2018-11-05 |
MARKET DATA |
No 212 (3495) |
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 |
130,00 |
129,13 |
8 |
665,00 |
693,17 |
5 |
795,00 |
822,30 |
13 |
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 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,42 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,03 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,54 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,13 |
107,15 |
107,150 |
107,150 |
107,150 |
107,150 |
107,150 |
10 000 |
10,73 |
1 |
PS0421 |
PL0000108916 |
100,65 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,99 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,30 |
111,28 |
111,300 |
111,300 |
111,300 |
111,300 |
111,300 |
15 000 |
16,73 |
1 |
PS0422 |
PL0000109492 |
100,50 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,20 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,65 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,27 |
107,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,43 |
99,41 |
99,420 |
99,450 |
99,420 |
99,450 |
99,440 |
15 000 |
15,12 |
2 |
DS0725 |
PL0000108197 |
102,50 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,53 |
96,52 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
5 000 |
4,87 |
1 |
DS0727 |
PL0000109427 |
95,38 |
95,34 |
95,360 |
95,420 |
95,360 |
95,420 |
95,384 |
85 000 |
81,69 |
3 |
WS0428 |
PL0000107611 |
96,42 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,85 |
122,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,09 |
141,09 |
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 |
111,95 |
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 |
100,53 |
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 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,36 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,09 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,85 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,65 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
130 000 |
129,13 |
8 |
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 |
99,47 |
99,52 |
1,15 |
1,04 |
99,50 |
1,09 |
PS0719 |
PL0000108148 |
101,40 |
101,44 |
1,26 |
1,20 |
101,42 |
1,23 |
DS1019 |
PL0000105441 |
104,01 |
104,07 |
1,29 |
1,23 |
104,04 |
1,26 |
WZ0120 |
PL0000108601 |
100,48 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,06 |
1,50 |
1,45 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,49 |
97,57 |
1,49 |
1,44 |
97,53 |
1,47 |
DS1020 |
PL0000106126 |
107,08 |
107,16 |
1,56 |
1,52 |
107,12 |
1,54 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,67 |
1,75 |
1,72 |
100,63 |
1,73 |
PS0721 |
PL0000109153 |
99,93 |
100,02 |
1,77 |
1,74 |
99,98 |
1,75 |
DS1021 |
PL0000106670 |
111,21 |
111,30 |
1,83 |
1,80 |
111,26 |
1,81 |
PS0422 |
PL0000109492 |
100,38 |
100,63 |
2,13 |
2,06 |
100,51 |
2,09 |
WS0922 |
PL0000102646 |
113,05 |
113,28 |
2,20 |
2,14 |
113,17 |
2,17 |
WZ1122 |
PL0000109377 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,47 |
100,71 |
2,38 |
2,32 |
100,59 |
2,35 |
IZ0823 |
PL0000105359 |
111,78 |
112,58 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,26 |
2,46 |
2,43 |
107,18 |
2,44 |
WZ0124 |
PL0000107454 |
99,29 |
99,43 |
--- |
--- |
99,36 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,61 |
2,87 |
2,81 |
102,44 |
2,84 |
WZ0126 |
PL0000108817 |
97,80 |
98,06 |
--- |
--- |
97,93 |
--- |
DS0726 |
PL0000108866 |
96,33 |
96,60 |
3,04 |
3,00 |
96,47 |
3,02 |
DS0727 |
PL0000109427 |
95,18 |
95,44 |
3,14 |
3,10 |
95,31 |
3,12 |
WS0428 |
PL0000107611 |
96,14 |
96,52 |
3,23 |
3,18 |
96,33 |
3,20 |
WZ0528 |
PL0000110383 |
96,54 |
96,85 |
--- |
--- |
96,70 |
--- |
WS0429 |
PL0000105391 |
122,38 |
122,83 |
3,19 |
3,15 |
122,61 |
3,17 |
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 |
1,15 |
1,06 |
99,49 |
1,11 |
PS0719 |
PL0000108148 |
101,40 |
101,44 |
1,26 |
1,20 |
101,42 |
1,23 |
DS1019 |
PL0000105441 |
104,02 |
104,07 |
1,28 |
1,23 |
104,05 |
1,25 |
WZ0120 |
PL0000108601 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,06 |
1,49 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,52 |
97,57 |
1,48 |
1,44 |
97,55 |
1,46 |
DS1020 |
PL0000106126 |
107,11 |
107,18 |
1,54 |
1,51 |
107,15 |
1,52 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,69 |
1,74 |
1,71 |
100,66 |
1,72 |
PS0721 |
PL0000109153 |
99,97 |
100,05 |
1,76 |
1,73 |
100,01 |
1,74 |
DS1021 |
PL0000106670 |
111,27 |
111,33 |
1,81 |
1,79 |
111,30 |
1,80 |
PS0422 |
PL0000109492 |
100,48 |
100,65 |
2,10 |
2,05 |
100,57 |
2,07 |
WS0922 |
PL0000102646 |
113,18 |
113,32 |
2,17 |
2,13 |
113,25 |
2,15 |
WZ1122 |
PL0000109377 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,62 |
100,77 |
2,34 |
2,30 |
100,70 |
2,32 |
IZ0823 |
PL0000105359 |
111,82 |
112,51 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,33 |
2,43 |
2,41 |
107,29 |
2,42 |
WZ0124 |
PL0000107454 |
99,31 |
99,43 |
--- |
--- |
99,37 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
102,46 |
102,64 |
2,84 |
2,81 |
102,55 |
2,82 |
WZ0126 |
PL0000108817 |
97,80 |
98,02 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,48 |
96,67 |
3,02 |
2,99 |
96,58 |
3,00 |
DS0727 |
PL0000109427 |
95,33 |
95,54 |
3,12 |
3,09 |
95,44 |
3,10 |
WS0428 |
PL0000107611 |
96,38 |
96,62 |
3,20 |
3,16 |
96,50 |
3,18 |
WZ0528 |
PL0000110383 |
96,57 |
96,79 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
122,70 |
123,23 |
3,16 |
3,11 |
122,97 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
210 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
105 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
140 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
180 |
TOTAL |
665 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.