2018-12-18 |
MARKET DATA |
No 242 (3525) |
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 |
730,00 |
748,55 |
21 |
170,00 |
172,29 |
8 |
900,00 |
920,84 |
29 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,43 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,83 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,35 |
100,35 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
100 000 |
101,33 |
1 |
OK0720 |
PL0000110375 |
97,94 |
97,93 |
97,940 |
97,940 |
97,940 |
97,940 |
97,940 |
100 000 |
97,94 |
1 |
DS1020 |
PL0000106126 |
107,01 |
107,01 |
107,010 |
107,010 |
107,010 |
107,010 |
107,010 |
100 000 |
107,82 |
2 |
PS0421 |
PL0000108916 |
100,92 |
100,92 |
100,920 |
100,920 |
100,920 |
100,920 |
100,920 |
100 000 |
102,23 |
1 |
OK0521 |
PL0000111274 |
96,22 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,22 |
100,21 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
100 000 |
100,93 |
1 |
DS1021 |
PL0000106670 |
111,07 |
111,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,19 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,61 |
113,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,77 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,20 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,87 |
100,80 |
100,800 |
100,830 |
100,800 |
100,830 |
100,811 |
100 000 |
102,45 |
8 |
DS0725 |
PL0000108197 |
104,31 |
104,24 |
104,080 |
104,080 |
104,080 |
104,080 |
104,080 |
50 000 |
52,70 |
3 |
DS0726 |
PL0000108866 |
98,70 |
98,65 |
98,790 |
98,800 |
98,790 |
98,800 |
98,798 |
65 000 |
64,88 |
2 |
DS0727 |
PL0000109427 |
97,81 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,90 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,23 |
125,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,09 |
145,40 |
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 |
112,12 |
112,19 |
112,190 |
112,190 |
112,190 |
112,190 |
112,190 |
10 000 |
13,44 |
1 |
WZ0119 |
PL0000107603 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,50 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,25 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,40 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,00 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,63 |
96,65 |
96,630 |
96,630 |
96,630 |
96,630 |
96,630 |
5 000 |
4,84 |
1 |
TOTAL |
730 000 |
748,55 |
21 |
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 |
99,83 |
0,76 |
0,49 |
99,79 |
0,61 |
PS0719 |
PL0000108148 |
101,40 |
101,51 |
0,87 |
0,69 |
101,46 |
0,77 |
DS1019 |
PL0000105441 |
103,79 |
103,88 |
0,98 |
0,88 |
103,84 |
0,92 |
WZ0120 |
PL0000108601 |
100,57 |
100,69 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,27 |
100,38 |
1,29 |
1,21 |
100,33 |
1,25 |
OK0720 |
PL0000110375 |
97,86 |
97,97 |
1,36 |
1,29 |
97,92 |
1,32 |
DS1020 |
PL0000106126 |
106,93 |
107,04 |
1,42 |
1,36 |
106,99 |
1,39 |
WZ0121 |
PL0000106068 |
100,46 |
100,61 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,96 |
1,63 |
1,58 |
100,90 |
1,60 |
PS0721 |
PL0000109153 |
100,13 |
100,25 |
1,69 |
1,65 |
100,19 |
1,67 |
DS1021 |
PL0000106670 |
110,97 |
111,20 |
1,76 |
1,68 |
111,09 |
1,72 |
PS0422 |
PL0000109492 |
101,08 |
101,29 |
1,91 |
