2018-10-31 |
MARKET DATA |
No 210 (3493) |
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 |
965,00 |
982,99 |
46 |
1 170,00 |
1 159,02 |
9 |
2 135,00 |
2 142,01 |
55 |
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 |
99,48 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,44 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,10 |
104,10 |
104,080 |
104,080 |
104,080 |
104,080 |
104,080 |
45 000 |
46,91 |
3 |
PS0420 |
PL0000108510 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,51 |
97,52 |
97,530 |
97,530 |
97,530 |
97,530 |
97,530 |
5 000 |
4,88 |
1 |
DS1020 |
PL0000106126 |
107,15 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,64 |
100,60 |
100,610 |
100,610 |
100,600 |
100,600 |
100,609 |
275 000 |
279,60 |
4 |
PS0721 |
PL0000109153 |
99,96 |
99,91 |
99,910 |
99,960 |
99,910 |
99,960 |
99,926 |
155 000 |
155,65 |
4 |
DS1021 |
PL0000106670 |
111,25 |
111,25 |
111,250 |
111,250 |
111,250 |
111,250 |
111,250 |
105 000 |
116,99 |
3 |
PS0422 |
PL0000109492 |
100,48 |
100,50 |
100,470 |
100,480 |
100,470 |
100,480 |
100,475 |
20 000 |
20,33 |
3 |
WS0922 |
PL0000102646 |
113,12 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,54 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,11 |
107,10 |
107,110 |
107,110 |
107,110 |
107,110 |
107,110 |
10 000 |
10,72 |
1 |
PS0424 |
PL0000111191 |
99,48 |
99,30 |
99,380 |
99,380 |
99,280 |
99,360 |
99,304 |
165 000 |
166,04 |
5 |
DS0725 |
PL0000108197 |
102,43 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,44 |
96,32 |
96,410 |
96,430 |
96,300 |
96,430 |
96,325 |
100 000 |
97,03 |
12 |
DS0727 |
PL0000109427 |
95,37 |
95,20 |
95,250 |
95,300 |
95,240 |
95,300 |
95,277 |
60 000 |
57,59 |
6 |
WS0428 |
PL0000107611 |
96,37 |
96,29 |
96,320 |
96,320 |
96,300 |
96,300 |
96,307 |
15 000 |
14,67 |
3 |
WS0429 |
PL0000105391 |
122,77 |
122,48 |
122,680 |
122,680 |
122,680 |
122,680 |
122,680 |
10 000 |
12,57 |
1 |
WS0437 |
PL0000104857 |
101,31 |
140,69 |
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 |
112,05 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,52 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,13 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,92 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
965 000 |
982,99 |
46 |
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 |
99,47 |
99,52 |
1,14 |
1,03 |
99,50 |
1,07 |
PS0719 |
PL0000108148 |
101,42 |
101,47 |
1,24 |
1,17 |
101,45 |
1,20 |
DS1019 |
PL0000105441 |
104,08 |
104,14 |
1,24 |
1,18 |
104,11 |
1,21 |
WZ0120 |
PL0000108601 |
100,49 |
100,58 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,09 |
1,47 |
1,43 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,49 |
97,55 |
1,49 |
1,45 |
97,52 |
1,47 |
DS1020 |
PL0000106126 |
107,12 |
107,20 |
1,55 |
1,51 |
107,16 |
1,53 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,70 |
1,74 |
1,70 |
100,66 |
1,72 |
PS0721 |
PL0000109153 |
99,92 |
100,01 |
1,78 |
1,74 |
99,97 |
1,76 |
DS1021 |
PL0000106670 |
111,18 |
111,35 |
1,84 |
1,79 |
111,27 |
1,82 |
PS0422 |
PL0000109492 |
100,40 |
100,57 |
2,13 |
2,07 |
100,49 |
2,10 |
WS0922 |
PL0000102646 |
113,04 |
113,23 |
2,20 |
2,16 |
113,14 |
2,18 |
WZ1122 |
PL0000109377 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,49 |
