2018-11-02 |
MARKET DATA |
No 211 (3494) |
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 |
245,00 |
252,07 |
5 |
1 655,00 |
1 734,80 |
15 |
1 900,00 |
1 986,87 |
20 |
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 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,43 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,06 |
104,07 |
104,060 |
104,060 |
104,060 |
104,060 |
104,060 |
200 000 |
208,48 |
2 |
PS0420 |
PL0000108510 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,53 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,13 |
107,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,97 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,26 |
111,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,46 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,12 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,57 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,16 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,37 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,40 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,44 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,28 |
95,29 |
95,330 |
95,330 |
95,330 |
95,330 |
95,330 |
25 000 |
24,01 |
1 |
WS0428 |
PL0000107611 |
96,27 |
96,35 |
96,420 |
96,430 |
96,420 |
96,430 |
96,425 |
20 000 |
19,58 |
2 |
WS0429 |
PL0000105391 |
122,57 |
122,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,15 |
140,83 |
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 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,51 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,35 |
99,39 |
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 |
97,90 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,59 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
245 000 |
252,07 |
5 |
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 |
99,51 |
1,17 |
1,06 |
99,49 |
1,10 |
PS0719 |
PL0000108148 |
101,41 |
101,46 |
1,25 |
1,18 |
101,44 |
1,21 |
DS1019 |
PL0000105441 |
104,05 |
104,12 |
1,26 |
1,19 |
104,09 |
1,22 |
WZ0120 |
PL0000108601 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,07 |
1,50 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,48 |
97,56 |
1,50 |
1,45 |
97,52 |
1,47 |
DS1020 |
PL0000106126 |
107,09 |
107,17 |
1,56 |
1,52 |
107,13 |
1,54 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,65 |
1,76 |
1,72 |
100,61 |
1,74 |
PS0721 |
PL0000109153 |
99,91 |
99,97 |
1,78 |
1,76 |
99,94 |
1,77 |
DS1021 |
PL0000106670 |
111,15 |
111,26 |
1,85 |
1,82 |
111,21 |
1,83 |
PS0422 |
PL0000109492 |
100,35 |
100,53 |
2,14 |
2,09 |
100,44 |
2,11 |
WS0922 |
PL0000102646 |
112,96 |
113,14 |
2,22 |
2,18 |
113,05 |
2,20 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,39 |
100,57 |
2,40 |
2,35 |
100,48 |
2,38 |
IZ0823 |
PL0000105359 |
111,85 |
112,57 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
106,94 |
107,14 |
2,50 |
2,45 |
107,04 |
2,47 |
WZ0124 |
PL0000107454 |
99,30 |
99,44 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,25 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
102,07 |
102,36 |
2,90 |
2,85 |
102,22 |
2,88 |
WZ0126 |
PL0000108817 |
97,79 |
98,06 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
96,22 |
96,42 |
3,05 |
3,02 |
96,32 |
3,04 |
DS0727 |
PL0000109427 |
95,00 |
95,36 |
3,16 |
3,11 |
95,18 |
3,14 |
WS0428 |
PL0000107611 |
95,98 |
96,38 |
3,25 |
3,20 |
96,18 |
3,22 |
WZ0528 |
PL0000110383 |
96,55 |
96,82 |
--- |
--- |
96,69 |
--- |
WS0429 |
PL0000105391 |
122,25 |
122,77 |
3,21 |
3,16 |
122,51 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,46 |
99,51 |
1,17 |
1,06 |
99,49 |
1,10 |
PS0719 |
PL0000108148 |
101,41 |
101,45 |
1,25 |
1,19 |
101,43 |
1,22 |
DS1019 |
PL0000105441 |
104,03 |
104,09 |
1,28 |
1,22 |
104,06 |
1,25 |
WZ0120 |
PL0000108601 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,07 |
1,49 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,50 |
97,57 |
1,48 |
1,44 |
97,54 |
1,46 |
DS1020 |
PL0000106126 |
107,11 |
107,17 |
1,55 |
1,52 |
107,14 |
1,53 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,67 |
1,75 |
1,72 |
100,64 |
1,73 |
PS0721 |
PL0000109153 |
99,93 |
100,02 |
1,77 |
1,74 |
99,98 |
1,75 |
DS1021 |
PL0000106670 |
111,23 |
111,31 |
1,82 |
1,80 |
111,27 |
1,81 |
PS0422 |
PL0000109492 |
100,36 |
100,58 |
2,14 |
2,07 |
100,47 |
2,10 |
WS0922 |
PL0000102646 |
113,05 |
113,27 |
2,20 |
2,15 |
113,16 |
2,17 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,63 |
2,38 |
2,34 |
100,54 |
2,36 |
IZ0823 |
PL0000105359 |
111,83 |
112,52 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
107,09 |
107,26 |
2,46 |
2,43 |
107,18 |
2,45 |
WZ0124 |
PL0000107454 |
99,30 |
99,43 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
102,33 |
102,59 |
2,86 |
2,82 |
102,46 |
2,84 |
WZ0126 |
PL0000108817 |
97,83 |
98,06 |
--- |
--- |
97,95 |
--- |
DS0726 |
PL0000108866 |
96,30 |
96,53 |
3,04 |
3,01 |
96,42 |
3,02 |
DS0727 |
PL0000109427 |
95,13 |
95,41 |
3,14 |
3,11 |
95,27 |
3,13 |
WS0428 |
PL0000107611 |
96,20 |
96,47 |
3,22 |
3,18 |
96,34 |
3,20 |
WZ0528 |
PL0000110383 |
96,55 |
96,85 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
122,40 |
122,86 |
3,19 |
3,15 |
122,63 |
3,17 |
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 |
1,370 |
1,370 |
1,370 |
60 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
330 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
40 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
10 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
50 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
120 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
400 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,370 |
1,390 |
1,381 |
90 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
75 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
50 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
200 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,370 |
1,400 |
1,396 |
230 |
TOTAL |
1 655 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.