2018-11-23 |
MARKET DATA |
No 225 (3508) |
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 |
470,00 |
488,47 |
24 |
0,00 |
0,00 |
0 |
470,00 |
488,47 |
24 |
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 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,33 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,81 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,53 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,88 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,50 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,71 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,80 |
99,73 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
97 500 |
97,89 |
1 |
DS1021 |
PL0000106670 |
110,98 |
110,92 |
110,950 |
110,950 |
110,950 |
110,950 |
110,950 |
10 000 |
11,15 |
1 |
PS0422 |
PL0000109492 |
100,48 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,93 |
112,81 |
112,850 |
112,910 |
112,850 |
112,910 |
112,869 |
62 500 |
71,18 |
5 |
PS0123 |
PL0000110151 |
100,74 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,21 |
107,05 |
107,250 |
107,250 |
107,250 |
107,250 |
107,250 |
25 000 |
26,90 |
1 |
PS0424 |
PL0000111191 |
99,56 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,67 |
102,53 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
10 000 |
10,39 |
1 |
DS0726 |
PL0000108866 |
96,85 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,67 |
95,28 |
95,470 |
95,750 |
95,470 |
95,750 |
95,698 |
215 000 |
207,59 |
10 |
WS0428 |
PL0000107611 |
96,65 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,78 |
122,52 |
122,520 |
122,750 |
122,470 |
122,750 |
122,541 |
45 000 |
56,67 |
4 |
WS0437 |
PL0000104857 |
101,72 |
140,53 |
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 |
112,10 |
112,20 |
112,200 |
112,200 |
112,200 |
112,200 |
112,200 |
5 000 |
6,69 |
1 |
WZ0119 |
PL0000107603 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,39 |
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 |
99,94 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,14 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,30 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
470 000 |
488,47 |
24 |
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 |
1,18 |
1,01 |
99,56 |
1,08 |
PS0719 |
PL0000108148 |
101,31 |
101,39 |
1,23 |
1,11 |
101,35 |
1,17 |
DS1019 |
PL0000105441 |
103,77 |
103,86 |
1,30 |
1,20 |
103,82 |
1,25 |
WZ0120 |
PL0000108601 |
100,38 |
100,47 |
--- |
--- |
100,43 |
--- |
PS0420 |
PL0000108510 |
99,95 |
100,04 |
1,53 |
1,47 |
100,00 |
1,49 |
OK0720 |
PL0000110375 |
97,47 |
97,56 |
1,56 |
1,50 |
97,52 |
1,52 |
DS1020 |
PL0000106126 |
106,77 |
106,87 |
1,62 |
1,57 |
106,82 |
1,59 |
WZ0121 |
PL0000106068 |
100,35 |
100,45 |
--- |
--- |
100,40 |
--- |
PS0421 |
PL0000108916 |
100,37 |
100,48 |
1,84 |
1,79 |
100,43 |
1,81 |
PS0721 |
PL0000109153 |
99,65 |
99,74 |
1,88 |
1,85 |
99,70 |
1,86 |
DS1021 |
PL0000106670 |
110,77 |
110,93 |
1,91 |
1,85 |
110,85 |
1,88 |
PS0422 |
PL0000109492 |
100,26 |
100,45 |
2,17 |
2,11 |
100,36 |
2,14 |
WS0922 |
PL0000102646 |
112,66 |
112,86 |
2,25 |
2,20 |
112,76 |
2,23 |
WZ1122 |
PL0000109377 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
100,41 |
100,65 |
2,39 |
2,33 |
100,53 |
2,36 |
IZ0823 |
PL0000105359 |
111,71 |
112,47 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
106,84 |
107,07 |
2,50 |
2,45 |
106,96 |
2,47 |
WZ0124 |
PL0000107454 |
99,04 |
99,25 |
--- |
--- |
99,15 |
--- |
WZ0524 |
PL0000110615 |
98,83 |
99,01 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
102,23 |
102,57 |
2,87 |
2,82 |
102,40 |
2,85 |
WZ0126 |
PL0000108817 |
97,15 |
97,49 |
--- |
--- |
97,32 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,64 |
3,05 |
2,99 |
96,46 |
3,02 |
DS0727 |
PL0000109427 |
95,10 |
95,34 |
3,15 |
3,12 |
95,22 |
3,14 |
WS0428 |
PL0000107611 |
95,96 |
96,35 |
3,25 |
3,20 |
96,16 |
3,23 |
WZ0528 |
PL0000110383 |
95,78 |
96,10 |
--- |
--- |
95,94 |
--- |
WS0429 |
PL0000105391 |
122,08 |
122,60 |
3,21 |
3,16 |
122,34 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,52 |
99,59 |
1,18 |
1,01 |
99,56 |
1,08 |
PS0719 |
PL0000108148 |
101,32 |
101,39 |
1,21 |
1,11 |
101,36 |
1,15 |
DS1019 |
PL0000105441 |
103,79 |
103,86 |
1,28 |
1,20 |
103,83 |
1,24 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,52 |
1,47 |
100,00 |
1,49 |
OK0720 |
PL0000110375 |
97,50 |
97,60 |
1,54 |
1,47 |
97,55 |
1,51 |
DS1020 |
PL0000106126 |
106,84 |
106,92 |
1,58 |
1,54 |
106,88 |
1,56 |
WZ0121 |
PL0000106068 |
100,36 |
100,45 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,46 |
100,54 |
1,80 |
1,76 |
100,50 |
1,78 |
PS0721 |
PL0000109153 |
99,75 |
99,85 |
1,84 |
1,81 |
99,80 |
1,82 |
DS1021 |
PL0000106670 |
110,93 |
111,05 |
1,85 |
1,81 |
110,99 |
1,83 |
PS0422 |
PL0000109492 |
100,44 |
100,55 |
2,11 |
2,08 |
100,50 |
2,09 |
WS0922 |
PL0000102646 |
112,86 |
112,98 |
2,20 |
2,17 |
112,92 |
2,19 |
WZ1122 |
PL0000109377 |
99,90 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
100,68 |
100,87 |
2,32 |
2,28 |
100,78 |
2,30 |
IZ0823 |
PL0000105359 |
111,85 |
112,62 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,34 |
2,44 |
2,40 |
107,23 |
2,42 |
WZ0124 |
PL0000107454 |
99,06 |
99,28 |
--- |
--- |
99,17 |
--- |
WZ0524 |
PL0000110615 |
98,88 |
99,02 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
102,59 |
102,84 |
2,81 |
2,77 |
102,72 |
2,79 |
WZ0126 |
PL0000108817 |
97,22 |
97,52 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
96,81 |
97,10 |
2,97 |
2,92 |
96,96 |
2,95 |
DS0727 |
PL0000109427 |
95,55 |
95,83 |
3,09 |
3,05 |
95,69 |
3,07 |
WS0428 |
PL0000107611 |
96,58 |
96,81 |
3,17 |
3,14 |
96,70 |
3,16 |
WZ0528 |
PL0000110383 |
95,89 |
96,19 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
122,58 |
123,07 |
3,16 |
3,12 |
122,83 |
3,14 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.