2018-08-22 |
MARKET DATA |
No 160 (3443) |
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 |
827,50 |
812,25 |
15 |
0,00 |
0,00 |
0 |
827,50 |
812,25 |
15 |
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 |
99,84 |
99,86 |
99,840 |
99,840 |
99,840 |
99,840 |
99,840 |
2 500 |
2,50 |
1 |
OK0419 |
PL0000109633 |
99,22 |
99,22 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
100 000 |
99,22 |
1 |
PS0719 |
PL0000108148 |
101,74 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
104,80 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,88 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
96,99 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
107,62 |
107,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,52 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,61 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
111,81 |
111,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,40 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,62 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
100,67 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,23 |
107,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,31 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,20 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
95,31 |
95,20 |
95,310 |
95,310 |
95,200 |
95,200 |
95,237 |
15 000 |
14,32 |
2 |
WS0428 |
PL0000107611 |
96,75 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,36 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,52 |
142,31 |
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 |
111,50 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,33 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,50 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,56 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,51 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,32 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,02 |
97,89 |
97,960 |
97,960 |
97,890 |
97,890 |
97,922 |
700 000 |
686,47 |
10 |
WZ0528 |
PL0000110383 |
97,00 |
96,95 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
10 000 |
9,74 |
1 |
TOTAL |
827 500 |
812,25 |
15 |
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) |
(%) |
WZ0119 |
PL0000107603 |
100,29 |
100,37 |
--- |
--- |
100,33 |
--- |
OK0419 |
PL0000109633 |
99,16 |
99,24 |
1,27 |
1,15 |
99,20 |
1,21 |
PS0719 |
PL0000108148 |
101,70 |
101,78 |
1,37 |
1,28 |
101,74 |
1,33 |
DS1019 |
PL0000105441 |
104,77 |
104,85 |
1,36 |
1,29 |
104,81 |
1,32 |
WZ0120 |
PL0000108601 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,96 |
97,06 |
1,62 |
1,57 |
97,01 |
1,59 |
DS1020 |
PL0000106126 |
107,61 |
107,75 |
1,65 |
1,58 |
107,68 |
1,61 |
WZ0121 |
PL0000106068 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,51 |
100,66 |
1,80 |
1,74 |
100,59 |
1,77 |
PS0721 |
PL0000109153 |
99,59 |
99,79 |
1,89 |
1,82 |
99,69 |
1,86 |
DS1021 |
PL0000106670 |
111,80 |
111,97 |
1,88 |
1,83 |
111,89 |
1,85 |
PS0422 |
PL0000109492 |
100,37 |
100,56 |
2,14 |
2,09 |
100,47 |
2,11 |
WS0922 |
PL0000102646 |
113,60 |
113,82 |
2,23 |
2,17 |
113,71 |
2,20 |
WZ1122 |
PL0000109377 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0123 |
PL0000110151 |
100,65 |
100,81 |
2,34 |
2,30 |
100,73 |
2,32 |
IZ0823 |
PL0000105359 |
111,19 |
112,16 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
107,22 |
107,48 |
2,49 |
2,44 |
107,35 |
2,47 |
WZ0124 |
PL0000107454 |
99,39 |
99,69 |
--- |
--- |
99,54 |
--- |
WZ0524 |
PL0000110615 |
99,23 |
99,47 |
--- |
--- |
99,35 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,59 |
2,88 |
2,83 |
102,43 |
2,86 |
WZ0126 |
PL0000108817 |
97,96 |
98,21 |
--- |
--- |
98,09 |
--- |
DS0726 |
PL0000108866 |
96,16 |
96,54 |
3,05 |
2,99 |
96,35 |
3,02 |
DS0727 |
PL0000109427 |
95,26 |
95,51 |
3,11 |
3,08 |
95,39 |
3,10 |
WS0428 |
PL0000107611 |
96,74 |
97,19 |
3,14 |
3,09 |
96,97 |
3,11 |
WZ0528 |
PL0000110383 |
96,85 |
97,22 |
--- |
--- |
97,04 |
--- |
WS0429 |
PL0000105391 |
124,24 |
124,79 |
3,05 |
3,00 |
124,52 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0119 |
PL0000107603 |
100,31 |
100,38 |
--- |
--- |
100,35 |
--- |
OK0419 |
PL0000109633 |
99,20 |
99,27 |
1,21 |
1,10 |
99,24 |
1,15 |
PS0719 |
PL0000108148 |
101,72 |
101,78 |
1,35 |
1,28 |
101,75 |
1,32 |
DS1019 |
PL0000105441 |
104,78 |
104,85 |
1,35 |
1,29 |
104,82 |
1,32 |
WZ0120 |
PL0000108601 |
100,48 |
100,62 |
--- |
--- |
100,55 |
--- |
PS0420 |
PL0000108510 |
99,85 |
99,93 |
1,59 |
1,54 |
99,89 |
1,56 |
OK0720 |
PL0000110375 |
96,97 |
97,07 |
1,61 |
1,56 |
97,02 |
1,59 |
DS1020 |
PL0000106126 |
107,60 |
107,75 |
1,65 |
1,58 |
107,68 |
1,61 |
WZ0121 |
PL0000106068 |
100,53 |
100,65 |
--- |
--- |
100,59 |
--- |
PS0421 |
PL0000108916 |
100,49 |
100,62 |
1,81 |
1,76 |
100,56 |
1,78 |
PS0721 |
PL0000109153 |
99,59 |
99,77 |
1,89 |
1,83 |
99,68 |
1,86 |
DS1021 |
PL0000106670 |
111,79 |
111,96 |
1,88 |
1,83 |
111,88 |
1,85 |
PS0422 |
PL0000109492 |
100,38 |
100,51 |
2,14 |
2,10 |
100,45 |
2,12 |
WS0922 |
PL0000102646 |
113,57 |
113,78 |
2,23 |
2,18 |
113,68 |
2,21 |
WZ1122 |
PL0000109377 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0123 |
PL0000110151 |
100,60 |
100,72 |
2,35 |
2,32 |
100,66 |
2,34 |
IZ0823 |
PL0000105359 |
111,27 |
112,03 |
--- |
--- |
111,65 |
--- |
DS1023 |
PL0000107264 |
107,17 |
107,42 |
2,50 |
2,45 |
107,30 |
2,48 |
WZ0124 |
PL0000107454 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
WZ0524 |
PL0000110615 |
99,22 |
99,43 |
--- |
--- |
99,33 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,40 |
2,89 |
2,86 |
102,30 |
2,88 |
WZ0126 |
PL0000108817 |
97,78 |
97,98 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,48 |
3,05 |
3,00 |
96,33 |
3,03 |
DS0727 |
PL0000109427 |
95,18 |
95,39 |
3,13 |
3,10 |
95,29 |
3,11 |
WS0428 |
PL0000107611 |
96,63 |
96,93 |
3,16 |
3,12 |
96,78 |
3,14 |
WZ0528 |
PL0000110383 |
96,75 |
97,04 |
--- |
--- |
96,90 |
--- |
WS0429 |
PL0000105391 |
124,12 |
124,66 |
3,06 |
3,01 |
124,39 |
3,03 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.