2018-11-07 |
MARKET DATA |
No 214 (3497) |
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 |
335,00 |
333,15 |
23 |
480,00 |
508,98 |
3 |
815,00 |
842,14 |
26 |
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 |
99,50 |
99,50 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
9,95 |
1 |
PS0719 |
PL0000108148 |
101,42 |
101,42 |
101,420 |
101,420 |
101,420 |
101,420 |
101,420 |
10 000 |
10,24 |
1 |
DS1019 |
PL0000105441 |
104,02 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,05 |
100,06 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
5 000 |
5,04 |
1 |
OK0720 |
PL0000110375 |
97,55 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,15 |
107,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,02 |
99,94 |
99,970 |
99,970 |
99,940 |
99,940 |
99,963 |
150 000 |
150,71 |
3 |
DS1021 |
PL0000106670 |
111,30 |
111,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,58 |
100,56 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
10 000 |
10,18 |
1 |
WS0922 |
PL0000102646 |
113,24 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,73 |
100,64 |
100,720 |
100,720 |
100,720 |
100,720 |
100,720 |
15 000 |
15,40 |
2 |
DS1023 |
PL0000107264 |
107,31 |
107,12 |
107,270 |
107,270 |
107,270 |
107,270 |
107,270 |
10 000 |
10,74 |
1 |
PS0424 |
PL0000111191 |
99,54 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,64 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,70 |
96,52 |
96,700 |
96,700 |
96,610 |
96,610 |
96,670 |
15 000 |
14,61 |
2 |
DS0727 |
PL0000109427 |
95,62 |
94,56 |
95,510 |
95,510 |
95,300 |
95,300 |
95,433 |
85 000 |
81,74 |
10 |
WS0428 |
PL0000107611 |
96,65 |
96,31 |
96,610 |
96,610 |
96,610 |
96,610 |
96,610 |
25 000 |
24,53 |
1 |
WS0429 |
PL0000105391 |
123,00 |
122,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,41 |
140,68 |
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 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
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 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,38 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,89 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,60 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
335 000 |
333,15 |
23 |
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 |
99,48 |
99,52 |
1,14 |
1,05 |
99,50 |
1,10 |
PS0719 |
PL0000108148 |
101,40 |
101,44 |
1,24 |
1,18 |
101,42 |
1,21 |
DS1019 |
PL0000105441 |
104,00 |
104,07 |
1,27 |
1,20 |
104,04 |
1,23 |
WZ0120 |
PL0000108601 |
100,49 |
100,57 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
100,03 |
100,08 |
1,47 |
1,44 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,54 |
97,60 |
1,47 |
1,43 |
97,57 |
1,45 |
DS1020 |
PL0000106126 |
107,12 |
107,19 |
1,53 |
1,50 |
107,16 |
1,51 |
WZ0121 |
PL0000106068 |
100,49 |
100,56 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,72 |
1,73 |
1,69 |
100,68 |
1,71 |
PS0721 |
PL0000109153 |
100,00 |
100,06 |
1,75 |
1,72 |
100,03 |
1,74 |
DS1021 |
PL0000106670 |
111,27 |
111,36 |
1,80 |
1,77 |
111,32 |
1,79 |
PS0422 |
PL0000109492 |
100,56 |
100,70 |
2,08 |
2,03 |
100,63 |
2,06 |
WS0922 |
PL0000102646 |
113,22 |
113,35 |
2,15 |
2,12 |
113,29 |
2,13 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,69 |
100,84 |
2,32 |
2,29 |
100,77 |
2,30 |
IZ0823 |
PL0000105359 |
111,82 |
112,51 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,28 |
107,39 |
2,42 |
2,40 |
107,34 |
2,41 |
WZ0124 |
PL0000107454 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,24 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,79 |
2,82 |
2,78 |
102,67 |
2,80 |
WZ0126 |
PL0000108817 |
97,77 |
98,02 |
--- |
--- |
97,90 |
--- |
DS0726 |
PL0000108866 |
96,60 |
96,82 |
3,00 |
2,96 |
96,71 |
2,98 |
DS0727 |
PL0000109427 |
95,53 |
95,74 |
3,09 |
3,06 |
95,64 |
3,08 |
WS0428 |
PL0000107611 |
96,53 |
96,79 |
3,18 |
3,14 |
96,66 |
3,16 |
WZ0528 |
PL0000110383 |
96,53 |
96,79 |
--- |
--- |
96,66 |
--- |
WS0429 |
PL0000105391 |
122,81 |
123,32 |
3,15 |
3,10 |
123,07 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,48 |
99,52 |
1,14 |
1,05 |
99,50 |
1,10 |
PS0719 |
PL0000108148 |
101,40 |
101,45 |
1,24 |
1,17 |
101,43 |
1,20 |
DS1019 |
PL0000105441 |
103,99 |
104,07 |
1,28 |
1,20 |
104,03 |
1,24 |
WZ0120 |
PL0000108601 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,08 |
1,48 |
1,44 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,51 |
97,57 |
1,49 |
1,45 |
97,54 |
1,47 |
DS1020 |
PL0000106126 |
107,09 |
107,17 |
1,54 |
1,50 |
107,13 |
1,52 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,69 |
1,74 |
1,71 |
100,65 |
1,72 |
PS0721 |
PL0000109153 |
99,93 |
99,99 |
1,77 |
1,75 |
99,96 |
1,76 |
DS1021 |
PL0000106670 |
111,21 |
111,29 |
1,82 |
1,80 |
111,25 |
1,81 |
PS0422 |
PL0000109492 |
100,48 |
100,64 |
2,10 |
2,05 |
100,56 |
2,08 |
WS0922 |
PL0000102646 |
113,09 |
113,23 |
2,18 |
2,15 |
113,16 |
2,17 |
WZ1122 |
PL0000109377 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,56 |
100,70 |
2,36 |
2,32 |
100,63 |
2,34 |
IZ0823 |
PL0000105359 |
111,75 |
112,59 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,26 |
2,46 |
2,43 |
107,18 |
2,44 |
WZ0124 |
PL0000107454 |
99,34 |
99,46 |
--- |
--- |
99,40 |
--- |
WZ0524 |
PL0000110615 |
99,11 |
99,25 |
--- |
--- |
99,18 |
--- |
DS0725 |
PL0000108197 |
102,37 |
102,58 |
2,85 |
2,82 |
102,48 |
2,83 |
WZ0126 |
PL0000108817 |
97,79 |
98,02 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,42 |
96,65 |
3,02 |
2,99 |
96,54 |
3,01 |
DS0727 |
PL0000109427 |
95,29 |
95,54 |
3,12 |
3,09 |
95,42 |
3,11 |
WS0428 |
PL0000107611 |
96,33 |
96,56 |
3,20 |
3,17 |
96,45 |
3,19 |
WZ0528 |
PL0000110383 |
96,54 |
96,79 |
--- |
--- |
96,67 |
--- |
WS0429 |
PL0000105391 |
122,51 |
123,06 |
3,18 |
3,13 |
122,79 |
3,15 |
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 |
400 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
TOTAL |
480 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.