2018-12-03 |
MARKET DATA |
No 231 (3514) |
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 |
95,00 |
104,43 |
10 |
3 210,00 |
3 270,00 |
14 |
3 305,00 |
3 374,43 |
24 |
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 |
103,85 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,60 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,85 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,67 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,92 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,00 |
111,04 |
111,000 |
111,000 |
110,980 |
110,980 |
110,990 |
20 000 |
22,33 |
2 |
PS0422 |
PL0000109492 |
100,75 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,17 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,14 |
101,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,59 |
107,53 |
107,610 |
107,610 |
107,530 |
107,530 |
107,585 |
55 000 |
59,42 |
6 |
PS0424 |
PL0000111191 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,34 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,70 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,61 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,70 |
97,70 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
10 000 |
9,94 |
1 |
WS0429 |
PL0000105391 |
124,07 |
123,88 |
123,900 |
123,900 |
123,900 |
123,900 |
123,900 |
10 000 |
12,74 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,30 |
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 |
100,49 |
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 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,14 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,41 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
95 000 |
104,43 |
10 |
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 |
99,61 |
99,70 |
1,01 |
0,78 |
99,66 |
0,88 |
PS0719 |
PL0000108148 |
101,35 |
101,44 |
1,10 |
0,96 |
101,40 |
1,02 |
DS1019 |
PL0000105441 |
103,83 |
103,93 |
1,13 |
1,03 |
103,88 |
1,08 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,15 |
1,46 |
1,39 |
100,10 |
1,42 |
OK0720 |
PL0000110375 |
97,58 |
97,69 |
1,51 |
1,44 |
97,64 |
1,47 |
DS1020 |
PL0000106126 |
106,82 |
106,93 |
1,55 |
1,49 |
106,88 |
1,52 |
WZ0121 |
PL0000106068 |
100,43 |
100,57 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,74 |
1,72 |
1,68 |
100,69 |
1,70 |
PS0721 |
PL0000109153 |
99,91 |
100,03 |
1,78 |
1,73 |
99,97 |
1,76 |
DS1021 |
PL0000106670 |
110,89 |
111,11 |
1,84 |
1,77 |
111,00 |
1,80 |
PS0422 |
PL0000109492 |
100,66 |
100,88 |
2,04 |
1,98 |
100,77 |
2,01 |
WS0922 |
PL0000102646 |
113,09 |
113,37 |
2,12 |
2,05 |
113,23 |
2,09 |
WZ1122 |
PL0000109377 |
100,03 |
100,21 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
100,99 |
101,23 |
2,24 |
2,18 |
101,11 |
2,21 |
IZ0823 |
PL0000105359 |
111,74 |
112,46 |
--- |
--- |
112,10 |
--- |
DS1023 |
PL0000107264 |
107,42 |
107,71 |
2,37 |
2,31 |
107,57 |
2,34 |
WZ0124 |
PL0000107454 |
99,17 |
99,46 |
--- |
--- |
99,32 |
--- |
WZ0524 |
PL0000110615 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
DS0725 |
PL0000108197 |
103,28 |
103,66 |
2,70 |
2,64 |
103,47 |
2,67 |
WZ0126 |
PL0000108817 |
97,34 |
97,78 |
--- |
--- |
97,56 |
--- |
DS0726 |
PL0000108866 |
97,47 |
97,90 |
2,87 |
2,81 |
97,69 |
2,84 |
DS0727 |
PL0000109427 |
96,43 |
96,79 |
2,97 |
2,92 |
96,61 |
2,95 |
WS0428 |
PL0000107611 |
97,40 |
97,82 |
3,07 |
3,02 |
97,61 |
3,04 |
WZ0528 |
PL0000110383 |
95,98 |
96,39 |
--- |
--- |
96,19 |
--- |
WS0429 |
PL0000105391 |
123,38 |
124,42 |
3,08 |
2,98 |
123,90 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,62 |
99,71 |
0,99 |
0,75 |
99,67 |
0,86 |
PS0719 |
PL0000108148 |
101,35 |
101,43 |
1,10 |
0,98 |
101,39 |
1,04 |
DS1019 |
PL0000105441 |
103,83 |
103,92 |
1,13 |
1,04 |
103,88 |
1,08 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,14 |
1,45 |
1,39 |
100,10 |
1,42 |
OK0720 |
PL0000110375 |
97,58 |
97,68 |
1,51 |
1,44 |
97,63 |
1,47 |
DS1020 |
PL0000106126 |
106,82 |
106,92 |
1,55 |
1,50 |
106,87 |
1,53 |
WZ0121 |
PL0000106068 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,74 |
1,72 |
1,68 |
100,69 |
1,70 |
PS0721 |
PL0000109153 |
99,92 |
100,01 |
1,78 |
1,74 |
99,97 |
1,76 |
DS1021 |
PL0000106670 |
110,96 |
111,12 |
1,82 |
1,76 |
111,04 |
1,79 |
PS0422 |
PL0000109492 |
100,71 |
100,88 |
2,03 |
1,98 |
100,80 |
2,00 |
WS0922 |
PL0000102646 |
113,09 |
113,25 |
2,12 |
2,08 |
113,17 |
2,10 |
WZ1122 |
PL0000109377 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
101,03 |
101,16 |
2,23 |
2,20 |
101,10 |
2,22 |
IZ0823 |
PL0000105359 |
111,75 |
112,47 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
107,46 |
107,61 |
2,36 |
2,33 |
107,54 |
2,35 |
WZ0124 |
PL0000107454 |
99,16 |
99,41 |
--- |
--- |
99,29 |
--- |
WZ0524 |
PL0000110615 |
99,05 |
99,24 |
--- |
--- |
99,15 |
--- |
DS0725 |
PL0000108197 |
103,27 |
103,55 |
2,70 |
2,66 |
103,41 |
2,68 |
WZ0126 |
PL0000108817 |
97,34 |
97,74 |
--- |
--- |
97,54 |
--- |
DS0726 |
PL0000108866 |
97,62 |
97,82 |
2,85 |
2,82 |
97,72 |
2,83 |
DS0727 |
PL0000109427 |
96,54 |
96,71 |
2,96 |
2,93 |
96,63 |
2,94 |
WS0428 |
PL0000107611 |
97,57 |
97,77 |
3,05 |
3,02 |
97,67 |
3,04 |
WZ0528 |
PL0000110383 |
95,97 |
96,39 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,23 |
3,05 |
3,00 |
123,98 |
3,02 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
150 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
220 |
PS0123 |
PL0000110151 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
60 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
135 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
240 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
280 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
15 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
TOTAL |
1 210 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.