2018-07-24 |
MARKET DATA |
No 140 (3423) |
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 |
640,00 |
664,72 |
24 |
0,00 |
0,00 |
0 |
640,00 |
664,72 |
24 |
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) |
OK1018 |
PL0000109062 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
99,05 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
101,86 |
101,89 |
101,890 |
101,890 |
101,890 |
101,890 |
101,890 |
100 000 |
101,90 |
1 |
DS1019 |
PL0000105441 |
105,08 |
105,06 |
105,080 |
105,080 |
105,080 |
105,080 |
105,080 |
300 000 |
327,63 |
3 |
PS0420 |
PL0000108510 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,82 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,75 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,38 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,49 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,98 |
111,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,32 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,75 |
113,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,61 |
100,50 |
100,540 |
100,540 |
100,540 |
100,540 |
100,540 |
10 000 |
10,18 |
1 |
DS1023 |
PL0000107264 |
107,23 |
107,20 |
107,200 |
107,270 |
107,200 |
107,270 |
107,235 |
20 000 |
22,05 |
2 |
DS0725 |
PL0000108197 |
101,93 |
101,95 |
101,950 |
102,010 |
101,950 |
102,010 |
101,984 |
50 000 |
51,00 |
5 |
DS0726 |
PL0000108866 |
96,00 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,04 |
94,87 |
94,870 |
95,050 |
94,870 |
95,050 |
94,973 |
160 000 |
151,97 |
12 |
WS0428 |
PL0000107611 |
96,56 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,04 |
123,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
112,50 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,35 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,55 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,60 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,53 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,23 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,17 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
640 000 |
664,72 |
24 |
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) |
(%) |
OK1018 |
PL0000109062 |
99,72 |
99,79 |
1,13 |
0,84 |
99,76 |
0,96 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,04 |
99,13 |
1,30 |
1,17 |
99,09 |
1,23 |
PS0719 |
PL0000108148 |
101,84 |
101,91 |
1,38 |
1,31 |
101,88 |
1,34 |
DS1019 |
PL0000105441 |
105,06 |
105,11 |
1,38 |
1,34 |
105,09 |
1,36 |
WZ0120 |
PL0000108601 |
100,53 |
100,64 |
--- |
--- |
100,59 |
--- |
PS0420 |
PL0000108510 |
99,83 |
99,92 |
1,60 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,79 |
96,91 |
1,64 |
1,58 |
96,85 |
1,61 |
DS1020 |
PL0000106126 |
107,72 |
107,85 |
1,72 |
1,66 |
107,79 |
1,69 |
WZ0121 |
PL0000106068 |
100,56 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,31 |
100,45 |
1,88 |
1,83 |
100,38 |
1,85 |
PS0721 |
PL0000109153 |
99,36 |
99,53 |
1,97 |
1,91 |
99,45 |
1,94 |
DS1021 |
PL0000106670 |
111,85 |
112,01 |
1,95 |
1,90 |
111,93 |
1,92 |
PS0422 |
PL0000109492 |
100,20 |
