2018-12-12 |
MARKET DATA |
No 238 (3521) |
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 |
740,00 |
763,71 |
32 |
1 025,00 |
1 052,50 |
6 |
1 765,00 |
1 816,21 |
38 |
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 |
99,77 |
99,78 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
10 000 |
9,98 |
1 |
PS0719 |
PL0000108148 |
101,45 |
101,48 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
10 000 |
10,28 |
1 |
DS1019 |
PL0000105441 |
103,92 |
103,92 |
103,940 |
103,940 |
103,940 |
103,940 |
103,940 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,19 |
100,11 |
100,110 |
100,190 |
100,110 |
100,190 |
100,150 |
20 000 |
20,22 |
2 |
OK0720 |
PL0000110375 |
97,79 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,91 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,81 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,15 |
96,04 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
10 000 |
9,62 |
1 |
PS0721 |
PL0000109153 |
100,07 |
100,00 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
100 000 |
100,71 |
1 |
DS1021 |
PL0000106670 |
110,93 |
111,03 |
110,890 |
110,890 |
110,880 |
110,880 |
110,882 |
155 000 |
173,09 |
5 |
PS0422 |
PL0000109492 |
100,92 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,35 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,41 |
101,24 |
101,400 |
101,480 |
101,400 |
101,480 |
101,446 |
50 000 |
51,83 |
4 |
DS1023 |
PL0000107264 |
107,85 |
107,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,55 |
100,46 |
100,550 |
100,550 |
100,360 |
100,470 |
100,513 |
160 000 |
163,37 |
7 |
DS0725 |
PL0000108197 |
103,85 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,15 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,24 |
97,03 |
97,140 |
97,330 |
97,140 |
97,220 |
97,240 |
60 000 |
58,93 |
6 |
WS0428 |
PL0000107611 |
98,30 |
98,10 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
50 000 |
50,04 |
1 |
WS0429 |
PL0000105391 |
124,66 |
124,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,96 |
144,10 |
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 |
111,91 |
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 |
100,48 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,14 |
100,16 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
100 000 |
100,25 |
1 |
WZ0124 |
PL0000107454 |
99,30 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,26 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,91 |
97,91 |
97,910 |
97,910 |
97,910 |
97,910 |
97,910 |
5 000 |
4,93 |
1 |
WZ0528 |
PL0000110383 |
96,32 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
740 000 |
763,71 |
32 |
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 |
99,74 |
99,80 |
0,72 |
0,55 |
99,77 |
0,64 |
PS0719 |
PL0000108148 |
101,42 |
101,50 |
0,90 |
0,77 |
101,46 |
0,84 |
DS1019 |
PL0000105441 |
103,85 |
103,95 |
0,99 |
0,88 |
103,90 |
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 |
97,69 |
97,79 |
1,46 |
1,39 |
97,74 |
1,43 |
DS1020 |
PL0000106126 |
106,75 |
106,86 |
1,54 |
1,48 |
106,81 |
1,51 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,64 |
100,74 |
1,72 |
1,67 |
100,69 |
1,70 |
PS0721 |
PL0000109153 |
99,92 |
100,02 |
1,78 |
1,74 |
99,97 |
1,76 |
DS1021 |
PL0000106670 |
110,79 |
111,04 |
1,84 |
1,76 |
110,92 |
1,80 |
PS0422 |
PL0000109492 |
100,77 |
100,97 |
2,01 |
1,95 |
100,87 |
1,98 |
WS0922 |
PL0000102646 |
