2018-12-19 |
MARKET DATA |
No 243 (3526) |
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 |
120,00 |
127,22 |
11 |
125,00 |
129,01 |
4 |
245,00 |
256,23 |
15 |
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 |
99,76 |
99,79 |
99,760 |
99,760 |
99,760 |
99,760 |
99,760 |
10 000 |
9,98 |
1 |
PS0719 |
PL0000108148 |
101,41 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,81 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,90 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,95 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,22 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,17 |
100,16 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
5 000 |
5,05 |
1 |
DS1021 |
PL0000106670 |
110,99 |
111,02 |
110,980 |
110,980 |
110,970 |
110,970 |
110,972 |
30 000 |
33,56 |
2 |
PS0422 |
PL0000109492 |
101,12 |
101,12 |
101,120 |
101,120 |
101,120 |
101,120 |
101,120 |
5 000 |
5,13 |
1 |
WS0922 |
PL0000102646 |
113,51 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,68 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,15 |
108,16 |
108,160 |
108,170 |
108,160 |
108,170 |
108,168 |
30 000 |
32,64 |
2 |
PS0424 |
PL0000111191 |
100,75 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,20 |
104,31 |
104,150 |
104,150 |
104,150 |
104,150 |
104,150 |
20 000 |
21,10 |
1 |
DS0726 |
PL0000108866 |
98,50 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,70 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,70 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,15 |
125,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,72 |
145,70 |
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 |
112,00 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,11 |
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 |
100,49 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,24 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,43 |
99,42 |
99,430 |
99,430 |
99,420 |
99,420 |
99,423 |
15 000 |
14,93 |
2 |
WZ0126 |
PL0000108817 |
97,98 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,67 |
96,64 |
96,640 |
96,640 |
96,640 |
96,640 |
96,640 |
5 000 |
4,84 |
1 |
TOTAL |
120 000 |
127,22 |
11 |
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 |
99,73 |
99,83 |
0,79 |
0,50 |
99,78 |
0,64 |
PS0719 |
PL0000108148 |
101,38 |
101,50 |
0,89 |
0,70 |
101,44 |
0,79 |
DS1019 |
PL0000105441 |
103,78 |
103,88 |
0,98 |
0,86 |
103,83 |
0,92 |
WZ0120 |
PL0000108601 |
100,57 |
100,70 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,29 |
100,41 |
1,28 |
1,19 |
100,35 |
1,23 |
OK0720 |
PL0000110375 |
97,86 |
97,98 |
1,37 |
1,29 |
97,92 |
1,33 |
DS1020 |
PL0000106126 |
106,92 |
107,04 |
1,42 |
1,35 |
106,98 |
1,38 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,85 |
100,96 |
1,62 |
1,58 |
100,91 |
1,60 |
PS0721 |
PL0000109153 |
100,14 |
100,27 |
1,69 |
1,64 |
100,21 |
1,66 |
DS1021 |
PL0000106670 |
110,97 |
111,21 |
1,76 |
1,68 |
111,09 |
1,72 |
PS0422 |
PL0000109492 |
101,10 |
101,31 |
1,90 |
1,84 |
101,21 |
1,87 |
WS0922 |
PL0000102646 |
113,49 |
113,75 |
1,98 |
1,92 |
113,62 |
1,95 |
WZ1122 |
