2018-11-20 |
MARKET DATA |
No 222 (3505) |
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 |
340,00 |
345,90 |
23 |
0,00 |
0,00 |
0 |
340,00 |
345,90 |
23 |
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 |
99,56 |
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 |
103,84 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,50 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,45 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,64 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,76 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,98 |
111,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,45 |
100,44 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
110 000 |
111,93 |
2 |
WS0922 |
PL0000102646 |
112,93 |
112,93 |
112,930 |
112,930 |
112,930 |
112,930 |
112,930 |
20 000 |
22,78 |
1 |
PS0123 |
PL0000110151 |
100,62 |
100,58 |
100,610 |
100,610 |
100,610 |
100,610 |
100,610 |
15 000 |
15,40 |
1 |
DS1023 |
PL0000107264 |
107,13 |
107,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,45 |
99,45 |
99,450 |
99,480 |
99,450 |
99,480 |
99,471 |
60 000 |
60,55 |
4 |
DS0725 |
PL0000108197 |
102,48 |
102,55 |
102,580 |
102,630 |
102,580 |
102,630 |
102,599 |
65 000 |
67,38 |
7 |
DS0726 |
PL0000108866 |
96,55 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,40 |
95,37 |
95,400 |
95,400 |
95,400 |
95,400 |
95,400 |
20 000 |
19,24 |
2 |
WS0428 |
PL0000107611 |
96,40 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,52 |
122,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,09 |
140,52 |
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 |
111,91 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,41 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,17 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,92 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,35 |
97,37 |
97,400 |
97,400 |
97,390 |
97,390 |
97,395 |
30 000 |
29,39 |
4 |
WZ0528 |
PL0000110383 |
96,15 |
96,20 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
20 000 |
19,23 |
2 |
TOTAL |
340 000 |
345,90 |
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 |
99,49 |
99,58 |
1,21 |
1,00 |
99,54 |
1,10 |
PS0719 |
PL0000108148 |
101,34 |
101,42 |
1,22 |
1,11 |
101,38 |
1,17 |
DS1019 |
PL0000105441 |
103,82 |
103,94 |
1,31 |
1,18 |
103,88 |
1,24 |
WZ0120 |
PL0000108601 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,07 |
1,53 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,47 |
97,59 |
1,54 |
1,47 |
97,53 |
1,51 |
DS1020 |
PL0000106126 |
106,83 |
106,99 |
1,61 |
1,53 |
106,91 |
1,57 |
WZ0121 |
PL0000106068 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0421 |
PL0000108916 |
100,41 |
100,58 |
1,82 |
1,75 |
100,50 |
1,78 |
PS0721 |
PL0000109153 |
99,68 |
99,86 |
1,87 |
1,80 |
99,77 |
1,84 |
DS1021 |
PL0000106670 |
110,88 |
111,07 |
1,89 |
1,82 |
110,98 |
1,85 |
PS0422 |
PL0000109492 |
100,32 |
100,51 |
2,15 |
2,09 |
100,42 |
2,12 |
WS0922 |
PL0000102646 |
112,76 |
113,03 |
2,24 |
2,17 |
112,90 |
2,20 |
WZ1122 |
PL0000109377 |
99,81 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
100,45 |
100,63 |
2,38 |
2,34 |
100,54 |
2,36 |
IZ0823 |
PL0000105359 |
111,61 |
112,56 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
106,93 |
107,16 |
2,48 |
2,44 |
107,05 |
2,46 |
WZ0124 |
PL0000107454 |
99,01 |
99,29 |
--- |
--- |
99,15 |
--- |
WZ0524 |
PL0000110615 |
98,80 |
99,09 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
102,25 |
102,60 |
2,87 |
2,81 |
102,43 |
2,84 |
WZ0126 |
PL0000108817 |
97,14 |
97,51 |
--- |
--- |
97,33 |
--- |
DS0726 |
PL0000108866 |
96,26 |
96,70 |
3,05 |
2,98 |
96,48 |
3,02 |
DS0727 |
PL0000109427 |
95,02 |
95,43 |
3,16 |
3,11 |
95,23 |
3,13 |
WS0428 |
PL0000107611 |
96,07 |
96,43 |
3,24 |
3,19 |
96,25 |
3,21 |
WZ0528 |
PL0000110383 |
95,94 |
96,33 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
122,11 |
122,76 |
3,21 |
3,15 |
122,44 |
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 |
99,58 |
1,17 |
1,00 |
99,55 |
1,07 |
PS0719 |
PL0000108148 |
101,34 |
101,42 |
1,22 |
1,11 |
101,38 |
1,17 |
DS1019 |
PL0000105441 |
103,81 |
103,90 |
1,32 |
1,22 |
103,86 |
1,27 |
WZ0120 |
PL0000108601 |
100,38 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,06 |
1,52 |
1,45 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,48 |
97,59 |
1,54 |
1,47 |
97,54 |
1,50 |
DS1020 |
PL0000106126 |
106,89 |
107,00 |
1,58 |
1,53 |
106,95 |
1,55 |
WZ0121 |
PL0000106068 |
100,38 |
100,53 |
--- |
--- |
100,46 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,59 |
1,81 |
1,75 |
100,52 |
1,77 |
PS0721 |
PL0000109153 |
99,74 |
99,87 |
1,85 |
1,80 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
110,95 |
111,10 |
1,86 |
1,81 |
111,03 |
1,84 |
PS0422 |
PL0000109492 |
100,41 |
100,52 |
2,12 |
2,09 |
100,47 |
2,10 |
WS0922 |
PL0000102646 |
112,86 |
113,13 |
2,21 |
2,14 |
113,00 |
2,18 |
WZ1122 |
PL0000109377 |
99,82 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
100,54 |
100,74 |
2,36 |
2,31 |
100,64 |
2,33 |
IZ0823 |
PL0000105359 |
111,74 |
112,63 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,23 |
2,46 |
2,42 |
107,15 |
2,44 |
WZ0124 |
PL0000107454 |
99,07 |
99,30 |
--- |
--- |
99,19 |
--- |
WZ0524 |
PL0000110615 |
98,86 |
99,12 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
102,43 |
102,71 |
2,84 |
2,80 |
102,57 |
2,82 |
WZ0126 |
PL0000108817 |
97,22 |
97,45 |
--- |
--- |
97,34 |
--- |
DS0726 |
PL0000108866 |
96,52 |
96,75 |
3,01 |
2,98 |
96,64 |
2,99 |
DS0727 |
PL0000109427 |
95,30 |
95,47 |
3,12 |
3,10 |
95,39 |
3,11 |
WS0428 |
PL0000107611 |
96,33 |
96,55 |
3,20 |
3,18 |
96,44 |
3,19 |
WZ0528 |
PL0000110383 |
95,93 |
96,32 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
122,44 |
123,00 |
3,18 |
3,12 |
122,72 |
3,15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.