2018-11-28 |
MARKET DATA |
No 228 (3511) |
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 |
2 492,50 |
2 551,40 |
56 |
0,00 |
0,00 |
0 |
2 492,50 |
2 551,40 |
56 |
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 |
99,65 |
99,63 |
99,640 |
99,640 |
99,640 |
99,640 |
99,640 |
10 000 |
9,96 |
1 |
PS0719 |
PL0000108148 |
101,39 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,86 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,56 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,85 |
106,86 |
106,820 |
106,820 |
106,820 |
106,820 |
106,820 |
2 500 |
2,68 |
1 |
PS0421 |
PL0000108916 |
100,54 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,73 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,81 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,91 |
110,87 |
110,890 |
110,890 |
110,870 |
110,870 |
110,877 |
330 000 |
367,77 |
5 |
PS0422 |
PL0000109492 |
100,48 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,90 |
112,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,77 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,22 |
107,24 |
107,190 |
107,190 |
107,180 |
107,180 |
107,186 |
175 000 |
188,27 |
3 |
PS0424 |
PL0000111191 |
99,57 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,75 |
102,80 |
102,720 |
102,720 |
102,720 |
102,720 |
102,720 |
50 000 |
51,93 |
2 |
DS0726 |
PL0000108866 |
96,83 |
96,99 |
96,830 |
96,830 |
96,830 |
96,830 |
96,830 |
15 000 |
14,66 |
1 |
DS0727 |
PL0000109427 |
95,71 |
95,60 |
95,800 |
95,800 |
95,660 |
95,660 |
95,750 |
40 000 |
38,65 |
3 |
WS0428 |
PL0000107611 |
96,72 |
96,75 |
96,750 |
96,770 |
96,750 |
96,770 |
96,765 |
40 000 |
39,37 |
3 |
WS0429 |
PL0000105391 |
122,94 |
122,85 |
122,800 |
122,800 |
122,800 |
122,800 |
122,800 |
5 000 |
6,31 |
1 |
WS0437 |
PL0000104857 |
101,69 |
141,58 |
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 |
111,97 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,15 |
100,150 |
100,200 |
100,150 |
100,200 |
100,178 |
465 000 |
468,71 |
14 |
WZ0120 |
PL0000108601 |
100,50 |
100,45 |
100,450 |
100,520 |
100,450 |
100,520 |
100,483 |
250 000 |
252,75 |
4 |
WZ0121 |
PL0000106068 |
100,50 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,02 |
100,020 |
100,190 |
100,020 |
100,180 |
100,098 |
1 085 000 |
1 086,34 |
17 |
WZ0124 |
PL0000107454 |
99,28 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,45 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,22 |
96,06 |
96,010 |
96,010 |
96,010 |
96,010 |
96,010 |
25 000 |
24,01 |
1 |
TOTAL |
2 492 500 |
2 551,40 |
56 |
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 |
99,60 |
99,65 |
1,00 |
0,88 |
99,63 |
0,93 |
PS0719 |
PL0000108148 |
101,34 |
101,43 |
1,16 |
1,02 |
101,39 |
1,08 |
DS1019 |
PL0000105441 |
103,80 |
103,89 |
1,23 |
1,13 |
103,85 |
1,18 |
WZ0120 |
PL0000108601 |
100,37 |
100,47 |
--- |
--- |
100,42 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,10 |
1,50 |
1,42 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,54 |
97,63 |
1,52 |
1,46 |
97,59 |
1,49 |
DS1020 |
PL0000106126 |
106,81 |
106,90 |
1,58 |
1,54 |
106,86 |
1,56 |
WZ0121 |
PL0000106068 |
100,36 |
100,48 |
