2018-12-27 |
MARKET DATA |
No 246 (3529) |
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 |
530,00 |
532,95 |
30 |
30,00 |
30,85 |
2 |
560,00 |
563,80 |
32 |
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 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,31 |
101,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,68 |
103,68 |
103,680 |
103,680 |
103,680 |
103,680 |
103,680 |
30 000 |
31,42 |
2 |
PS0420 |
PL0000108510 |
100,36 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,99 |
97,99 |
97,980 |
97,980 |
97,970 |
97,970 |
97,973 |
35 000 |
34,29 |
2 |
DS1020 |
PL0000106126 |
106,99 |
106,95 |
106,990 |
106,990 |
106,970 |
106,970 |
106,980 |
45 000 |
48,59 |
3 |
PS0421 |
PL0000108916 |
101,04 |
101,03 |
101,040 |
101,040 |
100,990 |
100,990 |
101,021 |
65 000 |
66,56 |
5 |
OK0521 |
PL0000111274 |
96,43 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,31 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
110,97 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,30 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,64 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,85 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,34 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,04 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,48 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,00 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,42 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,55 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,03 |
125,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,97 |
146,96 |
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 |
112,25 |
112,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,64 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,73 |
99,60 |
99,730 |
99,730 |
99,630 |
99,630 |
99,686 |
45 000 |
45,21 |
3 |
WZ0524 |
PL0000110615 |
99,62 |
99,55 |
99,620 |
99,620 |
99,580 |
99,580 |
99,600 |
100 000 |
99,79 |
3 |
WZ0126 |
PL0000108817 |
98,55 |
98,27 |
98,550 |
98,550 |
98,150 |
98,150 |
98,414 |
145 000 |
143,83 |
9 |
WZ0528 |
PL0000110383 |
97,15 |
97,10 |
97,150 |
97,150 |
97,100 |
97,100 |
97,143 |
65 000 |
63,27 |
3 |
TOTAL |
530 000 |
532,95 |
30 |
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 |
99,70 |
99,81 |
0,97 |
0,61 |
99,76 |
0,78 |
PS0719 |
PL0000108148 |
101,27 |
101,38 |
0,95 |
0,76 |
101,33 |
0,85 |
DS1019 |
PL0000105441 |
103,63 |
103,73 |
0,98 |
0,86 |
103,68 |
0,92 |
WZ0120 |
PL0000108601 |
100,61 |
100,75 |
--- |
--- |
100,68 |
--- |
PS0420 |
PL0000108510 |
100,33 |
100,46 |
1,24 |
1,14 |
100,40 |
1,19 |
OK0720 |
PL0000110375 |
97,96 |
98,09 |
1,33 |
1,24 |
98,03 |
1,28 |
DS1020 |
PL0000106126 |
106,94 |
107,08 |
1,34 |
1,27 |
107,01 |
1,30 |
WZ0121 |
PL0000106068 |
100,47 |
100,65 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
101,00 |
101,13 |
1,55 |
1,50 |
101,07 |
1,52 |
PS0721 |
PL0000109153 |
100,26 |
100,39 |
1,64 |
1,59 |
100,33 |
1,61 |
DS1021 |
PL0000106670 |
110,90 |
111,17 |
1,74 |
1,65 |
111,04 |
1,69 |
PS0422 |
PL0000109492 |
101,24 |
101,47 |
