2018-11-16 |
MARKET DATA |
No 220 (3503) |
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 |
2 270,00 |
2 299,50 |
97 |
5 805,00 |
5 846,14 |
21 |
8 075,00 |
8 145,64 |
118 |
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 |
99,52 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,37 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,89 |
103,91 |
103,890 |
103,890 |
103,880 |
103,890 |
103,882 |
120 000 |
125,13 |
3 |
PS0420 |
PL0000108510 |
100,00 |
99,99 |
100,000 |
100,000 |
99,990 |
99,990 |
99,991 |
110 000 |
110,93 |
2 |
OK0720 |
PL0000110375 |
97,50 |
97,52 |
97,470 |
97,470 |
97,460 |
97,460 |
97,465 |
20 000 |
19,49 |
2 |
DS1020 |
PL0000106126 |
106,89 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,46 |
100,43 |
100,460 |
100,460 |
100,440 |
100,440 |
100,443 |
60 000 |
60,95 |
2 |
PS0721 |
PL0000109153 |
99,74 |
99,69 |
99,660 |
99,660 |
99,640 |
99,640 |
99,645 |
150 000 |
150,32 |
4 |
DS1021 |
PL0000106670 |
110,93 |
110,90 |
110,930 |
110,930 |
110,830 |
110,830 |
110,896 |
90 000 |
100,18 |
3 |
PS0422 |
PL0000109492 |
100,38 |
100,23 |
100,320 |
100,320 |
100,250 |
100,250 |
100,282 |
330 000 |
335,18 |
13 |
WS0922 |
PL0000102646 |
112,81 |
112,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,48 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,95 |
106,82 |
106,950 |
106,950 |
106,750 |
106,750 |
106,863 |
275 000 |
294,66 |
14 |
PS0424 |
PL0000111191 |
99,32 |
99,14 |
99,320 |
99,320 |
99,140 |
99,140 |
99,185 |
430 000 |
432,66 |
12 |
DS0725 |
PL0000108197 |
102,21 |
102,09 |
102,170 |
102,170 |
102,170 |
102,170 |
102,170 |
5 000 |
5,16 |
1 |
DS0726 |
PL0000108866 |
96,28 |
96,10 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
35 000 |
33,94 |
7 |
DS0727 |
PL0000109427 |
95,02 |
94,78 |
94,800 |
95,020 |
94,800 |
94,940 |
94,922 |
45 000 |
43,08 |
6 |
WS0428 |
PL0000107611 |
96,75 |
95,74 |
95,900 |
95,930 |
95,590 |
95,930 |
95,769 |
135 000 |
131,41 |
13 |
WS0429 |
PL0000105391 |
122,22 |
121,95 |
122,060 |
122,060 |
122,060 |
122,060 |
122,060 |
2 500 |
3,13 |
1 |
WS0437 |
PL0000104857 |
100,35 |
139,64 |
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 |
111,85 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,15 |
100,15 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
42 500 |
42,81 |
1 |
WZ0120 |
PL0000108601 |
100,42 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,87 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,08 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,90 |
98,90 |
98,900 |
98,900 |
98,850 |
98,850 |
98,867 |
75 000 |
74,80 |
3 |
WZ0126 |
PL0000108817 |
97,25 |
97,24 |
97,250 |
97,250 |
97,180 |
97,240 |
97,232 |
150 000 |
146,70 |
3 |
WZ0528 |
PL0000110383 |
96,10 |
96,05 |
96,100 |
96,100 |
96,000 |
96,070 |
96,045 |
195 000 |
188,98 |
7 |
TOTAL |
2 270 000 |
2 299,50 |
97 |
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 |
99,51 |
99,56 |
1,15 |
1,03 |
99,54 |
1,08 |
PS0719 |
PL0000108148 |
101,35 |
101,42 |
1,23 |
1,12 |
101,39 |
1,17 |
DS1019 |
PL0000105441 |
103,86 |
103,95 |
1,29 |
1,19 |
103,91 |
1,24 |
WZ0120 |
PL0000108601 |
100,37 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,04 |
1,52 |
1,47 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,48 |
97,58 |
1,53 |
1,47 |
97,53 |
1,50 |
DS1020 |
PL0000106126 |
106,86 |
106,97 |
1,61 |
1,55 |
106,92 |
1,58 |
WZ0121 |
PL0000106068 |
100,38 |
100,51 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,53 |
1,81 |
1,77 |
100,48 |
1,79 |
PS0721 |
PL0000109153 |
99,70 |
99,79 |
1,86 |
1,83 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
110,88 |
111,00 |
1,89 |
1,85 |
110,94 |
1,87 |
PS0422 |
PL0000109492 |
100,33 |
100,52 |
2,15 |
