2018-12-28 |
MARKET DATA |
No 247 (3530) |
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 |
1 305,00 |
1 322,48 |
39 |
0,00 |
0,00 |
0 |
1 305,00 |
1 322,48 |
39 |
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 |
99,72 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,29 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
103,68 |
103,67 |
103,670 |
103,710 |
103,670 |
103,680 |
103,698 |
490 000 |
513,29 |
8 |
PS0420 |
PL0000108510 |
100,33 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
97,97 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,94 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,98 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,42 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,28 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,05 |
111,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,26 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,61 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,99 |
102,04 |
101,990 |
101,990 |
101,990 |
101,990 |
101,990 |
5 000 |
5,22 |
1 |
DS1023 |
PL0000107264 |
108,52 |
108,57 |
108,470 |
108,470 |
108,470 |
108,470 |
108,470 |
5 000 |
5,46 |
1 |
PS0424 |
PL0000111191 |
101,18 |
101,20 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
5 000 |
5,14 |
1 |
DS0725 |
PL0000108197 |
104,70 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,99 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,30 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,31 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
50 000 |
50,65 |
4 |
WS0429 |
PL0000105391 |
125,99 |
126,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,00 |
147,00 |
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 |
112,25 |
112,250 |
112,250 |
112,250 |
112,250 |
112,250 |
5 000 |
6,74 |
1 |
WZ0119 |
PL0000107603 |
100,05 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
100 000 |
100,83 |
1 |
WZ0120 |
PL0000108601 |
100,65 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,51 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,33 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,66 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,62 |
99,59 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
5 000 |
4,99 |
1 |
WZ0126 |
PL0000108817 |
98,50 |
98,27 |
98,380 |
98,500 |
98,380 |
98,500 |
98,469 |
360 000 |
357,31 |
7 |
WZ0528 |
PL0000110383 |
97,30 |
97,12 |
97,100 |
97,300 |
97,100 |
97,300 |
97,251 |
280 000 |
272,84 |
14 |
TOTAL |
1 305 000 |
1 322,48 |
39 |
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 |
99,69 |
99,80 |
1,01 |
0,65 |
99,75 |
0,82 |
PS0719 |
PL0000108148 |
101,25 |
101,37 |
0,98 |
0,77 |
101,31 |
0,87 |
DS1019 |
PL0000105441 |
103,61 |
103,71 |
0,99 |
0,87 |
103,66 |
0,93 |
WZ0120 |
PL0000108601 |
100,60 |
100,74 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,42 |
1,26 |
1,17 |
100,36 |
1,22 |
OK0720 |
PL0000110375 |
97,93 |
98,06 |
1,35 |
1,26 |
98,00 |
1,30 |
DS1020 |
PL0000106126 |
106,90 |
107,01 |
1,36 |
1,30 |
106,96 |
1,32 |
WZ0121 |
PL0000106068 |
100,47 |
100,63 |
--- |
--- |
100,55 |
--- |
PS0421 |
PL0000108916 |
100,93 |
101,06 |
1,58 |
1,53 |
101,00 |
1,55 |
PS0721 |
PL0000109153 |
100,23 |
100,37 |
1,65 |
