2018-12-04 |
MARKET DATA |
No 232 (3515) |
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 |
75,00 |
76,66 |
9 |
2 350,00 |
2 361,99 |
5 |
2 425,00 |
2 438,65 |
14 |
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 |
99,64 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,35 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,84 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,61 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,84 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,68 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,91 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,93 |
111,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,75 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,22 |
113,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,18 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,59 |
107,49 |
107,490 |
107,490 |
107,490 |
107,490 |
107,490 |
20 000 |
21,59 |
2 |
PS0424 |
PL0000111191 |
100,15 |
100,10 |
100,150 |
100,150 |
100,100 |
100,100 |
100,130 |
30 000 |
30,50 |
3 |
DS0725 |
PL0000108197 |
103,48 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,72 |
97,67 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
10 000 |
9,85 |
2 |
DS0727 |
PL0000109427 |
96,81 |
96,65 |
96,610 |
96,610 |
96,610 |
96,610 |
96,610 |
10 000 |
9,75 |
1 |
WS0428 |
PL0000107611 |
97,77 |
97,66 |
97,660 |
97,660 |
97,660 |
97,660 |
97,660 |
5 000 |
4,97 |
1 |
WS0429 |
PL0000105391 |
124,08 |
123,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,60 |
143,47 |
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 |
112,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,13 |
100,16 |
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 |
100,46 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,10 |
100,16 |
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 |
99,12 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,41 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,04 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
75 000 |
76,66 |
9 |
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 |
99,71 |
0,99 |
0,76 |
99,67 |
0,86 |
PS0719 |
PL0000108148 |
101,34 |
101,43 |
1,10 |
0,97 |
101,39 |
1,03 |
DS1019 |
PL0000105441 |
103,82 |
103,92 |
1,13 |
1,02 |
103,87 |
1,08 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,14 |
1,47 |
1,39 |
100,09 |
1,43 |
OK0720 |
PL0000110375 |
97,58 |
97,69 |
1,51 |
1,44 |
97,64 |
1,47 |
DS1020 |
PL0000106126 |
106,81 |
106,92 |
1,55 |
1,50 |
106,87 |
1,52 |
WZ0121 |
PL0000106068 |
100,43 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,75 |
1,72 |
1,67 |
100,70 |
1,69 |
PS0721 |
PL0000109153 |
99,92 |
100,03 |
1,78 |
1,74 |
99,98 |
1,75 |
DS1021 |
PL0000106670 |
110,88 |
111,12 |
1,84 |
1,76 |
111,00 |
1,80 |
PS0422 |
PL0000109492 |
100,68 |
100,95 |
2,04 |
1,95 |
100,82 |
1,99 |
WS0922 |
PL0000102646 |
113,17 |
113,44 |
2,10 |
2,03 |
113,31 |
2,07 |
WZ1122 |
PL0000109377 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
101,11 |
101,29 |
2,21 |
2,17 |
101,20 |
2,19 |
IZ0823 |
PL0000105359 |
111,76 |
112,48 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,73 |
2,35 |
2,31 |
107,62 |
2,33 |
WZ0124 |
PL0000107454 |
99,16 |
99,43 |
--- |
--- |
99,30 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,24 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
103,38 |
103,74 |
2,68 |
2,62 |
103,56 |
2,65 |
WZ0126 |
PL0000108817 |
97,33 |
97,73 |
--- |
--- |
97,53 |
--- |
DS0726 |
PL0000108866 |
97,65 |
98,08 |
2,84 |
2,78 |
97,87 |
2,81 |
DS0727 |
PL0000109427 |
96,67 |
96,90 |
2,94 |
2,91 |
96,79 |
2,92 |
WS0428 |
PL0000107611 |
97,67 |
98,09 |
3,04 |
2,98 |
97,88 |
3,01 |
WZ0528 |
PL0000110383 |
95,97 |
96,38 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
123,87 |
124,39 |
3,03 |
2,98 |
124,13 |
3,01 |
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 |
0,76 |
99,67 |
0,86 |
PS0719 |
PL0000108148 |
101,34 |
101,41 |
1,10 |
1,00 |
101,38 |
1,04 |
DS1019 |
PL0000105441 |
103,83 |
103,91 |
1,12 |
1,03 |
103,87 |
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 |
1,45 |
97,63 |
1,48 |
DS1020 |
PL0000106126 |
106,80 |
106,89 |
1,56 |
1,51 |
106,85 |
1,53 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,71 |
1,73 |
1,69 |
100,66 |
1,71 |
PS0721 |
PL0000109153 |
99,89 |
99,99 |
1,79 |
1,75 |
99,94 |
1,77 |
DS1021 |
PL0000106670 |
110,90 |
111,07 |
1,83 |
1,78 |
110,99 |
1,80 |
PS0422 |
PL0000109492 |
100,69 |
100,88 |
2,03 |
1,98 |
100,79 |
2,00 |
WS0922 |
PL0000102646 |
112,99 |
113,21 |
2,15 |
2,09 |
113,10 |
2,12 |
WZ1122 |
PL0000109377 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0123 |
PL0000110151 |
100,98 |
101,14 |
2,25 |
2,21 |
101,06 |
2,23 |
IZ0823 |
PL0000105359 |
111,76 |
112,48 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,54 |
2,38 |
2,35 |
107,47 |
2,36 |
WZ0124 |
PL0000107454 |
99,17 |
99,43 |
--- |
--- |
99,30 |
--- |
WZ0524 |
PL0000110615 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
DS0725 |
PL0000108197 |
103,19 |
103,53 |
2,71 |
2,66 |
103,36 |
2,69 |
WZ0126 |
PL0000108817 |
97,34 |
97,68 |
--- |
--- |
97,51 |
--- |
DS0726 |
PL0000108866 |
97,52 |
97,75 |
2,86 |
2,83 |
97,64 |
2,85 |
DS0727 |
PL0000109427 |
96,44 |
96,70 |
2,97 |
2,94 |
96,57 |
2,95 |
WS0428 |
PL0000107611 |
97,48 |
97,74 |
3,06 |
3,03 |
97,61 |
3,04 |
WZ0528 |
PL0000110383 |
95,97 |
96,35 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
123,65 |
124,12 |
3,05 |
3,01 |
123,89 |
3,03 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
400 |
WZ1122 |
PL0000109377 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
395 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
155 |
TOTAL |
1 350 |
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 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.