2018-10-26 |
MARKET DATA |
No 207 (3490) |
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 |
1 322,50 |
1 312,45 |
69 |
560,00 |
579,43 |
2 |
1 882,50 |
1 891,88 |
71 |
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 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,48 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,18 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,54 |
97,49 |
97,520 |
97,530 |
97,520 |
97,530 |
97,522 |
87 500 |
85,33 |
5 |
DS1020 |
PL0000106126 |
107,24 |
107,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,71 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,04 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,40 |
111,30 |
111,320 |
111,320 |
111,320 |
111,320 |
111,320 |
65 000 |
72,41 |
1 |
PS0422 |
PL0000109492 |
100,59 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,35 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,79 |
100,66 |
100,680 |
100,680 |
100,680 |
100,680 |
100,680 |
5 000 |
5,13 |
1 |
DS1023 |
PL0000107264 |
107,37 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,55 |
99,30 |
99,300 |
99,600 |
99,300 |
99,600 |
99,316 |
185 000 |
186,12 |
4 |
DS0725 |
PL0000108197 |
102,88 |
102,53 |
102,830 |
102,880 |
102,830 |
102,850 |
102,858 |
125 000 |
129,65 |
6 |
DS0726 |
PL0000108866 |
96,80 |
96,45 |
96,800 |
96,800 |
96,800 |
96,800 |
96,800 |
5 000 |
4,87 |
1 |
DS0727 |
PL0000109427 |
95,85 |
95,33 |
95,340 |
95,950 |
95,300 |
95,910 |
95,486 |
385 000 |
370,18 |
21 |
WS0428 |
PL0000107611 |
96,86 |
96,40 |
96,380 |
96,880 |
96,380 |
96,880 |
96,714 |
200 000 |
196,26 |
21 |
WS0429 |
PL0000105391 |
123,39 |
122,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,13 |
141,03 |
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 |
111,95 |
111,950 |
111,950 |
111,950 |
111,950 |
111,950 |
5 000 |
6,66 |
1 |
WZ0119 |
PL0000107603 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,52 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,44 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,23 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,04 |
97,95 |
97,950 |
98,040 |
97,950 |
98,040 |
98,019 |
235 000 |
231,45 |
7 |
WZ0528 |
PL0000110383 |
96,83 |
96,73 |
96,830 |
96,830 |
96,830 |
96,830 |
96,830 |
25 000 |
24,40 |
1 |
TOTAL |
1 322 500 |
1 312,45 |
69 |
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) |
(%) |
OK0419 |
PL0000109633 |
99,46 |
99,51 |
1,12 |
1,02 |
99,49 |
1,06 |
PS0719 |
PL0000108148 |
101,42 |
101,48 |
1,29 |
1,21 |
101,45 |
1,25 |
DS1019 |
PL0000105441 |
104,09 |
104,15 |
1,30 |
1,24 |
104,12 |
1,27 |
WZ0120 |
PL0000108601 |
100,50 |
100,59 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,09 |
1,47 |
1,43 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,44 |
97,51 |
1,50 |
1,46 |
97,48 |
1,48 |
DS1020 |
PL0000106126 |
107,16 |
107,24 |
1,56 |
1,52 |
107,20 |
1,54 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,67 |
1,75 |
1,72 |
100,64 |
1,73 |
PS0721 |
PL0000109153 |
99,94 |
100,00 |
1,77 |
1,75 |
99,97 |
1,76 |
DS1021 |
