2018-11-15 |
MARKET DATA |
No 219 (3502) |
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 |
1 890,00 |
1 967,36 |
62 |
2 040,00 |
2 051,28 |
17 |
3 930,00 |
4 018,64 |
79 |
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 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,39 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,92 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,49 |
97,52 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
5 000 |
4,88 |
1 |
DS1020 |
PL0000106126 |
106,93 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,52 |
100,48 |
100,520 |
100,520 |
100,500 |
100,500 |
100,504 |
50 000 |
50,82 |
4 |
PS0721 |
PL0000109153 |
99,77 |
99,76 |
99,770 |
99,770 |
99,730 |
99,730 |
99,743 |
510 000 |
511,55 |
17 |
DS1021 |
PL0000106670 |
111,04 |
111,00 |
111,000 |
111,000 |
110,950 |
110,950 |
110,967 |
485 000 |
540,10 |
9 |
PS0422 |
PL0000109492 |
100,44 |
100,48 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
25 000 |
25,43 |
1 |
WS0922 |
PL0000102646 |
112,88 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,53 |
100,54 |
100,530 |
100,560 |
100,530 |
100,560 |
100,550 |
35 000 |
35,91 |
3 |
DS1023 |
PL0000107264 |
107,02 |
107,01 |
107,010 |
107,010 |
107,000 |
107,000 |
107,003 |
340 000 |
364,74 |
4 |
PS0424 |
PL0000111191 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,28 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,35 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,13 |
95,10 |
95,200 |
95,200 |
95,100 |
95,100 |
95,117 |
30 000 |
28,78 |
4 |
WS0428 |
PL0000107611 |
96,05 |
96,10 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
10 000 |
9,76 |
1 |
WS0429 |
PL0000105391 |
122,30 |
122,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,49 |
140,14 |
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 |
111,86 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,43 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,89 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,10 |
99,18 |
99,070 |
99,070 |
99,070 |
99,070 |
99,070 |
35 000 |
34,87 |
2 |
WZ0524 |
PL0000110615 |
98,95 |
98,96 |
98,920 |
98,950 |
98,850 |
98,950 |
98,897 |
205 000 |
204,50 |
10 |
WZ0126 |
PL0000108817 |
97,28 |
97,17 |
97,200 |
97,200 |
97,170 |
97,170 |
97,173 |
110 000 |
107,51 |
2 |
WZ0528 |
PL0000110383 |
96,20 |
96,18 |
96,200 |
96,200 |
96,150 |
96,150 |
96,175 |
50 000 |
48,52 |
4 |
TOTAL |
1 890 000 |
1 967,36 |
62 |
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 |
99,56 |
1,17 |
1,03 |
99,53 |
1,10 |
PS0719 |
PL0000108148 |
101,36 |
101,44 |
1,22 |
1,10 |
101,40 |
1,16 |
DS1019 |
PL0000105441 |
103,87 |
103,99 |
1,29 |
1,17 |
103,93 |
1,23 |
WZ0120 |
PL0000108601 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,07 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,46 |
97,58 |
1,54 |
1,47 |
97,52 |
1,50 |
DS1020 |
PL0000106126 |
106,87 |
106,99 |
1,61 |
1,55 |
106,93 |
1,58 |
WZ0121 |
PL0000106068 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,56 |
1,81 |
1,76 |
100,51 |
1,78 |
PS0721 |
PL0000109153 |
99,72 |
99,86 |
1,85 |
1,80 |
99,79 |
1,83 |
DS1021 |
PL0000106670 |
110,99 |
111,15 |
1,86 |
1,81 |
111,07 |
1,83 |
PS0422 |
PL0000109492 |
100,39 |
100,56 |
2,13 |
2,08 |
100,48 |
2,10 |
WS0922 |
PL0000102646 |
112,83 |
113,05 |
2,23 |
2,17 |
112,94 |
2,20 |
WZ1122 |
PL0000109377 |
99,81 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,42 |
