2018-10-25 |
MARKET DATA |
No 206 (3489) |
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 |
1 117,50 |
1 116,50 |
50 |
0,00 |
0,00 |
0 |
1 117,50 |
1 116,50 |
50 |
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 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,47 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,12 |
104,13 |
104,120 |
104,120 |
104,120 |
104,120 |
104,120 |
7 500 |
7,81 |
2 |
PS0420 |
PL0000108510 |
100,09 |
100,08 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
2 500 |
2,52 |
1 |
OK0720 |
PL0000110375 |
97,51 |
97,48 |
97,500 |
97,500 |
97,490 |
97,490 |
97,493 |
355 000 |
346,10 |
4 |
DS1020 |
PL0000106126 |
107,24 |
107,22 |
107,240 |
107,240 |
107,240 |
107,240 |
107,240 |
5 000 |
5,36 |
1 |
PS0421 |
PL0000108916 |
100,66 |
100,62 |
100,630 |
100,630 |
100,630 |
100,630 |
100,630 |
50 000 |
50,83 |
1 |
PS0721 |
PL0000109153 |
100,02 |
99,96 |
100,010 |
100,010 |
100,000 |
100,000 |
100,005 |
220 000 |
221,02 |
3 |
DS1021 |
PL0000106670 |
111,32 |
111,28 |
111,280 |
111,290 |
111,280 |
111,290 |
111,284 |
35 000 |
38,97 |
3 |
PS0422 |
PL0000109492 |
100,60 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,26 |
113,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,73 |
100,68 |
100,720 |
100,750 |
100,700 |
100,750 |
100,730 |
255 000 |
261,70 |
6 |
DS1023 |
PL0000107264 |
107,27 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,46 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,52 |
102,47 |
102,440 |
102,440 |
102,440 |
102,440 |
102,440 |
17 500 |
18,08 |
2 |
DS0726 |
PL0000108866 |
96,54 |
96,45 |
96,450 |
96,490 |
96,450 |
96,490 |
96,470 |
20 000 |
19,43 |
4 |
DS0727 |
PL0000109427 |
95,65 |
95,41 |
95,600 |
95,650 |
95,360 |
95,360 |
95,515 |
120 000 |
115,41 |
21 |
WS0428 |
PL0000107611 |
96,53 |
96,44 |
96,440 |
96,440 |
96,440 |
96,440 |
96,440 |
5 000 |
4,89 |
1 |
WS0429 |
PL0000105391 |
123,21 |
122,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,64 |
141,20 |
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 |
111,76 |
111,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,18 |
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 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,39 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,14 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,93 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,75 |
96,83 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
25 000 |
24,38 |
1 |
TOTAL |
1 117 500 |
1 116,50 |
50 |
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 |
99,50 |
1,11 |
1,03 |
99,48 |
1,07 |
PS0719 |
PL0000108148 |
101,45 |
101,49 |
1,25 |
1,20 |
101,47 |
1,23 |
DS1019 |
PL0000105441 |
104,09 |
104,15 |
1,31 |
1,25 |
104,12 |
1,28 |
WZ0120 |
PL0000108601 |
100,51 |
100,59 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,14 |
1,45 |
1,40 |
100,11 |
1,42 |
OK0720 |
PL0000110375 |
97,49 |
97,55 |
1,47 |
1,44 |
97,52 |
1,45 |
DS1020 |
PL0000106126 |
107,22 |
107,30 |
1,53 |
1,50 |
107,26 |
1,51 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,71 |
1,73 |
1,70 |
100,68 |
1,71 |
PS0721 |
PL0000109153 |
99,99 |
100,07 |
1,75 |
1,72 |
100,03 |
1,74 |
DS1021 |
PL0000106670 |
111,28 |
111,40 |
1,84 |
1,80 |
111,34 |
1,82 |
PS0422 |
PL0000109492 |
100,56 |
100,66 |
2,08 |
2,05 |
100,61 |
2,06 |
WS0922 |
PL0000102646 |
113,23 |
113,37 |
2,17 |
2,14 |
113,30 |
2,16 |
WZ1122 |
PL0000109377 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,84 |
2,32 |
2,29 |
100,77 |
2,30 |
IZ0823 |
PL0000105359 |
111,62 |
112,31 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
107,23 |
107,45 |
2,44 |
2,40 |
107,34 |
2,42 |
WZ0124 |
PL0000107454 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
102,44 |
102,73 |
2,84 |
2,80 |
102,59 |
2,82 |
WZ0126 |
PL0000108817 |
97,84 |
98,08 |
--- |
--- |
97,96 |
--- |
DS0726 |
PL0000108866 |
96,47 |
96,75 |
3,02 |
2,97 |
96,61 |
2,99 |
DS0727 |
PL0000109427 |
95,51 |
95,69 |
3,09 |
3,07 |
95,60 |
3,08 |
WS0428 |
PL0000107611 |
96,41 |
96,74 |
3,19 |
3,15 |
96,58 |
3,17 |
WZ0528 |
PL0000110383 |
96,70 |
96,98 |
--- |
--- |
96,84 |
--- |
WS0429 |
PL0000105391 |
123,03 |
123,48 |
3,13 |
3,09 |
123,26 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,46 |
99,50 |
1,11 |
1,03 |
99,48 |
1,07 |
PS0719 |
PL0000108148 |
101,44 |
101,49 |
1,27 |
1,20 |
101,47 |
1,23 |
DS1019 |
PL0000105441 |
104,10 |
104,14 |
1,30 |
1,26 |
104,12 |
1,28 |
WZ0120 |
PL0000108601 |
100,51 |
100,59 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,09 |
1,48 |
1,43 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,44 |
97,50 |
1,50 |
1,47 |
97,47 |
1,48 |
DS1020 |
PL0000106126 |
107,17 |
107,24 |
1,56 |
1,52 |
107,21 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,66 |
1,75 |
1,72 |
100,63 |
1,74 |
PS0721 |
PL0000109153 |
99,92 |
100,00 |
1,78 |
1,75 |
99,96 |
1,76 |
DS1021 |
PL0000106670 |
111,26 |
111,34 |
1,84 |
1,82 |
111,30 |
1,83 |
PS0422 |
PL0000109492 |
100,43 |
100,59 |
2,12 |
2,07 |
100,51 |
2,09 |
WS0922 |
PL0000102646 |
113,17 |
113,32 |
2,19 |
2,15 |
113,25 |
2,17 |
WZ1122 |
PL0000109377 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,58 |
100,73 |
2,35 |
2,31 |
100,66 |
2,33 |
IZ0823 |
PL0000105359 |
111,62 |
112,30 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,34 |
2,46 |
2,42 |
107,23 |
2,44 |
WZ0124 |
PL0000107454 |
99,33 |
99,46 |
--- |
--- |
99,40 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
102,32 |
102,52 |
2,86 |
2,83 |
102,42 |
2,85 |
WZ0126 |
PL0000108817 |
97,79 |
98,00 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,50 |
3,04 |
3,01 |
96,39 |
3,03 |
DS0727 |
PL0000109427 |
95,31 |
95,52 |
3,12 |
3,09 |
95,42 |
3,10 |
WS0428 |
PL0000107611 |
96,37 |
96,67 |
3,20 |
3,16 |
96,52 |
3,18 |
WZ0528 |
PL0000110383 |
96,68 |
96,90 |
--- |
--- |
96,79 |
--- |
WS0429 |
PL0000105391 |
122,76 |
123,22 |
3,16 |
3,12 |
122,99 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.