2018-11-13 |
MARKET DATA |
No 217 (3500) |
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 |
1 532,50 |
1 545,24 |
29 |
130,00 |
138,47 |
2 |
1 662,50 |
1 683,71 |
31 |
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 |
99,52 |
99,52 |
99,520 |
99,520 |
99,520 |
99,520 |
99,520 |
115 000 |
114,45 |
2 |
PS0719 |
PL0000108148 |
101,40 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,95 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,52 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,02 |
107,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,58 |
100,56 |
100,580 |
100,580 |
100,560 |
100,580 |
100,568 |
555 000 |
564,36 |
8 |
PS0721 |
PL0000109153 |
99,93 |
99,90 |
99,900 |
99,930 |
99,900 |
99,930 |
99,916 |
332 500 |
334,02 |
5 |
DS1021 |
PL0000106670 |
111,16 |
111,14 |
111,150 |
111,150 |
111,150 |
111,150 |
111,150 |
5 000 |
5,57 |
1 |
PS0422 |
PL0000109492 |
100,54 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,05 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,63 |
100,58 |
100,580 |
100,580 |
100,580 |
100,580 |
100,580 |
100 000 |
102,59 |
1 |
DS1023 |
PL0000107264 |
107,18 |
107,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,46 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,44 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,50 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,33 |
95,14 |
95,330 |
95,330 |
95,280 |
95,280 |
95,305 |
10 000 |
9,61 |
2 |
WS0428 |
PL0000107611 |
96,20 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,53 |
122,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,04 |
140,40 |
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 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,49 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
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 |
99,33 |
99,34 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
25 000 |
24,97 |
1 |
WZ0524 |
PL0000110615 |
99,10 |
99,06 |
99,100 |
99,100 |
99,050 |
99,050 |
99,073 |
390 000 |
389,67 |
9 |
WZ0126 |
PL0000108817 |
97,79 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 532 500 |
1 545,24 |
29 |
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 |
99,51 |
99,55 |
1,12 |
1,02 |
99,53 |
1,07 |
PS0719 |
PL0000108148 |
101,39 |
101,45 |
1,21 |
1,12 |
101,42 |
1,17 |
DS1019 |
PL0000105441 |
103,94 |
104,03 |
1,27 |
1,17 |
103,99 |
1,21 |
WZ0120 |
PL0000108601 |
100,47 |
100,56 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,09 |
1,50 |
1,43 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,50 |
97,60 |
1,51 |
1,45 |
97,55 |
1,48 |
DS1020 |
PL0000106126 |
106,97 |
107,08 |
1,57 |
1,52 |
107,03 |
1,55 |
WZ0121 |
PL0000106068 |
100,46 |
100,55 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,62 |
1,76 |
1,73 |
100,59 |
1,75 |
PS0721 |
PL0000109153 |
99,85 |
99,95 |
1,80 |
1,77 |
99,90 |
1,79 |
DS1021 |
PL0000106670 |
111,11 |
111,22 |
1,83 |
1,80 |
111,17 |
1,81 |
PS0422 |
PL0000109492 |
100,46 |
100,63 |
2,11 |
2,05 |
100,55 |
2,08 |
WS0922 |
PL0000102646 |
112,93 |
113,16 |
2,21 |
2,15 |
113,05 |
2,18 |
WZ1122 |
PL0000109377 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0123 |
PL0000110151 |
100,48 |
100,68 |
2,38 |
2,33 |
100,58 |
2,35 |
IZ0823 |
PL0000105359 |
111,80 |
112,72 |
--- |
--- |
112,26 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,23 |
2,47 |
2,43 |
107,14 |
2,45 |
WZ0124 |
PL0000107454 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,23 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
102,27 |
102,55 |
2,87 |
2,82 |
102,41 |
2,85 |
WZ0126 |
PL0000108817 |
97,72 |
98,06 |
--- |
--- |
97,89 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,64 |
3,04 |
2,99 |
96,48 |
3,02 |
DS0727 |
PL0000109427 |
95,09 |
95,42 |
3,15 |
3,11 |
95,26 |
3,13 |
WS0428 |
PL0000107611 |
96,02 |
96,44 |
3,24 |
3,19 |
96,23 |
3,22 |
WZ0528 |
PL0000110383 |
96,44 |
96,80 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
122,16 |
122,81 |
3,21 |
3,15 |
122,49 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,51 |
99,54 |
1,12 |
1,05 |
99,53 |
1,07 |
PS0719 |
PL0000108148 |
101,39 |
101,44 |
1,21 |
1,14 |
101,42 |
1,17 |
DS1019 |
PL0000105441 |
103,94 |
104,00 |
1,27 |
1,20 |
103,97 |
1,24 |
WZ0120 |
PL0000108601 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,07 |
1,49 |
1,45 |
100,04 |
1,47 |
OK0720 |
PL0000110375 |
97,49 |
97,57 |
1,51 |
1,46 |
97,53 |
1,49 |
DS1020 |
PL0000106126 |
106,99 |
107,06 |
1,57 |
1,53 |
107,03 |
1,55 |
WZ0121 |
PL0000106068 |
100,45 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,61 |
1,77 |
1,74 |
100,58 |
1,75 |
PS0721 |
PL0000109153 |
99,87 |
99,95 |
1,80 |
1,77 |
99,91 |
1,78 |
DS1021 |
PL0000106670 |
111,12 |
111,23 |
1,83 |
1,79 |
111,18 |
1,81 |
PS0422 |
PL0000109492 |
100,48 |
100,61 |
2,10 |
2,06 |
100,55 |
2,08 |
WS0922 |
PL0000102646 |
112,94 |
113,16 |
2,21 |
2,15 |
113,05 |
2,18 |
WZ1122 |
PL0000109377 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,68 |
2,37 |
2,33 |
100,60 |
2,35 |
IZ0823 |
PL0000105359 |
111,86 |
112,50 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
107,04 |
107,23 |
2,47 |
2,43 |
107,14 |
2,45 |
WZ0124 |
PL0000107454 |
99,24 |
99,38 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
98,95 |
99,10 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
102,30 |
102,57 |
2,86 |
2,82 |
102,44 |
2,84 |
WZ0126 |
PL0000108817 |
97,68 |
97,90 |
--- |
--- |
97,79 |
--- |
DS0726 |
PL0000108866 |
96,44 |
96,64 |
3,02 |
2,99 |
96,54 |
3,01 |
DS0727 |
PL0000109427 |
95,21 |
95,40 |
3,14 |
3,11 |
95,31 |
3,12 |
WS0428 |
PL0000107611 |
96,09 |
96,29 |
3,23 |
3,21 |
96,19 |
3,22 |
WZ0528 |
PL0000110383 |
96,37 |
96,65 |
--- |
--- |
96,51 |
--- |
WS0429 |
PL0000105391 |
122,28 |
122,82 |
3,20 |
3,15 |
122,55 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
110 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.