2018-10-15 |
MARKET DATA |
No 198 (3481) |
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 |
110,00 |
107,04 |
10 |
2 770,00 |
2 781,63 |
9 |
2 880,00 |
2 888,66 |
19 |
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 |
99,97 |
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 |
101,51 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,24 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,43 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,26 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,80 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,25 |
111,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,37 |
100,36 |
100,360 |
100,360 |
100,360 |
100,360 |
100,360 |
10 000 |
10,14 |
1 |
WS0922 |
PL0000102646 |
113,07 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,44 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,93 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,15 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,11 |
102,12 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
10 000 |
10,29 |
1 |
DS0726 |
PL0000108866 |
96,10 |
96,15 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
5 000 |
4,83 |
1 |
DS0727 |
PL0000109427 |
95,15 |
95,07 |
95,150 |
95,150 |
95,070 |
95,100 |
95,108 |
60 000 |
57,41 |
4 |
WS0428 |
PL0000107611 |
96,20 |
96,12 |
96,120 |
96,150 |
96,120 |
96,150 |
96,138 |
25 000 |
24,36 |
3 |
WS0429 |
PL0000105391 |
123,30 |
123,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,23 |
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 |
100,48 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,25 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,88 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,75 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
110 000 |
107,04 |
10 |
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 |
99,39 |
99,45 |
1,18 |
1,06 |
99,42 |
1,12 |
PS0719 |
PL0000108148 |
101,49 |
101,55 |
1,29 |
1,21 |
101,52 |
1,25 |
DS1019 |
PL0000105441 |
104,23 |
104,30 |
1,31 |
1,24 |
104,27 |
1,27 |
WZ0120 |
PL0000108601 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,16 |
1,46 |
1,39 |
100,11 |
1,42 |
OK0720 |
PL0000110375 |
97,41 |
97,52 |
1,49 |
1,43 |
97,47 |
1,46 |
DS1020 |
PL0000106126 |
107,24 |
107,39 |
1,58 |
1,51 |
107,32 |
1,54 |
WZ0121 |
PL0000106068 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,73 |
1,77 |
1,70 |
100,65 |
1,73 |
PS0721 |
PL0000109153 |
99,78 |
99,95 |
1,83 |
1,77 |
99,87 |
1,80 |
DS1021 |
PL0000106670 |
111,23 |
111,45 |
1,89 |
1,82 |
111,34 |
1,85 |
PS0422 |
PL0000109492 |
100,35 |
100,56 |
2,14 |
2,08 |
100,46 |
2,11 |
WS0922 |
PL0000102646 |
113,05 |
113,29 |
2,24 |
2,19 |
113,17 |
2,21 |
WZ1122 |
PL0000109377 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,59 |
2,40 |
2,35 |
100,49 |
2,38 |
IZ0823 |
PL0000105359 |
111,50 |
112,37 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,13 |
2,52 |
2,47 |
107,02 |
2,49 |
WZ0124 |
PL0000107454 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,94 |
99,18 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
102,07 |
102,39 |
2,90 |
2,85 |
102,23 |
2,88 |
WZ0126 |
PL0000108817 |
97,77 |
98,06 |
--- |
--- |
97,92 |
--- |
DS0726 |
PL0000108866 |
96,07 |
96,46 |
3,07 |
3,01 |
96,27 |
3,04 |
DS0727 |
PL0000109427 |
95,07 |
95,49 |
3,15 |
3,09 |
95,28 |
3,12 |
WS0428 |
PL0000107611 |
96,18 |
96,63 |
3,22 |
3,16 |
96,41 |
3,19 |
WZ0528 |
PL0000110383 |
96,62 |
96,96 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
123,20 |
123,74 |
3,12 |
3,07 |
123,47 |
3,10 |
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 |
99,39 |
99,44 |
1,18 |
1,08 |
99,42 |
1,12 |
PS0719 |
PL0000108148 |
101,49 |
101,54 |
1,29 |
1,22 |
101,52 |
1,25 |
DS1019 |
PL0000105441 |
104,22 |
104,27 |
1,32 |
1,27 |
104,25 |
1,29 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,14 |
1,46 |
1,40 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,42 |
97,48 |
1,49 |
1,45 |
97,45 |
1,47 |
DS1020 |
PL0000106126 |
107,25 |
107,35 |
1,58 |
1,53 |
107,30 |
1,55 |
WZ0121 |
PL0000106068 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,65 |
1,76 |
1,73 |
100,61 |
1,75 |
PS0721 |
PL0000109153 |
99,78 |
99,90 |
1,83 |
1,78 |
99,84 |
1,81 |
DS1021 |
PL0000106670 |
111,21 |
111,28 |
1,90 |
1,87 |
111,25 |
1,88 |
PS0422 |
PL0000109492 |
100,33 |
100,43 |
2,15 |
2,12 |
100,38 |
2,13 |
WS0922 |
PL0000102646 |
112,97 |
113,19 |
2,26 |
2,21 |
113,08 |
2,24 |
WZ1122 |
PL0000109377 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,36 |
100,49 |
2,41 |
2,38 |
100,43 |
2,39 |
IZ0823 |
PL0000105359 |
111,56 |
112,30 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,81 |
106,94 |
2,54 |
2,51 |
106,88 |
2,52 |
WZ0124 |
PL0000107454 |
99,19 |
99,32 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,93 |
99,15 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
102,04 |
102,23 |
2,91 |
2,88 |
102,14 |
2,89 |
WZ0126 |
PL0000108817 |
97,73 |
97,99 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
96,00 |
96,25 |
3,08 |
3,05 |
96,13 |
3,06 |
DS0727 |
PL0000109427 |
94,96 |
95,20 |
3,16 |
3,13 |
95,08 |
3,15 |
WS0428 |
PL0000107611 |
96,10 |
96,25 |
3,23 |
3,21 |
96,18 |
3,22 |
WZ0528 |
PL0000110383 |
96,65 |
96,92 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
123,04 |
123,50 |
3,14 |
3,09 |
123,27 |
3,12 |
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 |
1,300 |
1,300 |
1,300 |
50 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
165 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
50 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
300 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
70 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
75 |
TOTAL |
770 |
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 |
1,400 |
1,400 |
1,400 |
1 000 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
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.