2018-12-13 |
MARKET DATA |
No 239 (3522) |
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 |
775,00 |
782,44 |
45 |
0,00 |
0,00 |
0 |
775,00 |
782,44 |
45 |
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 |
99,81 |
99,81 |
99,810 |
99,810 |
99,810 |
99,810 |
99,810 |
10 000 |
9,98 |
1 |
PS0719 |
PL0000108148 |
101,51 |
101,49 |
101,520 |
101,540 |
101,520 |
101,540 |
101,539 |
170 000 |
174,81 |
4 |
DS1019 |
PL0000105441 |
103,92 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,26 |
100,20 |
100,200 |
100,260 |
100,200 |
100,260 |
100,235 |
65 000 |
65,78 |
5 |
OK0720 |
PL0000110375 |
97,86 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,94 |
106,91 |
106,960 |
106,960 |
106,960 |
106,960 |
106,960 |
10 000 |
10,77 |
1 |
PS0421 |
PL0000108916 |
100,83 |
100,82 |
100,820 |
100,830 |
100,820 |
100,830 |
100,828 |
60 000 |
61,27 |
2 |
OK0521 |
PL0000111274 |
96,18 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,06 |
100,060 |
100,090 |
100,060 |
100,080 |
100,070 |
35 000 |
35,27 |
4 |
DS1021 |
PL0000106670 |
110,92 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,96 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,34 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,41 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,54 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,85 |
104,00 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
10 000 |
10,53 |
1 |
DS0726 |
PL0000108866 |
98,23 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,27 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
25 000 |
24,57 |
1 |
WS0428 |
PL0000107611 |
98,42 |
98,32 |
98,420 |
98,420 |
98,320 |
98,350 |
98,359 |
80 000 |
80,11 |
9 |
WS0429 |
PL0000105391 |
124,79 |
124,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,94 |
144,72 |
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 |
111,93 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,61 |
100,52 |
100,520 |
100,610 |
100,520 |
100,610 |
100,553 |
130 000 |
131,63 |
4 |
WZ0121 |
PL0000106068 |
100,57 |
100,54 |
100,570 |
100,570 |
100,570 |
100,570 |
100,570 |
25 000 |
25,32 |
1 |
WZ1122 |
PL0000109377 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,55 |
99,45 |
99,500 |
99,540 |
99,500 |
99,520 |
99,520 |
60 000 |
60,13 |
5 |
WZ0524 |
PL0000110615 |
99,45 |
99,40 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
15 000 |
14,93 |
2 |
WZ0126 |
PL0000108817 |
98,05 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,50 |
96,500 |
96,590 |
96,500 |
96,590 |
96,552 |
80 000 |
77,33 |
5 |
TOTAL |
775 000 |
782,44 |
45 |
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 |
99,76 |
99,85 |
0,68 |
0,43 |
99,81 |
0,54 |
PS0719 |
PL0000108148 |
101,44 |
101,52 |
0,84 |
0,71 |
101,48 |
0,77 |
DS1019 |
PL0000105441 |
103,88 |
103,97 |
0,92 |
0,82 |
103,93 |
0,86 |
WZ0120 |
PL0000108601 |
100,46 |
100,56 |
--- |
--- |
100,51 |
--- |
PS0420 |
PL0000108510 |
100,14 |
100,26 |
1,39 |
1,30 |
100,20 |
1,35 |
OK0720 |
PL0000110375 |
97,76 |
97,88 |
1,42 |
1,34 |
97,82 |
1,38 |
DS1020 |
PL0000106126 |
106,83 |
106,95 |
1,48 |
1,42 |
106,89 |
1,45 |
WZ0121 |
PL0000106068 |
100,44 |
100,57 |
--- |
--- |
100,51 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,87 |