100,62 |
2,39 |
2,34 |
100,52 |
2,37 |
IZ0823 |
PL0000105359 |
111,69 |
112,58 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
106,86 |
107,14 |
2,50 |
2,44 |
107,00 |
2,47 |
WZ0124 |
PL0000107454 |
98,93 |
99,23 |
--- |
--- |
99,08 |
--- |
WZ0524 |
PL0000110615 |
98,73 |
99,00 |
--- |
--- |
98,87 |
--- |
DS0725 |
PL0000108197 |
102,13 |
102,49 |
2,89 |
2,83 |
102,31 |
2,86 |
WZ0126 |
PL0000108817 |
97,12 |
97,43 |
--- |
--- |
97,28 |
--- |
DS0726 |
PL0000108866 |
96,16 |
96,56 |
3,07 |
3,00 |
96,36 |
3,04 |
DS0727 |
PL0000109427 |
94,95 |
95,31 |
3,17 |
3,12 |
95,13 |
3,15 |
WS0428 |
PL0000107611 |
95,90 |
96,28 |
3,26 |
3,21 |
96,09 |
3,23 |
WZ0528 |
PL0000110383 |
95,94 |
96,45 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
121,31 |
123,31 |
3,30 |
3,10 |
122,31 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,51 |
99,56 |
1,14 |
1,03 |
99,54 |
1,07 |
PS0719 |
PL0000108148 |
101,36 |
101,42 |
1,22 |
1,13 |
101,39 |
1,18 |
DS1019 |
PL0000105441 |
103,88 |
103,95 |
1,28 |
1,21 |
103,92 |
1,24 |
WZ0120 |
PL0000108601 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,98 |
100,04 |
1,51 |
1,47 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,47 |
97,55 |
1,54 |
1,49 |
97,51 |
1,51 |
DS1020 |
PL0000106126 |
106,88 |
106,96 |
1,60 |
1,56 |
106,92 |
1,58 |
WZ0121 |
PL0000106068 |
100,40 |
100,51 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,43 |
100,53 |
1,81 |
1,77 |
100,48 |
1,79 |
PS0721 |
PL0000109153 |
99,69 |
99,80 |
1,87 |
1,82 |
99,75 |
1,84 |
DS1021 |
PL0000106670 |
110,90 |
111,02 |
1,89 |
1,85 |
110,96 |
1,87 |
PS0422 |
PL0000109492 |
100,37 |
100,51 |
2,13 |
2,09 |
100,44 |
2,11 |
WS0922 |
PL0000102646 |
112,81 |
113,03 |
2,23 |
2,18 |
112,92 |
2,20 |
WZ1122 |
PL0000109377 |
99,83 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,61 |
2,38 |
2,34 |
100,53 |
2,36 |
IZ0823 |
PL0000105359 |
111,66 |
112,56 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
106,94 |
107,09 |
2,49 |
2,45 |
107,02 |
2,47 |
WZ0124 |
PL0000107454 |
98,97 |
99,24 |
--- |
--- |
99,11 |
--- |
WZ0524 |
PL0000110615 |
98,83 |
99,05 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,45 |
2,88 |
2,84 |
102,32 |
2,86 |
WZ0126 |
PL0000108817 |
97,15 |
97,42 |
--- |
--- |
97,29 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,52 |
3,05 |
3,01 |
96,40 |
3,03 |
DS0727 |
PL0000109427 |
94,97 |
95,25 |
3,17 |
3,13 |
95,11 |
3,15 |
WS0428 |
PL0000107611 |
95,95 |
96,29 |
3,25 |
3,21 |
96,12 |
3,23 |
WZ0528 |
PL0000110383 |
96,00 |
96,27 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
122,16 |
122,55 |
3,21 |
3,17 |
122,36 |
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 |
1,350 |
1,350 |
1,350 |
60 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
230 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
20 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
180 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
115 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
310 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
480 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
240 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,380 |
1,400 |
1,386 |
260 |
OK0720 |
PL0000110375 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
65 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
60 |
TOTAL |
2 040 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.