2018-10-17 |
MARKET DATA |
No 200 (3483) |
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 |
572,50 |
579,76 |
23 |
2 345,00 |
2 411,02 |
13 |
2 917,50 |
2 990,79 |
36 |
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 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,42 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,51 |
101,51 |
101,510 |
101,510 |
101,510 |
101,510 |
101,510 |
2 500 |
2,56 |
1 |
DS1019 |
PL0000105441 |
104,21 |
104,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,10 |
100,100 |
100,100 |
100,090 |
100,100 |
100,098 |
130 000 |
131,07 |
4 |
OK0720 |
PL0000110375 |
97,47 |
97,47 |
97,480 |
97,480 |
97,470 |
97,470 |
97,472 |
30 000 |
29,24 |
2 |
DS1020 |
PL0000106126 |
107,30 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,61 |
100,630 |
100,630 |
100,610 |
100,610 |
100,617 |
300 000 |
304,76 |
3 |
PS0721 |
PL0000109153 |
99,88 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,28 |
111,28 |
111,280 |
111,280 |
111,260 |
111,260 |
111,270 |
15 000 |
17,54 |
3 |
PS0422 |
PL0000109492 |
100,43 |
100,46 |
100,460 |
100,460 |
100,460 |
100,460 |
100,460 |
5 000 |
5,08 |
1 |
WS0922 |
PL0000102646 |
113,11 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,51 |
100,53 |
100,540 |
100,540 |
100,530 |
100,530 |
100,537 |
30 000 |
30,71 |
3 |
DS1023 |
PL0000107264 |
106,98 |
107,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,25 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,23 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,30 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,36 |
95,31 |
95,350 |
95,360 |
95,310 |
95,360 |
95,329 |
35 000 |
33,57 |
5 |
WS0428 |
PL0000107611 |
96,36 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,49 |
123,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,32 |
141,28 |
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 |
100,51 |
100,53 |
100,530 |
100,530 |
100,530 |
100,530 |
100,530 |
25 000 |
25,24 |
1 |
WZ0121 |
PL0000106068 |
100,48 |
100,53 |
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 |
99,27 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,06 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,70 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
572 500 |
579,76 |
23 |
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 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
99,41 |
99,45 |
1,15 |
1,07 |
99,43 |
1,11 |
PS0719 |
PL0000108148 |
101,49 |
101,53 |
1,27 |
1,22 |
101,51 |
1,25 |
DS1019 |
PL0000105441 |
104,20 |
104,25 |
1,31 |
1,26 |
104,23 |
1,28 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,13 |
1,45 |
1,41 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,43 |
97,49 |
1,48 |
1,45 |
97,46 |
1,47 |
DS1020 |
PL0000106126 |
107,26 |
107,34 |
1,56 |
1,52 |
107,30 |
1,54 |
WZ0121 |
PL0000106068 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,64 |
1,76 |
1,73 |
100,61 |
1,75 |
PS0721 |
PL0000109153 |
99,82 |
99,89 |
1,81 |
1,79 |
99,86 |
1,80 |
DS1021 |
PL0000106670 |
111,23 |
111,31 |
1,88 |
1,86 |
111,27 |
1,87 |
PS0422 |
PL0000109492 |
100,39 |
100,51 |
2,13 |
2,09 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
113,05 |
113,26 |
2,24 |
2,19 |
113,16 |
2,21 |
WZ1122 |
PL0000109377 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,61 |
2,39 |
2,35 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
111,57 |
112,30 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,08 |
2,51 |
2,48 |
107,01 |
2,49 |
WZ0124 |
PL0000107454 |
99,19 |
99,33 |
--- |
--- |
99,26 |
--- |
WZ0524 |
PL0000110615 |
98,90 |
99,13 |
--- |
--- |
99,02 |
--- |
DS0725 |
PL0000108197 |
102,17 |
102,53 |
2,89 |
2,83 |
102,35 |
2,86 |
WZ0126 |
PL0000108817 |
97,68 |
97,97 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
96,21 |
96,56 |
3,05 |
3,00 |
96,39 |
3,03 |
DS0727 |
PL0000109427 |
95,21 |
95,50 |
3,13 |
3,09 |
95,36 |
3,11 |
WS0428 |
PL0000107611 |
96,24 |
96,56 |
3,21 |
3,17 |
96,40 |
3,19 |
WZ0528 |
PL0000110383 |
96,63 |
96,92 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
123,25 |
123,69 |
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 |
100,23 |
--- |
--- |
100,20 |
--- |
OK0419 |
PL0000109633 |
99,41 |
99,45 |
1,15 |
1,07 |
99,43 |
1,11 |
PS0719 |
PL0000108148 |
101,48 |
101,52 |
1,28 |
1,23 |
101,50 |
1,26 |
DS1019 |
PL0000105441 |
104,20 |
104,25 |
1,31 |
1,26 |
104,23 |
1,28 |
WZ0120 |
PL0000108601 |
100,49 |
100,55 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,11 |
1,45 |
1,42 |
100,09 |
1,44 |
OK0720 |
PL0000110375 |
97,44 |
97,49 |
1,48 |
1,45 |
97,47 |
1,46 |
DS1020 |
PL0000106126 |
107,26 |
107,32 |
1,56 |
1,53 |
107,29 |
1,55 |
WZ0121 |
PL0000106068 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,63 |
1,76 |
1,74 |
100,60 |
1,75 |
PS0721 |
PL0000109153 |
99,84 |
99,90 |
1,81 |
1,78 |
99,87 |
1,80 |
DS1021 |
PL0000106670 |
111,24 |
111,31 |
1,88 |
1,86 |
111,28 |
1,87 |
PS0422 |
PL0000109492 |
100,40 |
100,49 |
2,13 |
2,10 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
113,05 |
113,23 |
2,24 |
2,20 |
113,14 |
2,22 |
WZ1122 |
PL0000109377 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,57 |
2,38 |
2,36 |
100,51 |
2,37 |
IZ0823 |
PL0000105359 |
111,57 |
112,31 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,95 |
107,11 |
2,51 |
2,47 |
107,03 |
2,49 |
WZ0124 |
PL0000107454 |
99,22 |
99,33 |
--- |
--- |
99,28 |
--- |
WZ0524 |
PL0000110615 |
98,99 |
99,19 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,42 |
2,89 |
2,85 |
102,30 |
2,87 |
WZ0126 |
PL0000108817 |
97,80 |
98,00 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
96,26 |
96,48 |
3,04 |
3,01 |
96,37 |
3,03 |
DS0727 |
PL0000109427 |
95,27 |
95,44 |
3,12 |
3,10 |
95,36 |
3,11 |
WS0428 |
PL0000107611 |
96,28 |
96,58 |
3,21 |
3,17 |
96,43 |
3,19 |
WZ0528 |
PL0000110383 |
96,65 |
96,94 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
123,37 |
123,85 |
3,11 |
3,06 |
123,61 |
3,08 |
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 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
55 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
430 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
25 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
65 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
400 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
190 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
235 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,280 |
1,280 |
1,280 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
65 |
TOTAL |
1 645 |
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 |
1,380 |
1,380 |
1,380 |
700 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.