2018-10-16 |
MARKET DATA |
No 199 (3482) |
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 |
65,00 |
63,73 |
5 |
620,00 |
622,95 |
3 |
685,00 |
686,68 |
8 |
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 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,42 |
99,42 |
99,420 |
99,420 |
99,420 |
99,420 |
99,420 |
25 000 |
24,86 |
1 |
PS0719 |
PL0000108148 |
101,51 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,22 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,45 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,27 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,60 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
10 000 |
10,15 |
1 |
PS0721 |
PL0000109153 |
99,81 |
99,86 |
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 |
100,38 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,02 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,43 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,88 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,16 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,16 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,16 |
95,02 |
95,050 |
95,200 |
95,050 |
95,200 |
95,150 |
30 000 |
28,72 |
3 |
WS0428 |
PL0000107611 |
96,20 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,34 |
123,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,86 |
140,86 |
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 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,54 |
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 |
99,99 |
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 |
98,95 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,76 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,70 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
65 000 |
63,73 |
5 |
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 |
99,44 |
1,19 |
1,09 |
99,42 |
1,13 |
PS0719 |
PL0000108148 |
101,49 |
101,54 |
1,28 |
1,21 |
101,52 |
1,24 |
DS1019 |
PL0000105441 |
104,21 |
104,27 |
1,31 |
1,26 |
104,24 |
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 |
97,40 |
97,47 |
1,50 |
1,46 |
97,44 |
1,48 |
DS1020 |
PL0000106126 |
107,24 |
107,32 |
1,58 |
1,54 |
107,28 |
1,56 |
WZ0121 |
PL0000106068 |
100,45 |
100,54 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,63 |
1,77 |
1,74 |
100,59 |
1,75 |
PS0721 |
PL0000109153 |
99,76 |
99,87 |
1,84 |
1,80 |
99,82 |
1,81 |
DS1021 |
PL0000106670 |
111,18 |
111,26 |
1,90 |
1,88 |
111,22 |
1,89 |
PS0422 |
PL0000109492 |
100,31 |
100,42 |
2,15 |
2,12 |
100,37 |
2,14 |
WS0922 |
PL0000102646 |
112,95 |
113,15 |
2,27 |
2,22 |
113,05 |
2,24 |
WZ1122 |
PL0000109377 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,32 |
100,45 |
2,42 |
2,38 |
100,39 |
2,40 |
IZ0823 |
PL0000105359 |
111,56 |
112,30 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,76 |
106,90 |
2,55 |
2,52 |
106,83 |
2,53 |
WZ0124 |
PL0000107454 |
99,19 |
99,33 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,90 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,21 |
2,92 |
2,88 |
102,11 |
2,90 |
WZ0126 |
PL0000108817 |
97,68 |
97,96 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
95,89 |
96,20 |
3,10 |
3,05 |
96,05 |
3,08 |
DS0727 |
PL0000109427 |
94,92 |
95,16 |
3,17 |
3,14 |
95,04 |
3,15 |
WS0428 |
PL0000107611 |
95,93 |
96,26 |
3,25 |
3,21 |
96,10 |
3,23 |
WZ0528 |
PL0000110383 |
96,61 |
96,90 |
--- |
--- |
96,76 |
--- |
WS0429 |
PL0000105391 |
123,00 |
123,45 |
3,14 |
3,10 |
123,23 |
3,12 |
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 |
1,17 |
1,09 |
99,42 |
1,13 |
PS0719 |
PL0000108148 |
101,50 |
101,54 |
1,27 |
1,21 |
101,52 |
1,24 |
DS1019 |
PL0000105441 |
104,21 |
104,26 |
1,31 |
1,27 |
104,24 |
1,28 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,12 |
1,45 |
1,42 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,43 |
97,48 |
1,48 |
1,45 |
97,46 |
1,46 |
DS1020 |
PL0000106126 |
107,26 |
107,33 |
1,57 |
1,53 |
107,30 |
1,55 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,62 |
1,77 |
1,74 |
100,59 |
1,75 |
PS0721 |
PL0000109153 |
99,79 |
99,88 |
1,83 |
1,79 |
99,84 |
1,81 |
DS1021 |
PL0000106670 |
111,22 |
111,28 |
1,89 |
1,87 |
111,25 |
1,88 |
PS0422 |
PL0000109492 |
100,35 |
100,47 |
2,14 |
2,11 |
100,41 |
2,12 |
WS0922 |
PL0000102646 |
113,00 |
113,18 |
2,25 |
2,21 |
113,09 |
2,23 |
WZ1122 |
PL0000109377 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,38 |
100,51 |
2,40 |
2,37 |
100,45 |
2,38 |
IZ0823 |
PL0000105359 |
111,57 |
112,30 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,84 |
106,98 |
2,53 |
2,50 |
106,91 |
2,52 |
WZ0124 |
PL0000107454 |
99,19 |
99,33 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,91 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
102,12 |
102,28 |
2,90 |
2,87 |
102,20 |
2,88 |
WZ0126 |
PL0000108817 |
97,70 |
97,96 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
96,13 |
96,32 |
3,06 |
3,04 |
96,23 |
3,05 |
DS0727 |
PL0000109427 |
95,11 |
95,30 |
3,14 |
3,12 |
95,21 |
3,13 |
WS0428 |
PL0000107611 |
96,16 |
96,46 |
3,22 |
3,18 |
96,31 |
3,20 |
WZ0528 |
PL0000110383 |
96,62 |
96,91 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
123,19 |
123,59 |
3,12 |
3,08 |
123,39 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
245 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
115 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
260 |
TOTAL |
620 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.