1,67 |
1,62 |
100,81 |
1,64 |
PS0721 |
PL0000109153 |
100,02 |
100,13 |
1,74 |
1,70 |
100,08 |
1,72 |
DS1021 |
PL0000106670 |
110,82 |
111,07 |
1,82 |
1,74 |
110,95 |
1,78 |
PS0422 |
PL0000109492 |
100,86 |
101,06 |
1,98 |
1,92 |
100,96 |
1,95 |
WS0922 |
PL0000102646 |
113,24 |
113,50 |
2,06 |
1,99 |
113,37 |
2,02 |
WZ1122 |
PL0000109377 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0123 |
PL0000110151 |
101,29 |
101,51 |
2,17 |
2,11 |
101,40 |
2,14 |
IZ0823 |
PL0000105359 |
111,75 |
112,61 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
107,71 |
107,99 |
2,30 |
2,24 |
107,85 |
2,27 |
WZ0124 |
PL0000107454 |
99,23 |
99,51 |
--- |
--- |
99,37 |
--- |
PS0424 |
PL0000111191 |
100,31 |
100,60 |
2,43 |
2,38 |
100,46 |
2,40 |
WZ0524 |
PL0000110615 |
99,12 |
99,47 |
--- |
--- |
99,30 |
--- |
DS0725 |
PL0000108197 |
103,72 |
104,08 |
2,63 |
2,57 |
103,90 |
2,60 |
WZ0126 |
PL0000108817 |
97,82 |
98,18 |
--- |
--- |
98,00 |
--- |
DS0726 |
PL0000108866 |
97,92 |
98,35 |
2,80 |
2,74 |
98,14 |
2,77 |
DS0727 |
PL0000109427 |
97,02 |
97,39 |
2,89 |
2,84 |
97,21 |
2,87 |
WS0428 |
PL0000107611 |
98,07 |
98,49 |
2,99 |
2,93 |
98,28 |
2,96 |
WZ0528 |
PL0000110383 |
96,22 |
96,59 |
--- |
--- |
96,41 |
--- |
WS0429 |
PL0000105391 |
124,36 |
125,03 |
2,98 |
2,91 |
124,70 |
2,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,77 |
99,86 |
0,65 |
0,40 |
99,82 |
0,51 |
PS0719 |
PL0000108148 |
101,45 |
101,55 |
0,82 |
0,66 |
101,50 |
0,74 |
DS1019 |
PL0000105441 |
103,84 |
103,94 |
0,96 |
0,85 |
103,89 |
0,91 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,22 |
100,33 |
1,33 |
1,25 |
100,28 |
1,29 |
OK0720 |
PL0000110375 |
97,82 |
97,95 |
1,38 |
1,30 |
97,89 |
1,34 |
DS1020 |
PL0000106126 |
106,91 |
107,02 |
1,44 |
1,39 |
106,97 |
1,41 |
WZ0121 |
PL0000106068 |
100,51 |
100,65 |
--- |
--- |
100,58 |
--- |
PS0421 |
PL0000108916 |
100,75 |
100,86 |
1,67 |
1,62 |
100,81 |
1,64 |
PS0721 |
PL0000109153 |
100,04 |
100,14 |
1,73 |
1,69 |
100,09 |
1,71 |
DS1021 |
PL0000106670 |
110,90 |
111,15 |
1,79 |
1,71 |
111,03 |
1,75 |
PS0422 |
PL0000109492 |
100,93 |
101,09 |
1,96 |
1,91 |
101,01 |
1,93 |
WS0922 |
PL0000102646 |
113,29 |
113,55 |
2,04 |
1,98 |
113,42 |
2,01 |
WZ1122 |
PL0000109377 |
100,15 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,35 |
101,57 |
2,15 |
2,09 |
101,46 |
2,12 |
IZ0823 |
PL0000105359 |
111,81 |
112,53 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,10 |
2,26 |
2,22 |
108,01 |
2,24 |
WZ0124 |
PL0000107454 |
99,43 |
99,70 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
100,41 |
100,66 |
2,41 |
2,36 |
100,54 |
2,39 |
WZ0524 |
PL0000110615 |
99,35 |
99,56 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
103,80 |
104,12 |
2,61 |
2,56 |
103,96 |
2,59 |
WZ0126 |
PL0000108817 |
97,95 |
98,28 |
--- |
--- |
98,12 |
--- |
DS0726 |
PL0000108866 |
98,18 |
98,44 |
2,77 |
2,73 |
98,31 |
2,75 |
DS0727 |
PL0000109427 |
97,23 |
97,48 |
2,86 |
2,83 |
97,36 |
2,85 |
WS0428 |
PL0000107611 |
98,34 |
98,56 |
2,95 |
2,92 |
98,45 |
2,94 |
WZ0528 |
PL0000110383 |
96,37 |
96,70 |
--- |
--- |
96,54 |
--- |
WS0429 |
PL0000105391 |
124,57 |
125,13 |
2,96 |
2,90 |
124,85 |
2,93 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.