2018-11-26 |
MARKET DATA |
No 226 (3509) |
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 |
255,00 |
252,45 |
12 |
630,00 |
665,52 |
8 |
885,00 |
917,97 |
20 |
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 |
99,58 |
99,57 |
99,570 |
99,570 |
99,570 |
99,570 |
99,570 |
100 000 |
99,57 |
1 |
PS0719 |
PL0000108148 |
101,34 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,81 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,54 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,85 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,49 |
100,49 |
100,490 |
100,490 |
100,490 |
100,490 |
100,490 |
5 000 |
5,08 |
1 |
OK0521 |
PL0000111274 |
95,69 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,80 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,93 |
110,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,46 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,90 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,73 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,18 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,53 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,74 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,77 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,67 |
95,63 |
95,670 |
95,820 |
95,670 |
95,820 |
95,700 |
140 000 |
135,19 |
9 |
WS0428 |
PL0000107611 |
96,66 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,77 |
122,75 |
122,700 |
122,700 |
122,700 |
122,700 |
122,700 |
10 000 |
12,61 |
1 |
WS0437 |
PL0000104857 |
101,63 |
141,30 |
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 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,12 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,97 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,26 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,95 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
252,45 |
12 |
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 |
99,61 |
1,19 |
0,97 |
99,57 |
1,07 |
PS0719 |
PL0000108148 |
101,31 |
101,39 |
1,22 |
1,10 |
101,35 |
1,16 |
DS1019 |
PL0000105441 |
103,75 |
103,86 |
1,31 |
1,19 |
103,81 |
1,25 |
WZ0120 |
PL0000108601 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,04 |
1,55 |
1,47 |
99,99 |
1,50 |
OK0720 |
PL0000110375 |
97,48 |
97,59 |
1,55 |
1,48 |
97,54 |
1,51 |
DS1020 |
PL0000106126 |
106,78 |
106,90 |
1,61 |
1,55 |
106,84 |
1,58 |
WZ0121 |
PL0000106068 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,42 |
100,54 |
1,82 |
1,76 |
100,48 |
1,79 |
PS0721 |
PL0000109153 |
99,70 |
99,83 |
1,86 |
1,81 |
99,77 |
1,84 |
DS1021 |
PL0000106670 |
110,85 |
111,00 |
1,88 |
1,83 |
110,93 |
1,85 |
PS0422 |
PL0000109492 |
100,38 |
100,54 |
2,13 |
2,08 |
100,46 |
2,11 |
WS0922 |
PL0000102646 |
112,81 |
112,96 |
2,21 |
2,17 |
112,89 |
2,19 |
WZ1122 |
PL0000109377 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
100,55 |
100,80 |
2,36 |
2,29 |
100,68 |
2,32 |
IZ0823 |
PL0000105359 |
111,70 |
112,72 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,27 |
2,46 |
2,41 |
107,15 |
2,43 |
WZ0124 |
PL0000107454 |
99,04 |
99,31 |
--- |
--- |
99,18 |
--- |
WZ0524 |
PL0000110615 |
98,79 |
99,04 |
--- |
--- |
98,92 |
--- |
DS0725 |
PL0000108197 |
102,51 |
102,87 |
2,83 |
2,77 |
102,69 |
2,80 |
WZ0126 |
PL0000108817 |
97,17 |
97,57 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
96,57 |
96,98 |
3,00 |
2,94 |
96,78 |
2,97 |
DS0727 |
PL0000109427 |
95,41 |
95,78 |
3,11 |
3,06 |
95,60 |
3,08 |
WS0428 |
PL0000107611 |
96,39 |
96,68 |
3,20 |
3,16 |
96,54 |
3,18 |
WZ0528 |
PL0000110383 |
95,81 |
96,20 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
122,29 |
122,94 |
3,19 |
3,13 |
122,62 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,56 |
99,61 |
1,09 |
0,97 |
99,59 |
1,02 |
PS0719 |
PL0000108148 |
101,32 |
101,39 |
1,20 |
1,10 |
101,36 |
1,14 |
DS1019 |
PL0000105441 |
103,78 |
103,85 |
1,28 |
1,20 |
103,82 |
1,23 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
99,96 |
100,04 |
1,52 |
1,47 |
100,00 |
1,49 |
OK0720 |
PL0000110375 |
97,52 |
97,60 |
1,53 |
1,48 |
97,56 |
1,50 |
DS1020 |
PL0000106126 |
106,82 |
106,90 |
1,59 |
1,55 |
106,86 |
1,57 |
WZ0121 |
PL0000106068 |
100,36 |
100,46 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,44 |
100,53 |
1,81 |
1,77 |
100,49 |
1,79 |
PS0721 |
PL0000109153 |
99,72 |
99,81 |
1,86 |
1,82 |
99,77 |
1,84 |
DS1021 |
PL0000106670 |
110,88 |
110,99 |
1,87 |
1,83 |
110,94 |
1,85 |
PS0422 |
PL0000109492 |
100,40 |
100,52 |
2,12 |
2,09 |
100,46 |
2,11 |
WS0922 |
PL0000102646 |
112,79 |
112,92 |
2,22 |
2,18 |
112,86 |
2,20 |
WZ1122 |
PL0000109377 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,63 |
100,78 |
2,34 |
2,30 |
100,71 |
2,32 |
IZ0823 |
PL0000105359 |
111,73 |
112,63 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,28 |
2,44 |
2,41 |
107,20 |
2,42 |
WZ0124 |
PL0000107454 |
99,06 |
99,29 |
--- |
--- |
99,18 |
--- |
WZ0524 |
PL0000110615 |
98,88 |
99,04 |
--- |
--- |
98,96 |
--- |
DS0725 |
PL0000108197 |
102,61 |
102,79 |
2,81 |
2,78 |
102,70 |
2,80 |
WZ0126 |
PL0000108817 |
97,19 |
97,52 |
--- |
--- |
97,36 |
--- |
DS0726 |
PL0000108866 |
96,67 |
97,00 |
2,99 |
2,94 |
96,84 |
2,96 |
DS0727 |
PL0000109427 |
95,49 |
95,69 |
3,10 |
3,07 |
95,59 |
3,09 |
WS0428 |
PL0000107611 |
96,51 |
96,73 |
3,18 |
3,15 |
96,62 |
3,17 |
WZ0528 |
PL0000110383 |
95,84 |
96,20 |
--- |
--- |
96,02 |
--- |
WS0429 |
PL0000105391 |
122,43 |
122,96 |
3,18 |
3,13 |
122,70 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
15 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,320 |
1,350 |
1,339 |
405 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
110 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.