2018-10-18 |
MARKET DATA |
No 201 (3484) |
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 |
797,50 |
832,19 |
41 |
2 105,00 |
2 169,98 |
8 |
2 902,50 |
3 002,17 |
49 |
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 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,44 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,49 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,20 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,09 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
10 000 |
10,08 |
1 |
OK0720 |
PL0000110375 |
97,47 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,26 |
107,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,26 |
111,24 |
111,250 |
111,260 |
111,240 |
111,260 |
111,250 |
70 000 |
81,87 |
4 |
PS0422 |
PL0000109492 |
100,42 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,05 |
113,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,51 |
100,48 |
100,480 |
100,510 |
100,480 |
100,510 |
100,482 |
130 000 |
133,03 |
6 |
DS1023 |
PL0000107264 |
106,99 |
106,96 |
106,990 |
107,020 |
106,950 |
107,020 |
107,002 |
222 500 |
246,91 |
5 |
PS0424 |
PL0000111191 |
99,20 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,26 |
102,28 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
5 000 |
5,15 |
1 |
DS0726 |
PL0000108866 |
96,32 |
96,29 |
96,250 |
96,330 |
96,250 |
96,270 |
96,313 |
165 000 |
159,92 |
9 |
DS0727 |
PL0000109427 |
95,33 |
95,24 |
95,260 |
95,330 |
95,240 |
95,300 |
95,288 |
60 000 |
57,54 |
10 |
WS0428 |
PL0000107611 |
96,41 |
96,36 |
96,400 |
96,400 |
96,330 |
96,330 |
96,336 |
110 000 |
107,46 |
2 |
WS0429 |
PL0000105391 |
123,37 |
123,36 |
123,360 |
123,360 |
123,360 |
123,360 |
123,360 |
20 000 |
25,24 |
2 |
WS0437 |
PL0000104857 |
101,14 |
140,99 |
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 |
111,90 |
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 |
100,49 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,31 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
5 000 |
4,99 |
1 |
WZ0524 |
PL0000110615 |
99,07 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,77 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
797 500 |
832,19 |
41 |
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 |
99,42 |
99,46 |
1,15 |
1,07 |
99,44 |
1,11 |
PS0719 |
PL0000108148 |
101,48 |
101,52 |
1,26 |
1,21 |
101,50 |
1,24 |
DS1019 |
PL0000105441 |
104,18 |
104,23 |
1,30 |
1,25 |
104,21 |
1,27 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,11 |
1,45 |
1,42 |
100,09 |
1,43 |
OK0720 |
PL0000110375 |
97,45 |
97,50 |
1,48 |
1,45 |
97,48 |
1,46 |
DS1020 |
PL0000106126 |
107,23 |
107,30 |
1,56 |
1,53 |
107,27 |
1,54 |
WZ0121 |
PL0000106068 |
100,45 |
100,53 |
--- |
--- |
100,49 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,63 |
1,77 |
1,74 |
100,60 |
1,75 |
PS0721 |
PL0000109153 |
99,84 |
99,91 |
1,81 |
1,78 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
111,20 |
111,27 |
1,88 |
1,86 |
111,24 |
1,87 |
PS0422 |
PL0000109492 |
100,37 |
100,49 |
2,14 |
2,10 |
100,43 |
2,12 |
WS0922 |
PL0000102646 |
112,98 |
113,19 |
2,25 |
2,20 |
113,09 |
2,22 |
WZ1122 |
PL0000109377 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,41 |
100,57 |
2,39 |
2,35 |
100,49 |
2,37 |
IZ0823 |
PL0000105359 |
111,56 |
112,30 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,08 |
2,51 |
2,48 |
107,00 |
2,49 |
WZ0124 |
PL0000107454 |
99,22 |
99,36 |
--- |
--- |
99,29 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,19 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,41 |
2,90 |
2,85 |
102,25 |
2,88 |
WZ0126 |
PL0000108817 |
97,74 |
98,02 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
96,18 |
96,46 |
3,06 |
3,02 |
96,32 |
3,04 |
DS0727 |
PL0000109427 |
95,10 |
95,40 |
3,15 |
3,11 |
95,25 |
3,13 |
WS0428 |
PL0000107611 |
96,13 |
96,54 |
3,23 |
3,17 |
96,34 |
3,20 |
WZ0528 |
PL0000110383 |
96,65 |
96,95 |
--- |
--- |
96,80 |
--- |
WS0429 |
PL0000105391 |
123,14 |
123,65 |
3,13 |
3,08 |
123,40 |
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 |
99,42 |
99,46 |
1,15 |
1,07 |
99,44 |
1,11 |
PS0719 |
PL0000108148 |
101,47 |
101,52 |
1,28 |
1,21 |
101,50 |
1,24 |
DS1019 |
PL0000105441 |
104,18 |
104,23 |
1,30 |
1,25 |
104,21 |
1,27 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,10 |
1,45 |
1,43 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,45 |
97,50 |
1,48 |
1,45 |
97,48 |
1,46 |
DS1020 |
PL0000106126 |
107,23 |
107,29 |
1,56 |
1,53 |
107,26 |
1,55 |
WZ0121 |
PL0000106068 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,62 |
1,76 |
1,74 |
100,60 |
1,75 |
PS0721 |
PL0000109153 |
99,85 |
99,92 |
1,80 |
1,78 |
99,89 |
1,79 |
DS1021 |
PL0000106670 |
111,24 |
111,30 |
1,87 |
1,85 |
111,27 |
1,86 |
PS0422 |
PL0000109492 |
100,41 |
100,48 |
2,12 |
2,10 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
113,04 |
113,21 |
2,24 |
2,19 |
113,13 |
2,21 |
WZ1122 |
PL0000109377 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,56 |
2,38 |
2,36 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
111,65 |
112,34 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
106,94 |
107,05 |
2,51 |
2,48 |
107,00 |
2,49 |
WZ0124 |
PL0000107454 |
99,24 |
99,37 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,20 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,37 |
2,89 |
2,86 |
102,26 |
2,87 |
WZ0126 |
PL0000108817 |
97,79 |
98,00 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
96,26 |
96,40 |
3,05 |
3,02 |
96,33 |
3,03 |
DS0727 |
PL0000109427 |
95,26 |
95,40 |
3,12 |
3,11 |
95,33 |
3,11 |
WS0428 |
PL0000107611 |
96,28 |
96,49 |
3,21 |
3,18 |
96,39 |
3,19 |
WZ0528 |
PL0000110383 |
96,70 |
96,94 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
123,00 |
123,57 |
3,14 |
3,08 |
123,29 |
3,11 |
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 |
1,280 |
1,280 |
1,280 |
100 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,290 |
1,290 |
1,290 |
500 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
170 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,220 |
1,230 |
1,230 |
285 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
50 |
TOTAL |
1 105 |
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 |
1,300 |
1,300 |
1,300 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.