2018-11-22 |
MARKET DATA |
No 224 (3507) |
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 |
342,50 |
336,54 |
18 |
2 010,00 |
2 070,01 |
12 |
2 352,50 |
2 406,55 |
30 |
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 |
99,54 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,34 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,80 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,57 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,51 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,71 |
95,66 |
95,690 |
95,690 |
95,690 |
95,690 |
95,690 |
20 000 |
19,14 |
1 |
PS0721 |
PL0000109153 |
99,81 |
99,74 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
107 500 |
107,87 |
2 |
DS1021 |
PL0000106670 |
110,92 |
110,94 |
110,890 |
110,890 |
110,890 |
110,890 |
110,890 |
10 000 |
11,14 |
1 |
PS0422 |
PL0000109492 |
100,42 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,86 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,62 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,09 |
107,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,40 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,50 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,56 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,45 |
95,29 |
95,450 |
95,530 |
95,340 |
95,340 |
95,497 |
155 000 |
149,34 |
9 |
WS0428 |
PL0000107611 |
96,38 |
96,33 |
96,490 |
96,490 |
96,490 |
96,490 |
96,490 |
50 000 |
49,06 |
5 |
WS0429 |
PL0000105391 |
122,63 |
122,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
101,16 |
140,78 |
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 |
111,90 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,41 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,38 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,89 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,88 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,30 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,95 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
342 500 |
336,54 |
18 |
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 |
99,59 |
1,17 |
1,00 |
99,56 |
1,08 |
PS0719 |
PL0000108148 |
101,32 |
101,40 |
1,22 |
1,10 |
101,36 |
1,16 |
DS1019 |
PL0000105441 |
103,78 |
103,90 |
1,30 |
1,17 |
103,84 |
1,24 |
WZ0120 |
PL0000108601 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,07 |
1,53 |
1,44 |
100,01 |
1,49 |
OK0720 |
PL0000110375 |
97,48 |
97,61 |
1,55 |
1,47 |
97,55 |
1,50 |
DS1020 |
PL0000106126 |
106,82 |
106,96 |
1,60 |
1,53 |
106,89 |
1,56 |
WZ0121 |
PL0000106068 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,57 |
1,81 |
1,75 |
100,51 |
1,78 |
PS0721 |
PL0000109153 |
99,74 |
99,88 |
1,85 |
1,79 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
110,88 |
111,07 |
1,87 |
1,81 |
110,98 |
1,84 |
PS0422 |
PL0000109492 |
100,37 |
100,56 |
2,13 |
2,07 |
100,47 |
2,10 |
WS0922 |
PL0000102646 |
112,82 |
113,06 |
2,21 |
2,15 |
112,94 |
2,18 |
WZ1122 |
PL0000109377 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,53 |
100,80 |
2,36 |
2,29 |
100,67 |
2,33 |
IZ0823 |
PL0000105359 |
111,45 |
112,47 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
107,03 |
107,30 |
2,46 |
2,40 |
107,17 |
2,43 |
WZ0124 |
PL0000107454 |
98,98 |
99,27 |
--- |
--- |
99,13 |
--- |
WZ0524 |
PL0000110615 |
98,77 |
99,05 |
--- |
--- |
98,91 |
--- |
DS0725 |
PL0000108197 |
102,40 |
102,76 |
2,85 |
2,79 |
102,58 |
2,82 |
WZ0126 |
PL0000108817 |
97,03 |
97,43 |
--- |
--- |
97,23 |
--- |
DS0726 |
PL0000108866 |
96,49 |
96,86 |
3,02 |
2,96 |
96,68 |
2,99 |
DS0727 |
PL0000109427 |
95,30 |
95,54 |
3,12 |
3,09 |
95,42 |
3,11 |
WS0428 |
PL0000107611 |
96,22 |
96,63 |
3,22 |
3,17 |
96,43 |
3,19 |
WZ0528 |
PL0000110383 |
95,75 |
96,12 |
--- |
--- |
95,94 |
--- |
WS0429 |
PL0000105391 |
122,35 |
123,01 |
3,19 |
3,12 |
122,68 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,52 |
99,58 |
1,17 |
1,03 |
99,55 |
1,10 |
PS0719 |
PL0000108148 |
101,31 |
101,39 |
1,24 |
1,12 |
101,35 |
1,18 |
DS1019 |
PL0000105441 |
103,77 |
103,86 |
1,31 |
1,22 |
103,82 |
1,26 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,04 |
1,53 |
1,47 |
100,00 |
1,49 |
OK0720 |
PL0000110375 |
97,48 |
97,58 |
1,55 |
1,48 |
97,53 |
1,52 |
DS1020 |
PL0000106126 |
106,79 |
106,88 |
1,61 |
1,57 |
106,84 |
1,59 |
WZ0121 |
PL0000106068 |
100,35 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,39 |
100,48 |
1,83 |
1,79 |
100,44 |
1,81 |
PS0721 |
PL0000109153 |
99,68 |
99,76 |
1,87 |
1,84 |
99,72 |
1,86 |
DS1021 |
PL0000106670 |
110,85 |
110,97 |
1,88 |
1,84 |
110,91 |
1,86 |
PS0422 |
PL0000109492 |
100,32 |
100,44 |
2,15 |
2,11 |
100,38 |
2,13 |
WS0922 |
PL0000102646 |
112,68 |
112,83 |
2,25 |
2,21 |
112,76 |
2,23 |
WZ1122 |
PL0000109377 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,49 |
100,65 |
2,37 |
2,33 |
100,57 |
2,35 |
IZ0823 |
PL0000105359 |
111,71 |
112,45 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
106,89 |
107,06 |
2,49 |
2,45 |
106,98 |
2,47 |
WZ0124 |
PL0000107454 |
99,05 |
99,25 |
--- |
--- |
99,15 |
--- |
WZ0524 |
PL0000110615 |
98,83 |
99,01 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
102,24 |
102,51 |
2,87 |
2,83 |
102,38 |
2,85 |
WZ0126 |
PL0000108817 |
97,18 |
97,48 |
--- |
--- |
97,33 |
--- |
DS0726 |
PL0000108866 |
96,33 |
96,66 |
3,04 |
2,99 |
96,50 |
3,02 |
DS0727 |
PL0000109427 |
95,11 |
95,33 |
3,15 |
3,12 |
95,22 |
3,14 |
WS0428 |
PL0000107611 |
96,14 |
96,37 |
3,23 |
3,20 |
96,26 |
3,21 |
WZ0528 |
PL0000110383 |
95,82 |
96,12 |
--- |
--- |
95,97 |
--- |
WS0429 |
PL0000105391 |
122,13 |
122,64 |
3,21 |
3,16 |
122,39 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
200 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
250 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
400 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
15 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
240 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
240 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
350 |
TOTAL |
2 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.