2018-12-11 |
MARKET DATA |
No 237 (3520) |
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 |
1 732,50 |
1 760,08 |
44 |
545,00 |
556,30 |
5 |
2 277,50 |
2 316,38 |
49 |
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 |
99,73 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,56 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,88 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,10 |
100,09 |
100,090 |
100,100 |
100,090 |
100,100 |
100,095 |
20 000 |
20,21 |
2 |
OK0720 |
PL0000110375 |
97,71 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,80 |
106,80 |
106,800 |
106,800 |
106,800 |
106,800 |
106,800 |
10 000 |
10,75 |
1 |
PS0421 |
PL0000108916 |
100,66 |
100,67 |
100,650 |
100,660 |
100,640 |
100,660 |
100,649 |
192 500 |
196,20 |
4 |
OK0521 |
PL0000111274 |
96,00 |
96,00 |
95,990 |
95,990 |
95,990 |
95,990 |
95,990 |
10 000 |
9,60 |
1 |
PS0721 |
PL0000109153 |
99,96 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,82 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,80 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,19 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,25 |
101,27 |
101,290 |
101,310 |
101,290 |
101,310 |
101,302 |
265 000 |
274,29 |
4 |
DS1023 |
PL0000107264 |
107,70 |
107,65 |
107,650 |
107,700 |
107,650 |
107,700 |
107,684 |
350 000 |
378,77 |
13 |
PS0424 |
PL0000111191 |
100,31 |
100,25 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
100 000 |
101,81 |
1 |
DS0725 |
PL0000108197 |
103,55 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,76 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
96,82 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,95 |
97,89 |
97,850 |
97,850 |
97,850 |
97,850 |
97,850 |
20 000 |
19,92 |
2 |
WS0429 |
PL0000105391 |
124,05 |
124,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,11 |
143,79 |
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 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,48 |
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 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,29 |
99,30 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
25 000 |
25,00 |
1 |
WZ0524 |
PL0000110615 |
99,20 |
99,20 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
50 000 |
49,65 |
1 |
WZ0126 |
PL0000108817 |
97,79 |
97,65 |
97,720 |
97,820 |
97,720 |
97,820 |
97,770 |
430 000 |
423,34 |
8 |
WZ0528 |
PL0000110383 |
96,29 |
96,17 |
96,190 |
96,280 |
96,190 |
96,280 |
96,272 |
260 000 |
250,54 |
6 |
TOTAL |
1 732 500 |
1 760,08 |
44 |
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 |
99,72 |
99,79 |
0,77 |
0,58 |
99,76 |
0,66 |
PS0719 |
PL0000108148 |
101,41 |
101,49 |
0,93 |
0,80 |
101,45 |
0,86 |
DS1019 |
PL0000105441 |
103,85 |
103,93 |
1,01 |
0,92 |
103,89 |
0,96 |
WZ0120 |
PL0000108601 |
100,45 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,06 |
100,12 |
1,45 |
1,41 |
100,09 |
1,43 |
OK0720 |
PL0000110375 |
97,64 |
97,74 |
1,49 |
1,42 |
97,69 |
1,46 |
DS1020 |
PL0000106126 |
106,72 |
106,82 |
1,56 |
1,51 |
106,77 |
1,54 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,73 |
1,72 |
1,68 |
100,68 |
1,70 |
PS0721 |
PL0000109153 |
99,89 |
100,00 |
1,79 |
1,75 |
99,95 |
1,77 |
DS1021 |
PL0000106670 |
110,75 |
