2018-12-10 |
MARKET DATA |
No 236 (3519) |
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 |
297,50 |
301,74 |
15 |
110,00 |
110,68 |
1 |
407,50 |
412,41 |
16 |
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 |
99,72 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,41 |
101,43 |
101,430 |
101,430 |
101,430 |
101,430 |
101,430 |
20 000 |
20,54 |
2 |
DS1019 |
PL0000105441 |
103,86 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,08 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,66 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,76 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,65 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
95,97 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,95 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
25 000 |
25,16 |
4 |
DS1021 |
PL0000106670 |
110,81 |
110,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,73 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,14 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,19 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,58 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,50 |
103,55 |
103,560 |
103,620 |
103,560 |
103,620 |
103,602 |
140 000 |
146,79 |
6 |
DS0726 |
PL0000108866 |
97,69 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,72 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,90 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,94 |
124,12 |
124,190 |
124,190 |
124,190 |
124,190 |
124,190 |
2 500 |
3,20 |
1 |
WS0437 |
PL0000104857 |
103,83 |
143,49 |
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 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,13 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,47 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,47 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,07 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,24 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,09 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,59 |
97,60 |
97,590 |
97,590 |
97,590 |
97,590 |
97,590 |
10 000 |
9,83 |
1 |
WZ0528 |
PL0000110383 |
96,15 |
96,15 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
100 000 |
96,23 |
1 |
TOTAL |
297 500 |
301,74 |
15 |
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 |
99,70 |
99,76 |
0,82 |
0,66 |
99,73 |
0,74 |
PS0719 |
PL0000108148 |
101,37 |
101,45 |
1,00 |
0,87 |
101,41 |
0,94 |
DS1019 |
PL0000105441 |
103,82 |
103,91 |
1,05 |
0,95 |
103,87 |
1,00 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,02 |
100,09 |
1,48 |
1,43 |
100,06 |
1,45 |
OK0720 |
PL0000110375 |
97,61 |
97,71 |
1,51 |
1,44 |
97,66 |
1,47 |
DS1020 |
PL0000106126 |
106,71 |
106,81 |
1,57 |
1,52 |
106,76 |
1,55 |
WZ0121 |
PL0000106068 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,70 |
1,73 |
1,69 |
100,66 |
1,71 |
PS0721 |
PL0000109153 |
99,88 |
99,98 |
1,79 |
1,75 |
99,93 |
1,77 |
DS1021 |
PL0000106670 |
110,74 |
111,00 |
1,87 |
1,78 |
110,87 |
1,82 |
PS0422 |
PL0000109492 |
100,66 |
100,90 |
2,04 |
1,97 |
100,78 |
2,00 |
WS0922 |
PL0000102646 |
113,05 |
113,29 |
2,12 |
2,06 |
113,17 |
2,09 |
WZ1122 |
PL0000109377 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
101,07 |
101,27 |
2,22 |
2,17 |
101,17 |
2,20 |
IZ0823 |
PL0000105359 |
111,78 |
112,51 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
107,41 |
107,68 |
2,37 |
2,31 |
107,55 |
2,34 |
WZ0124 |
PL0000107454 |
99,13 |
99,37 |
--- |
--- |
99,25 |
--- |
PS0424 |
PL0000111191 |
100,04 |
100,34 |
2,49 |
2,43 |
100,19 |
2,46 |
WZ0524 |
PL0000110615 |
98,91 |
99,20 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,64 |
2,70 |
2,64 |
103,47 |
2,67 |
WZ0126 |
PL0000108817 |
97,31 |
97,70 |
--- |
--- |
97,51 |
--- |
DS0726 |
PL0000108866 |
97,51 |
97,84 |
2,87 |
2,82 |
97,68 |
2,84 |
DS0727 |
PL0000109427 |
96,51 |
96,83 |
2,96 |
2,92 |
96,67 |
2,94 |
WS0428 |
PL0000107611 |
97,49 |
97,91 |
3,06 |
3,01 |
97,70 |
3,03 |
WZ0528 |
PL0000110383 |
95,93 |
96,23 |
--- |
--- |
96,08 |
--- |
WS0429 |
PL0000105391 |
123,70 |
124,28 |
3,04 |
2,99 |
123,99 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,71 |
99,78 |
0,79 |
0,60 |
99,75 |
0,68 |
PS0719 |
PL0000108148 |
101,40 |
101,48 |
0,95 |
0,83 |
101,44 |
0,89 |
DS1019 |
PL0000105441 |
103,85 |
103,94 |
1,02 |
0,92 |
103,90 |
0,97 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,05 |
100,11 |
1,46 |
1,41 |
100,08 |
1,44 |
OK0720 |
PL0000110375 |
97,63 |
97,73 |
1,49 |
1,43 |
97,68 |
1,46 |
DS1020 |
PL0000106126 |
106,73 |
106,83 |
1,56 |
1,51 |
106,78 |
1,54 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,62 |
100,72 |
1,73 |
1,68 |
100,67 |
1,70 |
PS0721 |
PL0000109153 |
99,88 |
99,99 |
1,79 |
1,75 |
99,94 |
1,77 |
DS1021 |
PL0000106670 |
110,75 |
111,00 |
1,86 |
1,78 |
110,88 |
1,82 |
PS0422 |
PL0000109492 |
100,68 |
100,89 |
2,04 |
1,97 |
100,79 |
2,00 |
WS0922 |
PL0000102646 |
113,08 |
113,31 |
2,11 |
2,05 |
113,20 |
2,08 |
WZ1122 |
PL0000109377 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
101,11 |
101,27 |
2,21 |
2,17 |
101,19 |
2,19 |
IZ0823 |
PL0000105359 |
111,76 |
112,52 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
107,54 |
107,73 |
2,34 |
2,30 |
107,64 |
2,32 |
WZ0124 |
PL0000107454 |
99,13 |
99,36 |
--- |
--- |
99,25 |
--- |
PS0424 |
PL0000111191 |
100,07 |
100,27 |
2,48 |
2,44 |
100,17 |
2,46 |
WZ0524 |
PL0000110615 |
99,01 |
99,24 |
--- |
--- |
99,13 |
--- |
DS0725 |
PL0000108197 |
103,42 |
103,61 |
2,68 |
2,64 |
103,52 |
2,66 |
WZ0126 |
PL0000108817 |
97,46 |
97,73 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
97,62 |
97,88 |
2,85 |
2,81 |
97,75 |
2,83 |
DS0727 |
PL0000109427 |
96,66 |
96,85 |
2,94 |
2,92 |
96,76 |
2,93 |
WS0428 |
PL0000107611 |
97,69 |
97,93 |
3,03 |
3,00 |
97,81 |
3,02 |
WZ0528 |
PL0000110383 |
96,03 |
96,25 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,31 |
3,04 |
2,98 |
124,02 |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
110 |
TOTAL |
110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.