2018-11-09 |
MARKET DATA |
No 216 (3499) |
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 |
580,00 |
585,05 |
18 |
3 390,00 |
3 461,24 |
18 |
3 970,00 |
4 046,29 |
36 |
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 |
99,50 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,40 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,96 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,50 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,02 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,89 |
99,86 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
5 000 |
5,02 |
1 |
DS1021 |
PL0000106670 |
111,14 |
111,12 |
111,130 |
111,130 |
111,130 |
111,130 |
111,130 |
30 000 |
33,43 |
2 |
PS0422 |
PL0000109492 |
100,51 |
100,46 |
100,450 |
100,510 |
100,450 |
100,510 |
100,501 |
317 500 |
323,04 |
6 |
WS0922 |
PL0000102646 |
112,99 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,53 |
100,51 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
25 000 |
25,63 |
1 |
DS1023 |
PL0000107264 |
107,06 |
107,00 |
107,000 |
107,000 |
107,000 |
107,000 |
107,000 |
17 500 |
18,76 |
1 |
PS0424 |
PL0000111191 |
99,31 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,30 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,46 |
96,32 |
96,400 |
96,460 |
96,400 |
96,460 |
96,458 |
125 000 |
121,52 |
3 |
DS0727 |
PL0000109427 |
95,12 |
95,03 |
95,030 |
95,100 |
95,030 |
95,100 |
95,044 |
50 000 |
47,90 |
3 |
WS0428 |
PL0000107611 |
96,12 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,39 |
122,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,77 |
140,29 |
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 |
111,96 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,65 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
10 000 |
9,74 |
1 |
TOTAL |
580 000 |
585,05 |
18 |
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 |
99,49 |
99,53 |
1,15 |
1,06 |
99,51 |
1,10 |
PS0719 |
PL0000108148 |
101,39 |
101,43 |
1,22 |
1,17 |
101,41 |
1,20 |
DS1019 |
PL0000105441 |
103,95 |
104,03 |
1,28 |
1,20 |
103,99 |
1,24 |
WZ0120 |
PL0000108601 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,05 |
1,51 |
1,46 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,46 |
97,55 |
1,53 |
1,47 |
97,51 |
1,50 |
DS1020 |
PL0000106126 |
106,96 |
107,05 |
1,59 |
1,55 |
107,01 |
1,56 |
WZ0121 |
PL0000106068 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,59 |
1,79 |
1,75 |
100,54 |
1,77 |
PS0721 |
PL0000109153 |
99,79 |
99,88 |
1,83 |
1,79 |
99,84 |
1,81 |
DS1021 |
PL0000106670 |
111,02 |
111,15 |
1,87 |
1,83 |
111,09 |
1,85 |
PS0422 |
PL0000109492 |
100,31 |
100,52 |
2,15 |
2,09 |
100,42 |
2,12 |
WS0922 |
PL0000102646 |
112,81 |
113,04 |
2,24 |
2,19 |
112,93 |
2,21 |
WZ1122 |
PL0000109377 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,33 |
100,56 |
2,41 |
2,36 |
100,45 |
2,38 |
IZ0823 |
PL0000105359 |
111,82 |
112,49 |
--- |
--- |
112,16 |
--- |
DS1023 |
PL0000107264 |
106,88 |
107,08 |
2,50 |
2,46 |
106,98 |
2,48 |
WZ0124 |
PL0000107454 |
99,29 |
99,45 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,39 |
2,90 |
2,85 |
102,22 |
2,88 |
WZ0126 |
PL0000108817 |
97,75 |
98,06 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,20 |
96,39 |
3,06 |
3,03 |
96,30 |
3,04 |
DS0727 |
PL0000109427 |
94,96 |
95,23 |
3,17 |
3,13 |
95,10 |
3,15 |
WS0428 |
PL0000107611 |
95,87 |
96,24 |
3,26 |
3,21 |
96,06 |
3,24 |
WZ0528 |
PL0000110383 |
96,48 |
96,82 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
122,01 |
122,58 |
3,23 |
3,17 |
122,30 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,49 |
99,53 |
1,15 |
1,06 |
99,51 |
1,10 |
PS0719 |
PL0000108148 |
101,39 |
101,43 |
1,22 |
1,17 |
101,41 |
1,20 |
DS1019 |
PL0000105441 |
103,95 |
104,03 |
1,28 |
1,20 |
103,99 |
1,24 |
WZ0120 |
PL0000108601 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,07 |
1,49 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,49 |
97,57 |
1,51 |
1,46 |
97,53 |
1,48 |
DS1020 |
PL0000106126 |
107,00 |
107,09 |
1,57 |
1,53 |
107,05 |
1,55 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,64 |
1,76 |
1,73 |
100,60 |
1,74 |
PS0721 |
PL0000109153 |
99,85 |
99,92 |
1,80 |
1,78 |
99,89 |
1,79 |
DS1021 |
PL0000106670 |
111,11 |
111,23 |
1,84 |
1,80 |
111,17 |
1,82 |
PS0422 |
PL0000109492 |
100,49 |
100,60 |
2,10 |
2,06 |
100,55 |
2,08 |
WS0922 |
PL0000102646 |
112,98 |
113,17 |
2,20 |
2,15 |
113,08 |
2,18 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,70 |
2,37 |
2,32 |
100,61 |
2,34 |
IZ0823 |
PL0000105359 |
111,85 |
112,49 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,24 |
2,47 |
2,43 |
107,14 |
2,45 |
WZ0124 |
PL0000107454 |
99,30 |
99,44 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
102,28 |
102,54 |
2,87 |
2,82 |
102,41 |
2,85 |
WZ0126 |
PL0000108817 |
97,75 |
98,06 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,56 |
3,04 |
3,00 |
96,44 |
3,02 |
DS0727 |
PL0000109427 |
95,08 |
95,35 |
3,15 |
3,12 |
95,22 |
3,13 |
WS0428 |
PL0000107611 |
96,07 |
96,38 |
3,24 |
3,20 |
96,23 |
3,21 |
WZ0528 |
PL0000110383 |
96,50 |
96,78 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
122,21 |
122,62 |
3,21 |
3,17 |
122,42 |
3,19 |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
80 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
85 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
45 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
300 |
PS0123 |
PL0000110151 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
210 |
WZ0120 |
PL0000108601 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
90 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
55 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
370 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
400 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
165 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
360 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
55 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
85 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
90 |
TOTAL |
2 390 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.