2018-12-05 |
MARKET DATA |
No 233 (3516) |
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 |
112,50 |
119,18 |
8 |
0,00 |
0,00 |
0 |
112,50 |
119,18 |
8 |
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 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,34 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,83 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,08 |
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 |
106,81 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,63 |
100,64 |
100,620 |
100,620 |
100,620 |
100,620 |
100,620 |
25 000 |
25,46 |
1 |
OK0521 |
PL0000111274 |
95,90 |
95,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,90 |
110,87 |
110,870 |
110,870 |
110,870 |
110,870 |
110,870 |
20 000 |
22,31 |
2 |
PS0422 |
PL0000109492 |
100,67 |
100,69 |
100,660 |
100,660 |
100,660 |
100,660 |
100,660 |
5 000 |
5,10 |
1 |
WS0922 |
PL0000102646 |
113,11 |
113,16 |
113,110 |
113,110 |
113,110 |
113,110 |
113,110 |
20 000 |
22,86 |
2 |
PS0123 |
PL0000110151 |
101,05 |
101,04 |
101,050 |
101,050 |
101,050 |
101,050 |
101,050 |
25 000 |
25,80 |
1 |
DS1023 |
PL0000107264 |
107,43 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,08 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,31 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,55 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,63 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,60 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,11 |
123,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
103,19 |
143,17 |
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 |
100,14 |
100,16 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
17 500 |
17,64 |
1 |
WZ0120 |
PL0000108601 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,48 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,50 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
112 500 |
119,18 |
8 |
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 |
1,00 |
0,76 |
99,67 |
0,87 |
PS0719 |
PL0000108148 |
101,32 |
101,41 |
1,13 |
0,99 |
101,37 |
1,05 |
DS1019 |
PL0000105441 |
103,80 |
103,90 |
1,14 |
1,03 |
103,85 |
1,09 |
WZ0120 |
PL0000108601 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,14 |
1,46 |
1,39 |
100,10 |
1,42 |
OK0720 |
PL0000110375 |
97,58 |
97,68 |
1,51 |
1,45 |
97,63 |
1,48 |
DS1020 |
PL0000106126 |
106,79 |
106,88 |
1,56 |
1,51 |
106,84 |
1,53 |
WZ0121 |
PL0000106068 |
100,44 |
100,56 |
--- |
--- |
100,50 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,72 |
1,73 |
1,69 |
100,67 |
1,71 |
PS0721 |
PL0000109153 |
99,89 |
100,00 |
1,79 |
1,75 |
99,95 |
1,77 |
DS1021 |
PL0000106670 |
110,86 |
111,09 |
1,84 |
1,77 |
110,98 |
1,80 |
PS0422 |
PL0000109492 |
100,65 |
100,88 |
2,05 |
1,98 |
100,77 |
2,01 |
WS0922 |
PL0000102646 |
113,07 |
113,31 |
2,12 |
2,06 |
113,19 |
2,09 |
WZ1122 |
PL0000109377 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0123 |
PL0000110151 |
101,02 |
101,23 |
2,24 |
2,18 |
101,13 |
2,21 |
IZ0823 |
PL0000105359 |
111,75 |
112,48 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
107,38 |
107,62 |
2,38 |
2,33 |
107,50 |
2,35 |
WZ0124 |
PL0000107454 |
99,17 |
99,41 |
--- |
--- |
99,29 |
--- |
WZ0524 |
PL0000110615 |
98,97 |
99,24 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
103,26 |
103,63 |
2,70 |
2,64 |
103,45 |
2,67 |
WZ0126 |
PL0000108817 |
97,34 |
97,73 |
--- |
--- |
97,54 |
--- |
DS0726 |
PL0000108866 |
97,53 |
97,96 |
2,86 |
2,80 |
97,75 |
2,83 |
DS0727 |
PL0000109427 |
96,57 |
96,91 |
2,95 |
2,91 |
96,74 |
2,93 |
WS0428 |
PL0000107611 |
97,54 |
97,96 |
3,05 |
3,00 |
97,75 |
3,03 |
WZ0528 |
PL0000110383 |
95,97 |
96,34 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
123,83 |
124,42 |
3,03 |
2,98 |
124,13 |
3,00 |
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 |
1,00 |
0,76 |
99,67 |
0,87 |
PS0719 |
PL0000108148 |
101,33 |
101,41 |
1,11 |
0,99 |
101,37 |
1,05 |
DS1019 |
PL0000105441 |
103,81 |
103,89 |
1,13 |
1,04 |
103,85 |
1,09 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,04 |
100,13 |
1,47 |
1,40 |
100,09 |
1,43 |
OK0720 |
PL0000110375 |
97,57 |
97,67 |
1,52 |
1,45 |
97,62 |
1,49 |
DS1020 |
PL0000106126 |
106,77 |
106,87 |
1,57 |
1,52 |
106,82 |
1,54 |
WZ0121 |
PL0000106068 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,70 |
1,74 |
1,69 |
100,65 |
1,72 |
PS0721 |
PL0000109153 |
99,86 |
99,98 |
1,80 |
1,75 |
99,92 |
1,78 |
DS1021 |
PL0000106670 |
110,87 |
111,07 |
1,84 |
1,77 |
110,97 |
1,81 |
PS0422 |
PL0000109492 |
100,61 |
100,83 |
2,06 |
1,99 |
100,72 |
2,02 |
WS0922 |
PL0000102646 |
113,07 |
113,30 |
2,12 |
2,07 |
113,19 |
2,09 |
WZ1122 |
PL0000109377 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
100,99 |
101,12 |
2,24 |
2,21 |
101,06 |
2,23 |
IZ0823 |
PL0000105359 |
111,75 |
112,48 |
--- |
--- |
112,12 |
--- |
DS1023 |
PL0000107264 |
107,38 |
107,54 |
2,38 |
2,35 |
107,46 |
2,36 |
WZ0124 |
PL0000107454 |
99,13 |
99,40 |
--- |
--- |
99,27 |
--- |
WZ0524 |
PL0000110615 |
99,02 |
99,20 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
103,24 |
103,58 |
2,71 |
2,65 |
103,41 |
2,68 |
WZ0126 |
PL0000108817 |
97,32 |
97,70 |
--- |
--- |
97,51 |
--- |
DS0726 |
PL0000108866 |
97,41 |
97,75 |
2,88 |
2,83 |
97,58 |
2,85 |
DS0727 |
PL0000109427 |
96,45 |
96,64 |
2,97 |
2,94 |
96,55 |
2,96 |
WS0428 |
PL0000107611 |
97,38 |
97,69 |
3,07 |
3,03 |
97,54 |
3,05 |
WZ0528 |
PL0000110383 |
95,98 |
96,32 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
123,68 |
124,21 |
3,05 |
3,00 |
123,95 |
3,02 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.