2018-11-30 |
MARKET DATA |
No 230 (3513) |
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 |
292,50 |
303,16 |
27 |
865,00 |
875,05 |
8 |
1 157,50 |
1 178,21 |
35 |
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 |
99,63 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,36 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,86 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,63 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,89 |
106,910 |
106,910 |
106,910 |
106,910 |
106,910 |
10 000 |
10,75 |
1 |
PS0421 |
PL0000108916 |
100,69 |
100,67 |
100,690 |
100,690 |
100,670 |
100,670 |
100,680 |
30 000 |
30,57 |
3 |
OK0521 |
PL0000111274 |
95,93 |
95,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,99 |
99,92 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
20 000 |
20,12 |
2 |
DS1021 |
PL0000106670 |
111,85 |
110,99 |
110,970 |
110,970 |
110,970 |
110,970 |
110,970 |
10 000 |
11,16 |
1 |
PS0422 |
PL0000109492 |
100,75 |
100,67 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
5,11 |
1 |
WS0922 |
PL0000102646 |
113,21 |
113,09 |
113,210 |
113,210 |
113,210 |
113,210 |
113,210 |
10 000 |
11,43 |
1 |
PS0123 |
PL0000110151 |
101,11 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,60 |
107,44 |
107,440 |
107,570 |
107,440 |
107,570 |
107,496 |
87 500 |
94,44 |
8 |
PS0424 |
PL0000111191 |
100,10 |
99,91 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
10 000 |
10,16 |
1 |
DS0725 |
PL0000108197 |
103,40 |
103,17 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
10 000 |
10,46 |
1 |
DS0726 |
PL0000108866 |
97,70 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,59 |
96,09 |
96,140 |
96,450 |
96,140 |
96,450 |
96,210 |
95 000 |
92,26 |
7 |
WS0428 |
PL0000107611 |
97,60 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,93 |
123,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,21 |
143,13 |
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 |
112,05 |
112,30 |
112,050 |
112,050 |
112,050 |
112,050 |
112,050 |
5 000 |
6,69 |
1 |
WZ0119 |
PL0000107603 |
100,14 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
100,06 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,20 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,41 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,15 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
292 500 |
303,16 |
27 |
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 |
0,98 |
0,77 |
99,66 |
0,88 |
PS0719 |
PL0000108148 |
101,34 |
101,44 |
1,12 |
0,97 |
101,39 |
1,05 |
DS1019 |
PL0000105441 |
103,82 |
103,92 |
1,16 |
1,05 |
103,87 |
1,10 |
WZ0120 |
PL0000108601 |
100,45 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,01 |
100,11 |
1,49 |
1,42 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,56 |
97,68 |
1,52 |
1,44 |
97,62 |
1,48 |
DS1020 |
PL0000106126 |
106,83 |
106,94 |
1,55 |
1,50 |
106,89 |
1,52 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,69 |
1,75 |
1,70 |
100,64 |
1,72 |
PS0721 |
PL0000109153 |
99,86 |
99,95 |
1,80 |
1,77 |
99,91 |
1,78 |
DS1021 |
PL0000106670 |
110,82 |
111,01 |
1,87 |
1,80 |
110,92 |
1,83 |
PS0422 |
PL0000109492 |
100,45 |
100,69 |
2,11 |
2,03 |
100,57 |
2,07 |
WS0922 |
PL0000102646 |
112,87 |
113,12 |
2,18 |
2,12 |
113,00 |
2,15 |
WZ1122 |
PL0000109377 |
100,03 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
100,78 |
100,99 |
2,30 |
2,24 |
100,89 |
2,27 |
IZ0823 |
PL0000105359 |
111,73 |
112,60 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,46 |
2,42 |
2,36 |
107,33 |
2,39 |
WZ0124 |
PL0000107454 |
99,18 |
99,43 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,21 |
--- |
--- |
99,09 |
--- |
DS0725 |
PL0000108197 |
102,83 |
103,21 |
2,77 |
2,71 |
103,02 |
2,74 |
WZ0126 |
PL0000108817 |
97,31 |
97,68 |
--- |
--- |
97,50 |
--- |
DS0726 |
PL0000108866 |
96,97 |
97,40 |
2,95 |
2,88 |
97,19 |
2,91 |
DS0727 |
PL0000109427 |
95,92 |
96,17 |
3,04 |
3,01 |
96,05 |
3,02 |
WS0428 |
PL0000107611 |
96,84 |
97,19 |
3,14 |
3,10 |
97,02 |
3,12 |
WZ0528 |
PL0000110383 |
96,04 |
96,31 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
123,10 |
123,68 |
3,11 |
3,05 |
123,39 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,61 |
99,70 |
1,01 |
0,77 |
99,66 |
0,88 |
PS0719 |
PL0000108148 |
101,35 |
101,43 |
1,11 |
0,98 |
101,39 |
1,05 |
DS1019 |
PL0000105441 |
103,83 |
103,93 |
1,15 |
1,04 |
103,88 |
1,09 |
WZ0120 |
PL0000108601 |
100,45 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,15 |
1,47 |
1,39 |
100,10 |
1,42 |
OK0720 |
PL0000110375 |
97,57 |
97,69 |
1,51 |
1,43 |
97,63 |
1,47 |
DS1020 |
PL0000106126 |
106,81 |
106,93 |
1,56 |
1,50 |
106,87 |
1,53 |
WZ0121 |
PL0000106068 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,72 |
1,72 |
1,69 |
100,68 |
1,70 |
PS0721 |
PL0000109153 |
99,92 |
100,03 |
1,78 |
1,74 |
99,98 |
1,75 |
DS1021 |
PL0000106670 |
110,95 |
111,13 |
1,82 |
1,76 |
111,04 |
1,79 |
PS0422 |
PL0000109492 |
100,71 |
100,91 |
2,03 |
1,97 |
100,81 |
2,00 |
WS0922 |
PL0000102646 |
113,17 |
113,30 |
2,11 |
2,07 |
113,24 |
2,09 |
WZ1122 |
PL0000109377 |
100,03 |
100,21 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
101,06 |
101,20 |
2,23 |
2,19 |
101,13 |
2,21 |
IZ0823 |
PL0000105359 |
111,70 |
112,43 |
--- |
--- |
112,07 |
--- |
DS1023 |
PL0000107264 |
107,54 |
107,74 |
2,35 |
2,31 |
107,64 |
2,33 |
WZ0124 |
PL0000107454 |
99,17 |
99,44 |
--- |
--- |
99,31 |
--- |
WZ0524 |
PL0000110615 |
99,10 |
99,30 |
--- |
--- |
99,20 |
--- |
DS0725 |
PL0000108197 |
103,34 |
103,58 |
2,69 |
2,65 |
103,46 |
2,67 |
WZ0126 |
PL0000108817 |
97,35 |
97,76 |
--- |
--- |
97,56 |
--- |
DS0726 |
PL0000108866 |
97,62 |
97,97 |
2,85 |
2,80 |
97,80 |
2,82 |
DS0727 |
PL0000109427 |
96,50 |
96,68 |
2,96 |
2,94 |
96,59 |
2,95 |
WS0428 |
PL0000107611 |
97,51 |
97,74 |
3,06 |
3,03 |
97,63 |
3,04 |
WZ0528 |
PL0000110383 |
96,04 |
96,36 |
--- |
--- |
96,20 |
--- |
WS0429 |
PL0000105391 |
123,79 |
124,32 |
3,04 |
2,99 |
124,06 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
50 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
25 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
180 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
400 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
70 |
PS0123 |
PL0000110151 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
120 |
TOTAL |
865 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.