2018-10-23 |
MARKET DATA |
No 204 (3487) |
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 |
1 477,50 |
1 485,39 |
74 |
195,00 |
199,83 |
4 |
1 672,50 |
1 685,22 |
78 |
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 |
99,45 |
99,46 |
99,460 |
99,460 |
99,460 |
99,460 |
99,460 |
5 000 |
4,97 |
1 |
PS0719 |
PL0000108148 |
101,47 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,17 |
104,18 |
104,160 |
104,160 |
104,160 |
104,160 |
104,160 |
10 000 |
10,42 |
1 |
PS0420 |
PL0000108510 |
100,08 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
80 000 |
80,67 |
2 |
OK0720 |
PL0000110375 |
97,50 |
97,49 |
97,490 |
97,500 |
97,490 |
97,500 |
97,494 |
355 000 |
346,10 |
8 |
DS1020 |
PL0000106126 |
107,25 |
107,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,61 |
100,60 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
55 000 |
55,88 |
6 |
PS0721 |
PL0000109153 |
99,94 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,28 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,49 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,19 |
113,10 |
113,130 |
113,130 |
113,130 |
113,130 |
113,130 |
200 000 |
227,27 |
2 |
PS0123 |
PL0000110151 |
100,55 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,08 |
106,94 |
107,050 |
107,110 |
107,050 |
107,110 |
107,081 |
60 000 |
64,25 |
3 |
PS0424 |
PL0000111191 |
99,24 |
99,17 |
99,220 |
99,290 |
99,220 |
99,290 |
99,255 |
20 000 |
20,10 |
3 |
DS0725 |
PL0000108197 |
102,28 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,26 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,28 |
95,03 |
95,100 |
95,300 |
95,080 |
95,290 |
95,204 |
495 000 |
474,38 |
33 |
WS0428 |
PL0000107611 |
96,31 |
96,06 |
96,040 |
96,350 |
96,040 |
96,330 |
96,200 |
90 000 |
87,82 |
11 |
WS0429 |
PL0000105391 |
123,01 |
122,86 |
123,010 |
123,010 |
122,990 |
123,010 |
123,005 |
20 000 |
25,18 |
3 |
WS0437 |
PL0000104857 |
101,07 |
140,53 |
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 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,53 |
100,54 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
87 500 |
88,36 |
1 |
WZ0121 |
PL0000106068 |
100,50 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,90 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,79 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 477 500 |
1 485,39 |
74 |
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 |
99,44 |
99,48 |
1,13 |
1,05 |
99,46 |
1,09 |
PS0719 |
PL0000108148 |
101,46 |
101,51 |
1,27 |
1,20 |
101,49 |
1,23 |
DS1019 |
PL0000105441 |
104,12 |
104,19 |
1,33 |
1,26 |
104,16 |
1,29 |
WZ0120 |
PL0000108601 |
100,51 |
100,57 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,11 |
1,46 |
1,42 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,46 |
97,52 |
1,48 |
1,44 |
97,49 |
1,46 |
DS1020 |
PL0000106126 |
107,20 |
107,27 |
1,56 |
1,53 |
107,24 |
1,54 |
WZ0121 |
PL0000106068 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,62 |
1,77 |
1,74 |
100,58 |
1,76 |
PS0721 |
PL0000109153 |
99,86 |
99,93 |
1,80 |
1,77 |
99,90 |
1,78 |
DS1021 |
PL0000106670 |
111,19 |
111,28 |
1,88 |
1,85 |
111,24 |
1,86 |
PS0422 |
PL0000109492 |
100,35 |
100,46 |
2,14 |
2,11 |
100,41 |
2,12 |
WS0922 |
PL0000102646 |
112,98 |
113,13 |
2,24 |
2,21 |
113,06 |
2,22 |
WZ1122 |
PL0000109377 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,34 |
100,48 |
2,41 |
2,38 |
100,41 |
2,39 |
IZ0823 |
PL0000105359 |
111,58 |
112,30 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
106,85 |
107,00 |
2,52 |
2,49 |
106,93 |
2,51 |
WZ0124 |
PL0000107454 |
99,30 |
99,43 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,12 |
99,31 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
101,96 |
102,26 |
2,92 |
2,87 |
102,11 |
2,90 |
WZ0126 |
PL0000108817 |
97,82 |
98,07 |
--- |
--- |
97,95 |
--- |
DS0726 |
PL0000108866 |
95,91 |
96,23 |
3,10 |
3,05 |
96,07 |
3,07 |
DS0727 |
PL0000109427 |
94,80 |
95,11 |
3,19 |
3,15 |
94,96 |
3,17 |
WS0428 |
PL0000107611 |
95,78 |
96,16 |
3,27 |
3,22 |
95,97 |
3,25 |
WZ0528 |
PL0000110383 |
96,72 |
97,00 |
--- |
--- |
96,86 |
--- |
WS0429 |
PL0000105391 |
122,57 |
123,01 |
3,18 |
3,14 |
122,79 |
3,16 |
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 |
1,15 |
1,07 |
99,45 |
1,11 |
PS0719 |
PL0000108148 |
101,46 |
101,51 |
1,27 |
1,20 |
101,49 |
1,23 |
DS1019 |
PL0000105441 |
104,15 |
104,19 |
1,30 |
1,26 |
104,17 |
1,28 |
WZ0120 |
PL0000108601 |
100,51 |
100,58 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,10 |
1,45 |
1,43 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,47 |
97,52 |
1,47 |
1,44 |
97,50 |
1,46 |
DS1020 |
PL0000106126 |
107,23 |
107,29 |
1,55 |
1,52 |
107,26 |
1,53 |
WZ0121 |
PL0000106068 |
100,48 |
100,55 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,64 |
1,75 |
1,73 |
100,62 |
1,74 |
PS0721 |
PL0000109153 |
99,91 |
99,98 |
1,78 |
1,75 |
99,95 |
1,77 |
DS1021 |
PL0000106670 |
111,26 |
111,32 |
1,85 |
1,84 |
111,29 |
1,85 |
PS0422 |
PL0000109492 |
100,47 |
100,58 |
2,11 |
2,07 |
100,53 |
2,09 |
WS0922 |
PL0000102646 |
113,16 |
113,31 |
2,20 |
2,16 |
113,24 |
2,18 |
WZ1122 |
PL0000109377 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,66 |
2,37 |
2,33 |
100,59 |
2,35 |
IZ0823 |
PL0000105359 |
111,58 |
112,30 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,19 |
2,48 |
2,45 |
107,12 |
2,47 |
WZ0124 |
PL0000107454 |
99,33 |
99,45 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
99,11 |
99,22 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
102,25 |
102,50 |
2,87 |
2,83 |
102,38 |
2,85 |
WZ0126 |
PL0000108817 |
97,83 |
98,03 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,49 |
3,05 |
3,01 |
96,36 |
3,03 |
DS0727 |
PL0000109427 |
95,21 |
95,37 |
3,13 |
3,11 |
95,29 |
3,12 |
WS0428 |
PL0000107611 |
96,25 |
96,45 |
3,21 |
3,18 |
96,35 |
3,20 |
WZ0528 |
PL0000110383 |
96,73 |
96,96 |
--- |
--- |
96,85 |
--- |
WS0429 |
PL0000105391 |
122,83 |
123,34 |
3,16 |
3,11 |
123,09 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
0,950 |
0,950 |
0,950 |
20 |
OK0419 |
PL0000109633 |
0/1 |
1 |
0,950 |
0,950 |
0,950 |
105 |
WZ0524 |
PL0000110615 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
0,950 |
0,950 |
0,950 |
20 |
TOTAL |
195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.