2018-12-17 |
MARKET DATA |
No 241 (3524) |
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 |
165,00 |
163,43 |
9 |
655,00 |
670,18 |
5 |
820,00 |
833,61 |
14 |
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 |
99,80 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,43 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,84 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,32 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,88 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,97 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,86 |
100,860 |
100,870 |
100,860 |
100,870 |
100,865 |
20 000 |
20,43 |
2 |
OK0521 |
PL0000111274 |
96,25 |
96,18 |
96,210 |
96,250 |
96,210 |
96,250 |
96,246 |
100 000 |
96,25 |
2 |
PS0721 |
PL0000109153 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,00 |
111,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,07 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,44 |
113,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,62 |
101,64 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,38 |
2 |
DS1023 |
PL0000107264 |
108,04 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,62 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,06 |
104,09 |
103,980 |
103,980 |
103,980 |
103,980 |
103,980 |
25 000 |
26,32 |
2 |
DS0726 |
PL0000108866 |
98,36 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,42 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,55 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,06 |
125,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,32 |
145,04 |
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 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,61 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,23 |
100,28 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
99,51 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,39 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,01 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,54 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
165 000 |
163,43 |
9 |
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 |
99,85 |
0,63 |
0,43 |
99,82 |
0,52 |
PS0719 |
PL0000108148 |
101,40 |
101,51 |
0,88 |
0,70 |
101,46 |
0,78 |
DS1019 |
PL0000105441 |
103,81 |
103,91 |
0,97 |
0,86 |
103,86 |
0,91 |
WZ0120 |
PL0000108601 |
100,57 |
100,70 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,28 |
100,36 |
1,28 |
1,23 |
100,32 |
1,25 |
OK0720 |
PL0000110375 |
97,85 |
97,95 |
1,37 |
1,30 |
97,90 |
1,34 |
DS1020 |
PL0000106126 |
106,93 |
107,03 |
1,42 |
1,37 |
106,98 |
1,40 |
WZ0121 |
PL0000106068 |
100,47 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,92 |
1,65 |
1,59 |
100,86 |
1,62 |
PS0721 |
PL0000109153 |
100,12 |
100,24 |
1,70 |
1,65 |
100,18 |
1,68 |
DS1021 |
PL0000106670 |
110,95 |
111,20 |
1,77 |
1,69 |
111,08 |
1,73 |
PS0422 |
PL0000109492 |
101,02 |
101,23 |
1,93 |
1,86 |
101,13 |
1,90 |
WS0922 |
PL0000102646 |
113,39 |
113,65 |
2,01 |
1,95 |
113,52 |
1,98 |
WZ1122 |
PL0000109377 |
100,14 |
100,33 |
--- |
--- |
100,24 |
--- |
PS0123 |
PL0000110151 |
101,47 |
101,72 |
2,12 |
2,06 |
101,60 |
2,09 |
IZ0823 |
PL0000105359 |
111,79 |
112,52 |
--- |
--- |
112,16 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,21 |
2,25 |
2,19 |
108,07 |
2,22 |
WZ0124 |
PL0000107454 |
99,42 |
99,71 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
100,56 |
100,85 |
2,38 |
2,33 |
100,71 |
2,35 |
WZ0524 |
PL0000110615 |
99,23 |
99,61 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
103,94 |
104,30 |
2,59 |
2,53 |
104,12 |
2,56 |
WZ0126 |
PL0000108817 |
97,94 |
98,38 |
--- |
--- |
98,16 |
--- |
DS0726 |
PL0000108866 |
98,19 |
98,62 |
2,76 |
2,70 |
98,41 |
2,73 |
DS0727 |
PL0000109427 |
97,35 |
97,67 |
2,85 |
2,81 |
97,51 |
2,83 |
WS0428 |
PL0000107611 |
98,38 |
98,82 |
2,95 |
2,89 |
98,60 |
2,92 |
WZ0528 |
PL0000110383 |
96,39 |
96,79 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
124,80 |
125,26 |
2,93 |
2,89 |
125,03 |
2,91 |
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 |
0,55 |
PS0719 |
PL0000108148 |
101,41 |
101,52 |
0,87 |
0,69 |
101,47 |
0,77 |
DS1019 |
PL0000105441 |
103,81 |
103,89 |
0,97 |
0,88 |
103,85 |
0,92 |
WZ0120 |
PL0000108601 |
100,57 |
100,70 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,29 |
100,39 |
1,28 |
1,20 |
100,34 |
1,24 |
OK0720 |
PL0000110375 |
97,85 |
97,96 |
1,37 |
1,30 |
97,91 |
1,33 |
DS1020 |
PL0000106126 |
106,94 |
107,04 |
1,42 |
1,36 |
106,99 |
1,39 |
WZ0121 |
PL0000106068 |
100,47 |
100,60 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,94 |
1,63 |
1,59 |
100,89 |
1,61 |
PS0721 |
PL0000109153 |
100,12 |
100,23 |
1,70 |
1,66 |
100,18 |
1,68 |
DS1021 |
PL0000106670 |
110,95 |
111,10 |
1,77 |
1,72 |
111,03 |
1,74 |
PS0422 |
PL0000109492 |
101,02 |
101,23 |
1,93 |
1,86 |
101,13 |
1,90 |
WS0922 |
PL0000102646 |
113,39 |
113,64 |
2,01 |
1,95 |
113,52 |
1,98 |
WZ1122 |
PL0000109377 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
101,56 |
101,70 |
2,10 |
2,06 |
101,63 |
2,08 |
IZ0823 |
PL0000105359 |
111,78 |
112,51 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,12 |
2,24 |
2,21 |
108,05 |
2,23 |
WZ0124 |
PL0000107454 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
100,55 |
100,76 |
2,39 |
2,34 |
100,66 |
2,36 |
WZ0524 |
PL0000110615 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
103,95 |
104,21 |
2,59 |
2,54 |
104,08 |
2,57 |
WZ0126 |
PL0000108817 |
97,91 |
98,34 |
--- |
--- |
98,13 |
--- |
DS0726 |
PL0000108866 |
98,28 |
98,52 |
2,75 |
2,72 |
98,40 |
2,73 |
DS0727 |
PL0000109427 |
97,29 |
97,61 |
2,86 |
2,81 |
97,45 |
2,84 |
WS0428 |
PL0000107611 |
98,34 |
98,77 |
2,95 |
2,90 |
98,56 |
2,92 |
WZ0528 |
PL0000110383 |
96,39 |
96,76 |
--- |
--- |
96,58 |
--- |
WS0429 |
PL0000105391 |
124,63 |
125,23 |
2,95 |
2,89 |
124,93 |
2,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
245 |
OK0720 |
PL0000110375 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
15 |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
260 |
PS0420 |
PL0000108510 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
40 |
PS0424 |
PL0000111191 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
95 |
TOTAL |
655 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.