--- |
--- |
100,42 |
--- |
PS0421 |
PL0000108916 |
100,50 |
100,59 |
1,78 |
1,74 |
100,55 |
1,76 |
PS0721 |
PL0000109153 |
99,76 |
99,86 |
1,84 |
1,80 |
99,81 |
1,82 |
DS1021 |
PL0000106670 |
110,88 |
111,04 |
1,86 |
1,81 |
110,96 |
1,83 |
PS0422 |
PL0000109492 |
100,45 |
100,58 |
2,11 |
2,07 |
100,52 |
2,09 |
WS0922 |
PL0000102646 |
112,87 |
113,00 |
2,19 |
2,16 |
112,94 |
2,17 |
WZ1122 |
PL0000109377 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0123 |
PL0000110151 |
100,73 |
100,89 |
2,31 |
2,27 |
100,81 |
2,29 |
IZ0823 |
PL0000105359 |
111,81 |
112,61 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
107,19 |
107,39 |
2,42 |
2,38 |
107,29 |
2,40 |
WZ0124 |
PL0000107454 |
99,09 |
99,34 |
--- |
--- |
99,22 |
--- |
WZ0524 |
PL0000110615 |
98,81 |
99,07 |
--- |
--- |
98,94 |
--- |
DS0725 |
PL0000108197 |
102,69 |
103,05 |
2,80 |
2,74 |
102,87 |
2,77 |
WZ0126 |
PL0000108817 |
97,26 |
97,58 |
--- |
--- |
97,42 |
--- |
DS0726 |
PL0000108866 |
96,77 |
97,17 |
2,97 |
2,91 |
96,97 |
2,94 |
DS0727 |
PL0000109427 |
95,65 |
95,93 |
3,08 |
3,04 |
95,79 |
3,06 |
WS0428 |
PL0000107611 |
96,66 |
96,89 |
3,16 |
3,13 |
96,78 |
3,15 |
WZ0528 |
PL0000110383 |
95,85 |
96,17 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
122,77 |
123,19 |
3,14 |
3,10 |
122,98 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,63 |
99,68 |
0,93 |
0,80 |
99,66 |
0,85 |
PS0719 |
PL0000108148 |
101,38 |
101,46 |
1,10 |
0,98 |
101,42 |
1,04 |
DS1019 |
PL0000105441 |
103,84 |
103,94 |
1,19 |
1,08 |
103,89 |
1,13 |
WZ0120 |
PL0000108601 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,09 |
1,50 |
1,43 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,52 |
97,63 |
1,53 |
1,46 |
97,58 |
1,49 |
DS1020 |
PL0000106126 |
106,82 |
106,94 |
1,58 |
1,52 |
106,88 |
1,55 |
WZ0121 |
PL0000106068 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,61 |
1,79 |
1,73 |
100,55 |
1,76 |
PS0721 |
PL0000109153 |
99,74 |
99,84 |
1,85 |
1,81 |
99,79 |
1,83 |
DS1021 |
PL0000106670 |
110,80 |
110,91 |
1,89 |
1,85 |
110,86 |
1,87 |
PS0422 |
PL0000109492 |
100,38 |
100,57 |
2,13 |
2,07 |
100,48 |
2,10 |
WS0922 |
PL0000102646 |
112,78 |
112,99 |
2,21 |
2,16 |
112,89 |
2,19 |
WZ1122 |
PL0000109377 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0123 |
PL0000110151 |
100,59 |
100,77 |
2,35 |
2,30 |
100,68 |
2,32 |
IZ0823 |
PL0000105359 |
111,80 |
112,63 |
--- |
--- |
112,22 |
--- |
DS1023 |
PL0000107264 |
107,12 |
107,33 |
2,44 |
2,39 |
107,23 |
2,42 |
WZ0124 |
PL0000107454 |
99,17 |
99,41 |
--- |
--- |
99,29 |
--- |
WZ0524 |
PL0000110615 |
99,03 |
99,28 |
--- |
--- |
99,16 |
--- |
DS0725 |
PL0000108197 |
102,68 |
102,88 |
2,80 |
2,77 |
102,78 |
2,78 |
WZ0126 |
PL0000108817 |
97,33 |
97,77 |
--- |
--- |
97,55 |
--- |
DS0726 |
PL0000108866 |
96,75 |
97,03 |
2,98 |
2,94 |
96,89 |
2,96 |
DS0727 |
PL0000109427 |
95,43 |
95,69 |
3,11 |
3,07 |
95,56 |
3,09 |
WS0428 |
PL0000107611 |
96,51 |
96,82 |
3,18 |
3,14 |
96,67 |
3,16 |
WZ0528 |
PL0000110383 |
95,94 |
96,26 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
122,52 |
123,09 |
3,17 |
3,11 |
122,81 |
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.