1,85 |
101,19 |
1,88 |
WS0922 |
PL0000102646 |
113,46 |
113,72 |
1,99 |
1,93 |
113,59 |
1,96 |
WZ1122 |
PL0000109377 |
100,18 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,56 |
101,81 |
2,10 |
2,03 |
101,69 |
2,06 |
IZ0823 |
PL0000105359 |
111,74 |
112,62 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,31 |
2,23 |
2,17 |
108,17 |
2,20 |
WZ0124 |
PL0000107454 |
99,44 |
99,72 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
100,64 |
100,88 |
2,37 |
2,32 |
100,76 |
2,34 |
WZ0524 |
PL0000110615 |
99,31 |
99,64 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
104,02 |
104,39 |
2,58 |
2,52 |
104,21 |
2,54 |
WZ0126 |
PL0000108817 |
97,92 |
98,35 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
98,29 |
98,71 |
2,75 |
2,69 |
98,50 |
2,72 |
DS0727 |
PL0000109427 |
97,42 |
97,76 |
2,84 |
2,79 |
97,59 |
2,82 |
WS0428 |
PL0000107611 |
98,42 |
98,87 |
2,94 |
2,89 |
98,65 |
2,91 |
WZ0528 |
PL0000110383 |
96,40 |
96,81 |
--- |
--- |
96,61 |
--- |
WS0429 |
PL0000105391 |
124,70 |
125,36 |
2,94 |
2,88 |
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 |
99,72 |
99,83 |
0,81 |
0,49 |
99,78 |
0,64 |
PS0719 |
PL0000108148 |
101,37 |
101,51 |
0,92 |
0,69 |
101,44 |
0,81 |
DS1019 |
PL0000105441 |
103,74 |
103,88 |
1,03 |
0,88 |
103,81 |
0,95 |
WZ0120 |
PL0000108601 |
100,55 |
100,73 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,28 |
100,40 |
1,28 |
1,19 |
100,34 |
1,24 |
OK0720 |
PL0000110375 |
97,83 |
98,00 |
1,38 |
1,27 |
97,92 |
1,32 |
DS1020 |
PL0000106126 |
106,91 |
107,08 |
1,43 |
1,34 |
107,00 |
1,38 |
WZ0121 |
PL0000106068 |
100,46 |
100,64 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,85 |
101,00 |
1,62 |
1,56 |
100,93 |
1,59 |
PS0721 |
PL0000109153 |
100,13 |
100,27 |
1,69 |
1,64 |
100,20 |
1,67 |
DS1021 |
PL0000106670 |
111,00 |
111,13 |
1,75 |
1,71 |
111,07 |
1,73 |
PS0422 |
PL0000109492 |
101,10 |
101,25 |
1,90 |
1,86 |
101,18 |
1,88 |
WS0922 |
PL0000102646 |
113,49 |
113,76 |
1,99 |
1,92 |
113,63 |
1,95 |
WZ1122 |
PL0000109377 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
101,68 |
101,83 |
2,07 |
2,03 |
101,76 |
2,05 |
IZ0823 |
PL0000105359 |
111,79 |
112,54 |
--- |
--- |
112,17 |
--- |
DS1023 |
PL0000107264 |
108,11 |
108,32 |
2,21 |
2,17 |
108,22 |
2,19 |
WZ0124 |
PL0000107454 |
99,38 |
99,73 |
--- |
--- |
99,56 |
--- |
PS0424 |
PL0000111191 |
100,75 |
100,94 |
2,35 |
2,31 |
100,85 |
2,33 |
WZ0524 |
PL0000110615 |
99,28 |
99,63 |
--- |
--- |
99,46 |
--- |
DS0725 |
PL0000108197 |
104,15 |
104,48 |
2,55 |
2,50 |
104,32 |
2,53 |
WZ0126 |
PL0000108817 |
97,91 |
98,36 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
98,51 |
98,91 |
2,72 |
2,66 |
98,71 |
2,69 |
DS0727 |
PL0000109427 |
97,63 |
97,90 |
2,81 |
2,78 |
97,77 |
2,79 |
WS0428 |
PL0000107611 |
98,64 |
99,01 |
2,91 |
2,87 |
98,83 |
2,89 |
WZ0528 |
PL0000110383 |
96,47 |
96,79 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
125,00 |
125,71 |
2,91 |
2,84 |
125,36 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
20 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
5 |
DS0727 |
PL0000109427 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
45 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.