2018-10-29 |
MARKET DATA |
No 208 (3491) |
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 |
1 325,00 |
1 341,09 |
31 |
0,00 |
0,00 |
0 |
1 325,00 |
1 341,09 |
31 |
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 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
200 000 |
198,96 |
2 |
PS0719 |
PL0000108148 |
101,47 |
101,48 |
101,480 |
101,480 |
101,470 |
101,470 |
101,478 |
535 000 |
547,58 |
7 |
DS1019 |
PL0000105441 |
104,17 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
205 000 |
206,76 |
3 |
OK0720 |
PL0000110375 |
97,54 |
97,53 |
97,530 |
97,540 |
97,530 |
97,540 |
97,540 |
200 000 |
195,08 |
7 |
DS1020 |
PL0000106126 |
107,23 |
107,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,72 |
100,70 |
100,720 |
100,720 |
100,720 |
100,720 |
100,720 |
100 000 |
101,76 |
1 |
PS0721 |
PL0000109153 |
100,06 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
20 000 |
20,10 |
3 |
DS1021 |
PL0000106670 |
111,39 |
111,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,33 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,78 |
100,79 |
100,780 |
100,780 |
100,780 |
100,780 |
100,780 |
5 000 |
5,13 |
1 |
DS1023 |
PL0000107264 |
107,41 |
107,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,82 |
102,75 |
102,750 |
102,760 |
102,750 |
102,760 |
102,756 |
25 000 |
25,91 |
2 |
DS0726 |
PL0000108866 |
96,80 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,89 |
95,78 |
95,780 |
95,810 |
95,780 |
95,810 |
95,795 |
10 000 |
9,65 |
2 |
WS0428 |
PL0000107611 |
96,85 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,66 |
123,46 |
123,660 |
123,660 |
123,350 |
123,350 |
123,505 |
20 000 |
25,30 |
2 |
WS0437 |
PL0000104857 |
101,98 |
141,94 |
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 |
112,00 |
112,40 |
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 |
100,54 |
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 |
100,04 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,43 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,21 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,97 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,75 |
96,85 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
5 000 |
4,88 |
1 |
TOTAL |
1 325 000 |
1 341,09 |
31 |
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 |
99,54 |
1,13 |
0,96 |
99,50 |
1,04 |
PS0719 |
PL0000108148 |
101,42 |
101,50 |
1,28 |
1,17 |
101,46 |
1,22 |
DS1019 |
PL0000105441 |
104,12 |
104,19 |
1,26 |
1,19 |
104,16 |
1,22 |
WZ0120 |
PL0000108601 |
100,49 |
100,60 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,14 |
1,46 |
1,40 |
100,10 |
1,43 |
OK0720 |
PL0000110375 |
97,48 |
97,58 |
1,48 |
1,42 |
97,53 |
1,45 |
DS1020 |
PL0000106126 |
107,19 |
107,28 |
1,54 |
1,50 |
107,24 |
1,51 |
WZ0121 |
PL0000106068 |
100,49 |
100,59 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,74 |
1,72 |
1,69 |
100,70 |
1,71 |
PS0721 |
PL0000109153 |
100,01 |
100,12 |
1,74 |
1,70 |
100,07 |
1,72 |
DS1021 |
PL0000106670 |
111,31 |
111,51 |
1,82 |
1,75 |
111,41 |
1,79 |
PS0422 |
PL0000109492 |
100,58 |
100,76 |
2,07 |
2,02 |
100,67 |
2,05 |
WS0922 |
PL0000102646 |
113,29 |
113,49 |
2,15 |
2,10 |
113,39 |
2,13 |
WZ1122 |
PL0000109377 |
100,01 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0123 |
PL0000110151 |
100,74 |
100,97 |
2,31 |
2,25 |
100,86 |
2,28 |
IZ0823 |
PL0000105359 |
111,72 |
112,56 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,64 |
2,41 |
2,36 |
107,50 |
2,38 |
WZ0124 |
PL0000107454 |
99,37 |
99,55 |
--- |
--- |
99,46 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,33 |
--- |
--- |
99,22 |
--- |
DS0725 |
PL0000108197 |
102,76 |
103,12 |
2,79 |
2,73 |
102,94 |
2,76 |
WZ0126 |
PL0000108817 |
97,88 |
98,18 |
--- |
--- |
98,03 |
--- |
DS0726 |
PL0000108866 |
96,74 |
97,15 |
2,98 |
2,91 |
96,95 |
2,94 |
DS0727 |
PL0000109427 |
95,76 |
96,14 |
3,06 |
3,01 |
95,95 |
3,03 |
WS0428 |
PL0000107611 |
96,77 |
97,17 |
3,15 |
3,09 |
96,97 |
3,12 |
WZ0528 |
PL0000110383 |
96,67 |
96,96 |
--- |
--- |
96,82 |
--- |
WS0429 |
PL0000105391 |
123,26 |
123,87 |
3,11 |
3,05 |
123,57 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,47 |
99,52 |
1,11 |
1,00 |
99,50 |
1,04 |
PS0719 |
PL0000108148 |
101,45 |
101,50 |
1,24 |
1,17 |
101,48 |
1,20 |
DS1019 |
PL0000105441 |
104,14 |
104,20 |
1,24 |
1,18 |
104,17 |
1,21 |
WZ0120 |
PL0000108601 |
100,50 |
100,57 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,10 |
1,46 |
1,43 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,51 |
97,56 |
1,46 |
1,43 |
97,54 |
1,45 |
DS1020 |
PL0000106126 |
107,20 |
107,26 |
1,53 |
1,51 |
107,23 |
1,52 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,67 |
100,74 |
1,72 |
1,69 |
100,71 |
1,70 |
PS0721 |
PL0000109153 |
99,99 |
100,08 |
1,75 |
1,72 |
100,04 |
1,73 |
DS1021 |
PL0000106670 |
111,35 |
111,49 |
1,81 |
1,76 |
111,42 |
1,78 |
PS0422 |
PL0000109492 |
100,54 |
100,69 |
2,08 |
2,04 |
100,62 |
2,06 |
WS0922 |
PL0000102646 |
113,29 |
113,43 |
2,15 |
2,12 |
113,36 |
2,14 |
WZ1122 |
PL0000109377 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,66 |
100,83 |
2,33 |
2,29 |
100,75 |
2,31 |
IZ0823 |
PL0000105359 |
111,84 |
112,53 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,51 |
2,43 |
2,38 |
107,40 |
2,40 |
WZ0124 |
PL0000107454 |
99,36 |
99,49 |
--- |
--- |
99,43 |
--- |
WZ0524 |
PL0000110615 |
99,15 |
99,32 |
--- |
--- |
99,24 |
--- |
DS0725 |
PL0000108197 |
102,66 |
102,82 |
2,81 |
2,78 |
102,74 |
2,79 |
WZ0126 |
PL0000108817 |
97,91 |
98,13 |
--- |
--- |
98,02 |
--- |
DS0726 |
PL0000108866 |
96,60 |
96,94 |
3,00 |
2,95 |
96,77 |
2,97 |
DS0727 |
PL0000109427 |
95,63 |
95,88 |
3,08 |
3,04 |
95,76 |
3,06 |
WS0428 |
PL0000107611 |
96,67 |
96,97 |
3,16 |
3,12 |
96,82 |
3,14 |
WZ0528 |
PL0000110383 |
96,60 |
96,90 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
123,16 |
123,68 |
3,12 |
3,07 |
123,42 |
3,09 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.