113,16 |
113,40 |
2,08 |
2,02 |
113,28 |
2,05 |
WZ1122 |
PL0000109377 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0123 |
PL0000110151 |
101,22 |
101,40 |
2,18 |
2,14 |
101,31 |
2,16 |
IZ0823 |
PL0000105359 |
111,80 |
112,53 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,84 |
2,33 |
2,28 |
107,72 |
2,30 |
WZ0124 |
PL0000107454 |
99,19 |
99,47 |
--- |
--- |
99,33 |
--- |
PS0424 |
PL0000111191 |
100,20 |
100,50 |
2,46 |
2,40 |
100,35 |
2,43 |
WZ0524 |
PL0000110615 |
99,07 |
99,42 |
--- |
--- |
99,25 |
--- |
DS0725 |
PL0000108197 |
103,52 |
103,87 |
2,66 |
2,60 |
103,70 |
2,63 |
WZ0126 |
PL0000108817 |
97,70 |
98,02 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
97,73 |
98,07 |
2,83 |
2,78 |
97,90 |
2,81 |
DS0727 |
PL0000109427 |
96,80 |
97,08 |
2,92 |
2,88 |
96,94 |
2,90 |
WS0428 |
PL0000107611 |
97,74 |
98,15 |
3,03 |
2,98 |
97,95 |
3,00 |
WZ0528 |
PL0000110383 |
96,20 |
96,58 |
--- |
--- |
96,39 |
--- |
WS0429 |
PL0000105391 |
123,96 |
124,54 |
3,02 |
2,96 |
124,25 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,74 |
99,81 |
0,72 |
0,53 |
99,78 |
0,61 |
PS0719 |
PL0000108148 |
101,43 |
101,53 |
0,89 |
0,73 |
101,48 |
0,81 |
DS1019 |
PL0000105441 |
103,86 |
103,97 |
0,98 |
0,86 |
103,92 |
0,92 |
WZ0120 |
PL0000108601 |
100,46 |
100,57 |
--- |
--- |
100,52 |
--- |
PS0420 |
PL0000108510 |
100,13 |
100,22 |
1,40 |
1,33 |
100,18 |
1,36 |
OK0720 |
PL0000110375 |
97,72 |
97,83 |
1,44 |
1,37 |
97,78 |
1,40 |
DS1020 |
PL0000106126 |
106,83 |
106,94 |
1,50 |
1,44 |
106,89 |
1,47 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,73 |
100,84 |
1,68 |
1,63 |
100,79 |
1,65 |
PS0721 |
PL0000109153 |
99,98 |
100,08 |
1,75 |
1,72 |
100,03 |
1,73 |
DS1021 |
PL0000106670 |
110,85 |
111,08 |
1,82 |
1,74 |
110,97 |
1,78 |
PS0422 |
PL0000109492 |
100,84 |
101,00 |
1,99 |
1,94 |
100,92 |
1,96 |
WS0922 |
PL0000102646 |
113,25 |
113,50 |
2,06 |
2,00 |
113,38 |
2,03 |
WZ1122 |
PL0000109377 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0123 |
PL0000110151 |
101,31 |
101,50 |
2,16 |
2,11 |
101,41 |
2,14 |
IZ0823 |
PL0000105359 |
111,77 |
112,54 |
--- |
--- |
112,16 |
--- |
DS1023 |
PL0000107264 |
107,79 |
108,00 |
2,29 |
2,24 |
107,90 |
2,26 |
WZ0124 |
PL0000107454 |
99,24 |
99,52 |
--- |
--- |
99,38 |
--- |
PS0424 |
PL0000111191 |
100,34 |
100,56 |
2,43 |
2,38 |
100,45 |
2,41 |
WZ0524 |
PL0000110615 |
99,17 |
99,40 |
--- |
--- |
99,29 |
--- |
DS0725 |
PL0000108197 |
103,72 |
103,96 |
2,63 |
2,59 |
103,84 |
2,61 |
WZ0126 |
PL0000108817 |
97,83 |
98,11 |
--- |
--- |
97,97 |
--- |
DS0726 |
PL0000108866 |
98,08 |
98,37 |
2,78 |
2,74 |
98,23 |
2,76 |
DS0727 |
PL0000109427 |
97,10 |
97,39 |
2,88 |
2,84 |
97,25 |
2,86 |
WS0428 |
PL0000107611 |
98,13 |
98,37 |
2,98 |
2,95 |
98,25 |
2,96 |
WZ0528 |
PL0000110383 |
96,23 |
96,56 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
124,27 |
124,84 |
2,99 |
2,93 |
124,56 |
2,96 |
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 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
35 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
250 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
100 |
PS0422 |
PL0000109492 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
200 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
400 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
TOTAL |
1 025 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.