2018-12-20 |
MARKET DATA |
No 244 (3527) |
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 |
465,00 |
460,11 |
26 |
0,00 |
0,00 |
0 |
465,00 |
460,11 |
26 |
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 |
99,74 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,40 |
101,40 |
101,400 |
101,410 |
101,400 |
101,410 |
101,407 |
15 000 |
15,42 |
2 |
DS1019 |
PL0000105441 |
103,77 |
103,79 |
103,770 |
103,770 |
103,770 |
103,770 |
103,770 |
10 000 |
10,47 |
1 |
PS0420 |
PL0000108510 |
100,32 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,93 |
97,97 |
97,930 |
97,930 |
97,930 |
97,930 |
97,930 |
10 000 |
9,79 |
1 |
DS1020 |
PL0000106126 |
107,00 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,93 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,27 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,23 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,02 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,20 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,55 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,69 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,23 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,87 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,29 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,70 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,86 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,93 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,56 |
125,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,18 |
146,12 |
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 |
112,07 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,10 |
100,11 |
100,100 |
100,100 |
100,090 |
100,100 |
100,099 |
45 000 |
45,38 |
3 |
WZ0120 |
PL0000108601 |
100,61 |
100,65 |
100,650 |
100,650 |
100,650 |
100,650 |
100,650 |
10 000 |
10,14 |
1 |
WZ0121 |
PL0000106068 |
100,55 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,30 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,68 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,55 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,50 |
98,20 |
98,200 |
98,480 |
98,200 |
98,480 |
98,423 |
230 000 |
228,10 |
9 |
WZ0528 |
PL0000110383 |
97,01 |
96,75 |
96,810 |
97,010 |
96,810 |
97,010 |
96,952 |
145 000 |
140,81 |
9 |
TOTAL |
465 000 |
460,11 |
26 |
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 |
99,72 |
99,82 |
0,86 |
0,55 |
99,77 |
0,71 |
PS0719 |
PL0000108148 |
101,38 |
101,48 |
0,83 |
0,66 |
101,43 |
0,74 |
DS1019 |
PL0000105441 |
103,74 |
103,85 |
0,94 |
0,81 |
103,80 |
0,87 |
WZ0120 |
PL0000108601 |
100,56 |
100,70 |
--- |
--- |
100,63 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,41 |
1,27 |
1,18 |
100,36 |
1,22 |
OK0720 |
PL0000110375 |
97,90 |
98,02 |
1,35 |
1,28 |
97,96 |
1,31 |
DS1020 |
PL0000106126 |
106,90 |
107,03 |
1,39 |
1,33 |
106,97 |
1,36 |
WZ0121 |
PL0000106068 |
100,46 |
100,62 |
--- |
--- |
100,54 |
--- |
PS0421 |
PL0000108916 |
100,86 |
100,97 |
1,62 |
1,57 |
100,92 |
1,59 |
PS0721 |
PL0000109153 |
100,15 |
100,27 |
1,69 |
1,64 |
100,21 |
1,66 |
DS1021 |