PL0000106670 |
111,25 |
111,33 |
1,84 |
1,82 |
111,29 |
1,83 |
PS0422 |
PL0000109492 |
100,43 |
100,61 |
2,12 |
2,06 |
100,52 |
2,09 |
WS0922 |
PL0000102646 |
113,14 |
113,29 |
2,19 |
2,16 |
113,22 |
2,17 |
WZ1122 |
PL0000109377 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,57 |
100,71 |
2,35 |
2,32 |
100,64 |
2,34 |
IZ0823 |
PL0000105359 |
111,60 |
112,16 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
107,08 |
107,30 |
2,47 |
2,43 |
107,19 |
2,45 |
WZ0124 |
PL0000107454 |
99,31 |
99,46 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
99,00 |
99,17 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
102,23 |
102,56 |
2,88 |
2,82 |
102,40 |
2,85 |
WZ0126 |
PL0000108817 |
97,73 |
97,98 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
96,21 |
96,52 |
3,05 |
3,01 |
96,37 |
3,03 |
DS0727 |
PL0000109427 |
95,26 |
95,45 |
3,13 |
3,10 |
95,36 |
3,11 |
WS0428 |
PL0000107611 |
96,25 |
96,57 |
3,21 |
3,17 |
96,41 |
3,19 |
WZ0528 |
PL0000110383 |
96,55 |
96,83 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
122,66 |
123,11 |
3,17 |
3,13 |
122,89 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,46 |
99,52 |
1,12 |
0,99 |
99,49 |
1,06 |
PS0719 |
PL0000108148 |
101,46 |
101,50 |
1,23 |
1,18 |
101,48 |
1,21 |
DS1019 |
PL0000105441 |
104,16 |
104,21 |
1,23 |
1,18 |
104,19 |
1,20 |
WZ0120 |
PL0000108601 |
100,50 |
100,59 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,14 |
1,45 |
1,40 |
100,11 |
1,42 |
OK0720 |
PL0000110375 |
97,52 |
97,57 |
1,46 |
1,43 |
97,55 |
1,44 |
DS1020 |
PL0000106126 |
107,21 |
107,26 |
1,53 |
1,51 |
107,24 |
1,52 |
WZ0121 |
PL0000106068 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,74 |
1,72 |
1,69 |
100,71 |
1,70 |
PS0721 |
PL0000109153 |
100,00 |
100,11 |
1,75 |
1,71 |
100,06 |
1,72 |
DS1021 |
PL0000106670 |
111,37 |
111,52 |
1,80 |
1,75 |
111,45 |
1,78 |
PS0422 |
PL0000109492 |
100,57 |
100,75 |
2,08 |
2,02 |
100,66 |
2,05 |
WS0922 |
PL0000102646 |
113,32 |
113,46 |
2,15 |
2,11 |
113,39 |
2,13 |
WZ1122 |
PL0000109377 |
100,01 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,74 |
100,96 |
2,31 |
2,26 |
100,85 |
2,28 |
IZ0823 |
PL0000105359 |
111,64 |
112,61 |
--- |
--- |
112,13 |
--- |
DS1023 |
PL0000107264 |
107,34 |
107,58 |
2,42 |
2,37 |
107,46 |
2,39 |
WZ0124 |
PL0000107454 |
99,37 |
99,51 |
--- |
--- |
99,44 |
--- |
WZ0524 |
PL0000110615 |
99,18 |
99,32 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
102,80 |
102,97 |
2,78 |
2,76 |
102,89 |
2,77 |
WZ0126 |
PL0000108817 |
97,96 |
98,15 |
--- |
--- |
98,06 |
--- |
DS0726 |
PL0000108866 |
96,73 |
97,01 |
2,98 |
2,93 |
96,87 |
2,96 |
DS0727 |
PL0000109427 |
95,79 |
96,01 |
3,05 |
3,02 |
95,90 |
3,04 |
WS0428 |
PL0000107611 |
96,79 |
97,04 |
3,14 |
3,11 |
96,92 |
3,13 |
WZ0528 |
PL0000110383 |
96,65 |
96,90 |
--- |
--- |
96,78 |
--- |
WS0429 |
PL0000105391 |
123,18 |
123,78 |
3,12 |
3,06 |
123,48 |
3,09 |
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 |
1,000 |
1,000 |
1,000 |
60 |
TOTAL |
60 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.