1,60 |
100,30 |
1,63 |
DS1021 |
PL0000106670 |
110,88 |
111,15 |
1,74 |
1,65 |
111,02 |
1,69 |
PS0422 |
PL0000109492 |
101,23 |
101,40 |
1,86 |
1,81 |
101,32 |
1,83 |
WS0922 |
PL0000102646 |
113,58 |
113,84 |
1,93 |
1,86 |
113,71 |
1,89 |
WZ1122 |
PL0000109377 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0123 |
PL0000110151 |
101,81 |
102,07 |
2,03 |
1,96 |
101,94 |
2,00 |
IZ0823 |
PL0000105359 |
112,01 |
112,63 |
--- |
--- |
112,32 |
--- |
DS1023 |
PL0000107264 |
108,32 |
108,59 |
2,16 |
2,10 |
108,46 |
2,13 |
WZ0124 |
PL0000107454 |
99,47 |
99,76 |
--- |
--- |
99,62 |
--- |
PS0424 |
PL0000111191 |
101,03 |
101,31 |
2,29 |
2,23 |
101,17 |
2,26 |
WZ0524 |
PL0000110615 |
99,42 |
99,66 |
--- |
--- |
99,54 |
--- |
DS0725 |
PL0000108197 |
104,49 |
104,86 |
2,50 |
2,44 |
104,68 |
2,46 |
WZ0126 |
PL0000108817 |
98,11 |
98,38 |
--- |
--- |
98,25 |
--- |
DS0726 |
PL0000108866 |
98,89 |
99,33 |
2,66 |
2,60 |
99,11 |
2,63 |
DS0727 |
PL0000109427 |
98,15 |
98,45 |
2,74 |
2,70 |
98,30 |
2,72 |
WS0428 |
PL0000107611 |
99,25 |
99,61 |
2,84 |
2,79 |
99,43 |
2,82 |
WZ0528 |
PL0000110383 |
96,94 |
97,28 |
--- |
--- |
97,11 |
--- |
WS0429 |
PL0000105391 |
125,84 |
126,38 |
2,82 |
2,77 |
126,11 |
2,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0419 |
PL0000109633 |
99,70 |
99,79 |
0,98 |
0,69 |
99,75 |
0,82 |
PS0719 |
PL0000108148 |
101,25 |
101,35 |
0,98 |
0,80 |
101,30 |
0,89 |
DS1019 |
PL0000105441 |
103,59 |
103,70 |
1,01 |
0,88 |
103,65 |
0,94 |
WZ0120 |
PL0000108601 |
100,60 |
100,74 |
--- |
--- |
100,67 |
--- |
PS0420 |
PL0000108510 |
100,30 |
100,42 |
1,26 |
1,17 |
100,36 |
1,22 |
OK0720 |
PL0000110375 |
97,94 |
98,07 |
1,34 |
1,26 |
98,01 |
1,30 |
DS1020 |
PL0000106126 |
106,89 |
107,01 |
1,36 |
1,30 |
106,95 |
1,33 |
WZ0121 |
PL0000106068 |
100,48 |
100,64 |
--- |
--- |
100,56 |
--- |
PS0421 |
PL0000108916 |
100,95 |
101,07 |
1,57 |
1,52 |
101,01 |
1,55 |
PS0721 |
PL0000109153 |
100,25 |
100,38 |
1,65 |
1,59 |
100,32 |
1,62 |
DS1021 |
PL0000106670 |
110,98 |
111,16 |
1,71 |
1,65 |
111,07 |
1,68 |
PS0422 |
PL0000109492 |
101,24 |
101,43 |
1,86 |
1,80 |
101,34 |
1,83 |
WS0922 |
PL0000102646 |
113,59 |
113,85 |
1,93 |
1,86 |
113,72 |
1,89 |
WZ1122 |
PL0000109377 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0123 |
PL0000110151 |
101,85 |
102,08 |
2,02 |
1,96 |
101,97 |
1,99 |
IZ0823 |
PL0000105359 |
111,76 |
112,50 |
--- |
--- |
112,13 |
--- |
DS1023 |
PL0000107264 |
108,42 |
108,64 |
2,14 |
2,09 |
108,53 |
2,11 |
WZ0124 |
PL0000107454 |
99,54 |
99,82 |
--- |
--- |
99,68 |
--- |
PS0424 |
PL0000111191 |
101,02 |
101,28 |
2,29 |
2,24 |
101,15 |
2,26 |
WZ0524 |
PL0000110615 |
99,53 |
99,76 |
--- |
--- |
99,65 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,92 |
2,48 |
2,43 |
104,77 |
2,45 |
WZ0126 |
PL0000108817 |
98,35 |
98,62 |
--- |
--- |
98,49 |
--- |
DS0726 |
PL0000108866 |
98,96 |
99,39 |
2,65 |
2,59 |
99,18 |
2,62 |
DS0727 |
PL0000109427 |
98,24 |
98,52 |
2,73 |
2,69 |
98,38 |
2,71 |
WS0428 |
PL0000107611 |
99,26 |
99,61 |
2,84 |
2,79 |
99,44 |
2,82 |
WZ0528 |
PL0000110383 |
97,17 |
97,43 |
--- |
--- |
97,30 |
--- |
WS0429 |
PL0000105391 |
125,87 |
126,46 |
2,82 |
2,76 |
126,17 |
2,79 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.