
1,80 |
1,77 |
100,52 |
1,78 |
PS0721 |
PL0000109153 |
99,72 |
99,78 |
1,85 |
1,83 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
111,18 |
111,26 |
1,91 |
1,89 |
111,22 |
1,90 |
PS0422 |
PL0000109492 |
100,19 |
100,27 |
2,19 |
2,17 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
112,84 |
113,00 |
2,30 |
2,26 |
112,92 |
2,28 |
WZ1122 |
PL0000109377 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,22 |
100,32 |
2,44 |
2,42 |
100,27 |
2,43 |
IZ0823 |
PL0000105359 |
111,53 |
112,22 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
106,61 |
106,76 |
2,58 |
2,55 |
106,69 |
2,56 |
WZ0124 |
PL0000107454 |
99,05 |
99,18 |
--- |
--- |
99,12 |
--- |
WZ0524 |
PL0000110615 |
98,87 |
99,07 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
101,69 |
101,85 |
2,97 |
2,94 |
101,77 |
2,95 |
WZ0126 |
PL0000108817 |
97,57 |
97,81 |
--- |
--- |
97,69 |
--- |
DS0726 |
PL0000108866 |
95,71 |
95,89 |
3,13 |
3,10 |
95,80 |
3,11 |
DS0727 |
PL0000109427 |
94,59 |
94,76 |
3,21 |
3,19 |
94,68 |
3,20 |
WS0428 |
PL0000107611 |
95,73 |
95,92 |
3,27 |
3,25 |
95,83 |
3,26 |
WZ0528 |
PL0000110383 |
96,52 |
96,80 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
122,62 |
123,15 |
3,18 |
3,13 |
122,89 |
3,16 |
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 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
280 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
370 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
250 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
385 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
355 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
245 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
TOTAL |
1 935 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
4/11 |
7 |
1,500 |
1,500 |
1,500 |
1 000 |
GCZ |
G.C. Poland |
1/15 |
14 |
1,500 |
1,500 |
1,500 |
1 000 |
GCZ |
G.C. Poland |
4/18 |
14 |
1,500 |
1,500 |
1,500 |
1 000 |
TOTAL |
3 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.