2018-12-14 |
MARKET DATA |
No 240 (3523) |
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 |
307,50 |
316,54 |
22 |
0,00 |
0,00 |
0 |
307,50 |
316,54 |
22 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,48 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,89 |
103,85 |
103,880 |
103,880 |
103,880 |
103,880 |
103,880 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,28 |
100,29 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
10 000 |
10,13 |
1 |
OK0720 |
PL0000110375 |
97,88 |
97,86 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
2 500 |
2,45 |
1 |
DS1020 |
PL0000106126 |
106,96 |
106,95 |
106,990 |
106,990 |
106,990 |
106,990 |
106,990 |
10 000 |
10,78 |
1 |
PS0421 |
PL0000108916 |
100,84 |
100,83 |
100,860 |
100,870 |
100,860 |
100,870 |
100,868 |
60 000 |
61,30 |
2 |
OK0521 |
PL0000111274 |
96,15 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,15 |
100,12 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
10 000 |
10,08 |
1 |
DS1021 |
PL0000106670 |
110,99 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,05 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,44 |
113,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,58 |
101,57 |
101,610 |
101,610 |
101,610 |
101,610 |
101,610 |
60 000 |
62,31 |
2 |
DS1023 |
PL0000107264 |
108,08 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,67 |
100,65 |
100,660 |
100,670 |
100,660 |
100,670 |
100,667 |
75 000 |
76,72 |
6 |
DS0725 |
PL0000108197 |
103,98 |
104,04 |
104,050 |
104,060 |
104,040 |
104,060 |
104,053 |
40 000 |
42,14 |
4 |
DS0726 |
PL0000108866 |
98,34 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,46 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,55 |
98,52 |
98,480 |
98,480 |
98,480 |
98,480 |
98,480 |
15 000 |
15,04 |
2 |
WS0429 |
PL0000105391 |
124,91 |
124,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,20 |
144,98 |
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 |
111,92 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,16 |
100,17 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
15 000 |
15,13 |
1 |
WZ0120 |
PL0000108601 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,55 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,18 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,53 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,45 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,11 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,55 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
307 500 |
316,54 |
22 |
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 |
99,78 |
99,86 |
0,63 |
0,40 |
99,82 |
0,51 |
PS0719 |
PL0000108148 |
101,44 |
101,53 |
0,83 |
0,68 |
101,49 |
0,75 |
DS1019 |
PL0000105441 |
103,86 |
103,94 |
0,93 |
0,84 |
103,90 |
0,88 |
WZ0120 |
PL0000108601 |
100,58 |
100,71 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
100,23 |
100,34 |
1,32 |
1,24 |
100,29 |
1,28 |
OK0720 |
PL0000110375 |
97,83 |
97,95 |
1,38 |
1,30 |
97,89 |
1,34 |
DS1020 |
PL0000106126 |
106,91 |
107,02 |
1,44 |
1,38 |
106,97 |
1,41 |
WZ0121 |
PL0000106068 |
100,51 |
100,66 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,77 |
100,88 |
1,66 |
1,61 |
100,83 |
1,63 |
PS0721 |
PL0000109153 |
100,05 |
100,16 |
1,73 |
1,68 |
100,11 |
1,70 |
DS1021 |
PL0000106670 |
110,91 |
111,16 |
1,79 |
1,70 |
111,04 |
1,74 |
PS0422 |
PL0000109492 |
100,94 |
101,15 |
1,95 |
1,89 |
101,05 |
1,92 |
WS0922 |
PL0000102646 |
113,29 |
113,55 |
2,04 |
1,98 |
113,42 |
2,01 |
WZ1122 |
PL0000109377 |
100,15 |
100,31 |
--- |
--- |
100,23 |
--- |
PS0123 |
PL0000110151 |
101,36 |
101,60 |
2,15 |
2,09 |
101,48 |
2,12 |
IZ0823 |
PL0000105359 |
111,66 |
112,64 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,08 |
2,28 |
2,22 |
107,94 |
2,25 |
WZ0124 |
PL0000107454 |
99,42 |
99,70 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
100,48 |
100,71 |
2,40 |
2,35 |
100,60 |
2,38 |
WZ0524 |
PL0000110615 |
99,24 |
99,55 |
--- |
--- |
99,40 |
--- |
DS0725 |
PL0000108197 |
103,78 |
104,15 |
2,62 |
2,55 |
103,97 |
2,58 |
WZ0126 |
PL0000108817 |
97,93 |
98,26 |
--- |
--- |
98,10 |
--- |
DS0726 |
PL0000108866 |
98,03 |
98,46 |
2,79 |
2,72 |
98,25 |
2,76 |
DS0727 |
PL0000109427 |
97,16 |
97,50 |
2,87 |
2,83 |
97,33 |
2,85 |
WS0428 |
PL0000107611 |
98,21 |
98,63 |
2,97 |
2,92 |
98,42 |
2,94 |
WZ0528 |
PL0000110383 |
96,38 |
96,76 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
124,45 |
125,05 |
2,97 |
2,91 |
124,75 |
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 |
99,84 |
0,66 |
0,46 |
99,81 |
0,54 |
PS0719 |
PL0000108148 |
101,41 |
101,52 |
0,88 |
0,70 |
101,47 |
0,78 |
DS1019 |
PL0000105441 |
103,82 |
103,93 |
0,97 |
0,85 |
103,88 |
0,90 |
WZ0120 |
PL0000108601 |
100,56 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,25 |
100,37 |
1,31 |
1,22 |
100,31 |
1,26 |
OK0720 |
PL0000110375 |
97,82 |
97,94 |
1,38 |
1,31 |
97,88 |
1,35 |
DS1020 |
PL0000106126 |
106,93 |
107,04 |
1,43 |
1,37 |
106,99 |
1,40 |
WZ0121 |
PL0000106068 |
100,46 |
100,58 |
--- |
--- |
100,52 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,92 |
1,64 |
1,59 |
100,87 |
1,62 |
PS0721 |
PL0000109153 |
100,11 |
100,21 |
1,70 |
1,66 |
100,16 |
1,68 |
DS1021 |
PL0000106670 |
110,97 |
111,12 |
1,77 |
1,72 |
111,05 |
1,74 |
PS0422 |
PL0000109492 |
101,02 |
101,23 |
1,93 |
1,86 |
101,13 |
1,90 |
WS0922 |
PL0000102646 |
113,42 |
113,67 |
2,01 |
1,94 |
113,55 |
1,98 |
WZ1122 |
PL0000109377 |
100,14 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
101,54 |
101,69 |
2,10 |
2,06 |
101,62 |
2,08 |
IZ0823 |
PL0000105359 |
111,72 |
112,62 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,15 |
2,23 |
2,21 |
108,09 |
2,22 |
WZ0124 |
PL0000107454 |
99,41 |
99,71 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
100,61 |
100,80 |
2,37 |
2,34 |
100,71 |
2,35 |
WZ0524 |
PL0000110615 |
99,30 |
99,53 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
103,95 |
104,32 |
2,59 |
2,53 |
104,14 |
2,56 |
WZ0126 |
PL0000108817 |
97,96 |
98,31 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
98,30 |
98,66 |
2,75 |
2,69 |
98,48 |
2,72 |
DS0727 |
PL0000109427 |
97,38 |
97,64 |
2,84 |
2,81 |
97,51 |
2,83 |
WS0428 |
PL0000107611 |
98,40 |
98,80 |
2,94 |
2,89 |
98,60 |
2,92 |
WZ0528 |
PL0000110383 |
96,42 |
96,76 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
124,72 |
125,32 |
2,94 |
2,88 |
125,02 |
2,91 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.