PL0000109377 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0123 |
PL0000110151 |
101,60 |
101,85 |
2,09 |
2,02 |
101,73 |
2,05 |
IZ0823 |
PL0000105359 |
111,88 |
112,57 |
--- |
--- |
112,23 |
--- |
DS1023 |
PL0000107264 |
108,07 |
108,37 |
2,22 |
2,16 |
108,22 |
2,19 |
WZ0124 |
PL0000107454 |
99,44 |
99,73 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
100,72 |
101,02 |
2,35 |
2,29 |
100,87 |
2,32 |
WZ0524 |
PL0000110615 |
99,31 |
99,65 |
--- |
--- |
99,48 |
--- |
DS0725 |
PL0000108197 |
104,13 |
104,50 |
2,56 |
2,50 |
104,32 |
2,53 |
WZ0126 |
PL0000108817 |
97,92 |
98,36 |
--- |
--- |
98,14 |
--- |
DS0726 |
PL0000108866 |
98,45 |
98,88 |
2,73 |
2,66 |
98,67 |
2,69 |
DS0727 |
PL0000109427 |
97,56 |
97,92 |
2,82 |
2,77 |
97,74 |
2,80 |
WS0428 |
PL0000107611 |
98,60 |
99,06 |
2,92 |
2,86 |
98,83 |
2,89 |
WZ0528 |
PL0000110383 |
96,39 |
96,79 |
--- |
--- |
96,59 |
--- |
WS0429 |
PL0000105391 |
124,96 |
125,67 |
2,91 |
2,85 |
125,32 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,73 |
99,82 |
0,79 |
0,53 |
99,78 |
0,64 |
PS0719 |
PL0000108148 |
101,39 |
101,49 |
0,88 |
0,71 |
101,44 |
0,79 |
DS1019 |
PL0000105441 |
103,78 |
103,87 |
0,98 |
0,87 |
103,83 |
0,92 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,27 |
100,39 |
1,29 |
1,20 |
100,33 |
1,25 |
OK0720 |
PL0000110375 |
97,85 |
97,96 |
1,37 |
1,30 |
97,91 |
1,33 |
DS1020 |
PL0000106126 |
106,89 |
107,01 |
1,43 |
1,37 |
106,95 |
1,40 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,80 |
100,92 |
1,65 |
1,59 |
100,86 |
1,62 |
PS0721 |
PL0000109153 |
100,09 |
100,20 |
1,71 |
1,67 |
100,15 |
1,69 |
DS1021 |
PL0000106670 |
110,94 |
111,04 |
1,77 |
1,73 |
110,99 |
1,75 |
PS0422 |
PL0000109492 |
101,04 |
101,17 |
1,92 |
1,88 |
101,11 |
1,90 |
WS0922 |
PL0000102646 |
113,46 |
113,64 |
1,99 |
1,94 |
113,55 |
1,97 |
WZ1122 |
PL0000109377 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
101,64 |
101,80 |
2,08 |
2,04 |
101,72 |
2,06 |
IZ0823 |
PL0000105359 |
111,83 |
112,46 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,24 |
2,22 |
2,19 |
108,16 |
2,20 |
WZ0124 |
PL0000107454 |
99,44 |
99,70 |
--- |
--- |
99,57 |
--- |
PS0424 |
PL0000111191 |
100,68 |
100,85 |
2,36 |
2,33 |
100,77 |
2,34 |
WZ0524 |
PL0000110615 |
99,29 |
99,64 |
--- |
--- |
99,47 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,45 |
2,55 |
2,51 |
104,31 |
2,53 |
WZ0126 |
PL0000108817 |
97,91 |
98,31 |
--- |
--- |
98,11 |
--- |
DS0726 |
PL0000108866 |
98,44 |
98,73 |
2,73 |
2,68 |
98,59 |
2,70 |
DS0727 |
PL0000109427 |
97,61 |
97,80 |
2,81 |
2,79 |
97,71 |
2,80 |
WS0428 |
PL0000107611 |
98,52 |
98,93 |
2,93 |
2,88 |
98,73 |
2,90 |
WZ0528 |
PL0000110383 |
96,51 |
96,85 |
--- |
--- |
96,68 |
--- |
WS0429 |
PL0000105391 |
124,79 |
125,47 |
2,93 |
2,86 |
125,13 |
2,90 |
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 |
1/2 |
1 |
0,500 |
0,500 |
0,500 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
0,500 |
0,500 |
0,500 |
50 |
DS0727 |
PL0000109427 |
1/2 |
1 |
0,500 |
0,500 |
0,500 |
20 |
PS0422 |
PL0000109492 |
1/2 |
1 |
0,900 |
0,900 |
0,900 |
35 |
TOTAL |
125 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.