2,09 |
100,43 |
2,12 |
WS0922 |
PL0000102646 |
112,74 |
112,99 |
2,25 |
2,18 |
112,87 |
2,21 |
WZ1122 |
PL0000109377 |
99,81 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,60 |
2,39 |
2,34 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
111,69 |
112,54 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
106,90 |
107,08 |
2,49 |
2,46 |
106,99 |
2,47 |
WZ0124 |
PL0000107454 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
WZ0524 |
PL0000110615 |
98,80 |
99,05 |
--- |
--- |
98,93 |
--- |
DS0725 |
PL0000108197 |
102,10 |
102,41 |
2,90 |
2,84 |
102,26 |
2,87 |
WZ0126 |
PL0000108817 |
97,14 |
97,41 |
--- |
--- |
97,28 |
--- |
DS0726 |
PL0000108866 |
96,15 |
96,50 |
3,07 |
3,01 |
96,33 |
3,04 |
DS0727 |
PL0000109427 |
94,93 |
95,25 |
3,17 |
3,13 |
95,09 |
3,15 |
WS0428 |
PL0000107611 |
95,84 |
96,23 |
3,27 |
3,22 |
96,04 |
3,24 |
WZ0528 |
PL0000110383 |
96,01 |
96,33 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
122,10 |
122,54 |
3,22 |
3,17 |
122,32 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,49 |
99,56 |
1,20 |
1,03 |
99,53 |
1,10 |
PS0719 |
PL0000108148 |
101,34 |
101,42 |
1,24 |
1,12 |
101,38 |
1,18 |
DS1019 |
PL0000105441 |
103,84 |
103,93 |
1,31 |
1,22 |
103,89 |
1,26 |
WZ0120 |
PL0000108601 |
100,38 |
100,49 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,05 |
1,53 |
1,46 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
97,43 |
97,55 |
1,56 |
1,49 |
97,49 |
1,53 |
DS1020 |
PL0000106126 |
106,86 |
106,94 |
1,61 |
1,57 |
106,90 |
1,59 |
WZ0121 |
PL0000106068 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,48 |
1,84 |
1,79 |
100,43 |
1,81 |
PS0721 |
PL0000109153 |
99,62 |
99,75 |
1,89 |
1,84 |
99,69 |
1,87 |
DS1021 |
PL0000106670 |
110,81 |
110,99 |
1,92 |
1,86 |
110,90 |
1,89 |
PS0422 |
PL0000109492 |
100,18 |
100,40 |
2,19 |
2,12 |
100,29 |
2,16 |
WS0922 |
PL0000102646 |
112,65 |
112,92 |
2,27 |
2,20 |
112,79 |
2,23 |
WZ1122 |
PL0000109377 |
99,80 |
99,98 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
100,32 |
100,48 |
2,42 |
2,38 |
100,40 |
2,40 |
IZ0823 |
PL0000105359 |
111,55 |
112,23 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
106,73 |
106,97 |
2,53 |
2,48 |
106,85 |
2,50 |
WZ0124 |
PL0000107454 |
98,91 |
99,19 |
--- |
--- |
99,05 |
--- |
WZ0524 |
PL0000110615 |
98,77 |
99,01 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
102,08 |
102,32 |
2,90 |
2,86 |
102,20 |
2,88 |
WZ0126 |
PL0000108817 |
97,13 |
97,42 |
--- |
--- |
97,28 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,31 |
3,10 |
3,04 |
96,13 |
3,07 |
DS0727 |
PL0000109427 |
94,78 |
95,00 |
3,20 |
3,16 |
94,89 |
3,18 |
WS0428 |
PL0000107611 |
95,76 |
95,97 |
3,28 |
3,25 |
95,87 |
3,26 |
WZ0528 |
PL0000110383 |
95,91 |
96,28 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
121,68 |
122,29 |
3,26 |
3,20 |
121,99 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
100 |
WZ0120 |
PL0000108601 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
100 |
WZ0126 |
PL0000108817 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
15 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
220 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
370 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
150 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
360 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
250 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
180 |
TOTAL |
2 205 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
1 000 |
GCZ |
G.C. Poland |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
600 |
GCZ |
G.C. Poland |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
2 000 |
TOTAL |
3 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.