100,33 |
2,19 |
2,15 |
100,27 |
2,17 |
WS0922 |
PL0000102646 |
113,54 |
113,73 |
2,30 |
2,25 |
113,64 |
2,27 |
WZ1122 |
PL0000109377 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,43 |
100,57 |
2,39 |
2,36 |
100,50 |
2,38 |
IZ0823 |
PL0000105359 |
112,24 |
112,94 |
--- |
--- |
112,59 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,23 |
2,56 |
2,51 |
107,11 |
2,53 |
WZ0124 |
PL0000107454 |
99,45 |
99,73 |
--- |
--- |
99,59 |
--- |
WZ0524 |
PL0000110615 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
DS0725 |
PL0000108197 |
101,81 |
101,99 |
2,96 |
2,93 |
101,90 |
2,94 |
WZ0126 |
PL0000108817 |
98,09 |
98,39 |
--- |
--- |
98,24 |
--- |
DS0726 |
PL0000108866 |
95,63 |
95,94 |
3,12 |
3,08 |
95,79 |
3,10 |
DS0727 |
PL0000109427 |
94,74 |
94,97 |
3,18 |
3,15 |
94,86 |
3,16 |
WS0428 |
PL0000107611 |
96,37 |
96,64 |
3,19 |
3,15 |
96,51 |
3,17 |
WZ0528 |
PL0000110383 |
97,08 |
97,39 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
123,57 |
124,11 |
3,13 |
3,08 |
123,84 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK1018 |
PL0000109062 |
99,72 |
99,79 |
1,13 |
0,84 |
99,76 |
0,96 |
WZ0119 |
PL0000107603 |
100,34 |
100,41 |
--- |
--- |
100,38 |
--- |
OK0419 |
PL0000109633 |
99,04 |
99,14 |
1,30 |
1,16 |
99,09 |
1,23 |
PS0719 |
PL0000108148 |
101,85 |
101,91 |
1,37 |
1,31 |
101,88 |
1,34 |
DS1019 |
PL0000105441 |
105,06 |
105,11 |
1,38 |
1,34 |
105,09 |
1,36 |
WZ0120 |
PL0000108601 |
100,53 |
100,63 |
--- |
--- |
100,58 |
--- |
PS0420 |
PL0000108510 |
99,84 |
99,92 |
1,59 |
1,54 |
99,88 |
1,57 |
OK0720 |
PL0000110375 |
96,80 |
96,93 |
1,64 |
1,57 |
96,87 |
1,60 |
DS1020 |
PL0000106126 |
107,74 |
107,87 |
1,71 |
1,65 |
107,81 |
1,68 |
WZ0121 |
PL0000106068 |
100,56 |
100,67 |
--- |
--- |
100,62 |
--- |
PS0421 |
PL0000108916 |
100,36 |
100,47 |
1,86 |
1,82 |
100,42 |
1,84 |
PS0721 |
PL0000109153 |
99,46 |
99,56 |
1,94 |
1,90 |
99,51 |
1,92 |
DS1021 |
PL0000106670 |
111,94 |
112,09 |
1,92 |
1,88 |
112,02 |
1,90 |
PS0422 |
PL0000109492 |
100,26 |
100,37 |
2,17 |
2,14 |
100,32 |
2,16 |
WS0922 |
PL0000102646 |
113,71 |
113,87 |
2,26 |
2,22 |
113,79 |
2,24 |
WZ1122 |
PL0000109377 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,58 |
100,72 |
2,36 |
2,33 |
100,65 |
2,34 |
IZ0823 |
PL0000105359 |
112,25 |
112,95 |
--- |
--- |
112,60 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,35 |
2,52 |
2,49 |
107,28 |
2,50 |
WZ0124 |
PL0000107454 |
99,47 |
99,74 |
--- |
--- |
99,61 |
--- |
WZ0524 |
PL0000110615 |
99,34 |
99,49 |
--- |
--- |
99,42 |
--- |
DS0725 |
PL0000108197 |
101,90 |
102,24 |
2,94 |
2,89 |
102,07 |
2,92 |
WZ0126 |
PL0000108817 |
98,16 |
98,40 |
--- |
--- |
98,28 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,25 |
3,08 |
3,03 |
96,10 |
3,05 |
DS0727 |
PL0000109427 |
94,96 |
95,19 |
3,15 |
3,12 |
95,08 |
3,13 |
WS0428 |
PL0000107611 |
96,49 |
96,80 |
3,17 |
3,13 |
96,65 |
3,15 |
WZ0528 |
PL0000110383 |
97,09 |
97,38 |
--- |
--- |
97,24 |
--- |
WS0429 |
PL0000105391 |
123,88 |
124,42 |
3,10 |
3,05 |
124,15 |
3,07 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.