2018-10-12 |
MARKET DATA |
No 197 (3480) |
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 |
1 155,00 |
1 182,48 |
43 |
5 600,00 |
5 721,05 |
19 |
6 755,00 |
6 903,53 |
62 |
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 |
99,96 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,41 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,52 |
101,51 |
101,500 |
101,520 |
101,500 |
101,510 |
101,512 |
25 000 |
25,56 |
5 |
DS1019 |
PL0000105441 |
104,26 |
104,26 |
104,260 |
104,260 |
104,250 |
104,250 |
104,259 |
107 500 |
117,85 |
2 |
PS0420 |
PL0000108510 |
100,07 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,44 |
97,39 |
97,400 |
97,440 |
97,400 |
97,440 |
97,417 |
15 000 |
14,61 |
3 |
DS1020 |
PL0000106126 |
107,30 |
107,26 |
107,280 |
107,280 |
107,280 |
107,280 |
107,280 |
100 000 |
112,40 |
1 |
PS0421 |
PL0000108916 |
100,59 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,81 |
99,77 |
99,780 |
99,810 |
99,780 |
99,810 |
99,787 |
397 500 |
398,24 |
5 |
DS1021 |
PL0000106670 |
111,25 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,33 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,02 |
112,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,40 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,83 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,06 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,01 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,05 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,03 |
94,71 |
94,710 |
95,080 |
94,710 |
95,000 |
94,939 |
160 000 |
152,81 |
17 |
WS0428 |
PL0000107611 |
96,15 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,23 |
122,95 |
122,980 |
123,230 |
122,980 |
123,230 |
123,136 |
35 000 |
44,06 |
4 |
WS0437 |
PL0000104857 |
100,82 |
139,98 |
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 |
111,70 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,96 |
99,95 |
99,970 |
99,980 |
99,970 |
99,980 |
99,973 |
300 000 |
302,01 |
3 |
WZ0124 |
PL0000107454 |
99,21 |
99,15 |
99,150 |
99,230 |
99,150 |
99,230 |
99,193 |
15 000 |
14,94 |
3 |
WZ0524 |
PL0000110615 |
99,03 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,81 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 155 000 |
1 182,48 |
43 |
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 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
99,37 |
99,44 |
1,21 |
1,08 |
99,41 |
1,13 |
PS0719 |
PL0000108148 |
101,48 |
101,52 |
1,31 |
1,25 |
101,50 |
1,28 |
DS1019 |
PL0000105441 |
104,20 |
104,27 |
1,34 |
1,28 |
104,24 |
1,31 |
WZ0120 |
PL0000108601 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,07 |
1,48 |
1,45 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,33 |
97,41 |
1,54 |
1,49 |
97,37 |
1,51 |
DS1020 |
PL0000106126 |
107,20 |
107,27 |
1,60 |
1,57 |
107,24 |
1,59 |
WZ0121 |
PL0000106068 |
100,43 |
100,52 |
--- |
--- |
100,48 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,54 |
1,80 |
1,78 |
100,51 |
1,79 |
PS0721 |
PL0000109153 |
99,70 |
99,78 |
1,86 |
1,83 |
99,74 |
1,84 |
DS1021 |
PL0000106670 |
111,13 |
111,24 |
1,92 |
1,89 |
111,19 |
1,91 |
PS0422 |
PL0000109492 |
100,17 |
100,28 |
2,20 |
2,16 |
100,23 |
2,18 |
WS0922 |
PL0000102646 |
112,80 |
112,94 |
2,31 |
2,27 |
112,87 |
2,29 |
WZ1122 |
PL0000109377 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
100,14 |
100,28 |
2,46 |
2,43 |
100,21 |
2,44 |
IZ0823 |
PL0000105359 |
111,54 |
112,26 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,72 |
2,59 |
2,56 |
106,64 |
2,57 |
WZ0124 |
PL0000107454 |
99,06 |
99,20 |
--- |
--- |
99,13 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
101,68 |
101,85 |
2,97 |
2,94 |
101,77 |
2,95 |
WZ0126 |
PL0000108817 |
97,53 |
97,81 |
--- |
--- |
97,67 |
--- |
DS0726 |
PL0000108866 |
95,65 |
95,87 |
3,14 |
3,10 |
95,76 |
3,12 |
DS0727 |
PL0000109427 |
94,59 |
94,77 |
3,21 |
3,19 |
94,68 |
3,20 |
WS0428 |
PL0000107611 |
95,62 |
95,91 |
3,29 |
3,25 |
95,77 |
3,27 |
WZ0528 |
PL0000110383 |
96,46 |
96,80 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
122,61 |
123,07 |
3,18 |
3,14 |
122,84 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
99,40 |
99,44 |
1,15 |
1,08 |
99,42 |
1,11 |
PS0719 |
PL0000108148 |
101,49 |
101,53 |
1,29 |
1,24 |
101,51 |
1,27 |
DS1019 |
PL0000105441 |
104,24 |
104,29 |
1,31 |
1,26 |
104,27 |
1,28 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,13 |
1,46 |
1,41 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,41 |
97,47 |
1,49 |
1,45 |
97,44 |
1,47 |
DS1020 |
PL0000106126 |
107,28 |
107,33 |
1,57 |
1,54 |
107,31 |
1,55 |
WZ0121 |
PL0000106068 |
100,45 |
100,53 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,64 |
1,77 |
1,74 |
100,60 |
1,75 |
PS0721 |
PL0000109153 |
99,79 |
99,86 |
1,83 |
1,80 |
99,83 |
1,81 |
DS1021 |
PL0000106670 |
111,23 |
111,36 |
1,89 |
1,85 |
111,30 |
1,87 |
PS0422 |
PL0000109492 |
100,31 |
100,41 |
2,15 |
2,12 |
100,36 |
2,14 |
WS0922 |
PL0000102646 |
113,00 |
113,16 |
2,26 |
2,22 |
113,08 |
2,24 |
WZ1122 |
PL0000109377 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,36 |
100,49 |
2,41 |
2,38 |
100,43 |
2,39 |
IZ0823 |
PL0000105359 |
111,56 |
112,30 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,80 |
107,01 |
2,54 |
2,50 |
106,91 |
2,52 |
WZ0124 |
PL0000107454 |
99,15 |
99,28 |
--- |
--- |
99,22 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,14 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
101,95 |
102,22 |
2,92 |
2,88 |
102,09 |
2,90 |
WZ0126 |
PL0000108817 |
97,73 |
97,93 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
96,00 |
96,23 |
3,08 |
3,05 |
96,12 |
3,07 |
DS0727 |
PL0000109427 |
94,95 |
95,12 |
3,17 |
3,14 |
95,04 |
3,15 |
WS0428 |
PL0000107611 |
96,09 |
96,37 |
3,23 |
3,19 |
96,23 |
3,21 |
WZ0528 |
PL0000110383 |
96,58 |
96,88 |
--- |
--- |
96,73 |
--- |
WS0429 |
PL0000105391 |
122,99 |
123,36 |
3,14 |
3,11 |
123,18 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
145 |
WZ0524 |
PL0000110615 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
35 |
OK0720 |
PL0000110375 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
15 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
395 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WZ0126 |
PL0000108817 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
340 |
WZ1122 |
PL0000109377 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
TOTAL |
3 600 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
1 000 |
GCZ |
G.C. Poland |
4/11 |
7 |
1,480 |
1,480 |
1,480 |
1 000 |
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.