1,86 |
1,79 |
101,36 |
1,82 |
WS0922 |
PL0000102646 |
113,57 |
113,84 |
1,93 |
1,86 |
113,71 |
1,90 |
WZ1122 |
PL0000109377 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
101,77 |
102,03 |
2,04 |
1,97 |
101,90 |
2,01 |
IZ0823 |
PL0000105359 |
112,08 |
112,77 |
--- |
--- |
112,43 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,57 |
2,17 |
2,11 |
108,42 |
2,14 |
WZ0124 |
PL0000107454 |
99,62 |
99,89 |
--- |
--- |
99,76 |
--- |
PS0424 |
PL0000111191 |
100,96 |
101,30 |
2,30 |
2,23 |
101,13 |
2,27 |
WZ0524 |
PL0000110615 |
99,53 |
99,81 |
--- |
--- |
99,67 |
--- |
DS0725 |
PL0000108197 |
104,43 |
104,80 |
2,51 |
2,45 |
104,62 |
2,47 |
WZ0126 |
PL0000108817 |
98,44 |
98,76 |
--- |
--- |
98,60 |
--- |
DS0726 |
PL0000108866 |
98,83 |
99,26 |
2,67 |
2,61 |
99,05 |
2,64 |
DS0727 |
PL0000109427 |
98,02 |
98,39 |
2,76 |
2,71 |
98,21 |
2,73 |
WS0428 |
PL0000107611 |
99,18 |
99,62 |
2,85 |
2,79 |
99,40 |
2,82 |
WZ0528 |
PL0000110383 |
97,02 |
97,41 |
--- |
--- |
97,22 |
--- |
WS0429 |
PL0000105391 |
125,64 |
126,24 |
2,84 |
2,78 |
125,94 |
2,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,71 |
99,79 |
0,94 |
0,68 |
99,75 |
0,81 |
PS0719 |
PL0000108148 |
101,27 |
101,35 |
0,95 |
0,81 |
101,31 |
0,88 |
DS1019 |
PL0000105441 |
103,60 |
103,72 |
1,01 |
0,87 |
103,66 |
0,94 |
WZ0120 |
PL0000108601 |
100,60 |
100,74 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,43 |
1,26 |
1,16 |
100,37 |
1,21 |
OK0720 |
PL0000110375 |
97,94 |
98,05 |
1,34 |
1,27 |
98,00 |
1,30 |
DS1020 |
PL0000106126 |
106,90 |
107,02 |
1,36 |
1,30 |
106,96 |
1,33 |
WZ0121 |
PL0000106068 |
100,47 |
100,59 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,94 |
101,07 |
1,58 |
1,52 |
101,01 |
1,55 |
PS0721 |
PL0000109153 |
100,24 |
100,37 |
1,65 |
1,60 |
100,31 |
1,62 |
DS1021 |
PL0000106670 |
110,91 |
111,06 |
1,74 |
1,68 |
110,99 |
1,71 |
PS0422 |
PL0000109492 |
101,23 |
101,40 |
1,86 |
1,81 |
101,32 |
1,83 |
WS0922 |
PL0000102646 |
113,60 |
113,85 |
1,93 |
1,86 |
113,73 |
1,89 |
WZ1122 |
PL0000109377 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
101,82 |
102,07 |
2,03 |
1,96 |
101,95 |
1,99 |
IZ0823 |
PL0000105359 |
112,02 |
112,75 |
--- |
--- |
112,39 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,47 |
2,16 |
2,13 |
108,39 |
2,14 |
WZ0124 |
PL0000107454 |
99,47 |
99,76 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
101,01 |
101,26 |
2,29 |
2,24 |
101,14 |
2,27 |
WZ0524 |
PL0000110615 |
99,41 |
99,63 |
--- |
--- |
99,52 |
--- |
DS0725 |
PL0000108197 |
104,45 |
104,82 |
2,50 |
2,44 |
104,64 |
2,47 |
WZ0126 |
PL0000108817 |
98,16 |
98,46 |
--- |
--- |
98,31 |
--- |
DS0726 |
PL0000108866 |
98,95 |
99,23 |
2,65 |
2,61 |
99,09 |
2,63 |
DS0727 |
PL0000109427 |
98,29 |
98,49 |
2,72 |
2,70 |
98,39 |
2,71 |
WS0428 |
PL0000107611 |
99,35 |
99,66 |
2,83 |
2,79 |
99,51 |
2,81 |
WZ0528 |
PL0000110383 |
96,98 |
97,26 |
--- |
--- |
97,12 |
--- |
WS0429 |
PL0000105391 |
125,78 |
126,37 |
2,83 |
2,77 |
126,08 |
2,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
30 |
TOTAL |
30 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.