2018-10-22 |
MARKET DATA |
No 203 (3486) |
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 |
837,50 |
863,69 |
14 |
650,00 |
625,57 |
5 |
1 487,50 |
1 489,26 |
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) |
OK0419 |
PL0000109633 |
99,44 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,48 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,15 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,48 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,22 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,87 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,20 |
111,19 |
111,200 |
111,200 |
111,200 |
111,200 |
111,200 |
10 000 |
11,12 |
1 |
PS0422 |
PL0000109492 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,03 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,39 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,90 |
106,86 |
106,900 |
106,910 |
106,900 |
106,910 |
106,903 |
300 000 |
320,71 |
4 |
PS0424 |
PL0000111191 |
99,07 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,09 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,05 |
96,05 |
96,040 |
96,040 |
96,040 |
96,040 |
96,040 |
5 000 |
4,83 |
1 |
DS0727 |
PL0000109427 |
94,94 |
94,98 |
95,000 |
95,000 |
95,000 |
95,000 |
95,000 |
10 000 |
9,56 |
2 |
WS0428 |
PL0000107611 |
95,98 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,72 |
122,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,53 |
140,49 |
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 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,54 |
100,54 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
312 500 |
315,56 |
4 |
WZ0121 |
PL0000106068 |
100,51 |
100,53 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
200 000 |
201,90 |
2 |
WZ1122 |
PL0000109377 |
100,01 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,34 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,17 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,87 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,76 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
837 500 |
863,69 |
14 |
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 |
100,22 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
99,43 |
99,47 |
1,14 |
1,06 |
99,45 |
1,10 |
PS0719 |
PL0000108148 |
101,47 |
101,51 |
1,26 |
1,21 |
101,49 |
1,24 |
DS1019 |
PL0000105441 |
104,12 |
104,19 |
1,32 |
1,25 |
104,16 |
1,28 |
WZ0120 |
PL0000108601 |
100,50 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,09 |
1,47 |
1,43 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,44 |
97,51 |
1,49 |
1,45 |
97,48 |
1,47 |
DS1020 |
PL0000106126 |
107,17 |
107,24 |
1,58 |
1,54 |
107,21 |
1,56 |
WZ0121 |
PL0000106068 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,59 |
1,79 |
1,75 |
100,55 |
1,77 |
PS0721 |
PL0000109153 |
99,82 |
99,89 |
1,81 |
1,79 |
99,86 |
1,80 |
DS1021 |
PL0000106670 |
111,13 |
111,22 |
1,89 |
1,87 |
111,18 |
1,88 |
PS0422 |
PL0000109492 |
100,27 |
100,43 |
2,17 |
2,12 |
100,35 |
2,14 |
WS0922 |
PL0000102646 |
112,91 |
113,07 |
2,26 |
2,22 |
112,99 |
2,24 |
WZ1122 |
PL0000109377 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0123 |
PL0000110151 |
100,26 |
100,44 |
2,43 |
2,39 |
100,35 |
2,41 |
IZ0823 |
PL0000105359 |
111,52 |
112,39 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
106,73 |
106,91 |
2,55 |
2,51 |
106,82 |
2,53 |
WZ0124 |
PL0000107454 |
99,24 |
99,37 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,24 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
101,92 |
102,24 |
2,93 |
2,88 |
102,08 |
2,90 |
WZ0126 |
PL0000108817 |
97,76 |
98,01 |
--- |
--- |
97,89 |
--- |
DS0726 |
PL0000108866 |
95,86 |
96,20 |
3,11 |
3,05 |
96,03 |
3,08 |
DS0727 |
PL0000109427 |
94,76 |
95,07 |
3,19 |
3,15 |
94,92 |
3,17 |
WS0428 |
PL0000107611 |
95,76 |
96,17 |
3,27 |
3,22 |
95,97 |
3,25 |
WZ0528 |
PL0000110383 |
96,63 |
96,91 |
--- |
--- |
96,77 |
--- |
WS0429 |
PL0000105391 |
122,44 |
122,96 |
3,20 |
3,14 |
122,70 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,16 |
100,22 |
--- |
--- |
100,19 |
--- |
OK0419 |
PL0000109633 |
99,43 |
99,47 |
1,14 |
1,06 |
99,45 |
1,10 |
PS0719 |
PL0000108148 |
101,47 |
101,51 |
1,26 |
1,21 |
101,49 |
1,24 |
DS1019 |
PL0000105441 |
104,14 |
104,19 |
1,30 |
1,25 |
104,17 |
1,27 |
WZ0120 |
PL0000108601 |
100,51 |
100,58 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,09 |
1,46 |
1,43 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,45 |
97,52 |
1,48 |
1,44 |
97,49 |
1,46 |
DS1020 |
PL0000106126 |
107,19 |
107,25 |
1,57 |
1,54 |
107,22 |
1,55 |
WZ0121 |
PL0000106068 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,61 |
1,77 |
1,75 |
100,58 |
1,76 |
PS0721 |
PL0000109153 |
99,85 |
99,92 |
1,80 |
1,78 |
99,89 |
1,79 |
DS1021 |
PL0000106670 |
111,18 |
111,25 |
1,88 |
1,86 |
111,22 |
1,87 |
PS0422 |
PL0000109492 |
100,35 |
100,45 |
2,14 |
2,11 |
100,40 |
2,13 |
WS0922 |
PL0000102646 |
113,00 |
113,12 |
2,24 |
2,21 |
113,06 |
2,23 |
WZ1122 |
PL0000109377 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,46 |
2,41 |
2,38 |
100,40 |
2,40 |
IZ0823 |
PL0000105359 |
111,58 |
112,28 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,83 |
106,98 |
2,53 |
2,49 |
106,91 |
2,51 |
WZ0124 |
PL0000107454 |
99,31 |
99,44 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,11 |
99,31 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,20 |
2,92 |
2,88 |
102,10 |
2,90 |
WZ0126 |
PL0000108817 |
97,82 |
98,03 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
95,98 |
96,13 |
3,09 |
3,07 |
96,06 |
3,08 |
DS0727 |
PL0000109427 |
94,86 |
95,03 |
3,18 |
3,16 |
94,95 |
3,17 |
WS0428 |
PL0000107611 |
95,82 |
96,12 |
3,26 |
3,23 |
95,97 |
3,25 |
WZ0528 |
PL0000110383 |
96,71 |
96,99 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
122,47 |
122,96 |
3,19 |
3,14 |
122,72 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
110 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,000 |
1,150 |
1,110 |
410 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
80 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
50 |
TOTAL |
650 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.