2018-11-08 |
MARKET DATA |
No 215 (3498) |
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 |
915,00 |
918,76 |
23 |
2 360,00 |
2 375,37 |
17 |
3 275,00 |
3 294,13 |
40 |
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 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,40 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,98 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,51 |
97,48 |
97,500 |
97,500 |
97,500 |
97,500 |
97,500 |
100 000 |
97,50 |
1 |
DS1020 |
PL0000106126 |
107,06 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,89 |
99,84 |
99,860 |
99,860 |
99,840 |
99,860 |
99,855 |
445 000 |
446,70 |
10 |
DS1021 |
PL0000106670 |
111,12 |
111,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,45 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,04 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,56 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,09 |
106,97 |
107,050 |
107,050 |
107,050 |
107,050 |
107,050 |
110 000 |
117,97 |
2 |
PS0424 |
PL0000111191 |
99,23 |
99,24 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
25 000 |
25,14 |
1 |
DS0725 |
PL0000108197 |
102,26 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,21 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,12 |
94,99 |
95,050 |
95,050 |
95,000 |
95,000 |
95,013 |
80 000 |
76,61 |
5 |
WS0428 |
PL0000107611 |
96,40 |
96,08 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
5 000 |
4,88 |
1 |
WS0429 |
PL0000105391 |
122,59 |
122,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,57 |
140,48 |
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 |
112,35 |
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 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
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 |
99,37 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,16 |
99,17 |
99,160 |
99,160 |
99,140 |
99,140 |
99,145 |
150 000 |
149,96 |
3 |
WZ0126 |
PL0000108817 |
97,86 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,58 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
915 000 |
918,76 |
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 |
99,53 |
1,16 |
1,05 |
99,51 |
1,10 |
PS0719 |
PL0000108148 |
101,38 |
101,43 |
1,25 |
1,18 |
101,41 |
1,20 |
DS1019 |
PL0000105441 |
103,95 |
104,04 |
1,29 |
1,20 |
104,00 |
1,24 |
WZ0120 |
PL0000108601 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,07 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,47 |
97,58 |
1,52 |
1,45 |
97,53 |
1,48 |
DS1020 |
PL0000106126 |
106,99 |
107,09 |
1,58 |
1,53 |
107,04 |
1,55 |
WZ0121 |
PL0000106068 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,61 |
1,78 |
1,74 |
100,56 |
1,76 |
PS0721 |
PL0000109153 |
99,82 |
99,92 |
1,82 |
1,78 |
99,87 |
1,80 |
DS1021 |
PL0000106670 |
111,05 |
111,19 |
1,86 |
1,82 |
111,12 |
1,84 |
PS0422 |
PL0000109492 |
100,33 |
100,56 |
2,15 |
2,08 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
112,89 |
113,09 |
2,23 |
2,18 |
112,99 |
2,20 |
WZ1122 |
PL0000109377 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,37 |
100,60 |
2,40 |
2,35 |
100,49 |
2,37 |
IZ0823 |
PL0000105359 |
111,78 |
112,47 |
--- |
--- |
112,13 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,07 |
2,50 |
2,46 |
106,99 |
2,48 |
WZ0124 |
PL0000107454 |
99,31 |
99,45 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,24 |
--- |
--- |
99,17 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,46 |
2,89 |
2,84 |
102,30 |
2,86 |
WZ0126 |
PL0000108817 |
97,74 |
98,02 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,47 |
3,07 |
3,02 |
96,30 |
3,04 |
DS0727 |
PL0000109427 |
95,02 |
95,32 |
3,16 |
3,12 |
95,17 |
3,14 |
WS0428 |
PL0000107611 |
95,95 |
96,25 |
3,25 |
3,21 |
96,10 |
3,23 |
WZ0528 |
PL0000110383 |
96,49 |
96,81 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
122,17 |
122,69 |
3,21 |
3,16 |
122,43 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,49 |
99,53 |
1,14 |
1,05 |
99,51 |
1,10 |
PS0719 |
PL0000108148 |
101,39 |
101,43 |
1,23 |
1,18 |
101,41 |
1,20 |
DS1019 |
PL0000105441 |
103,96 |
104,03 |
1,28 |
1,21 |
104,00 |
1,24 |
WZ0120 |
PL0000108601 |
100,47 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,06 |
1,50 |
1,45 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,48 |
97,54 |
1,51 |
1,47 |
97,51 |
1,49 |
DS1020 |
PL0000106126 |
107,00 |
107,08 |
1,57 |
1,53 |
107,04 |
1,55 |
WZ0121 |
PL0000106068 |
100,48 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,59 |
1,78 |
1,75 |
100,56 |
1,76 |
PS0721 |
PL0000109153 |
99,83 |
99,90 |
1,81 |
1,79 |
99,87 |
1,80 |
DS1021 |
PL0000106670 |
111,09 |
111,19 |
1,85 |
1,82 |
111,14 |
1,83 |
PS0422 |
PL0000109492 |
100,42 |
100,56 |
2,12 |
2,08 |
100,49 |
2,10 |
WS0922 |
PL0000102646 |
112,95 |
113,09 |
2,21 |
2,18 |
113,02 |
2,19 |
WZ1122 |
PL0000109377 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,59 |
2,39 |
2,35 |
100,51 |
2,37 |
IZ0823 |
PL0000105359 |
111,79 |
112,48 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,10 |
2,49 |
2,46 |
107,01 |
2,48 |
WZ0124 |
PL0000107454 |
99,31 |
99,44 |
--- |
--- |
99,38 |
--- |
WZ0524 |
PL0000110615 |
99,07 |
99,20 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,36 |
2,89 |
2,85 |
102,26 |
2,87 |
WZ0126 |
PL0000108817 |
97,79 |
98,03 |
--- |
--- |
97,91 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,37 |
3,07 |
3,03 |
96,25 |
3,05 |
DS0727 |
PL0000109427 |
95,00 |
95,22 |
3,16 |
3,13 |
95,11 |
3,15 |
WS0428 |
PL0000107611 |
96,00 |
96,24 |
3,24 |
3,21 |
96,12 |
3,23 |
WZ0528 |
PL0000110383 |
96,48 |
96,82 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
122,14 |
122,63 |
3,22 |
3,17 |
122,39 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
120 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
385 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
180 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
90 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
100 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
150 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
50 |
DS0727 |
PL0000109427 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
160 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
240 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
TOTAL |
2 360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.