2018-11-21 |
MARKET DATA |
No 223 (3506) |
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 |
317,50 |
318,14 |
15 |
0,00 |
0,00 |
0 |
317,50 |
318,14 |
15 |
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 |
99,53 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,35 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,84 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,54 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,53 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,66 |
95,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,84 |
99,81 |
99,840 |
99,840 |
99,790 |
99,790 |
99,795 |
110 000 |
110,41 |
2 |
DS1021 |
PL0000106670 |
110,94 |
111,04 |
110,930 |
110,930 |
110,930 |
110,930 |
110,930 |
10 000 |
11,14 |
1 |
PS0422 |
PL0000109492 |
100,38 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,85 |
113,00 |
112,830 |
112,830 |
112,830 |
112,830 |
112,830 |
17 500 |
19,91 |
2 |
PS0123 |
PL0000110151 |
100,60 |
100,62 |
100,630 |
100,650 |
100,630 |
100,650 |
100,638 |
25 000 |
25,68 |
4 |
DS1023 |
PL0000107264 |
107,06 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,39 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,45 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,56 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,30 |
95,30 |
95,360 |
95,360 |
95,360 |
95,360 |
95,360 |
5 000 |
4,81 |
1 |
WS0428 |
PL0000107611 |
96,24 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,63 |
122,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,00 |
112,000 |
112,000 |
112,000 |
112,000 |
112,000 |
5 000 |
6,68 |
1 |
WZ0119 |
PL0000107603 |
100,11 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,40 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,14 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,92 |
99,03 |
98,920 |
98,920 |
98,920 |
98,920 |
98,920 |
10 000 |
9,89 |
1 |
WZ0126 |
PL0000108817 |
97,24 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,02 |
95,95 |
96,020 |
96,020 |
95,950 |
95,950 |
96,013 |
135 000 |
129,62 |
3 |
TOTAL |
317 500 |
318,14 |
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 |
99,52 |
99,58 |
1,15 |
1,01 |
99,55 |
1,08 |
PS0719 |
PL0000108148 |
101,33 |
101,41 |
1,23 |
1,11 |
101,37 |
1,17 |
DS1019 |
PL0000105441 |
103,81 |
103,91 |
1,31 |
1,20 |
103,86 |
1,25 |
WZ0120 |
PL0000108601 |
100,39 |
100,50 |
--- |
--- |
100,45 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,07 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,50 |
97,61 |
1,53 |
1,46 |
97,56 |
1,49 |
DS1020 |
PL0000106126 |
106,87 |
106,97 |
1,59 |
1,54 |
106,92 |
1,56 |
WZ0121 |
PL0000106068 |
100,37 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,47 |
100,58 |
1,80 |
1,75 |
100,53 |
1,77 |
PS0721 |
PL0000109153 |
99,76 |
99,87 |
1,84 |
1,80 |
99,82 |
1,82 |
DS1021 |
PL0000106670 |
110,89 |
111,08 |
1,88 |
1,82 |
110,99 |
1,85 |
PS0422 |
PL0000109492 |
100,35 |
100,55 |
2,14 |
2,08 |
100,45 |
2,11 |
WS0922 |
PL0000102646 |
112,81 |
113,08 |
2,22 |
2,15 |
112,95 |
2,19 |
WZ1122 |
PL0000109377 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,50 |
100,75 |
2,37 |
2,31 |
100,63 |
2,34 |
IZ0823 |
PL0000105359 |
111,71 |
112,27 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
107,01 |
107,24 |
2,47 |
2,42 |
107,13 |
2,44 |
WZ0124 |
PL0000107454 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
WZ0524 |
PL0000110615 |
98,85 |
99,12 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
102,40 |
102,76 |
2,85 |
2,79 |
102,58 |
2,82 |
WZ0126 |
PL0000108817 |
97,17 |
97,50 |
--- |
--- |
97,34 |
--- |
DS0726 |
PL0000108866 |
96,46 |
96,77 |
3,02 |
2,97 |
96,62 |
3,00 |
DS0727 |
PL0000109427 |
95,26 |
95,53 |
3,13 |
3,09 |
95,40 |
3,11 |
WS0428 |
PL0000107611 |
96,17 |
96,57 |
3,22 |
3,17 |
96,37 |
3,20 |
WZ0528 |
PL0000110383 |
95,95 |
96,35 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
122,39 |
122,88 |
3,19 |
3,14 |
122,64 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,52 |
99,57 |
1,15 |
1,03 |
99,55 |
1,08 |
PS0719 |
PL0000108148 |
101,33 |
101,40 |
1,23 |
1,13 |
101,37 |
1,17 |
DS1019 |
PL0000105441 |
103,81 |
103,90 |
1,31 |
1,21 |
103,86 |
1,25 |
WZ0120 |
PL0000108601 |
100,39 |
100,48 |
--- |
--- |
100,44 |
--- |
PS0420 |
PL0000108510 |
99,97 |
100,06 |
1,52 |
1,45 |
100,02 |
1,48 |
OK0720 |
PL0000110375 |
97,50 |
97,59 |
1,53 |
1,47 |
97,55 |
1,50 |
DS1020 |
PL0000106126 |
106,86 |
106,96 |
1,59 |
1,54 |
106,91 |
1,57 |
WZ0121 |
PL0000106068 |
100,37 |
100,48 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,54 |
1,80 |
1,77 |
100,50 |
1,78 |
PS0721 |
PL0000109153 |
99,74 |
99,83 |
1,85 |
1,81 |
99,79 |
1,83 |
DS1021 |
PL0000106670 |
110,91 |
111,06 |
1,87 |
1,82 |
110,99 |
1,85 |
PS0422 |
PL0000109492 |
100,35 |
100,53 |
2,14 |
2,08 |
100,44 |
2,11 |
WS0922 |
PL0000102646 |
112,81 |
113,02 |
2,22 |
2,17 |
112,92 |
2,19 |
WZ1122 |
PL0000109377 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,54 |
100,71 |
2,36 |
2,32 |
100,63 |
2,34 |
IZ0823 |
PL0000105359 |
111,66 |
112,38 |
--- |
--- |
112,02 |
--- |
DS1023 |
PL0000107264 |
107,03 |
107,21 |
2,46 |
2,43 |
107,12 |
2,44 |
WZ0124 |
PL0000107454 |
99,03 |
99,26 |
--- |
--- |
99,15 |
--- |
WZ0524 |
PL0000110615 |
98,81 |
99,06 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
102,38 |
102,64 |
2,85 |
2,81 |
102,51 |
2,83 |
WZ0126 |
PL0000108817 |
97,09 |
97,46 |
--- |
--- |
97,28 |
--- |
DS0726 |
PL0000108866 |
96,51 |
96,73 |
3,01 |
2,98 |
96,62 |
3,00 |
DS0727 |
PL0000109427 |
95,24 |
95,44 |
3,13 |
3,10 |
95,34 |
3,12 |
WS0428 |
PL0000107611 |
96,18 |
96,49 |
3,22 |
3,18 |
96,34 |
3,20 |
WZ0528 |
PL0000110383 |
95,81 |
96,08 |
--- |
--- |
95,95 |
--- |
WS0429 |
PL0000105391 |
122,33 |
122,86 |
3,19 |
3,14 |
122,60 |
3,16 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.