2018-12-21 |
MARKET DATA |
No 245 (3528) |
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 |
490,00 |
523,97 |
31 |
0,00 |
0,00 |
0 |
490,00 |
523,97 |
31 |
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 |
99,73 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,34 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,73 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,36 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,98 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,04 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
101,07 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,41 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,07 |
111,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,36 |
101,29 |
101,350 |
101,350 |
101,350 |
101,350 |
101,350 |
15 000 |
15,43 |
3 |
WS0922 |
PL0000102646 |
113,77 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,03 |
101,80 |
101,900 |
102,030 |
101,900 |
102,030 |
101,977 |
155 000 |
161,64 |
8 |
DS1023 |
PL0000107264 |
108,47 |
108,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,18 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,60 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,05 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,23 |
98,04 |
98,120 |
98,230 |
98,120 |
98,230 |
98,148 |
155 000 |
153,79 |
6 |
WS0428 |
PL0000107611 |
99,36 |
99,10 |
99,410 |
99,410 |
99,410 |
99,410 |
99,410 |
70 000 |
70,89 |
3 |
WS0429 |
PL0000105391 |
126,11 |
125,56 |
126,070 |
126,070 |
126,070 |
126,070 |
126,070 |
15 000 |
19,49 |
1 |
WS0437 |
PL0000104857 |
107,10 |
146,34 |
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 |
112,45 |
112,40 |
112,400 |
112,690 |
112,400 |
112,450 |
112,435 |
65 000 |
87,72 |
8 |
WZ0119 |
PL0000107603 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,64 |
100,66 |
100,660 |
100,660 |
100,660 |
100,660 |
100,660 |
10 000 |
10,14 |
1 |
WZ0121 |
PL0000106068 |
100,53 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,77 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,64 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,53 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,25 |
97,20 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
5 000 |
4,87 |
1 |
TOTAL |
490 000 |
523,97 |
31 |
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 |
99,71 |
99,81 |
0,90 |
0,59 |
99,76 |
0,74 |
PS0719 |
PL0000108148 |
101,32 |
101,43 |
0,92 |
0,73 |
101,38 |
0,82 |
DS1019 |
PL0000105441 |
103,69 |
103,79 |
0,98 |
0,86 |
103,74 |
0,92 |
WZ0120 |
PL0000108601 |
100,57 |
100,71 |
--- |
--- |
100,64 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,42 |
1,27 |
1,17 |
100,36 |
1,22 |
OK0720 |
PL0000110375 |
97,90 |
98,03 |
1,36 |
1,27 |
97,97 |
1,31 |
DS1020 |
PL0000106126 |
106,92 |
107,05 |
1,38 |
1,31 |
106,99 |
1,34 |
WZ0121 |
PL0000106068 |
100,47 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,87 |
101,00 |
1,61 |
1,56 |
100,94 |
1,58 |
PS0721 |
PL0000109153 |
100,17 |
100,30 |
1,68 |
1,63 |
100,24 |
1,65 |
DS1021 |
PL0000106670 |
110,92 |
111,09 |
1,75 |
1,69 |
111,01 |
1,72 |
PS0422 |
PL0000109492 |
101,12 |
101,33 |
1,90 |
1,83 |
101,23 |
1,86 |
WS0922 |
PL0000102646 |
113,46 |
113,73 |
1,97 |
1,90 |
113,60 |
1,94 |
WZ1122 |
PL0000109377 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0123 |
PL0000110151 |
101,62 |
101,88 |
2,08 |
2,01 |
101,75 |
2,05 |
IZ0823 |
PL0000105359 |
111,87 |
112,64 |
--- |
--- |
112,26 |
--- |
DS1023 |
PL0000107264 |
108,09 |
108,37 |
2,21 |
2,15 |
108,23 |
2,18 |
WZ0124 |
PL0000107454 |
99,61 |
99,89 |
--- |
--- |
99,75 |
--- |
PS0424 |
PL0000111191 |
100,77 |
101,02 |
2,34 |
2,29 |
100,90 |
2,31 |
WZ0524 |
PL0000110615 |
99,50 |
99,84 |
--- |
--- |
99,67 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,56 |
2,55 |
2,49 |
104,38 |
2,51 |
WZ0126 |
PL0000108817 |
98,39 |
98,68 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
98,52 |
98,96 |
2,72 |
2,65 |
98,74 |
2,68 |
DS0727 |
PL0000109427 |
97,72 |
98,09 |
2,80 |
2,75 |
97,91 |
2,77 |
WS0428 |
PL0000107611 |
98,67 |
99,12 |
2,91 |
2,86 |
98,90 |
2,88 |
WZ0528 |
PL0000110383 |
96,90 |
97,33 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
125,14 |
125,70 |
2,89 |
2,84 |
125,42 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,71 |
99,83 |
0,90 |
0,53 |
99,77 |
0,71 |
PS0719 |
PL0000108148 |
101,32 |
101,45 |
0,92 |
0,70 |
101,39 |
0,80 |
DS1019 |
PL0000105441 |
103,71 |
103,84 |
0,96 |
0,81 |
103,78 |
0,88 |
WZ0120 |
PL0000108601 |
100,61 |
100,74 |
--- |
--- |
100,68 |
--- |
PS0420 |
PL0000108510 |
100,34 |
100,45 |
1,24 |
1,15 |
100,40 |
1,19 |
OK0720 |
PL0000110375 |
97,95 |
98,08 |
1,32 |
1,24 |
98,02 |
1,28 |
DS1020 |
PL0000106126 |
107,01 |
107,14 |
1,33 |
1,26 |
107,08 |
1,29 |
WZ0121 |
PL0000106068 |
100,48 |
100,63 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
101,01 |
101,15 |
1,55 |
1,49 |
101,08 |
1,52 |
PS0721 |
PL0000109153 |
100,28 |
100,40 |
1,63 |
1,59 |
100,34 |
1,61 |
DS1021 |
PL0000106670 |
111,04 |
111,24 |
1,71 |
1,64 |
111,14 |
1,67 |
PS0422 |
PL0000109492 |
101,28 |
101,42 |
1,85 |
1,80 |
101,35 |
1,82 |
WS0922 |
PL0000102646 |
113,69 |
113,96 |
1,91 |
1,85 |
113,83 |
1,88 |
WZ1122 |
PL0000109377 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0123 |
PL0000110151 |
101,89 |
102,09 |
2,01 |
1,96 |
101,99 |
1,99 |
IZ0823 |
PL0000105359 |
112,13 |
112,73 |
--- |
--- |
112,43 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,62 |
2,15 |
2,10 |
108,50 |
2,13 |
WZ0124 |
PL0000107454 |
99,63 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
101,07 |
101,33 |
2,28 |
2,23 |
101,20 |
2,25 |
WZ0524 |
PL0000110615 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,92 |
2,49 |
2,43 |
104,74 |
2,46 |
WZ0126 |
PL0000108817 |
98,44 |
98,74 |
--- |
--- |
98,59 |
--- |
DS0726 |
PL0000108866 |
99,00 |
99,35 |
2,64 |
2,59 |
99,18 |
2,62 |
DS0727 |
PL0000109427 |
98,19 |
98,51 |
2,74 |
2,69 |
98,35 |
2,72 |
WS0428 |
PL0000107611 |
99,33 |
99,72 |
2,83 |
2,78 |
99,53 |
2,80 |
WZ0528 |
PL0000110383 |
97,02 |
97,35 |
--- |
--- |
97,19 |
--- |
WS0429 |
PL0000105391 |
125,84 |
126,43 |
2,82 |
2,77 |
126,14 |
2,80 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.