2018-11-19 |
MARKET DATA |
No 221 (3504) |
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 |
275,00 |
279,16 |
15 |
290,00 |
286,06 |
3 |
565,00 |
565,22 |
18 |
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 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,35 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,86 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,50 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,46 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,74 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,97 |
110,93 |
110,940 |
110,940 |
110,940 |
110,940 |
110,940 |
75 000 |
83,52 |
1 |
PS0422 |
PL0000109492 |
100,39 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,77 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,50 |
100,51 |
100,570 |
100,570 |
100,570 |
100,570 |
100,570 |
5 000 |
5,13 |
1 |
DS1023 |
PL0000107264 |
106,95 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,26 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,51 |
96,29 |
96,490 |
96,510 |
96,490 |
96,510 |
96,502 |
25 000 |
24,33 |
3 |
DS0727 |
PL0000109427 |
95,23 |
94,73 |
95,200 |
95,230 |
95,200 |
95,230 |
95,215 |
20 000 |
19,21 |
2 |
WS0428 |
PL0000107611 |
96,16 |
95,98 |
96,000 |
96,160 |
96,000 |
96,160 |
96,070 |
80 000 |
78,12 |
4 |
WS0429 |
PL0000105391 |
122,25 |
122,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,22 |
140,22 |
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 |
111,80 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,11 |
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 |
100,42 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,15 |
99,10 |
99,100 |
99,150 |
99,100 |
99,150 |
99,136 |
35 000 |
34,90 |
2 |
WZ0524 |
PL0000110615 |
98,90 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,32 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,15 |
96,20 |
96,150 |
96,150 |
96,100 |
96,100 |
96,114 |
35 000 |
33,94 |
2 |
TOTAL |
275 000 |
279,16 |
15 |
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 |
99,49 |
99,57 |
1,21 |
1,02 |
99,53 |
1,11 |
PS0719 |
PL0000108148 |
101,32 |
101,42 |
1,26 |
1,11 |
101,37 |
1,19 |
DS1019 |
PL0000105441 |
103,80 |
103,94 |
1,34 |
1,19 |
103,87 |
1,27 |
WZ0120 |
PL0000108601 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,90 |
100,03 |
1,57 |
1,47 |
99,97 |
1,52 |
OK0720 |
PL0000110375 |
97,39 |
97,55 |
1,59 |
1,49 |
97,47 |
1,54 |
DS1020 |
PL0000106126 |
106,76 |
106,90 |
1,65 |
1,58 |
106,83 |
1,62 |
WZ0121 |
PL0000106068 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,33 |
100,52 |
1,86 |
1,77 |
100,43 |
1,81 |
PS0721 |
PL0000109153 |
99,53 |
99,74 |
1,93 |
1,85 |
99,64 |
1,89 |
DS1021 |
PL0000106670 |
110,72 |
110,96 |
1,94 |
1,86 |
110,84 |
1,90 |
PS0422 |
PL0000109492 |
100,14 |
100,43 |
2,20 |
2,11 |
100,29 |
2,16 |
WS0922 |
PL0000102646 |
112,63 |
112,93 |
2,27 |
2,20 |
112,78 |
2,23 |
WZ1122 |
PL0000109377 |
99,77 |
100,00 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
100,28 |
100,55 |
2,43 |
2,36 |
100,42 |
2,39 |
IZ0823 |
PL0000105359 |
111,57 |
112,48 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
98,84 |
99,22 |
--- |
--- |
99,03 |
--- |
WZ0524 |
PL0000110615 |
98,72 |
99,06 |
--- |
--- |
98,89 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
97,05 |
97,43 |
--- |
--- |
97,24 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS0727 |
PL0000109427 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0528 |
PL0000110383 |
95,83 |
96,29 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
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 |
1,21 |
1,04 |
99,53 |
1,11 |
PS0719 |
PL0000108148 |
101,34 |
101,42 |
1,23 |
1,11 |
101,38 |
1,17 |
DS1019 |
PL0000105441 |
103,83 |
103,91 |
1,31 |
1,22 |
103,87 |
1,27 |
WZ0120 |
PL0000108601 |
100,38 |
100,49 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,52 |
1,47 |
100,00 |
1,50 |
OK0720 |
PL0000110375 |
97,48 |
97,57 |
1,53 |
1,48 |
97,53 |
1,50 |
DS1020 |
PL0000106126 |
106,86 |
106,96 |
1,60 |
1,55 |
106,91 |
1,58 |
WZ0121 |
PL0000106068 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,53 |
1,82 |
1,77 |
100,48 |
1,79 |
PS0721 |
PL0000109153 |
99,71 |
99,81 |
1,86 |
1,82 |
99,76 |
1,84 |
DS1021 |
PL0000106670 |
110,92 |
111,06 |
1,88 |
1,83 |
110,99 |
1,85 |
PS0422 |
PL0000109492 |
100,35 |
100,46 |
2,14 |
2,11 |
100,41 |
2,12 |
WS0922 |
PL0000102646 |
112,74 |
112,97 |
2,24 |
2,19 |
112,86 |
2,21 |
WZ1122 |
PL0000109377 |
99,86 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,46 |
100,60 |
2,38 |
2,34 |
100,53 |
2,36 |
IZ0823 |
PL0000105359 |
111,59 |
112,30 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,12 |
2,49 |
2,45 |
107,02 |
2,47 |
WZ0124 |
PL0000107454 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
WZ0524 |
PL0000110615 |
98,83 |
99,06 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
102,21 |
102,55 |
2,88 |
2,82 |
102,38 |
2,85 |
WZ0126 |
PL0000108817 |
97,21 |
97,50 |
--- |
--- |
97,36 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,63 |
3,06 |
2,99 |
96,43 |
3,02 |
DS0727 |
PL0000109427 |
94,99 |
95,32 |
3,17 |
3,12 |
95,16 |
3,14 |
WS0428 |
PL0000107611 |
96,08 |
96,35 |
3,24 |
3,20 |
96,22 |
3,22 |
WZ0528 |
PL0000110383 |
95,98 |
96,32 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
122,15 |
122,67 |
3,21 |
3,16 |
122,41 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
80 |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
130 |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
80 |
TOTAL |
290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.