2018-10-19 |
MARKET DATA |
No 202 (3485) |
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 |
1 277,50 |
1 303,07 |
50 |
190,00 |
218,78 |
2 |
1 467,50 |
1 521,85 |
52 |
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 |
99,99 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
100 000 |
99,99 |
1 |
OK0419 |
PL0000109633 |
99,44 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,48 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,17 |
104,18 |
104,170 |
104,170 |
104,170 |
104,170 |
104,170 |
15 000 |
15,63 |
1 |
PS0420 |
PL0000108510 |
100,08 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
100 000 |
100,82 |
2 |
OK0720 |
PL0000110375 |
97,46 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,23 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,57 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,86 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,22 |
111,17 |
111,190 |
111,190 |
111,190 |
111,190 |
111,190 |
60 000 |
70,14 |
1 |
PS0422 |
PL0000109492 |
100,42 |
100,36 |
100,370 |
100,380 |
100,370 |
100,380 |
100,374 |
25 000 |
25,37 |
3 |
WS0922 |
PL0000102646 |
113,02 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,47 |
100,38 |
100,400 |
100,400 |
100,380 |
100,390 |
100,394 |
45 000 |
46,01 |
6 |
DS1023 |
PL0000107264 |
106,94 |
106,84 |
106,830 |
106,870 |
106,830 |
106,870 |
106,852 |
45 000 |
49,87 |
4 |
PS0424 |
PL0000111191 |
99,18 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,33 |
102,01 |
102,330 |
102,330 |
102,070 |
102,080 |
102,132 |
42 500 |
43,75 |
3 |
DS0726 |
PL0000108866 |
96,34 |
96,00 |
96,150 |
96,150 |
95,980 |
95,980 |
95,992 |
110 000 |
106,27 |
3 |
DS0727 |
PL0000109427 |
95,33 |
94,97 |
95,270 |
95,270 |
94,940 |
94,960 |
94,962 |
190 000 |
181,60 |
9 |
WS0428 |
PL0000107611 |
96,46 |
95,95 |
96,440 |
96,440 |
95,950 |
95,950 |
96,041 |
425 000 |
413,97 |
13 |
WS0429 |
PL0000105391 |
123,51 |
122,71 |
123,460 |
123,460 |
122,990 |
122,990 |
123,031 |
115 000 |
144,76 |
3 |
WS0437 |
PL0000104857 |
101,17 |
140,25 |
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 |
111,71 |
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 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,30 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,11 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,77 |
96,77 |
96,770 |
96,770 |
96,770 |
96,770 |
96,770 |
5 000 |
4,88 |
1 |
TOTAL |
1 277 500 |
1 303,07 |
50 |
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 |
99,43 |
99,47 |
1,14 |
1,06 |
99,45 |
1,10 |
PS0719 |
PL0000108148 |
101,47 |
101,52 |
1,27 |
1,21 |
101,50 |
1,23 |
DS1019 |
PL0000105441 |
104,14 |
104,19 |
1,30 |
1,25 |
104,17 |
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 |
97,51 |
1,48 |
1,45 |
97,48 |
1,46 |
DS1020 |
PL0000106126 |
107,22 |
107,28 |
1,56 |
1,53 |
107,25 |
1,55 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,63 |
1,77 |
1,74 |
100,60 |
1,75 |
PS0721 |
PL0000109153 |
99,85 |
99,91 |
1,80 |
1,78 |
99,88 |
1,79 |
DS1021 |
PL0000106670 |
111,20 |
111,28 |
1,88 |
1,85 |
111,24 |
1,87 |
PS0422 |
PL0000109492 |
100,40 |
100,50 |
2,13 |
2,10 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
113,01 |
113,20 |
2,24 |
2,19 |
113,11 |
2,22 |
WZ1122 |
PL0000109377 |
99,95 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0123 |
PL0000110151 |
100,44 |
100,55 |
2,39 |
2,36 |
100,50 |
2,37 |
IZ0823 |
PL0000105359 |
111,59 |
112,32 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,07 |
2,51 |
2,48 |
107,00 |
2,49 |
WZ0124 |
PL0000107454 |
99,25 |
99,38 |
--- |
--- |
99,32 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,36 |
2,89 |
2,86 |
102,25 |
2,87 |
WZ0126 |
PL0000108817 |
97,79 |
98,02 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,19 |
96,43 |
3,06 |
3,02 |
96,31 |
3,04 |
DS0727 |
PL0000109427 |
95,21 |
95,35 |
3,13 |
3,11 |
95,28 |
3,12 |
WS0428 |
PL0000107611 |
96,35 |
96,54 |
3,20 |
3,17 |
96,45 |
3,18 |
WZ0528 |
PL0000110383 |
96,69 |
96,96 |
--- |
--- |
96,83 |
--- |
WS0429 |
PL0000105391 |
123,18 |
123,63 |
3,12 |
3,08 |
123,41 |
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 |
99,43 |
99,46 |
1,14 |
1,08 |
99,45 |
1,10 |
PS0719 |
PL0000108148 |
101,47 |
101,52 |
1,27 |
1,21 |
101,50 |
1,23 |
DS1019 |
PL0000105441 |
104,14 |
104,19 |
1,30 |
1,25 |
104,17 |
1,27 |
WZ0120 |
PL0000108601 |
100,50 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,10 |
1,46 |
1,43 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,44 |
97,50 |
1,49 |
1,45 |
97,47 |
1,47 |
DS1020 |
PL0000106126 |
107,20 |
107,26 |
1,57 |
1,54 |
107,23 |
1,56 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,59 |
1,78 |
1,75 |
100,56 |
1,77 |
PS0721 |
PL0000109153 |
99,81 |
99,89 |
1,82 |
1,79 |
99,85 |
1,80 |
DS1021 |
PL0000106670 |
111,19 |
111,25 |
1,88 |
1,86 |
111,22 |
1,87 |
PS0422 |
PL0000109492 |
100,31 |
100,41 |
2,15 |
2,12 |
100,36 |
2,14 |
WS0922 |
PL0000102646 |
112,96 |
113,11 |
2,25 |
2,22 |
113,04 |
2,23 |
WZ1122 |
PL0000109377 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0123 |
PL0000110151 |
100,33 |
100,42 |
2,41 |
2,39 |
100,38 |
2,40 |
IZ0823 |
PL0000105359 |
111,57 |
112,30 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,81 |
106,91 |
2,53 |
2,51 |
106,86 |
2,52 |
WZ0124 |
PL0000107454 |
99,25 |
99,37 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
101,96 |
102,13 |
2,92 |
2,89 |
102,05 |
2,91 |
WZ0126 |
PL0000108817 |
97,76 |
98,00 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,10 |
3,09 |
3,07 |
96,02 |
3,08 |
DS0727 |
PL0000109427 |
94,84 |
95,05 |
3,18 |
3,15 |
94,95 |
3,17 |
WS0428 |
PL0000107611 |
95,85 |
96,06 |
3,26 |
3,23 |
95,96 |
3,25 |
WZ0528 |
PL0000110383 |
96,63 |
96,91 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
122,45 |
122,93 |
3,19 |
3,15 |
122,69 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
170 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
20 |
TOTAL |
190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.