2018-11-14 |
MARKET DATA |
No 218 (3501) |
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 |
1 930,00 |
1 924,21 |
83 |
925,00 |
939,76 |
7 |
2 855,00 |
2 863,97 |
90 |
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 |
99,51 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,39 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,93 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,51 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,99 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,57 |
100,53 |
100,530 |
100,530 |
100,530 |
100,530 |
100,530 |
105 000 |
106,74 |
10 |
PS0721 |
PL0000109153 |
99,89 |
99,82 |
99,830 |
99,870 |
99,820 |
99,870 |
99,822 |
340 000 |
341,26 |
6 |
DS1021 |
PL0000106670 |
111,13 |
111,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,49 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,95 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,07 |
107,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,33 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,32 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,37 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,15 |
95,10 |
95,120 |
95,120 |
95,100 |
95,100 |
95,104 |
25 000 |
23,97 |
3 |
WS0428 |
PL0000107611 |
96,07 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,62 |
121,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,76 |
140,36 |
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 |
112,35 |
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 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,49 |
100,460 |
100,460 |
100,460 |
100,460 |
100,460 |
10 000 |
10,10 |
1 |
WZ1122 |
PL0000109377 |
99,99 |
99,85 |
99,990 |
99,990 |
99,860 |
99,860 |
99,932 |
350 000 |
352,72 |
9 |
WZ0124 |
PL0000107454 |
99,28 |
99,15 |
99,280 |
99,280 |
99,100 |
99,100 |
99,201 |
560 000 |
558,61 |
17 |
WZ0524 |
PL0000110615 |
98,98 |
98,89 |
98,900 |
98,900 |
98,810 |
98,900 |
98,887 |
160 000 |
159,57 |
13 |
WZ0126 |
PL0000108817 |
97,69 |
97,30 |
97,360 |
97,360 |
97,210 |
97,300 |
97,284 |
310 000 |
303,29 |
16 |
WZ0528 |
PL0000110383 |
96,42 |
96,22 |
96,230 |
96,250 |
96,200 |
96,250 |
96,229 |
70 000 |
67,95 |
8 |
TOTAL |
1 930 000 |
1 924,21 |
83 |
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 |
99,50 |
99,55 |
1,15 |
1,03 |
99,53 |
1,08 |
PS0719 |
PL0000108148 |
101,36 |
101,44 |
1,24 |
1,13 |
101,40 |
1,19 |
DS1019 |
PL0000105441 |
103,92 |
104,00 |
1,27 |
1,19 |
103,96 |
1,23 |
WZ0120 |
PL0000108601 |
100,47 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
99,99 |
100,07 |
1,50 |
1,45 |
100,03 |
1,47 |
OK0720 |
PL0000110375 |
97,49 |
97,58 |
1,52 |
1,46 |
97,54 |
1,48 |
DS1020 |
PL0000106126 |
106,96 |
107,05 |
1,58 |
1,53 |
107,01 |
1,55 |
WZ0121 |
PL0000106068 |
100,44 |
100,55 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,62 |
1,77 |
1,73 |
100,58 |
1,75 |
PS0721 |
PL0000109153 |
99,85 |
99,95 |
1,80 |
1,77 |
99,90 |
1,79 |
DS1021 |
PL0000106670 |
111,10 |
111,23 |
1,83 |
1,79 |
111,17 |
1,81 |
PS0422 |
PL0000109492 |
100,46 |
100,62 |
2,11 |
2,06 |
100,54 |
2,08 |
WS0922 |
PL0000102646 |
112,94 |
113,16 |
2,21 |
2,15 |
113,05 |
2,18 |
WZ1122 |
PL0000109377 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0123 |
PL0000110151 |
100,51 |
100,71 |
2,37 |
2,32 |
100,61 |
2,34 |
IZ0823 |
PL0000105359 |
111,81 |
112,50 |
--- |
--- |
112,16 |
--- |
DS1023 |
PL0000107264 |
107,05 |
107,25 |
2,46 |
2,42 |
107,15 |
2,44 |
WZ0124 |
PL0000107454 |
99,22 |
99,41 |
--- |
--- |
99,32 |
--- |
WZ0524 |
PL0000110615 |
98,88 |
99,13 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
102,30 |
102,58 |
2,86 |
2,82 |
102,44 |
2,84 |
WZ0126 |
PL0000108817 |
97,62 |
97,94 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
96,35 |
96,67 |
3,04 |
2,99 |
96,51 |
3,01 |
DS0727 |
PL0000109427 |
95,12 |
95,43 |
3,15 |
3,11 |
95,28 |
3,13 |
WS0428 |
PL0000107611 |
96,04 |
96,45 |
3,24 |
3,19 |
96,25 |
3,21 |
WZ0528 |
PL0000110383 |
96,35 |
96,70 |
--- |
--- |
96,53 |
--- |
WS0429 |
PL0000105391 |
122,44 |
122,94 |
3,18 |
3,13 |
122,69 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,49 |
99,56 |
1,17 |
1,01 |
99,53 |
1,08 |
PS0719 |
PL0000108148 |
101,37 |
101,44 |
1,23 |
1,13 |
101,41 |
1,17 |
DS1019 |
PL0000105441 |
103,89 |
104,00 |
1,30 |
1,19 |
103,95 |
1,24 |
WZ0120 |
PL0000108601 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,06 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,46 |
97,57 |
1,53 |
1,47 |
97,52 |
1,50 |
DS1020 |
PL0000106126 |
106,94 |
107,03 |
1,59 |
1,54 |
106,99 |
1,56 |
WZ0121 |
PL0000106068 |
100,41 |
100,53 |
--- |
--- |
100,47 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,56 |
1,79 |
1,76 |
100,52 |
1,78 |
PS0721 |
PL0000109153 |
99,76 |
99,84 |
1,84 |
1,81 |
99,80 |
1,82 |
DS1021 |
PL0000106670 |
111,06 |
111,18 |
1,85 |
1,81 |
111,12 |
1,83 |
PS0422 |
PL0000109492 |
100,42 |
100,55 |
2,12 |
2,08 |
100,49 |
2,10 |
WS0922 |
PL0000102646 |
112,86 |
113,09 |
2,23 |
2,17 |
112,98 |
2,20 |
WZ1122 |
PL0000109377 |
99,83 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,61 |
2,39 |
2,34 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
111,71 |
112,63 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
106,96 |
107,12 |
2,48 |
2,45 |
107,04 |
2,47 |
WZ0124 |
PL0000107454 |
99,00 |
99,24 |
--- |
--- |
99,12 |
--- |
WZ0524 |
PL0000110615 |
98,78 |
98,99 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
102,16 |
102,43 |
2,89 |
2,84 |
102,30 |
2,86 |
WZ0126 |
PL0000108817 |
97,15 |
97,39 |
--- |
--- |
97,27 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,48 |
3,05 |
3,02 |
96,39 |
3,03 |
DS0727 |
PL0000109427 |
94,99 |
95,20 |
3,17 |
3,14 |
95,10 |
3,15 |
WS0428 |
PL0000107611 |
95,92 |
96,17 |
3,25 |
3,22 |
96,05 |
3,24 |
WZ0528 |
PL0000110383 |
96,08 |
96,42 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
122,01 |
122,67 |
3,23 |
3,16 |
122,34 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,270 |
1,270 |
1,270 |
20 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
360 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
280 |
TOTAL |
925 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.