2018-10-30 |
MARKET DATA |
No 209 (3492) |
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 |
462,50 |
463,41 |
30 |
0,00 |
0,00 |
0 |
462,50 |
463,41 |
30 |
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 |
101,46 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,14 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,52 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,22 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,01 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,34 |
111,34 |
111,280 |
111,340 |
111,280 |
111,340 |
111,331 |
60 000 |
66,87 |
3 |
PS0422 |
PL0000109492 |
100,55 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,19 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,65 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,32 |
107,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,51 |
99,53 |
99,510 |
99,510 |
99,460 |
99,460 |
99,495 |
115 000 |
115,92 |
6 |
DS0725 |
PL0000108197 |
102,61 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,63 |
96,63 |
96,640 |
96,650 |
96,640 |
96,650 |
96,643 |
20 000 |
19,47 |
3 |
DS0727 |
PL0000109427 |
95,66 |
95,55 |
95,700 |
95,700 |
95,520 |
95,520 |
95,656 |
247 500 |
238,44 |
16 |
WS0428 |
PL0000107611 |
96,90 |
96,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,35 |
123,24 |
123,150 |
123,150 |
123,150 |
123,150 |
123,150 |
10 000 |
12,62 |
1 |
WS0437 |
PL0000104857 |
101,93 |
141,66 |
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 |
112,40 |
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 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,04 |
100,05 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,08 |
1 |
WZ0124 |
PL0000107454 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,15 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,92 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
462 500 |
463,41 |
30 |
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 |
99,52 |
1,14 |
1,01 |
99,49 |
1,08 |
PS0719 |
PL0000108148 |
101,44 |
101,49 |
1,24 |
1,17 |
101,47 |
1,20 |
DS1019 |
PL0000105441 |
104,12 |
104,19 |
1,23 |
1,17 |
104,16 |
1,20 |
WZ0120 |
PL0000108601 |
100,50 |
100,58 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,10 |
1,47 |
1,43 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,50 |
97,56 |
1,48 |
1,44 |
97,53 |
1,46 |
DS1020 |
PL0000106126 |
107,18 |
107,25 |
1,53 |
1,50 |
107,22 |
1,51 |
WZ0121 |
PL0000106068 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,66 |
100,73 |
1,72 |
1,69 |
100,70 |
1,71 |
PS0721 |
PL0000109153 |
99,98 |
100,07 |
1,75 |
1,72 |
100,03 |
1,74 |
DS1021 |
PL0000106670 |
111,27 |
111,45 |
1,83 |
1,77 |
111,36 |
1,80 |
PS0422 |
PL0000109492 |
100,52 |
100,68 |
2,09 |
2,04 |
100,60 |
2,07 |
WS0922 |
PL0000102646 |
113,17 |
113,37 |
2,18 |
2,13 |
113,27 |
2,15 |
WZ1122 |
PL0000109377 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0123 |
PL0000110151 |
100,61 |
100,84 |
2,34 |
2,29 |
100,73 |
2,31 |
IZ0823 |
PL0000105359 |
111,77 |
112,60 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,26 |
107,45 |
2,43 |
2,39 |
107,36 |
2,41 |
WZ0124 |
PL0000107454 |
99,32 |
99,49 |
--- |
--- |
99,41 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,32 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
102,52 |
102,78 |
2,83 |
2,79 |
102,65 |
2,81 |
WZ0126 |
PL0000108817 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
96,52 |
96,86 |
3,01 |
2,96 |
96,69 |
2,98 |
DS0727 |
PL0000109427 |
95,60 |
95,78 |
3,08 |
3,06 |
95,69 |
3,07 |
WS0428 |
PL0000107611 |
96,60 |
96,89 |
3,17 |
3,13 |
96,75 |
3,15 |
WZ0528 |
PL0000110383 |
96,59 |
96,90 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
123,05 |
123,57 |
3,13 |
3,08 |
123,31 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,47 |
99,51 |
1,12 |
1,03 |
99,49 |
1,08 |
PS0719 |
PL0000108148 |
101,44 |
101,49 |
1,24 |
1,17 |
101,47 |
1,20 |
DS1019 |
PL0000105441 |
104,12 |
104,18 |
1,23 |
1,18 |
104,15 |
1,21 |
WZ0120 |
PL0000108601 |
100,50 |
100,58 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,09 |
1,47 |
1,43 |
100,07 |
1,45 |
OK0720 |
PL0000110375 |
97,50 |
97,56 |
1,48 |
1,44 |
97,53 |
1,46 |
DS1020 |
PL0000106126 |
107,17 |
107,24 |
1,54 |
1,51 |
107,21 |
1,52 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,72 |
1,73 |
1,70 |
100,68 |
1,71 |
PS0721 |
PL0000109153 |
99,95 |
100,03 |
1,77 |
1,74 |
99,99 |
1,75 |
DS1021 |
PL0000106670 |
111,28 |
111,38 |
1,82 |
1,79 |
111,33 |
1,81 |
PS0422 |
PL0000109492 |
100,46 |
100,62 |
2,11 |
2,06 |
100,54 |
2,08 |
WS0922 |
PL0000102646 |
113,11 |
113,28 |
2,19 |
2,15 |
113,20 |
2,17 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,73 |
2,36 |
2,31 |
100,65 |
2,33 |
IZ0823 |
PL0000105359 |
111,88 |
112,54 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,33 |
2,45 |
2,42 |
107,25 |
2,43 |
WZ0124 |
PL0000107454 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,08 |
99,31 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
102,45 |
102,70 |
2,84 |
2,80 |
102,58 |
2,82 |
WZ0126 |
PL0000108817 |
97,87 |
98,12 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
96,54 |
96,72 |
3,01 |
2,98 |
96,63 |
2,99 |
DS0727 |
PL0000109427 |
95,48 |
95,67 |
3,10 |
3,07 |
95,58 |
3,08 |
WS0428 |
PL0000107611 |
96,47 |
96,75 |
3,18 |
3,15 |
96,61 |
3,17 |
WZ0528 |
PL0000110383 |
96,59 |
96,88 |
--- |
--- |
96,74 |
--- |
WS0429 |
PL0000105391 |
122,88 |
123,41 |
3,15 |
3,09 |
123,15 |
3,12 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.