2018-11-29 |
MARKET DATA |
No 229 (3512) |
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 |
352,50 |
362,79 |
29 |
0,00 |
0,00 |
0 |
352,50 |
362,79 |
29 |
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 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,40 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
55 000 |
56,41 |
1 |
DS1019 |
PL0000105441 |
103,85 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,60 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,88 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,84 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,91 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,95 |
110,89 |
110,910 |
110,910 |
110,910 |
110,910 |
110,910 |
2 500 |
2,79 |
1 |
PS0422 |
PL0000109492 |
100,65 |
100,55 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
5 000 |
5,10 |
1 |
WS0922 |
PL0000102646 |
113,01 |
112,95 |
112,950 |
113,050 |
112,950 |
113,050 |
112,989 |
100 000 |
114,11 |
8 |
PS0123 |
PL0000110151 |
100,82 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,38 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
99,72 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,95 |
102,91 |
102,950 |
102,950 |
102,950 |
102,950 |
102,950 |
5 000 |
5,21 |
1 |
DS0726 |
PL0000108866 |
97,25 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,00 |
95,85 |
95,950 |
96,120 |
95,850 |
96,120 |
96,051 |
85 000 |
82,41 |
9 |
WS0428 |
PL0000107611 |
97,08 |
96,88 |
97,080 |
97,080 |
97,080 |
97,080 |
97,080 |
5 000 |
4,94 |
1 |
WS0429 |
PL0000105391 |
123,32 |
122,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,43 |
141,76 |
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 |
100,14 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
10 000 |
10,08 |
1 |
WZ0120 |
PL0000108601 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,28 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,12 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,48 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,16 |
96,15 |
96,150 |
96,160 |
96,150 |
96,150 |
96,151 |
85 000 |
81,76 |
6 |
TOTAL |
352 500 |
362,79 |
29 |
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 |
99,62 |
99,70 |
0,97 |
0,77 |
99,66 |
0,87 |
PS0719 |
PL0000108148 |
101,35 |
101,44 |
1,12 |
0,98 |
101,40 |
1,04 |
DS1019 |
PL0000105441 |
103,81 |
103,90 |
1,18 |
1,08 |
103,86 |
1,13 |
WZ0120 |
PL0000108601 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,10 |
1,50 |
1,42 |
100,05 |
1,46 |
OK0720 |
PL0000110375 |
97,54 |
97,65 |
1,53 |
1,46 |
97,60 |
1,49 |
DS1020 |
PL0000106126 |
106,81 |
106,91 |
1,57 |
1,52 |
106,86 |
1,54 |
WZ0121 |
PL0000106068 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,63 |
1,78 |
1,73 |
100,57 |
1,75 |
PS0721 |
PL0000109153 |
99,77 |
99,89 |
1,84 |
1,79 |
99,83 |
1,81 |
DS1021 |
PL0000106670 |
110,81 |
110,94 |
1,87 |
1,83 |
110,88 |
1,85 |
PS0422 |
PL0000109492 |
100,40 |
100,59 |
2,12 |
2,06 |
100,50 |
2,09 |
WS0922 |
PL0000102646 |
112,80 |
112,99 |
2,20 |
2,15 |
112,90 |
2,18 |
WZ1122 |
PL0000109377 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
100,67 |
100,94 |
2,33 |
2,26 |
100,81 |
2,29 |
IZ0823 |
PL0000105359 |
111,84 |
112,54 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,38 |
2,44 |
2,38 |
107,24 |
2,41 |
WZ0124 |
PL0000107454 |
99,17 |
99,40 |
--- |
--- |
99,29 |
--- |
WZ0524 |
PL0000110615 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,98 |
2,81 |
2,75 |
102,80 |
2,78 |
WZ0126 |
PL0000108817 |
97,35 |
97,69 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
96,74 |
97,19 |
2,98 |
2,91 |
96,97 |
2,95 |
DS0727 |
PL0000109427 |
95,55 |
95,97 |
3,09 |
3,03 |
95,76 |
3,06 |
WS0428 |
PL0000107611 |
96,54 |
96,98 |
3,18 |
3,12 |
96,76 |
3,15 |
WZ0528 |
PL0000110383 |
95,99 |
96,30 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
122,72 |
123,21 |
3,15 |
3,10 |
122,97 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,62 |
99,70 |
0,97 |
0,77 |
99,66 |
0,87 |
PS0719 |
PL0000108148 |
101,34 |
101,42 |
1,13 |
1,01 |
101,38 |
1,07 |
DS1019 |
PL0000105441 |
103,81 |
103,91 |
1,18 |
1,07 |
103,86 |
1,13 |
WZ0120 |
PL0000108601 |
100,44 |
100,58 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,00 |
100,11 |
1,50 |
1,42 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,55 |
97,66 |
1,52 |
1,45 |
97,61 |
1,48 |
DS1020 |
PL0000106126 |
106,83 |
106,94 |
1,56 |
1,50 |
106,89 |
1,53 |
WZ0121 |
PL0000106068 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,70 |
1,74 |
1,70 |
100,65 |
1,72 |
PS0721 |
PL0000109153 |
99,87 |
99,97 |
1,80 |
1,76 |
99,92 |
1,78 |
DS1021 |
PL0000106670 |
110,91 |
111,07 |
1,84 |
1,79 |
110,99 |
1,81 |
PS0422 |
PL0000109492 |
100,60 |
100,75 |
2,06 |
2,02 |
100,68 |
2,04 |
WS0922 |
PL0000102646 |
112,98 |
113,18 |
2,16 |
2,11 |
113,08 |
2,13 |
WZ1122 |
PL0000109377 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,80 |
101,02 |
2,29 |
2,24 |
100,91 |
2,27 |
IZ0823 |
PL0000105359 |
111,83 |
112,60 |
--- |
--- |
112,22 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,45 |
2,39 |
2,37 |
107,39 |
2,38 |
WZ0124 |
PL0000107454 |
99,17 |
99,39 |
--- |
--- |
99,28 |
--- |
WZ0524 |
PL0000110615 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
102,88 |
103,20 |
2,77 |
2,71 |
103,04 |
2,74 |
WZ0126 |
PL0000108817 |
97,36 |
97,68 |
--- |
--- |
97,52 |
--- |
DS0726 |
PL0000108866 |
97,20 |
97,49 |
2,91 |
2,87 |
97,35 |
2,89 |
DS0727 |
PL0000109427 |
95,94 |
96,20 |
3,04 |
3,00 |
96,07 |
3,02 |
WS0428 |
PL0000107611 |
96,97 |
97,22 |
3,12 |
3,09 |
97,10 |
3,11 |
WZ0528 |
PL0000110383 |
96,02 |
96,31 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
123,19 |
123,66 |
3,10 |
3,05 |
123,43 |
3,08 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.