PL0000106670 |
110,91 |
111,17 |
1,76 |
1,67 |
111,04 |
1,71 |
PS0422 |
PL0000109492 |
101,13 |
101,29 |
1,89 |
1,84 |
101,21 |
1,87 |
WS0922 |
PL0000102646 |
113,51 |
113,77 |
1,96 |
1,90 |
113,64 |
1,93 |
WZ1122 |
PL0000109377 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0123 |
PL0000110151 |
101,65 |
101,90 |
2,07 |
2,01 |
101,78 |
2,04 |
IZ0823 |
PL0000105359 |
111,86 |
112,62 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,39 |
2,20 |
2,15 |
108,26 |
2,18 |
WZ0124 |
PL0000107454 |
99,45 |
99,73 |
--- |
--- |
99,59 |
--- |
PS0424 |
PL0000111191 |
100,79 |
101,09 |
2,34 |
2,28 |
100,94 |
2,31 |
WZ0524 |
PL0000110615 |
99,26 |
99,64 |
--- |
--- |
99,45 |
--- |
DS0725 |
PL0000108197 |
104,22 |
104,58 |
2,54 |
2,48 |
104,40 |
2,51 |
WZ0126 |
PL0000108817 |
97,89 |
98,31 |
--- |
--- |
98,10 |
--- |
DS0726 |
PL0000108866 |
98,55 |
98,98 |
2,71 |
2,65 |
98,77 |
2,68 |
DS0727 |
PL0000109427 |
97,76 |
98,12 |
2,79 |
2,75 |
97,94 |
2,77 |
WS0428 |
PL0000107611 |
98,81 |
99,26 |
2,89 |
2,84 |
99,04 |
2,87 |
WZ0528 |
PL0000110383 |
96,44 |
96,83 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
125,30 |
125,86 |
2,88 |
2,82 |
125,58 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,70 |
99,81 |
0,92 |
0,58 |
99,76 |
0,74 |
PS0719 |
PL0000108148 |
101,34 |
101,43 |
0,90 |
0,74 |
101,39 |
0,81 |
DS1019 |
PL0000105441 |
103,71 |
103,82 |
0,97 |
0,84 |
103,77 |
0,90 |
WZ0120 |
PL0000108601 |
100,58 |
100,71 |
--- |
--- |
100,65 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,42 |
1,27 |
1,17 |
100,36 |
1,22 |
OK0720 |
PL0000110375 |
97,90 |
98,03 |
1,35 |
1,27 |
97,97 |
1,31 |
DS1020 |
PL0000106126 |
106,94 |
107,07 |
1,37 |
1,30 |
107,01 |
1,34 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,89 |
101,01 |
1,60 |
1,55 |
100,95 |
1,58 |
PS0721 |
PL0000109153 |
100,18 |
100,32 |
1,67 |
1,62 |
100,25 |
1,65 |
DS1021 |
PL0000106670 |
110,99 |
111,12 |
1,73 |
1,69 |
111,06 |
1,71 |
PS0422 |
PL0000109492 |
101,17 |
101,32 |
1,88 |
1,83 |
101,25 |
1,86 |
WS0922 |
PL0000102646 |
113,53 |
113,79 |
1,96 |
1,89 |
113,66 |
1,92 |
WZ1122 |
PL0000109377 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0123 |
PL0000110151 |
101,67 |
101,92 |
2,07 |
2,00 |
101,80 |
2,03 |
IZ0823 |
PL0000105359 |
111,88 |
112,63 |
--- |
--- |
112,26 |
--- |
DS1023 |
PL0000107264 |
108,15 |
108,38 |
2,20 |
2,15 |
108,27 |
2,17 |
WZ0124 |
PL0000107454 |
99,59 |
99,86 |
--- |
--- |
99,73 |
--- |
PS0424 |
PL0000111191 |
100,81 |
101,04 |
2,33 |
2,29 |
100,93 |
2,31 |
WZ0524 |
PL0000110615 |
99,50 |
99,79 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,63 |
2,53 |
2,47 |
104,45 |
2,50 |
WZ0126 |
PL0000108817 |
98,43 |
98,69 |
--- |
--- |
98,56 |
--- |
DS0726 |
PL0000108866 |
98,65 |
99,03 |
2,70 |
2,64 |
98,84 |
2,67 |
DS0727 |
PL0000109427 |
97,81 |
98,12 |
2,79 |
2,75 |
97,97 |
2,77 |
WS0428 |
PL0000107611 |
98,85 |
99,23 |
2,89 |
2,84 |
99,04 |
2,87 |
WZ0528 |
PL0000110383 |
96,92 |
97,28 |
--- |
--- |
97,10 |
--- |
WS0429 |
PL0000105391 |
125,22 |
125,81 |
2,89 |
2,83 |
125,52 |
2,86 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.