111,02 |
1,86 |
1,77 |
110,89 |
1,81 |
PS0422 |
PL0000109492 |
100,69 |
100,92 |
2,03 |
1,96 |
100,81 |
2,00 |
WS0922 |
PL0000102646 |
113,08 |
113,33 |
2,11 |
2,04 |
113,21 |
2,07 |
WZ1122 |
PL0000109377 |
100,04 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0123 |
PL0000110151 |
101,12 |
101,30 |
2,21 |
2,16 |
101,21 |
2,19 |
IZ0823 |
PL0000105359 |
111,76 |
112,52 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
107,48 |
107,73 |
2,35 |
2,30 |
107,61 |
2,33 |
WZ0124 |
PL0000107454 |
99,13 |
99,36 |
--- |
--- |
99,25 |
--- |
PS0424 |
PL0000111191 |
100,10 |
100,42 |
2,48 |
2,41 |
100,26 |
2,44 |
WZ0524 |
PL0000110615 |
98,97 |
99,24 |
--- |
--- |
99,11 |
--- |
DS0725 |
PL0000108197 |
103,38 |
103,74 |
2,68 |
2,62 |
103,56 |
2,65 |
WZ0126 |
PL0000108817 |
97,46 |
97,74 |
--- |
--- |
97,60 |
--- |
DS0726 |
PL0000108866 |
97,62 |
97,94 |
2,85 |
2,80 |
97,78 |
2,82 |
DS0727 |
PL0000109427 |
96,67 |
96,95 |
2,94 |
2,90 |
96,81 |
2,92 |
WS0428 |
PL0000107611 |
97,78 |
98,03 |
3,02 |
2,99 |
97,91 |
3,01 |
WZ0528 |
PL0000110383 |
96,01 |
96,29 |
--- |
--- |
96,15 |
--- |
WS0429 |
PL0000105391 |
123,81 |
124,40 |
3,03 |
2,97 |
124,11 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,72 |
99,80 |
0,77 |
0,55 |
99,76 |
0,66 |
PS0719 |
PL0000108148 |
101,42 |
101,51 |
0,91 |
0,77 |
101,47 |
0,83 |
DS1019 |
PL0000105441 |
103,86 |
103,96 |
1,00 |
0,88 |
103,91 |
0,94 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,07 |
100,14 |
1,44 |
1,39 |
100,11 |
1,41 |
OK0720 |
PL0000110375 |
97,68 |
97,78 |
1,46 |
1,40 |
97,73 |
1,43 |
DS1020 |
PL0000106126 |
106,75 |
106,87 |
1,55 |
1,48 |
106,81 |
1,52 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,74 |
1,72 |
1,67 |
100,69 |
1,70 |
PS0721 |
PL0000109153 |
99,91 |
100,01 |
1,78 |
1,74 |
99,96 |
1,76 |
DS1021 |
PL0000106670 |
110,80 |
111,06 |
1,84 |
1,76 |
110,93 |
1,80 |
PS0422 |
PL0000109492 |
100,76 |
100,92 |
2,01 |
1,96 |
100,84 |
1,99 |
WS0922 |
PL0000102646 |
113,16 |
113,41 |
2,09 |
2,02 |
113,29 |
2,05 |
WZ1122 |
PL0000109377 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
101,21 |
101,38 |
2,19 |
2,14 |
101,30 |
2,16 |
IZ0823 |
PL0000105359 |
111,76 |
112,52 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
107,66 |
107,86 |
2,31 |
2,27 |
107,76 |
2,29 |
WZ0124 |
PL0000107454 |
99,19 |
99,47 |
--- |
--- |
99,33 |
--- |
PS0424 |
PL0000111191 |
100,18 |
100,38 |
2,46 |
2,42 |
100,28 |
2,44 |
WZ0524 |
PL0000110615 |
99,14 |
99,43 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,86 |
2,66 |
2,60 |
103,69 |
2,63 |
WZ0126 |
PL0000108817 |
97,68 |
98,01 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
97,73 |
98,08 |
2,83 |
2,78 |
97,91 |
2,81 |
DS0727 |
PL0000109427 |
96,78 |
97,04 |
2,93 |
2,89 |
96,91 |
2,91 |
WS0428 |
PL0000107611 |
97,85 |
98,08 |
3,01 |
2,98 |
97,97 |
3,00 |
WZ0528 |
PL0000110383 |
96,15 |
96,50 |
--- |
--- |
96,33 |
--- |
WS0429 |
PL0000105391 |
123,93 |
124,53 |
3,02 |
2,96 |
124,23 |
2,99 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,950 |
0,950 |
0,950 |
310 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
210 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
25 |
TOTAL |
545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.