2018-11-27 |
MARKET DATA |
No 227 (3510) |
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 |
832,50 |
854,39 |
13 |
1 440,00 |
1 431,93 |
7 |
2 272,50 |
2 286,32 |
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 |
99,61 |
99,59 |
99,590 |
99,590 |
99,590 |
99,590 |
99,590 |
100 000 |
99,59 |
1 |
PS0719 |
PL0000108148 |
101,38 |
101,38 |
101,380 |
101,380 |
101,380 |
101,380 |
101,380 |
100 000 |
102,51 |
1 |
DS1019 |
PL0000105441 |
103,84 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,03 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
100 000 |
100,94 |
1 |
OK0720 |
PL0000110375 |
97,58 |
97,59 |
97,580 |
97,580 |
97,580 |
97,580 |
97,580 |
57 500 |
56,11 |
2 |
DS1020 |
PL0000106126 |
106,85 |
106,85 |
106,850 |
106,850 |
106,850 |
106,850 |
106,850 |
200 000 |
214,71 |
2 |
PS0421 |
PL0000108916 |
100,51 |
100,50 |
100,510 |
100,510 |
100,510 |
100,510 |
100,510 |
100 000 |
101,71 |
1 |
OK0521 |
PL0000111274 |
95,70 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,78 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,90 |
110,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,43 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,85 |
112,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,72 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,13 |
107,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,48 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,68 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,85 |
96,95 |
96,850 |
96,850 |
96,850 |
96,850 |
96,850 |
5 000 |
4,89 |
1 |
DS0727 |
PL0000109427 |
95,61 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,60 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,71 |
122,81 |
122,660 |
122,660 |
122,660 |
122,660 |
122,660 |
15 000 |
18,91 |
2 |
WS0437 |
PL0000104857 |
101,44 |
141,40 |
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 |
111,92 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,13 |
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 |
100,40 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,00 |
100,00 |
100,000 |
100,010 |
100,000 |
100,010 |
100,004 |
155 000 |
155,04 |
2 |
WZ0124 |
PL0000107454 |
99,15 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,88 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,35 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,97 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
832 500 |
854,39 |
13 |
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 |
99,57 |
99,65 |
1,07 |
0,87 |
99,61 |
0,97 |
PS0719 |
PL0000108148 |
101,33 |
101,40 |
1,18 |
1,08 |
101,37 |
1,12 |
DS1019 |
PL0000105441 |
103,80 |
103,89 |
1,24 |
1,15 |
103,85 |
1,19 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,09 |
1,50 |
1,43 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,55 |
97,64 |
1,51 |
1,45 |
97,60 |
1,48 |
DS1020 |
PL0000106126 |
106,82 |
106,92 |
1,58 |
1,53 |
106,87 |
1,56 |
WZ0121 |
PL0000106068 |
100,36 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,45 |
100,54 |
1,80 |
1,76 |
100,50 |
1,78 |
PS0721 |
PL0000109153 |
99,72 |
99,81 |
1,86 |
1,82 |
99,77 |
1,84 |
DS1021 |
PL0000106670 |
110,86 |
111,02 |
1,87 |
1,82 |
110,94 |
1,84 |
PS0422 |
PL0000109492 |
100,38 |
100,53 |
2,13 |
2,08 |
100,46 |
2,10 |
WS0922 |
PL0000102646 |
112,79 |
112,95 |
2,21 |
2,17 |
112,87 |
2,19 |
WZ1122 |
PL0000109377 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0123 |
PL0000110151 |
100,64 |
100,81 |
2,33 |
2,29 |
100,73 |
2,31 |
IZ0823 |
PL0000105359 |
111,77 |
112,60 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,30 |
2,45 |
2,40 |
107,19 |
2,42 |
WZ0124 |
PL0000107454 |
99,09 |
99,29 |
--- |
--- |
99,19 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
102,59 |
102,94 |
2,81 |
2,76 |
102,77 |
2,78 |
WZ0126 |
PL0000108817 |
97,22 |
97,52 |
--- |
--- |
97,37 |
--- |
DS0726 |
PL0000108866 |
96,68 |
97,08 |
2,99 |
2,93 |
96,88 |
2,96 |
DS0727 |
PL0000109427 |
95,56 |
95,84 |
3,09 |
3,05 |
95,70 |
3,07 |
WS0428 |
PL0000107611 |
96,54 |
96,83 |
3,18 |
3,14 |
96,69 |
3,16 |
WZ0528 |
PL0000110383 |
95,83 |
96,19 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
122,49 |
123,08 |
3,17 |
3,11 |
122,79 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,60 |
99,65 |
1,00 |
0,87 |
99,63 |
0,92 |
PS0719 |
PL0000108148 |
101,35 |
101,43 |
1,15 |
1,03 |
101,39 |
1,09 |
DS1019 |
PL0000105441 |
103,82 |
103,91 |
1,22 |
1,13 |
103,87 |
1,17 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,09 |
1,50 |
1,43 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,53 |
97,63 |
1,52 |
1,46 |
97,58 |
1,49 |
DS1020 |
PL0000106126 |
106,81 |
106,91 |
1,59 |
1,54 |
106,86 |
1,56 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,48 |
100,58 |
1,79 |
1,75 |
100,53 |
1,77 |
PS0721 |
PL0000109153 |
99,74 |
99,85 |
1,85 |
1,81 |
99,80 |
1,82 |
DS1021 |
PL0000106670 |
110,86 |
111,02 |
1,87 |
1,82 |
110,94 |
1,84 |
PS0422 |
PL0000109492 |
100,41 |
100,55 |
2,12 |
2,08 |
100,48 |
2,10 |
WS0922 |
PL0000102646 |
112,82 |
112,97 |
2,21 |
2,17 |
112,90 |
2,19 |
WZ1122 |
PL0000109377 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0123 |
PL0000110151 |
100,66 |
100,81 |
2,33 |
2,29 |
100,74 |
2,31 |
IZ0823 |
PL0000105359 |
111,76 |
112,61 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,11 |
107,31 |
2,44 |
2,40 |
107,21 |
2,42 |
WZ0124 |
PL0000107454 |
99,09 |
99,33 |
--- |
--- |
99,21 |
--- |
WZ0524 |
PL0000110615 |
98,84 |
99,05 |
--- |
--- |
98,95 |
--- |
DS0725 |
PL0000108197 |
102,59 |
102,90 |
2,81 |
2,76 |
102,75 |
2,79 |
WZ0126 |
PL0000108817 |
97,23 |
97,56 |
--- |
--- |
97,40 |
--- |
DS0726 |
PL0000108866 |
96,75 |
97,00 |
2,98 |
2,94 |
96,88 |
2,96 |
DS0727 |
PL0000109427 |
95,54 |
95,78 |
3,09 |
3,06 |
95,66 |
3,08 |
WS0428 |
PL0000107611 |
96,53 |
96,80 |
3,18 |
3,14 |
96,67 |
3,16 |
WZ0528 |
PL0000110383 |
95,86 |
96,11 |
--- |
--- |
95,99 |
--- |
WS0429 |
PL0000105391 |
122,50 |
122,99 |
3,17 |
3,12 |
122,75 |
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) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
415 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
15 |
OK0720 |
PL0000110375 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
400 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
400 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
140 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
70 |
TOTAL |
1 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.