100,65 |
2,37 |
2,33 |
100,57 |
2,35 |
IZ0823 |
PL0000105359 |
111,85 |
112,56 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,28 |
2,47 |
2,43 |
107,17 |
2,45 |
WZ0124 |
PL0000107454 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
DS0725 |
PL0000108197 |
102,25 |
102,56 |
2,87 |
2,82 |
102,41 |
2,85 |
WZ0126 |
PL0000108817 |
97,83 |
98,11 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,60 |
3,04 |
3,00 |
96,45 |
3,02 |
DS0727 |
PL0000109427 |
95,24 |
95,52 |
3,13 |
3,09 |
95,38 |
3,11 |
WS0428 |
PL0000107611 |
96,23 |
96,62 |
3,21 |
3,16 |
96,43 |
3,19 |
WZ0528 |
PL0000110383 |
96,56 |
96,86 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
122,56 |
123,10 |
3,18 |
3,12 |
122,83 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,45 |
99,50 |
1,18 |
1,07 |
99,48 |
1,12 |
PS0719 |
PL0000108148 |
101,42 |
101,47 |
1,24 |
1,17 |
101,45 |
1,20 |
DS1019 |
PL0000105441 |
104,06 |
104,12 |
1,26 |
1,20 |
104,09 |
1,23 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,07 |
1,49 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,49 |
97,55 |
1,49 |
1,45 |
97,52 |
1,47 |
DS1020 |
PL0000106126 |
107,11 |
107,17 |
1,55 |
1,52 |
107,14 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,65 |
1,75 |
1,73 |
100,62 |
1,74 |
PS0721 |
PL0000109153 |
99,91 |
99,99 |
1,78 |
1,75 |
99,95 |
1,77 |
DS1021 |
PL0000106670 |
111,21 |
111,30 |
1,83 |
1,81 |
111,26 |
1,82 |
PS0422 |
PL0000109492 |
100,44 |
100,53 |
2,11 |
2,09 |
100,49 |
2,10 |
WS0922 |
PL0000102646 |
113,08 |
113,20 |
2,19 |
2,16 |
113,14 |
2,18 |
WZ1122 |
PL0000109377 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,60 |
2,38 |
2,35 |
100,54 |
2,36 |
IZ0823 |
PL0000105359 |
111,84 |
112,62 |
--- |
--- |
112,23 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,15 |
2,48 |
2,45 |
107,10 |
2,46 |
WZ0124 |
PL0000107454 |
99,30 |
99,43 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,27 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
102,16 |
102,44 |
2,89 |
2,84 |
102,30 |
2,86 |
WZ0126 |
PL0000108817 |
97,84 |
98,06 |
--- |
--- |
97,95 |
--- |
DS0726 |
PL0000108866 |
96,32 |
96,48 |
3,04 |
3,01 |
96,40 |
3,03 |
DS0727 |
PL0000109427 |
95,19 |
95,38 |
3,14 |
3,11 |
95,29 |
3,12 |
WS0428 |
PL0000107611 |
96,23 |
96,42 |
3,21 |
3,19 |
96,33 |
3,20 |
WZ0528 |
PL0000110383 |
96,55 |
96,83 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
122,41 |
122,95 |
3,19 |
3,14 |
122,68 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
2/5 |
3 |
1,370 |
1,370 |
1,370 |
20 |
DS0727 |
PL0000109427 |
2/5 |
3 |
1,370 |
1,370 |
1,370 |
200 |
PS0422 |
PL0000109492 |
2/5 |
3 |
1,370 |
1,370 |
1,370 |
30 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,350 |
1,350 |
1,350 |
110 |
DS0725 |
PL0000108197 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
150 |
DS0726 |
PL0000108866 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
10 |
DS0727 |
PL0000109427 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
400 |
PS0422 |
PL0000109492 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
30 |
WZ0126 |
PL0000108817 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
220 |
TOTAL |
1 170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.